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USMV vs. PSMD
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

USMV vs. PSMD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares MSCI USA Minimum Volatility Factor ETF (USMV) and Pacer Swan SOS Moderate (December) ETF (PSMD). The values are adjusted to include any dividend payments, if applicable.

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USMV vs. PSMD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
USMV
iShares MSCI USA Minimum Volatility Factor ETF
-1.10%7.65%15.74%10.33%-9.43%20.85%1.57%
PSMD
Pacer Swan SOS Moderate (December) ETF
-1.77%11.45%12.78%17.46%-4.47%11.23%0.95%

Returns By Period

In the year-to-date period, USMV achieves a -1.10% return, which is significantly higher than PSMD's -1.77% return.


USMV

1D
1.15%
1M
-4.79%
YTD
-1.10%
6M
-1.72%
1Y
0.57%
3Y*
10.28%
5Y*
7.61%
10Y*
9.65%

PSMD

1D
1.56%
1M
-2.40%
YTD
-1.77%
6M
0.79%
1Y
11.20%
3Y*
11.24%
5Y*
8.15%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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USMV vs. PSMD - Expense Ratio Comparison

USMV has a 0.15% expense ratio, which is lower than PSMD's 0.75% expense ratio.


Return for Risk

USMV vs. PSMD — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

USMV
USMV Risk / Return Rank: 1515
Overall Rank
USMV Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
USMV Sortino Ratio Rank: 1212
Sortino Ratio Rank
USMV Omega Ratio Rank: 1313
Omega Ratio Rank
USMV Calmar Ratio Rank: 1717
Calmar Ratio Rank
USMV Martin Ratio Rank: 1919
Martin Ratio Rank

PSMD
PSMD Risk / Return Rank: 6868
Overall Rank
PSMD Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
PSMD Sortino Ratio Rank: 6666
Sortino Ratio Rank
PSMD Omega Ratio Rank: 7676
Omega Ratio Rank
PSMD Calmar Ratio Rank: 5959
Calmar Ratio Rank
PSMD Martin Ratio Rank: 7979
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

USMV vs. PSMD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI USA Minimum Volatility Factor ETF (USMV) and Pacer Swan SOS Moderate (December) ETF (PSMD). 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.


USMVPSMDDifference

Sharpe ratio

Return per unit of total volatility

0.05

1.12

-1.07

Sortino ratio

Return per unit of downside risk

0.15

1.71

-1.56

Omega ratio

Gain probability vs. loss probability

1.02

1.29

-0.27

Calmar ratio

Return relative to maximum drawdown

0.18

1.53

-1.35

Martin ratio

Return relative to average drawdown

0.79

8.66

-7.87

USMV vs. PSMD - Sharpe Ratio Comparison

The current USMV Sharpe Ratio is 0.05, which is lower than the PSMD Sharpe Ratio of 1.12. The chart below compares the historical Sharpe Ratios of USMV and PSMD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


USMVPSMDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.05

1.12

-1.07

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.62

0.95

-0.34

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.67

Sharpe Ratio (All Time)

Calculated using the full available price history

0.85

1.03

-0.17

Correlation

The correlation between USMV and PSMD is 0.72, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

USMV vs. PSMD - Dividend Comparison

USMV's dividend yield for the trailing twelve months is around 1.58%, while PSMD has not paid dividends to shareholders.


TTM20252024202320222021202020192018201720162015
USMV
iShares MSCI USA Minimum Volatility Factor ETF
1.58%1.49%1.67%1.82%1.62%1.26%1.81%1.88%2.12%1.77%2.22%2.02%
PSMD
Pacer Swan SOS Moderate (December) ETF
0.00%0.00%0.00%0.00%0.00%0.47%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

USMV vs. PSMD - Drawdown Comparison

The maximum USMV drawdown since its inception was -33.10%, which is greater than PSMD's maximum drawdown of -11.96%. Use the drawdown chart below to compare losses from any high point for USMV and PSMD.


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Drawdown Indicators


USMVPSMDDifference

Max Drawdown

Largest peak-to-trough decline

-33.10%

-11.96%

-21.14%

Max Drawdown (1Y)

Largest decline over 1 year

-8.91%

-7.51%

-1.40%

Max Drawdown (5Y)

Largest decline over 5 years

-17.93%

-11.96%

-5.97%

Max Drawdown (10Y)

Largest decline over 10 years

-33.10%

Current Drawdown

Current decline from peak

-4.79%

-2.89%

-1.90%

Average Drawdown

Average peak-to-trough decline

-2.88%

-1.71%

-1.17%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.00%

1.32%

+0.68%

Volatility

USMV vs. PSMD - Volatility Comparison

iShares MSCI USA Minimum Volatility Factor ETF (USMV) and Pacer Swan SOS Moderate (December) ETF (PSMD) have volatilities of 3.03% and 3.10%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


USMVPSMDDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.03%

3.10%

-0.07%

Volatility (6M)

Calculated over the trailing 6-month period

6.08%

4.39%

+1.69%

Volatility (1Y)

Calculated over the trailing 1-year period

12.54%

10.09%

+2.45%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.39%

8.60%

+3.79%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.51%

8.56%

+5.95%