iShares Edge S&P 500 Minimum Volatility UCITS ETF (SPMV)
Description
The investment seeks to track the performance of the S&P 500 Minimum Volatitlity Index. The SPMV ETF contains 97 constituents. It is focused on blend holdings in the North America region.
Price $34.12 as of 2022-10-20Cost/Risk/Yield
| Dividend yield | 1.38% |
| Expense ratio | 0.1% |
| Average spread | 0.176% |
| 1Y roundtrip cost | 0.276% |
Historic prices
Total Returns (including dividends)
Monthly returns heatmap
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | ||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2022 | -5.1% | -2.9% | 5.2% | -5.2% | 0.2% | -5.7% | 5.9% | -3.3% | -8.3% | 1.5% | -17.7% | ||
| 2021 | -1.9% | -0.3% | 6.1% | 4.4% | 0.4% | 1.8% | 2.8% | 2.3% | -4.9% | 5.9% | -0.6% | 6.8% | 22.7% |
| 2020 | 0.4% | -8.8% | -11.8% | 12.3% | 3.2% | 0.5% | 4.4% | 4.8% | -1.8% | -3.1% | 8.0% | 2.8% | 10.8% |
| 2019 | 8.3% | 3.5% | 2.3% | 3.9% | -4.4% | 6.0% | 1.5% | 0.1% | 1.7% | 0.2% | 2.5% | 3.4% | 29.1% |
| 2018 | 5.0% | -2.0% | -3.7% | 1.2% | 0.8% | 0.9% | 4.0% | 2.5% | 1.1% | -8.6% | 4.0% | -8.8% | -3.5% |
| 2017 | 0.1% | 1.1% | 0.4% | 3.9% | 2.2% | 7.7% | |||||||
| 6.8% | -10.6% | -2.0% | 16.6% | 0.1% | 3.5% | 18.6% | 6.5% | -11.1% | -3.7% | 17.8% | 6.5% |
Historical Dividends
Monthly dividend heatmap
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | ||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2022 | 0.16 | 0.17 | 0.33 | ||||||||||
| 2021 | 0.20 | 0.05 | 0.15 | 0.14 | 0.53 | ||||||||
| 2020 | 0.17 | 0.21 | 0.06 | 0.14 | 0.58 | ||||||||
| 2019 | 0.12 | 0.15 | 0.06 | 0.68 | 1.00 | ||||||||
| 2018 | 0.09 | 0.13 | 0.13 | 0.16 | 0.51 | ||||||||
| 2017 | 0.08 | 0.39 | 0.47 | ||||||||||
| 0.00 | 0.00 | 0.73 | 0.00 | 0.00 | 0.70 | 0.00 | 0.00 | 0.48 | 0.00 | 0.00 | 1.51 |
Sectors and Top Holdings
| Security | % Assets |
|---|---|
| UnitedHealth Group Incorporated | 2.28% |
| Microsoft Corporation | 2.26% |
| Intuit Inc. | 2.17% |
| Chubb Limited | 2.16% |
| Accenture Plc Class A | 2.10% |
| Waste Management, Inc. | 2.09% |
| Berkshire Hathaway Inc. Class B | 2.09% |
| Merck & Co., Inc. | 2.07% |
| NIKE, Inc. Class B | 2.06% |
| Progressive Corporation | 2.06% |
| Aon Plc Class A | 2.05% |
| Marsh & McLennan Companies, Inc. | 2.05% |
| NextEra Energy, Inc. | 2.04% |
| Procter & Gamble Company | 2.00% |
| Texas Instruments Incorporated | 1.99% |
| Top 15 Weights | 31.47% |
Compare with similar ETFs
| SPMV | FFEB | FLQL | LVOL | QLV | USML | |
|---|---|---|---|---|---|---|
| Product name | iShares Edge S&P 500 Minimum Volatility UCITS ETF | FT Cboe Vest U.S. Equity Buffer ETF - February | Franklin LibertyQ U.S. Equity ETF | Russell 1000 Low Volatility ETF | FlexShares US Quality Low Volatility Index Fund | ETRACS 2x Leveraged MSCI US Minimum Volatility Factor TR ETN |
| Issuer | Invesco | FT Cboe Vest | Franklin | American Century | FlexShares | ETRACS |
| Price | $34.123 | $34.421 | $38.75 | $39.574 | $47.119 | $24.099 |
| Expense Ratio | 0.1% |  0.85% | 0.15% | 0.29% | 0.22% | 0.95% |
| Average Spread | 0.176% | 0.261% | 0.077% | 0.126% | 0.064% | 0.207% |
| AUM | $21,788,000 | $239,226,000 | $839,828,000 | $5,909,070 | $138,124,000 | $23,925,500 |
| Shares | 638,514 | 6,950,000 | 21,672,970 | 149,317 | 2,931,382 | 992,801 |
| Average Daily Volume | 1,050 | 65,797 | 44,160 | 573 | 6,570 | 53 |
| Home page | Visit external site | Visit external site | Visit external site | Visit external site | Visit external site | Visit external site |
| Inception Date | 2017-07-13 | 2020-02-21 | 2017-04-26 | 2021-01-12 | 2019-07-15 | 2021-02-04 |
| Index Tracked | S&P 500 Minimum Volatitlity Index | No Underlying Index | LibertyQ U.S. Large Cap Equity Index | No Underlying Index | Northern Trust Quality Low Volatility Index | MSCI USA Minimum Volatility Index |
| Category | Large Cap Growth Equities | n/a | Large Cap Growth Equities | Large Cap Blend Equities | Volatility Hedged Equity | Leveraged Equities |
| Asset Class | Equity | Equity | Equity | Equity | Equity | Equity |
| Asset Class Size | Large Caps | Large Caps | Large Caps | Large Caps | ||
| Value or Growth | Blend | Blend | Blend | Blend | Blend | |
| Region | North America | North America | North America | North America | North America | |
| Countries | U.S. | U.S. | U.S. | U.S. | U.S. | U.S. |
| Annual Dividend Rate | $0.471 | $0 | $0.838 | $0.476 | $0.697 | $0 |
| Annual Dividend Yield | 0.014% | 0.000% | 0.022% | 0.012% | 0.015% | 0.000% |
| Number of Holdings | 97 | 0 | 257 | 78 | 107 | |
| YTD Return | -17.26% | -10.50% | -16.52% | -19.23% | -16.16% | -33.10% |
| Beta | 0.85 | 0.66 | 0.90 | 0.78 | 0.83 | 1.35 |
| Upside Beta | 0.60 | 0.51 | 0.62 | -0.17 | 0.55 | -0.30 |
| Downside Beta | 0.47 | 0.13 | 0.38 | -0.39 | 0.37 | -0.62 |
| Volatility 1Y | 18.40% | 14.86% | 20.27% | 18.67% | 17.72% | 35.51% |
| Sharpe Ratio 3Y | 0.36 | 0.00 | 0.49 | 0.00 | 0.45 | 0.00 |
| Treynor Ratio 3Y | 0.01 | 0.00 | 0.01 | 0.00 | 0.01 | 0.00 |