iShares MSCI USA Minimum Volatility (USMV)

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40.46 +0.71  +1.80% NYSE Arca Aug 27, 17:00 Delayed 2m USD
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USMV Price Chart

USMV Key Stats

Expense Ratio (12-1-14) 0.15%
Assets Under Management (8-26-15) 5.762B
30-Day Average Volume (8-26-15) 1.644M
Net Asset Value (8-25-15) 38.54
Discount or Premium to NAV (8-25-15) 0.10%
Turnover Ratio (7-31-14) 24.00%

USMV Asset Allocation

Type % Net % Long % Short
Cash 0.00% 0.00% 0.00%
Stock 99.89% 99.89% 0.00%
Bond 0.00% 0.00% 0.00%
Convertible 0.00% 0.00% 0.00%
Preferred 0.00% 0.00% 0.00%
Other 0.11% 0.11% 0.00%
As of Aug. 25, 2015

USMV Region Exposure

Americas 99.67%
North America 99.67%
Latin America 0.00%
Greater Europe 0.33%
United Kingdom 0.00%
Europe Developed 0.33%
Europe Emerging 0.00%
Africa/Middle East 0.00%
Greater Asia 0.00%
Japan 0.00%
Australasia 0.00%
Asia Developed 0.00%
Asia Emerging 0.00%
Market Classification
% Developed Markets 100.00%
% Emerging Markets 0.00%
As of Aug. 24, 2015
Region breakdown data is calculated by using the long position holdings of the portfolio.

USMV Stock Sector Exposure

Basic Materials 4.36%
Communication Services 5.43%
Consumer Cyclical 6.76%
Consumer Defensive 15.55%
Energy 2.39%
Financial Services 10.49%
Healthcare 19.99%
Industrials 9.12%
Real Estate 8.41%
Technology 9.26%
Utilities 8.25%
As of Aug. 25, 2015

USMV Stock Market Capitalization

Giant 31.64%
Large 45.53%
Medium 21.39%
Small 0.00%
Micro 0.00%
As of Aug. 25, 2015
View More Holdings

USMV Top 10 Holdings

Symbol Name % Weight Price % Chg
T AT&T Inc 1.69% 33.40 +2.17%
MCD McDonald's Corp 1.49% 97.31 +2.27%
PSA Public Storage 1.45% 207.93 +2.33%
VZ Verizon Communications Inc 1.45% 46.19 +2.28%
GIS General Mills Inc 1.44% 56.96 +1.91%
PEP PepsiCo Inc 1.43% 93.55 +1.15%
AZO AutoZone Inc 1.40% 724.64 +2.60%
PG Procter & Gamble Co 1.39% 71.48 +0.82%
ADP Automatic Data Processing Inc 1.35% 77.98 +0.23%
PFE Pfizer Inc 1.34% 33.25 +2.53%
As of Aug. 25, 2015
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USMV Basic Info

Style
Equity Style Large Cap/Blend
Broad Asset Class US Equity
Broad Category Equity
Prospectus Objective Growth
Fund Owner Firm Name iShares
Benchmark Index
MSCI USA Minimum Volatility (USD) GR USD
100.0%

USMV Manager Info

Name Tenure
Diane Hsiung 3.45 yrs
Greg Savage 3.45 yrs
Jennifer Hsui 2.33 yrs
Matthew Goff 1.51 yrs

USMV Risk Info

Beta 0.6926
Max Drawdown (All) 6.64%
Historical Sharpe (10y) --
Historical Sortino (All) 3.003
30-Day Rolling Volatility 18.39%
Daily Value at Risk (VaR) 1% (All) 1.69%
Monthly Value at Risk (VaR) 1% (All) 4.11%

USMV Fundamentals

Dividend Yield TTM (8-27-15) 1.90%
Weighted Average PE Ratio 22.42
Weighted Average Price to Sales Ratio 1.818
Weighted Average Price to Book Ratio 3.131
Weighted Median ROE 21.34%
Weighted Median ROA 6.97%
Forecasted Dividend Yield 2.42%
Forecasted PE Ratio 21.26
Forecasted Price to Sales Ratio 1.746
Forecasted Price to Book Ratio 2.953
Number of Holdings 164
As of Aug. 25, 2015

USMV Growth Estimates

Forecasted 5 Yr Earnings Growth 8.60%
Forecasted Book Value Growth 3.61%
Forecasted Cash Flow Growth 3.07%
Forecasted Earnings Growth 6.92%
Forecasted Revenue Growth 5.90%
As of Aug. 25, 2015

USMV Performance

  Returns Total Returns
1M -1.90% -1.90%
3M -2.38% -1.90%
6M -3.12% -2.23%
1Y 6.43% 8.48%
3Y 37.22% 46.51%
5Y -- --
As of Aug. 25, 2015

USMV Net Flows

1M 224.16M
3M 257.38M
6M 882.54M
YTD 1.557B
1Y 2.267B
3Y 4.068B
5Y --
As of July 31, 2015

USMV Attributes

Key Dates
Inception Date 10/18/2011
Last Annual Report Date 7/31/2014
Last Prospectus Date 12/1/2014
Attributes
Exchange Traded Share Yes
Exchange Traded Note No
Enhanced Index Fund No
Index Fund Yes
Inverse Fund No
Leveraged Fund No
Fund of Funds No
Currency Hedged Fund No
Synthetic Replication Fund No
Has Dividend Investment Plan No
General Availability
Available for Insurance Product No
Available for Retirement Plan No
Available for RRSP No

USMV Excel Add-In Codes

  • Name: =YCI("USMV","name")
  • Broad Asset Class: =YCI("USMV", "broad_asset_class")
  • Broad Category: =YCI("USMV", "broad_category_group")
  • Prospectus Objective: =YCI("USMV", "prospectus_objective")

To find the codes for any of our financial metrics, see our Complete Reference of Metric Codes.

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