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 2022-10-20

Cost/Risk/Yield

Dividend yield1.6%
Expense ratio0.15%
Average spread0.015%
1Y roundtrip cost0.165%

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%
20202.3%-8.7%-11.3%9.4%4.3%-1.1%4.6%2.7%-1.7%-3.2%8.1%2.3%7.7%
20195.6%3.8%2.7%2.2%-1.6%5.0%1.7%1.6%1.0%-0.2%1.4%1.8%24.9%
20183.5%-4.2%-0.3%0.2%1.0%1.7%3.3%3.1%1.2%-4.0%3.2%-6.7%2.0%
20171.3%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%
20135.0%2.8%5.0%2.8%-2.3%-0.4%3.7%-3.3%2.5%4.7%1.3%1.3%23.0%
20121.3%2.1%2.6%1.3%-2.2%3.6%1.9%-0.2%1.6%-1.1%0.3%-0.9%10.5%
20110.2%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
20220.270.220.330.82
20210.270.210.290.251.02
20200.310.300.310.301.23
20190.240.330.290.381.23
20180.230.290.250.301.08
20170.210.260.220.250.93
20160.210.240.240.311.00
20150.180.200.200.260.84
20140.180.190.170.220.76
20130.120.170.270.210.77
20120.120.060.190.190.55
20110.080.08
0.000.002.350.000.002.470.000.002.760.000.002.75

Sectors and Top Holdings

Security % Assets
Microsoft Corporation1.85%
Accenture Plc Class A1.73%
Eli Lilly and Company1.72%
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 C1.40%
Merck & Co., Inc.1.39%
Paychex, Inc.1.35%
Johnson & Johnson1.33%
Waste Connections, Inc.1.33%
Top 15 Weights22.33%

Compare with similar ETFs

USMV FTCS HUSV LVOL SPLV USML
Product nameiShares MSCI USA Minimum Volatility ETFFirst Trust Capital Strength ETFFirst Trust Horizon Managed Volatility Domestic ETFRussell 1000 Low Volatility ETFPowerShares S&P 500 Low Volatility Portfolio ETFETRACS 2x Leveraged MSCI US Minimum Volatility Factor TR ETN
IssueriSharesFirst TrustFirst TrustAmerican CenturyInvescoETRACS
Price$66.82$68.46$30.1468$39.574$57.86$24.099
Expense Ratio0.15%worse0.56%worse0.7%worse0.29%worse0.25%worse0.95%
Average Spread0.015%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
Shares375,943,713108,464,2193,728,109149,317126,602,262992,801
Average Daily Volume4,429,510384,45026,2555733,350,37053
Home pageVisit external siteVisit external siteVisit external siteVisit external siteVisit external site
Inception Date2011-10-182006-07-062016-08-242021-01-122011-05-052021-02-04
Index TrackedMSCI USA Minimum Volatility IndexThe NASDAQ Capital Strength IndexNo Underlying IndexNo Underlying IndexS&P 500 Low VolatilityMSCI USA Minimum Volatility Index
CategoryLarge Cap Growth EquitiesLarge Cap Growth EquitiesVolatility Hedged EquityLarge Cap Blend EquitiesVolatility Hedged EquityLeveraged Equities
Asset ClassEquityEquityEquityEquityEquityEquity
Asset Class SizeLarge CapsLarge CapsLarge CapsLarge CapsLarge Caps
Value or GrowthBlendGrowthBlendBlendBlend
RegionNorth AmericaNorth AmericaNorth AmericaNorth AmericaNorth America
CountriesU.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 Yield0.016%0.013%0.018%0.012%0.021%0.000%
Number of Holdings183517578100
YTD Return-16.45%-18.31%-14.92%-19.23%-14.35%-33.10%
Beta0.790.990.790.780.821.35
Upside Beta0.060.140.60-0.170.04-0.30
Downside Beta-0.24-0.150.18-0.39-0.27-0.62
Volatility 1Y17.34%17.87%16.20%18.67%16.34%35.51%
Sharpe Ratio 3Y0.140.530.300.000.050.00
Treynor Ratio 3Y0.000.010.000.000.000.00

Historic volatility

Implied volatility

Put/Call Ratio (option volume)

Put/Call Ratio (open interest)

Volatility Spread

Volatility Skew