(USMV) USA Min Vol Factor - BATS

ETF Category: Large Blend | Exchange: BATS (USA) | Market Cap: 22.866m USD | Total Return: 4.3% in 12m

Large-Cap Equities, Mid-Cap Equities, Exchange-Traded Fund
Total Rating 37
Safety 40
Buy Signal -0.68
Large Blend
Category Rotation: -9.4
TER: 0.15%
AUM: 22.9B
Avg Turnover: 202M
Risk 3d forecast
Volatility11.4%
VaR 5th Pctl2.10%
VaR vs Median2.78%
Reward TTM
Sharpe Ratio0.04
Rel. Str. IBD29.5
Rel. Str. Peer Group2
Character TTM
Beta0.364
Beta Downside0.397
Hurst Exponent0.458
Drawdowns 3y
Max DD9.36%
CAGR/Max DD1.17
CAGR/Mean DD7.07

Warnings

No concerns identified

Tailwinds

No distinct edge detected

Description: USMV USA Min Vol Factor

The iShares MSCI USA Min Vol Factor ETF (USMV) tracks an index of large- and mid-capitalization U.S. equities designed to minimize overall portfolio volatility. The fund maintains a mandate to invest at least 80% of its assets in securities that reflect the economic characteristics of its underlying benchmark, prioritizing price stability over aggressive growth.

The funds strategy focuses on the minimum volatility factor, which historically favors defensive sectors such as healthcare and consumer staples. This business model relies on a mathematical optimization process that considers both individual stock fluctuations and the correlations between different assets to reduce downside risk during market turbulence.

Investors can evaluate the specific risk-adjusted returns of these holdings by reviewing the data on ValueRay. This systematic approach to portfolio construction aims to provide market exposure while smoothing out the cyclical peaks and troughs of the broader equity market.

Headlines to Watch Out For
  • Equity market volatility increases investor demand for defensive low-beta equity strategies
  • Interest rate fluctuations impact valuation of heavy-weighted defensive sectors like utilities
  • US economic growth trajectory dictates performance of underlying large-cap constituent holdings
  • Rebalancing of MSCI USA Minimum Volatility Index alters fund sector exposure concentrations
  • Shifts in investor sentiment toward growth versus value affects relative fund performance
What is the price of USMV shares?

As of June 20, 2026, the stock is trading at USD 94.24 with a total of 2,647,382 shares traded.
Over the past week, the price has changed by -1.16%, over one month by -1.53%, over three months by +1.12% and over the past year by +4.27%.

Is USMV a buy, sell or hold?

USA Min Vol Factor has no consensus analysts rating.