(USMV) iShares MSCI USA Min Vol - Ratings and Ratios
Stocks, Mid-Cap, Large-Cap, Equity, Low-Volatility
| Risk via 10d forecast | |
|---|---|
| Volatility | 9.86% |
| Value at Risk 5%th | 16.8% |
| Relative Tail Risk | 3.31% |
| Reward TTM | |
|---|---|
| Sharpe Ratio | -0.03 |
| Alpha | -5.39 |
| Character TTM | |
|---|---|
| Hurst Exponent | 0.334 |
| Beta | 0.495 |
| Beta Downside | 0.525 |
| Drawdowns 3y | |
|---|---|
| Max DD | 9.36% |
| Mean DD | 1.82% |
| Median DD | 1.38% |
Description: USMV iShares MSCI USA Min Vol October 14, 2025
The iShares MSCI USA Minimum Volatility Factor ETF (USMV) is required to allocate at least 80 % of its net assets to the securities that compose its benchmark index, or to securities that are economically indistinguishable from those components. The underlying index tracks large- and mid-cap U.S. equities that, taken together, exhibit lower price volatility than the broader U.S. large- and mid-cap market.
Key quantitative points (as of the most recent data 2024): the fund’s expense ratio is 0.15 %, its assets under management exceed $70 billion, and the 30-day rolling volatility of USMV has averaged roughly 12 % versus about 18 % for the S&P 500. The top sector weights are health-care (~15 %), consumer staples (~13 %), and utilities (~12 %), all of which historically contribute to the low-vol profile. In a rising-interest-rate environment, the ETF’s performance tends to be more sensitive to defensive sector earnings and to the term structure of Treasury yields, making macro-driven risk-off periods a primary driver of relative outperformance.
If you want a deeper, data-driven view of how USMV’s risk-adjusted returns compare to other factor strategies, ValueRay’s analytics platform provides the granular back-tests and scenario analyses you need.
USMV ETF Overview
| Market Cap in USD | 22,661m |
| Category | Large Blend |
| TER | 0.15% |
| IPO / Inception | 2011-10-18 |
| Return 12m vs S&P 500 | -8.55% |
| Analyst Rating | - |
USMV Dividends
| Metric | Value |
|---|---|
| Dividend Yield | 1.54% |
| Yield on Cost 5y | 2.34% |
| Yield CAGR 5y | 4.86% |
| Payout Consistency | 93.7% |
| Payout Ratio | - |
USMV Growth Ratios
| Metric | Value |
|---|---|
| CAGR 3y | 9.57% |
| CAGR/Max DD Calmar Ratio | 1.02 |
| CAGR/Mean DD Pain Ratio | 5.25 |
| Current Volume | 4262.6k |
| Average Volume | 2435.4k |
What is the price of USMV shares?
Over the past week, the price has changed by -1.57%, over one month by -2.10%, over three months by -1.68% and over the past year by +2.29%.
Is USMV a buy, sell or hold?
What are the forecasts/targets for the USMV price?
| Issuer | Target | Up/Down from current |
|---|---|---|
| Wallstreet Target Price | - | - |
| Analysts Target Price | - | - |
| ValueRay Target Price | 100.5 | 8.5% |
USMV Fundamental Data Overview November 20, 2025
Beta = 0.64
Revenue TTM = 0.0 USD
EBIT TTM = 0.0 USD
EBITDA TTM = 0.0 USD
Long Term Debt = unknown (none)
Short Term Debt = unknown (none)
Debt = unknown
Net Debt = unknown
Enterprise Value = 22.66b USD (22.66b + (null Debt) - (null CCE))
Interest Coverage Ratio = unknown (Ebit TTM 0.0 / Interest Expense TTM 0.0)
FCF Yield = 0.0% (FCF TTM 0.0 / Enterprise Value 22.66b)
FCF Margin = unknown (Revenue TTM is 0 or missing)
Net Margin = unknown
Gross Margin = unknown ((Revenue TTM 0.0 - Cost of Revenue TTM 0.0) / Revenue TTM)
Tobins Q-Ratio = unknown (Enterprise Value 22.66b / Total Assets none)
Interest Expense / Debt = unknown (Interest Expense 0.0 / Debt none)
Taxrate = 21.0% (US default 21%)
NOPAT = 0.0 (EBIT 0.0 * (1 - 21.00%))
Current Ratio = unknown (Total Current Assets none / Total Current Liabilities none)
Debt / Equity = unknown (Debt none)
Debt / EBITDA = unknown (Net Debt none / EBITDA 0.0)
Debt / FCF = unknown (Net Debt none / FCF TTM 0.0)
Total Stockholder Equity = 0.0 (from calculated bookValueOfEquity)
RoA = unknown (Net Income 0.0 / Total Assets none)
RoE = unknown (Net Income TTM 0.0 / Total Stockholder Equity 0.0)
RoCE = unknown (EBIT 0.0 / Capital Employed )
RoIC = unknown (NOPAT 0.0, Invested Capital 0.0, EBIT 0.0)
WACC = 7.84% (E(22.66b)/V(22.66b) * Re(7.84%) + (debt-free company))
Discount Rate = 7.84% (= CAPM, Blume Beta Adj.) -> floored to rf + 0.7*ERP = 8.05%
Fair Price DCF = unknown (Cash Flow 0.0)
Additional Sources for USMV ETF
Tweets: X | Stocktwits
Fund Manager Positions: Dataroma | Stockcircle