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USMV vs. T
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

USMV vs. T - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares MSCI USA Min Vol Factor ETF (USMV) and AT&T Inc. (T). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, USMV achieves a 1.55% return, which is significantly higher than T's -7.40% return. Over the past 10 years, USMV has outperformed T with an annualized return of 9.75%, while T has yielded a comparatively lower 2.86% annualized return.


USMV

1D
-0.43%
1M
1.28%
YTD
1.55%
6M
2.27%
1Y
3.18%
3Y*
11.35%
5Y*
7.21%
10Y*
9.75%

T

1D
-1.10%
1M
-10.57%
YTD
-7.40%
6M
-7.40%
1Y
-16.38%
3Y*
18.39%
5Y*
6.60%
10Y*
2.86%
*Multi-year figures are annualized to reflect compound growth (CAGR)

USMV vs. T - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
USMV
iShares MSCI USA Min Vol Factor ETF
1.55%7.65%15.74%10.33%-9.43%20.85%5.64%27.69%1.33%18.91%
T
AT&T Inc.
-7.40%13.97%44.08%-2.74%5.76%-8.09%-21.37%45.55%-22.25%-4.01%

Correlation

The correlation between USMV and T is 0.22, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.22

Correlation (3Y)
Calculated over the trailing 3-year period

0.30

Correlation (5Y)
Calculated over the trailing 5-year period

0.39

Correlation (10Y)
Calculated over the trailing 10-year period

0.44

Correlation (All Time)
Calculated using the full available price history since Oct 20, 2011

0.48

Over the past year, the correlation between USMV and T has dropped to 0.22 - well below their long-term average of 0.48, suggesting their price drivers have been diverging.

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Return for Risk

USMV vs. T — 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: 1515
Sharpe Ratio Rank
USMV Sortino Ratio Rank: 1515
Sortino Ratio Rank
USMV Omega Ratio Rank: 1414
Omega Ratio Rank
USMV Calmar Ratio Rank: 1616
Calmar Ratio Rank
USMV Martin Ratio Rank: 1717
Martin Ratio Rank

T
T Risk / Return Rank: 1111
Overall Rank
T Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
T Sortino Ratio Rank: 1212
Sortino Ratio Rank
T Omega Ratio Rank: 1313
Omega Ratio Rank
T Calmar Ratio Rank: 1414
Calmar Ratio Rank
T Martin Ratio Rank: 44
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. T - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI USA Min Vol Factor ETF (USMV) and AT&T Inc. (T). 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.


USMVTDifference
Sharpe ratioReturn per unit of total volatility

+1.12

Sortino ratioReturn per unit of downside risk

+1.56

Omega ratioGain probability vs. loss probability

1.07

0.89

+0.18

Calmar ratioReturn relative to maximum drawdown

0.49

-0.75

+1.25

Martin ratioReturn relative to average drawdown

1.64

-1.59

+3.23

USMV vs. T - Sharpe Ratio Comparison

The current USMV Sharpe Ratio is 0.37, which is higher than the T Sharpe Ratio of -0.75. The chart below compares the historical Sharpe Ratios of USMV and T, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


USMVTDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.37

-0.75

+1.12

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.59

0.28

+0.31

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.67

0.12

+0.55

Sharpe Ratio (All Time)

Calculated using the full available price history

0.86

0.38

+0.48

Drawdowns

USMV vs. T - Drawdown Comparison

The maximum USMV drawdown since its inception was -33.10%, smaller than the maximum T drawdown of -64.15%. Use the drawdown chart below to compare losses from any high point for USMV and T.


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Drawdown Indicators


USMVTDifference

Max Drawdown

Largest peak-to-trough decline

-33.10%

-64.15%

+31.05%

Max Drawdown (1Y)

Largest decline over 1 year

-6.46%

-21.87%

+15.41%

Max Drawdown (3Y)

Largest decline over 3 years

-9.36%

-21.87%

+12.51%

Max Drawdown (5Y)

Largest decline over 5 years

-17.93%

-32.01%

+14.08%

Max Drawdown (10Y)

Largest decline over 10 years

-33.10%

-42.35%

+9.25%

Current Drawdown

Current decline from peak

-2.24%

-21.87%

+19.63%

Average Drawdown

Average peak-to-trough decline

-2.88%

-15.72%

+12.84%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.94%

10.34%

-8.40%

Volatility

USMV vs. T - Volatility Comparison

The current volatility for iShares MSCI USA Min Vol Factor ETF (USMV) is 2.65%, while AT&T Inc. (T) has a volatility of 7.50%. This indicates that USMV experiences smaller price fluctuations and is considered to be less risky than T based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


USMVTDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.65%

7.50%

-4.85%

Volatility (6M)

Calculated over the trailing 6-month period

6.02%

17.57%

-11.55%

Volatility (1Y)

Calculated over the trailing 1-year period

8.57%

21.98%

-13.41%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.36%

23.97%

-11.61%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.51%

23.71%

-9.20%

Dividends

USMV vs. T - Dividend Comparison

USMV's dividend yield for the trailing twelve months is around 1.54%, less than T's 4.93% yield.


PositionTTM20252024202320222021202020192018201720162015
T
AT&T Inc.
4.93%4.47%4.87%6.62%6.66%8.46%7.23%5.22%7.01%5.04%4.51%5.46%
USMV
iShares MSCI USA Min Vol Factor ETF
1.54%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 T have a correlation of 0.22, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

T has higher volatility (7.50%) compared to USMV (2.65%). In terms of maximum drawdown, USMV dropped -33.10% vs T's -64.15%.

USMV currently has the higher Sharpe Ratio (0.37 vs -0.75), 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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