iShares MSCI USA Minimum Volatility (USMV)

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40.08 -0.01  -0.02% NYSE Arca Feb 9, 17:00 Delayed 2m USD
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USMV Key Stats

Expense Ratio (12-1-15) 0.15%
Assets Under Management (2-8-16) 7.974B
30-Day Average Volume (2-8-16) 3.458M
Net Asset Value (2-8-16) 40.07
Discount or Premium to NAV (2-8-16) 0.05%
Turnover Ratio (7-31-15) 23.00%

USMV Asset Allocation

Type % Net % Long % Short
Cash 0.00% 0.00% 0.00%
Stock 99.84% 99.84% 0.00%
Bond 0.00% 0.00% 0.00%
Convertible 0.00% 0.00% 0.00%
Preferred 0.00% 0.00% 0.00%
Other 0.16% 0.16% 0.00%
As of Feb. 5, 2016

USMV Region Exposure

Americas 98.91%
North America 98.91%
Latin America 0.00%
Greater Europe 1.09%
United Kingdom 0.09%
Europe Developed 1.00%
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 Feb. 5, 2016
Region breakdown data is calculated by using the long position holdings of the portfolio.

USMV Stock Sector Exposure

Basic Materials 2.36%
Communication Services 5.82%
Consumer Cyclical 7.51%
Consumer Defensive 15.93%
Energy 2.03%
Financial Services 10.39%
Healthcare 18.98%
Industrials 8.47%
Real Estate 10.77%
Technology 8.78%
Utilities 8.97%
As of Feb. 5, 2016

USMV Stock Market Capitalization

Giant 32.11%
Large 43.68%
Medium 22.99%
Small 0.00%
Micro 0.00%
As of Feb. 5, 2016
View More Holdings

USMV Top 10 Holdings

Symbol Name % Weight Price % Chg
T AT&T Inc 1.71% 36.67 -1.19%
VZ Verizon Communications Inc 1.61% 50.18 -1.10%
PG Procter & Gamble Co 1.61% 82.60 -0.02%
MCD McDonald's Corp 1.60% 117.03 +0.84%
PSA Public Storage 1.58% 232.71 +1.63%
JNJ Johnson & Johnson 1.52% 102.00 +0.00%
PEP PepsiCo Inc 1.50% 98.31 +0.81%
ED Consolidated Edison Inc 1.43% 73.62 +0.74%
ADP Automatic Data Processing Inc 1.43% 80.66 -0.73%
DUK Duke Energy Corporation 1.42% 78.91 -0.33%
As of Feb. 5, 2016
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USMV Basic Info

Style
Equity Style Large Cap/Blend
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%

USMV Manager Info

Name Tenure
Diane Hsiung 4.29 yrs
Greg Savage 4.29 yrs
Jennifer Hsui 3.17 yrs
Matthew Goff 2.35 yrs

USMV Risk Info

Beta 0.6876
Max Drawdown (All) 9.50%
Historical Sharpe (10y) --
Historical Sortino (All) 2.316
30-Day Rolling Volatility 16.50%
Daily Value at Risk (VaR) 1% (All) 1.75%
Monthly Value at Risk (VaR) 1% (All) 5.50%

USMV Fundamentals

Dividend Yield TTM (2-9-16) 2.11%
Weighted Average PE Ratio 22.77
Weighted Average Price to Sales Ratio 1.779
Weighted Average Price to Book Ratio 2.942
Weighted Median ROE 21.07%
Weighted Median ROA 6.64%
Forecasted Dividend Yield 2.57%
Forecasted PE Ratio 19.64
Forecasted Price to Sales Ratio 1.651
Forecasted Price to Book Ratio 2.827
Number of Holdings 169
As of Feb. 5, 2016

USMV Growth Estimates

Forecasted 5 Yr Earnings Growth 8.64%
Forecasted Book Value Growth 1.51%
Forecasted Cash Flow Growth 2.91%
Forecasted Earnings Growth 6.11%
Forecasted Revenue Growth 5.89%
As of Feb. 5, 2016

USMV Performance

  Returns Total Returns
1M -0.37% -0.37%
3M -4.07% -3.47%
6M -4.41% -3.33%
1Y -2.27% -0.24%
3Y 29.66% 38.15%
5Y -- --
As of Feb. 8, 2016

USMV Net Flows

1M 672.00M
3M 1.293B
6M 2.522B
YTD 672.00M
1Y 3.404B
3Y 5.711B
5Y --
As of Jan. 31, 2016

USMV Comparables

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USMV Attributes

Key Dates
Inception Date 10/18/2011
Last Annual Report Date 7/31/2015
Last Prospectus Date 12/1/2015
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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