USMV vs. VFMV

In the year-to-date period, USMV achieves a 6.51% return, which is significantly higher than VFMV's 6.17% return.

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USMV has a 0.15% expense ratio, which is higher than VFMV's 0.13% expense ratio. However, 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 Vanguard U.S. Minimum Volatility ETF (VFMV). 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 1.08, which is comparable to the VFMV Sharpe Ratio of 1.12. The chart below compares the historical Sharpe Ratios of USMV and VFMV, 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 1.54%, more than VFMV's 1.49% yield.

The maximum USMV drawdown since its inception was -33.10%, roughly equal to the maximum VFMV drawdown of -33.64%. Use the drawdown chart below to compare losses from any high point for USMV and VFMV. For additional features, visit the drawdowns tool.

iShares Edge MSCI Min Vol USA ETF (USMV) has a higher volatility of 3.54% compared to Vanguard U.S. Minimum Volatility ETF (VFMV) at 3.16%. This indicates that USMV's price experiences larger fluctuations and is considered to be riskier than VFMV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.