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USMV vs. VFMV
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between USMV and VFMV is 0.83, 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.


Performance

USMV vs. VFMV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Edge MSCI Min Vol USA ETF (USMV) and Vanguard U.S. Minimum Volatility ETF (VFMV). The values are adjusted to include any dividend payments, if applicable.

70.00%75.00%80.00%85.00%90.00%95.00%100.00%105.00%December2025FebruaryMarchAprilMay
99.29%
86.78%
USMV
VFMV

Key characteristics

Sharpe Ratio

USMV:

1.27

VFMV:

1.17

Sortino Ratio

USMV:

1.75

VFMV:

1.64

Omega Ratio

USMV:

1.27

VFMV:

1.24

Calmar Ratio

USMV:

1.75

VFMV:

1.46

Martin Ratio

USMV:

6.70

VFMV:

6.01

Ulcer Index

USMV:

2.45%

VFMV:

2.52%

Daily Std Dev

USMV:

12.96%

VFMV:

12.95%

Max Drawdown

USMV:

-33.10%

VFMV:

-33.64%

Current Drawdown

USMV:

-2.01%

VFMV:

-3.57%

Returns By Period

In the year-to-date period, USMV achieves a 4.37% return, which is significantly higher than VFMV's 2.64% return.


USMV

YTD

4.37%

1M

5.91%

6M

2.61%

1Y

15.02%

5Y*

11.44%

10Y*

10.39%

VFMV

YTD

2.64%

1M

4.66%

6M

2.24%

1Y

13.60%

5Y*

12.21%

10Y*

N/A

*Annualized

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USMV vs. VFMV - Expense Ratio Comparison

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%.


Risk-Adjusted Performance

USMV vs. VFMV — Risk-Adjusted Performance Rank

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

USMV
The Risk-Adjusted Performance Rank of USMV is 8787
Overall Rank
The Sharpe Ratio Rank of USMV is 8585
Sharpe Ratio Rank
The Sortino Ratio Rank of USMV is 8484
Sortino Ratio Rank
The Omega Ratio Rank of USMV is 8686
Omega Ratio Rank
The Calmar Ratio Rank of USMV is 9191
Calmar Ratio Rank
The Martin Ratio Rank of USMV is 8888
Martin Ratio Rank

VFMV
The Risk-Adjusted Performance Rank of VFMV is 8484
Overall Rank
The Sharpe Ratio Rank of VFMV is 8383
Sharpe Ratio Rank
The Sortino Ratio Rank of VFMV is 8282
Sortino Ratio Rank
The Omega Ratio Rank of VFMV is 8484
Omega Ratio Rank
The Calmar Ratio Rank of VFMV is 8888
Calmar Ratio Rank
The Martin Ratio Rank of VFMV is 8686
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

USMV vs. VFMV - Risk-Adjusted Performance Comparison

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 1.27, which is comparable to the VFMV Sharpe Ratio of 1.17. 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.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00December2025FebruaryMarchAprilMay
1.27
1.17
USMV
VFMV

Dividends

USMV vs. VFMV - Dividend Comparison

USMV's dividend yield for the trailing twelve months is around 1.57%, more than VFMV's 1.54% yield.


TTM20242023202220212020201920182017201620152014
USMV
iShares Edge MSCI Min Vol USA ETF
1.57%1.67%1.82%1.62%1.26%1.81%1.88%2.12%1.77%2.22%2.02%1.88%
VFMV
Vanguard U.S. Minimum Volatility ETF
1.54%1.46%2.20%2.08%1.31%2.14%2.43%2.30%0.00%0.00%0.00%0.00%

Drawdowns

USMV vs. VFMV - Drawdown Comparison

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.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%December2025FebruaryMarchAprilMay
-2.01%
-3.57%
USMV
VFMV

Volatility

USMV vs. VFMV - Volatility Comparison

iShares Edge MSCI Min Vol USA ETF (USMV) and Vanguard U.S. Minimum Volatility ETF (VFMV) have volatilities of 6.90% and 6.72%, 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.


2.00%4.00%6.00%8.00%10.00%December2025FebruaryMarchAprilMay
6.90%
6.72%
USMV
VFMV