iShares Edge MSCI Min Vol Europe ETF (EUMV)

25.11 +0.01  +0.02% NYSE Arca Jun 5, 16:58 Delayed 2m USD
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Key Stats

Net Asset Value 25.25
Discount or Premium to NAV -0.57%
Turnover Ratio 23.00%
1 Year Fund Level Flows 12.50M

Performance & Returns

  Total Return (Price) Total Return (NAV) Cat. Total Return (NAV) % Rank in Cat. (NAV)
1M 10.26% 11.78% 15.40% 94
3M -5.38% -3.96% -3.46% 61
6M -3.33% -2.85% -6.34% 25
YTD -7.00% -6.24% -10.05% 22
1Y 2.87% 3.83% 1.30% 25
3Y 2.34% 2.76% -0.25% 7
5Y 3.10% 3.18% 1.85% 34
10Y -- -- 6.31% --
15Y -- -- 4.57% --
20Y -- -- 3.71% --
As of June 4, 2020. Returns for periods of 1 year and above are annualized.

Asset Allocation

Type % Net % Long % Short
Cash 0.81% 0.81% 0.00%
Stock 99.19% 99.19% 0.00%
Bond 0.00% 0.00% 0.00%
Convertible 0.00% 0.00% 0.00%
Preferred 0.00% 0.00% 0.00%
Other 0.00% 0.00% 0.00%
As of June 4, 2020

Region Exposure

Americas 0.39%
North America 0.39%
Latin America 0.00%
Greater Europe 99.61%
United Kingdom 20.04%
Europe Developed 79.57%
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 0.05%
As of June 4, 2020. Region breakdown data is calculated by using the long position holdings of the portfolio.

Stock Sector Exposure

Basic Materials 4.82%
Communication Services 11.95%
Consumer Cyclical 3.97%
Consumer Defensive 20.95%
Energy 0.63%
Financial Services 14.97%
Healthcare 17.43%
Industrials 9.22%
Real Estate 4.17%
Technology 1.98%
Utilities 9.92%
As of June 4, 2020

Stock Market Capitalization

Giant 22.02%
Large 52.52%
Medium 25.46%
Small 0.00%
Micro 0.00%
As of June 4, 2020

Stock Style Exposure

Large Cap Value 31.11%
Large Cap Blend 25.81%
Large Cap Growth 17.57%
Mid Cap Value 5.90%
Mid Cap Blend 12.00%
Mid Cap Growth 7.62%
Small Cap Value 0.00%
Small Cap Blend 0.00%
Small Cap Growth 0.00%
As of June 4, 2020
View More Holdings

Top 10 Holdings

Symbol Name % Weight Price % Chg
RMS Hermes International SA 1.57% -- --
DTE Deutsche Telekom AG 1.54% -- --
NG. National Grid PLC 1.44% -- --
SCMN Swisscom AG 1.44% -- --
SAN Sanofi SA 1.43% -- --
SPSN Swiss Prime Site AG 1.43% -- --
ZURN Zurich Insurance Group AG 1.41% -- --
GIVN Givaudan SA 1.40% -- --
ELE Endesa SA 1.38% -- --
GSK GlaxoSmithKline PLC 1.38% -- --
As of June 4, 2020
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Basic Info

Investment Strategy
The investment seeks to track the investment results of the MSCI Europe Minimum Volatility (USD) Index. The fund generally will invest at least 90% of its assets in the component securities of the underlying index and in investments that have economic characteristics that are substantially identical to the component securities of the underlying index. The index measures the performance of European developed market equity securities that, in the aggregate, have lower volatility characteristics relative to the large- and mid-cap European developed equity market.
General
Security Type Exchange-Traded Fund
Equity Style Large Cap/Blend
Fixed Income Style --
Broad Asset Class International Equity
Broad Category Equity
Category Name Europe Stock
Prospectus Objective Growth
Fund Owner Firm Name iShares
Benchmark Index
MSCI Europe Minimum Vol (USD) NR USD 100.0%
Reports
One Page Report Download

Manager Info

Name Tenure
Alan Mason 4.04 yrs
Amy Whitelaw 1.42 yrs
Greg Savage 5.91 yrs
Jennifer Hsui 5.91 yrs
Rachel Aguirre 1.42 yrs

Net Fund Flows

1M 5.695M
3M 4.400M
6M 11.21M
YTD 8.514M
1Y 12.50M
3Y -26.56M
5Y 24.81M
10Y --
As of May 31, 2020

Risk Info

Beta (5Y) 0.7288
Max Drawdown (All) 30.67%
Historical Sharpe Ratio (10Y) --
Historical Sortino (All) 0.0924
30-Day Rolling Volatility 20.23%
Daily Value at Risk (VaR) 1% (All) 2.35%
Monthly Value at Risk (VaR) 1% (All) 14.51%

Fundamentals

Dividend Yield TTM (6-5-20) 3.32%
30-Day SEC Yield (3-31-20) 3.17%
7-Day SEC Yield --
Weighted Average PE Ratio 20.71
Weighted Average Price to Sales Ratio 1.551
Weighted Average Price to Book Ratio 2.365
Weighted Median ROE 19.45%
Weighted Median ROA 6.79%
Forecasted Dividend Yield 3.54%
Forecasted PE Ratio 20.25
Forecasted Price to Sales Ratio 1.536
Forecasted Price to Book Ratio 2.284
Number of Holdings 182
As of June 4, 2020

Growth Estimates

Forecasted 5 Yr Earnings Growth 6.80%
Forecasted Book Value Growth 3.92%
Forecasted Cash Flow Growth 3.85%
Forecasted Earnings Growth 4.50%
Forecasted Revenue Growth 0.38%
As of June 4, 2020

Comparables

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Attributes

Key Dates
Inception Date 6/3/2014
Termination Date
Last Annual Report Date 7/31/2019
Last Prospectus Date 11/29/2019
Attributes
Exchange Traded Share Yes
Exchange Traded Note No
Enhanced Index Fund No
Fixed Distribution Fund No
High-Net Worth Individual 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
Socially Responsible Fund No
General Availability
Available for Insurance Product No
Available for Retirement Plan No
Available for RRSP No
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