USMV vs. GOOG
USMV (iShares MSCI USA Min Vol Factor ETF) is Large Cap Blend Equities fund tracking the MSCI USA Minimum Volatility Index, while GOOG (Alphabet Inc) is a stock. Over the past 10 years, USMV returned 9.90%/yr vs 25.97%/yr for GOOG. A 0.51 correlation means they provide meaningful diversification when combined.
Performance
USMV vs. GOOG - Performance Comparison
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Returns By Period
In the year-to-date period, USMV achieves a 2.43% return, which is significantly lower than GOOG's 14.29% return. Over the past 10 years, USMV has underperformed GOOG with an annualized return of 9.90%, while GOOG has yielded a comparatively higher 25.97% annualized return.
USMV
- 1D
- 0.43%
- 1M
- 1.84%
- YTD
- 2.43%
- 6M
- 2.34%
- 1Y
- 4.00%
- 3Y*
- 11.35%
- 5Y*
- 7.24%
- 10Y*
- 9.90%
GOOG
- 1D
- 0.45%
- 1M
- -10.19%
- YTD
- 14.29%
- 6M
- 15.49%
- 1Y
- 102.96%
- 3Y*
- 42.67%
- 5Y*
- 23.51%
- 10Y*
- 25.97%
USMV vs. GOOG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
USMV iShares MSCI USA Min Vol Factor ETF | 2.43% | 7.65% | 15.74% | 10.33% | -9.43% | 20.85% | 5.64% | 27.69% | 1.33% | 18.91% |
GOOG Alphabet Inc | 14.29% | 65.42% | 35.62% | 58.83% | -38.67% | 65.17% | 31.03% | 29.10% | -1.03% | 35.58% |
Correlation
The correlation between USMV and GOOG is 0.19, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.19 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.24 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.42 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.48 |
Correlation (All Time) Calculated using the full available price history since Apr 3, 2014 | 0.51 |
Over the past year, the correlation between USMV and GOOG has dropped to 0.19 - well below their long-term average of 0.51, suggesting their price drivers have been diverging.
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Return for Risk
USMV vs. GOOG — Risk / Return Rank
USMV
GOOG
USMV vs. GOOG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI USA Min Vol Factor ETF (USMV) and Alphabet Inc (GOOG). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| USMV | GOOG | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.13 | ||
| Sortino ratioReturn per unit of downside risk | -4.24 | ||
| Omega ratioGain probability vs. loss probability | 1.08 | 1.59 | -0.51 |
| Calmar ratioReturn relative to maximum drawdown | 0.62 | 4.99 | -4.37 |
| Martin ratioReturn relative to average drawdown | 2.06 | 17.56 | -15.50 |
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Drawdowns
USMV vs. GOOG - Drawdown Comparison
The maximum USMV drawdown since its inception was -33.10%, smaller than the maximum GOOG drawdown of -44.60%. Use the drawdown chart below to compare losses from any high point for USMV and GOOG.
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Drawdown Indicators
| USMV | GOOG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.10% | -44.60% | +11.50% |
Max Drawdown (1Y)Largest decline over 1 year | -6.46% | -20.75% | +14.29% |
Max Drawdown (3Y)Largest decline over 3 years | -9.36% | -29.35% | +19.99% |
Max Drawdown (5Y)Largest decline over 5 years | -17.93% | -44.60% | +26.67% |
Max Drawdown (10Y)Largest decline over 10 years | -33.10% | -44.60% | +11.50% |
Current DrawdownCurrent decline from peak | -1.40% | -10.19% | +8.79% |
Average DrawdownAverage peak-to-trough decline | -2.87% | -8.89% | +6.02% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.95% | 5.88% | -3.93% |
Volatility
USMV vs. GOOG - Volatility Comparison
The current volatility for iShares MSCI USA Min Vol Factor ETF (USMV) is 2.70%, while Alphabet Inc (GOOG) has a volatility of 7.29%. This indicates that USMV experiences smaller price fluctuations and is considered to be less risky than GOOG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| USMV | GOOG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.70% | 7.29% | -4.59% |
Volatility (6M)Calculated over the trailing 6-month period | 6.02% | 20.47% | -14.45% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.56% | 28.75% | -20.19% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.36% | 31.15% | -18.79% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.51% | 29.02% | -14.51% |
Dividends
USMV vs. GOOG - Dividend Comparison
USMV's dividend yield for the trailing twelve months is around 1.53%, more than GOOG's 0.24% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GOOG Alphabet Inc | 0.24% | 0.26% | 0.32% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
USMV iShares MSCI USA Min Vol Factor ETF | 1.53% | 1.49% | 1.67% | 1.82% | 1.62% | 1.26% | 1.81% | 1.88% | 2.12% | 1.77% | 2.22% | 2.02% |
Frequently Asked Questions
USMV and GOOG have a correlation of 0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
GOOG has higher volatility (7.29%) compared to USMV (2.70%). In terms of maximum drawdown, USMV dropped -33.10% vs GOOG's -44.60%.
GOOG currently has the higher Sharpe Ratio (3.60 vs 0.47), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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