USMV vs. VTI
Compare and contrast key facts about iShares Edge MSCI Min Vol USA ETF (USMV) and Vanguard Total Stock Market ETF (VTI).
USMV and VTI are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. USMV is a passively managed fund by iShares that tracks the performance of the MSCI USA Minimum Volatility Index. It was launched on Oct 18, 2011. VTI is a passively managed fund by Vanguard that tracks the performance of the CRSP US Total Market Index. It was launched on May 24, 2001. Both USMV and VTI are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: USMV or VTI.
Performance
USMV vs. VTI - Performance Comparison
Returns By Period
In the year-to-date period, USMV achieves a 18.28% return, which is significantly lower than VTI's 23.63% return. Over the past 10 years, USMV has underperformed VTI with an annualized return of 10.65%, while VTI has yielded a comparatively higher 12.59% annualized return.
USMV
18.28%
-1.67%
9.30%
24.20%
9.17%
10.65%
VTI
23.63%
0.87%
11.41%
32.34%
14.66%
12.59%
Key characteristics
| USMV | VTI | |
|---|---|---|
| Sharpe Ratio | 2.86 | 2.58 |
| Sortino Ratio | 4.01 | 3.45 |
| Omega Ratio | 1.53 | 1.48 |
| Calmar Ratio | 4.84 | 3.76 |
| Martin Ratio | 18.65 | 16.56 |
| Ulcer Index | 1.30% | 1.95% |
| Daily Std Dev | 8.47% | 12.51% |
| Max Drawdown | -33.10% | -55.45% |
| Current Drawdown | -2.48% | -2.43% |
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USMV vs. VTI - Expense Ratio Comparison
USMV has a 0.15% expense ratio, which is higher than VTI's 0.03% 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%.
Correlation
The correlation between USMV and VTI is 0.85, 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.
Risk-Adjusted Performance
USMV vs. VTI - 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 Total Stock Market ETF (VTI). 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.
Dividends
USMV vs. VTI - Dividend Comparison
USMV's dividend yield for the trailing twelve months is around 1.64%, more than VTI's 1.29% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
USMV iShares Edge MSCI Min Vol USA ETF | 1.64% | 1.82% | 1.62% | 1.26% | 1.81% | 1.88% | 2.12% | 1.77% | 2.22% | 2.02% | 1.88% | 2.18% |
VTI Vanguard Total Stock Market ETF | 1.29% | 1.44% | 1.67% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% | 1.76% | 1.74% |
Drawdowns
USMV vs. VTI - Drawdown Comparison
The maximum USMV drawdown since its inception was -33.10%, smaller than the maximum VTI drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for USMV and VTI. For additional features, visit the drawdowns tool.
Volatility
USMV vs. VTI - Volatility Comparison
The current volatility for iShares Edge MSCI Min Vol USA ETF (USMV) is 3.09%, while Vanguard Total Stock Market ETF (VTI) has a volatility of 4.28%. This indicates that USMV experiences smaller price fluctuations and is considered to be less risky than VTI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.