iShares Edge MSCI Min Vol USA ETF (USMV)

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63.86 +0.18  +0.28% BATS Oct 15, 17:00 Delayed 2m USD
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Key Stats

Net Asset Value 63.67
Discount or Premium to NAV -0.05%
Turnover Ratio 21.00%
1 Year Fund Level Flows 14.67B

Performance & Returns

  Total Return (Price) Total Return (NAV) Cat. Total Return (NAV) % Rank in Cat. (NAV)
1M 0.21% 0.21% -1.48% 4
3M 0.86% 0.84% -1.37% 4
6M 8.20% 8.22% 2.09% 1
YTD 23.22% 23.23% 18.31% 6
1Y 18.95% 18.87% 7.96% 2
3Y 15.01% 15.02% 12.08% 6
5Y 13.73% 13.75% 9.93% 1
10Y -- -- 11.30% --
15Y -- -- 8.17% --
20Y -- -- 6.19% --
As of Oct. 14, 2019. Returns for periods of 1 year and above are annualized.

Asset Allocation

Type % Net % Long % Short
Cash 0.39% 0.39% 0.00%
Stock 99.61% 99.61% 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 Oct. 11, 2019

Region Exposure

Americas 98.81%
North America 98.81%
Latin America 0.00%
Greater Europe 1.19%
United Kingdom 0.00%
Europe Developed 1.19%
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 Oct. 11, 2019. Region breakdown data is calculated by using the long position holdings of the portfolio.

Stock Sector Exposure

Basic Materials 2.81%
Communication Services 4.36%
Consumer Cyclical 10.07%
Consumer Defensive 14.07%
Energy 2.66%
Financial Services 15.42%
Healthcare 10.52%
Industrials 11.87%
Real Estate 10.08%
Technology 9.47%
Utilities 8.66%
As of Oct. 11, 2019

Stock Market Capitalization

Giant 33.84%
Large 49.33%
Medium 16.83%
Small 0.00%
Micro 0.00%
As of Oct. 11, 2019

Stock Style Exposure

Large Cap Value 21.00%
Large Cap Blend 35.89%
Large Cap Growth 26.29%
Mid Cap Value 4.21%
Mid Cap Blend 9.01%
Mid Cap Growth 3.60%
Small Cap Value 0.00%
Small Cap Blend 0.00%
Small Cap Growth 0.00%
As of Oct. 11, 2019
View More Holdings

Top 10 Holdings

Symbol Name % Weight Price % Chg
NEM Newmont Goldcorp Corp 1.73% 37.78 -0.58%
WM Waste Management Inc 1.52% 115.56 -0.51%
KO Coca-Cola Co 1.51% 53.50 +0.38%
V Visa Inc Class A 1.51% 178.75 +0.78%
PEP PepsiCo Inc 1.47% 136.33 -0.81%
MCD McDonald's Corp 1.47% 206.80 -0.76%
VZ Verizon Communications Inc 1.47% 60.50 +1.51%
NEE NextEra Energy Inc 1.42% 227.54 -0.59%
RSG Republic Services Inc Class A 1.37% 86.11 +0.00%
YUM Yum Brands Inc 1.37% 111.35 -1.30%
As of Oct. 11, 2019
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Basic Info

Investment Strategy
The investment seeks the investment results of the MSCI USA Minimum Volatility (USD) Index. The fund will invest at least 90% of its assets in the component securities of the index and may invest up to 10% of its assets in certain futures, options and swap contracts, cash and cash equivalents. The index measures the performance of large and mid-capitalization equity securities listed on stock exchanges in the U.S. that, in the aggregate, have lower volatility relative to the broader U.S. equity market.
General
Security Type Exchange-Traded Fund
Equity Style Large Cap/Blend
Fixed Income Style --
Broad Asset Class US Equity
Broad Category Equity
Category Name Large Blend
Prospectus Objective Growth
Fund Owner Firm Name iShares
Benchmark Index
MSCI USA Minimum Volatility (USD) GR USD 100.0%
Reports
One Page Report Download

Manager Info

Name Tenure
Alan Mason 3.21 yrs
Amy Whitelaw 0.58 yrs
Diane Hsiung 7.71 yrs
Greg Savage 7.71 yrs
Jennifer Hsui 6.58 yrs
Rachel Aguirre 0.58 yrs

Net Fund Flows

1M 1.539B
3M 5.276B
6M 7.644B
YTD 11.19B
1Y 14.67B
3Y 13.94B
5Y 24.20B
10Y --
As of Sept. 30, 2019

Risk Info

Beta (5Y) 0.6629
Max Drawdown (All) 12.69%
Historical Sharpe Ratio (10Y) --
Historical Sortino (All) 2.180
30-Day Rolling Volatility 10.04%
Daily Value at Risk (VaR) 1% (All) 1.78%
Monthly Value at Risk (VaR) 1% (All) 5.64%

Fundamentals

Dividend Yield TTM (10-15-19) 1.85%
30-Day SEC Yield --
7-Day SEC Yield --
Weighted Average PE Ratio 23.96
Weighted Average Price to Sales Ratio 2.711
Weighted Average Price to Book Ratio 3.365
Weighted Median ROE 23.96%
Weighted Median ROA 8.25%
Forecasted Dividend Yield 2.22%
Forecasted PE Ratio 20.95
Forecasted Price to Sales Ratio 2.647
Forecasted Price to Book Ratio 3.301
Number of Holdings 217
As of Oct. 11, 2019

Growth Estimates

Forecasted 5 Yr Earnings Growth 8.80%
Forecasted Book Value Growth 3.62%
Forecasted Cash Flow Growth 10.24%
Forecasted Earnings Growth 8.18%
Forecasted Revenue Growth 5.55%
As of Oct. 11, 2019

Comparables

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Attributes

Key Dates
Inception Date 10/18/2011
Termination Date
Last Annual Report Date 7/31/2019
Last Prospectus Date 11/29/2018
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

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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