iShares MSCI USA Minimum Volatility ETF (USMV)
Description
The investment seeks to track the performance of the MSCI USA Minimum Volatility Index. The USMV ETF contains 183 constituents. It is focused on blend holdings in the North America region.
Price $66.82 as of 2022-10-20Cost/Risk/Yield
| Dividend yield | 1.6% |
| Expense ratio | 0.15% |
| Average spread | 0.015% |
| 1Y roundtrip cost | 0.165% |
Historic prices
Total Returns (including dividends)
Monthly returns heatmap
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | ||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2022 | -6.0% | -3.1% | 5.6% | -5.3% | 0.0% | -4.1% | 5.1% | -3.2% | -7.1% | 1.1% | -16.9% | ||
| 2021 | -2.7% | -0.4% | 5.6% | 4.0% | 0.9% | 1.7% | 3.5% | 1.9% | -5.0% | 5.5% | -2.1% | 6.8% | 19.8% |
| 2020 | 2.3% | -8.7% | -11.3% | 9.4% | 4.3% | -1.1% | 4.6% | 2.7% | -1.7% | -3.2% | 8.1% | 2.3% | 7.7% |
| 2019 | 5.6% | 3.8% | 2.7% | 2.2% | -1.6% | 5.0% | 1.7% | 1.6% | 1.0% | -0.2% | 1.4% | 1.8% | 24.9% |
| 2018 | 3.5% | -4.2% | -0.3% | 0.2% | 1.0% | 1.7% | 3.3% | 3.1% | 1.2% | -4.0% | 3.2% | -6.7% | 2.0% |
| 2017 | 1.3% | 4.5% | 0.1% | 1.4% | 2.0% | -0.4% | 2.0% | 0.8% | 0.5% | 1.9% | 3.1% | 0.2% | 17.5% |
| 2016 | -1.4% | 1.0% | 5.9% | -0.4% | 1.6% | 4.5% | 1.5% | -2.0% | -0.6% | -2.8% | 0.6% | 2.4% | 10.4% |
| 2015 | -0.5% | 3.6% | -0.7% | -0.6% | 1.0% | -2.2% | 4.0% | -4.5% | -0.6% | 6.0% | -0.2% | 0.5% | 5.8% |
| 2014 | -3.0% | 4.4% | 0.8% | 1.3% | 1.1% | 1.2% | -1.4% | 4.0% | -0.8% | 4.2% | 3.6% | 0.0% | 15.5% |
| 2013 | 5.0% | 2.8% | 5.0% | 2.8% | -2.3% | -0.4% | 3.7% | -3.3% | 2.5% | 4.7% | 1.3% | 1.3% | 23.0% |
| 2012 | 1.3% | 2.1% | 2.6% | 1.3% | -2.2% | 3.6% | 1.9% | -0.2% | 1.6% | -1.1% | 0.3% | -0.9% | 10.5% |
| 2011 | 0.2% | 3.1% | 3.2% | ||||||||||
| 5.4% | 5.9% | 16.0% | 16.3% | 5.9% | 9.5% | 29.9% | 0.9% | -8.9% | 12.1% | 19.5% | 10.9% |
Historical Dividends
Monthly dividend heatmap
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | ||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2022 | 0.27 | 0.22 | 0.33 | 0.82 | |||||||||
| 2021 | 0.27 | 0.21 | 0.29 | 0.25 | 1.02 | ||||||||
| 2020 | 0.31 | 0.30 | 0.31 | 0.30 | 1.23 | ||||||||
| 2019 | 0.24 | 0.33 | 0.29 | 0.38 | 1.23 | ||||||||
| 2018 | 0.23 | 0.29 | 0.25 | 0.30 | 1.08 | ||||||||
| 2017 | 0.21 | 0.26 | 0.22 | 0.25 | 0.93 | ||||||||
| 2016 | 0.21 | 0.24 | 0.24 | 0.31 | 1.00 | ||||||||
| 2015 | 0.18 | 0.20 | 0.20 | 0.26 | 0.84 | ||||||||
| 2014 | 0.18 | 0.19 | 0.17 | 0.22 | 0.76 | ||||||||
| 2013 | 0.12 | 0.17 | 0.27 | 0.21 | 0.77 | ||||||||
| 2012 | 0.12 | 0.06 | 0.19 | 0.19 | 0.55 | ||||||||
| 2011 | 0.08 | 0.08 | |||||||||||
| 0.00 | 0.00 | 2.35 | 0.00 | 0.00 | 2.47 | 0.00 | 0.00 | 2.76 | 0.00 | 0.00 | 2.75 |
Sectors and Top Holdings
| Security | % Assets |
|---|---|
| Microsoft Corporation | 1.85% |
| Accenture Plc Class A | 1.73% |
| Eli Lilly and Company | 1.72% |
| Waste Management, Inc. | 1.55% |
| Adobe Inc. | 1.51% |
| NextEra Energy, Inc. | 1.47% |
| Republic Services, Inc. | 1.44% |
| Regeneron Pharmaceuticals, Inc. | 1.43% |
| Kroger Co. | 1.42% |
| PepsiCo, Inc. | 1.41% |
| Alphabet Inc. Class C | 1.40% |
| Merck & Co., Inc. | 1.39% |
| Paychex, Inc. | 1.35% |
| Johnson & Johnson | 1.33% |
| Waste Connections, Inc. | 1.33% |
| Top 15 Weights | 22.33% |
Compare with similar ETFs
| USMV | FTCS | HUSV | LVOL | SPLV | USML | |
|---|---|---|---|---|---|---|
| Product name | iShares MSCI USA Minimum Volatility ETF | First Trust Capital Strength ETF | First Trust Horizon Managed Volatility Domestic ETF | Russell 1000 Low Volatility ETF | PowerShares S&P 500 Low Volatility Portfolio ETF | ETRACS 2x Leveraged MSCI US Minimum Volatility Factor TR ETN |
| Issuer | iShares | First Trust | First Trust | American Century | Invesco | ETRACS |
| Price | $66.82 | $68.46 | $30.1468 | $39.574 | $57.86 | $24.099 |
| Expense Ratio | 0.15% |  0.56% | 0.7% | 0.29% | 0.25% | 0.95% |
| Average Spread | 0.015% | 0.029% | 0.066% | 0.126% | 0.017% | 0.207% |
| AUM | $25,120,600,000 | $7,425,460,000 | $112,391,000 | $5,909,070 | $7,325,210,000 | $23,925,500 |
| Shares | 375,943,713 | 108,464,219 | 3,728,109 | 149,317 | 126,602,262 | 992,801 |
| Average Daily Volume | 4,429,510 | 384,450 | 26,255 | 573 | 3,350,370 | 53 |
| Home page | Visit external site | Visit external site | Visit external site | Visit external site | Visit external site | Visit external site |
| Inception Date | 2011-10-18 | 2006-07-06 | 2016-08-24 | 2021-01-12 | 2011-05-05 | 2021-02-04 |
| Index Tracked | MSCI USA Minimum Volatility Index | The NASDAQ Capital Strength Index | No Underlying Index | No Underlying Index | S&P 500 Low Volatility | MSCI USA Minimum Volatility Index |
| Category | Large Cap Growth Equities | Large Cap Growth Equities | Volatility Hedged Equity | 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 | Large Caps | |
| Value or Growth | Blend | Growth | 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 | $1.072 | $0.913 | $0.55 | $0.476 | $1.199 | $0 |
| Annual Dividend Yield | 0.016% | 0.013% | 0.018% | 0.012% | 0.021% | 0.000% |
| Number of Holdings | 183 | 51 | 75 | 78 | 100 | |
| YTD Return | -16.45% | -18.31% | -14.92% | -19.23% | -14.35% | -33.10% |
| Beta | 0.79 | 0.99 | 0.79 | 0.78 | 0.82 | 1.35 |
| Upside Beta | 0.06 | 0.14 | 0.60 | -0.17 | 0.04 | -0.30 |
| Downside Beta | -0.24 | -0.15 | 0.18 | -0.39 | -0.27 | -0.62 |
| Volatility 1Y | 17.34% | 17.87% | 16.20% | 18.67% | 16.34% | 35.51% |
| Sharpe Ratio 3Y | 0.14 | 0.53 | 0.30 | 0.00 | 0.05 | 0.00 |
| Treynor Ratio 3Y | 0.00 | 0.01 | 0.00 | 0.00 | 0.00 | 0.00 |