iShares MSCI USA Minimum Volatility (USMV)

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41.87 +0.02  +0.05% NYSE Arca Jul 30, 16:59 Delayed 2m USD
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USMV Description

iShares MSCI USA Minimum Volatility is a long only equity fund managed by iShares that tracks the MSCI USA Minimum Volatility (USD) GR USD index and has 5.269B USD assets under management. It has an forecasted dividend yield of 2.51%, a forecasted PE ratio of 20.57, and a forecasted price to book value of 2.891. The fund has a net expense ratio of 0.15%, turns over its positions 24.00% per year, and is traded on the New York Stock Exchange Arca.

USMV Key Info

Expense Ratio (12-1-14) 0.15%
Assets Under Management (7-30-15) 5.269B
30-Day Average Volume (7-29-15) 955434.6
Net Asset Value (7-29-15) 41.84
Discount or Premium to NAV (7-30-15) 0.05%
Turnover Ratio (7-31-14) 24.00%

USMV Asset Allocation

Type % Net % Long % Short
Cash 0.00% 0.00% 0.00%
Stock 99.75% 99.75% 0.00%
Bond 0.00% 0.00% 0.00%
Convertible 0.00% 0.00% 0.00%
Preferred 0.00% 0.00% 0.00%
Other 0.25% 0.25% 0.00%
As of July 29, 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 100.0%
% Emerging Markets 0.00%
As of July 24, 2015
Region breakdown data is calculated by using the long position holdings of the portfolio.

USMV Stock Sector Exposure

Basic Materials 4.34%
Communication Services 5.30%
Consumer Cyclical 6.59%
Consumer Defensive 15.45%
Energy 2.66%
Financial Services 10.48%
Healthcare 20.90%
Industrials 8.90%
Real Estate 8.14%
Technology 9.42%
Utilities 7.82%
As of July 28, 2015

USMV Stock Market Capitalization

Giant 33.55%
Large 43.02%
Medium 22.10%
Small 0.00%
Micro 0.00%
As of July 28, 2015
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USMV Top 10 Holdings

Symbol Name % Weight Price % Chg
T AT&T Inc 1.68% 34.80 +0.32%
PG Procter & Gamble Co 1.50% 77.44 -3.94%
MCD McDonald's Corp 1.47% 99.18 +0.99%
VZ Verizon Communications Inc 1.41% 46.69 +0.28%
PEP PepsiCo Inc 1.40% 96.63 +0.10%
PFE Pfizer Inc 1.40% 35.74 -0.06%
ADP Automatic Data Processing 1.38% 80.11 -2.71%
GIS General Mills Inc 1.38% 58.26 +1.34%
PSA Public Storage 1.36% 203.03 +0.05%
MRK Merck & Co Inc 1.36% 58.53 -0.02%
As of July 29, 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 0.6871
Max Drawdown (All) 6.64%
Historical Sharpe (10y) --
Historical Sortino (All) 3.003
30-Day Rolling Volatility 10.55%
Daily Value at Risk (VaR) 1% (All) 1.69%
Monthly Value at Risk (VaR) 1% (All) 4.11%

USMV Fundamentals

Dividend Yield TTM (7-30-15) 1.84%
Weighted Average PE Ratio 21.62
Weighted Average Price to Sales Ratio 1.774
Weighted Average Price to Book Ratio 3.062
Weighted Median ROE 21.74%
Weighted Median ROA 7.02%
Forecasted Dividend Yield 2.51%
Forecasted PE Ratio 20.57
Forecasted Price to Sales Ratio 1.708
Forecasted Price to Book Ratio 2.891
Number of Holdings 165
As of July 29, 2015

USMV Growth Estimates

Forecasted 5 Yr Earnings Growth 8.54%
Forecasted Book Value Growth 3.54%
Forecasted Cash Flow Growth 2.93%
Forecasted Earnings Growth 7.21%
Forecasted Revenue Growth 5.88%
As of July 29, 2015

USMV Performance

  Returns Total Returns
1M 3.95% 3.95%
3M 1.23% 1.73%
6M 2.22% 3.17%
1Y 11.95% 14.10%
3Y 41.21% 50.78%
5Y -- --
As of July 29, 2015

USMV Net Flows

1M -138.00M
3M 356.21M
6M 1.332B
YTD 1.332B
1Y 2.017B
3Y 3.978B
5Y --
As of June 30, 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
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