USMV vs. SPLV

The year-to-date returns for both stocks are quite close, with USMV having a 4.71% return and SPLV slightly lower at 4.61%. Over the past 10 years, USMV has outperformed SPLV with an annualized return of 10.43%, while SPLV has yielded a comparatively lower 9.18% annualized return.

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USMV has a 0.15% expense ratio, which is lower than SPLV's 0.25% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.

This table presents a comparison of risk-adjusted performance metrics for iShares Edge MSCI Min Vol USA ETF (USMV) and Invesco S&P 500® Low Volatility ETF (SPLV). 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.

The current USMV Sharpe Ratio is 1.11, which is comparable to the SPLV Sharpe Ratio of 1.16. The chart below compares the historical Sharpe Ratios of USMV and SPLV, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

USMV's dividend yield for the trailing twelve months is around 1.57%, less than SPLV's 1.74% yield.

The maximum USMV drawdown since its inception was -33.10%, smaller than the maximum SPLV drawdown of -36.26%. Use the drawdown chart below to compare losses from any high point for USMV and SPLV.

iShares Edge MSCI Min Vol USA ETF (USMV) and Invesco S&P 500® Low Volatility ETF (SPLV) have volatilities of 3.64% and 3.71%, 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.