iShares Edge MSCI Min Vol USA (USMV) to EUR: Historical Returns

Data Source: from January 1985 to June 2024 (~40 years)
Consolidated Returns as of 30 June 2024

This asset allocation page includes ETFs that are not available in our database in EUR or are not yet mapped to the specific ones. We kept the original tickers and calculated returns using historical exchange rates or, if applicable, interest rate differentials for currency hedging.

You need to choose EUR-based ETFs that follow the same benchmarks. Actual returns should be comparable, but they may vary due to differences in sampling methods, annual fees, and the exchange rates used for month-end calculations. Similar EUR ETFs (hedged or not) may not always be available.

Category: Stocks

iShares Edge MSCI Min Vol USA (USMV) to EUR ETF

Currency: EUR

As of June 2024, in the previous 30 Years, the iShares Edge MSCI Min Vol USA (USMV) to EUR ETF obtained a 10.50% compound annual return, with a 14.77% standard deviation. It suffered a maximum drawdown of -48.48% that required 138 months to be recovered.

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The ETF is related to the following investment themes:

Asset Class: Equity

Size: Large Cap
Style: Blend
Region: North America

Country: U.S.

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Investment Returns as of Jun 30, 2024

The iShares Edge MSCI Min Vol USA (USMV) to EUR ETF guaranteed the following returns.

Returns are calculated in EUR, assuming:

no fees or capital gain taxes.
the adjustment for actual currency exchange rates (simulation derived from original US returns)
the actual Euro Inflation rates.

ISHARES EDGE MSCI MIN VOL USA (USMV) TO EUR ETF

Data Source: 1 January 1985 - 30 June 2024 (~40 years)

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	Chg (%)		Return (%)	Return (%) as of Jun 30, 2024
	1 Day	*Time ET^()**	Jul 2024	1M	6M	1Y	5Y	10Y	30Y	MAX (~40Y)
iShares Edge MSCI Min Vol USA (USMV) to EUR ETF	n.a.		n.a.	2.98	11.59	17.66	9.62	13.34	10.50	10.02
Euro Inflation Adjusted return				2.76	9.35	14.76	5.67	10.74	8.26	7.70
Returns over 1 year are annualized
(*) Eastern Time (ET - America/New York)
Euro Inflation is updated to Jun 2024. Inflation (annualized) is 1Y: 2.53% , 5Y: 3.73% , 10Y: 2.35% , 30Y: 2.07%

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USD

EUR

Capital Growth as of Jun 30, 2024

An investment of 1€, from July 1994 to June 2024, would be worth 20.00€, with a total return of 1900.17% (10.50% annualized).

The Inflation Adjusted Capital would be 10.82€, with a net total return of 982.21% (8.26% annualized).

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An investment of 1€, from January 1985 to June 2024, would be worth 43.41€, with a total return of 4240.87% (10.02% annualized).

The Inflation Adjusted Capital would be 18.72€, with a net total return of 1771.52% (7.70% annualized).

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Investment Metrics as of Jun 30, 2024

Metrics of iShares Edge MSCI Min Vol USA (USMV) to EUR ETF, updated as of 30 June 2024, provide a comprehensive overview of the portfolio's performance and risk characteristics.

These metrics include detailed data on returns, volatility, drawdowns and other key performance indicators. By examining them, you can gain insights into how the portfolio has performed over various time periods and understand its risk profile.

Metrics are calculated based on monthly returns, assuming:

no fees or capital gain taxes.
the adjustment for actual currency exchange rates (simulation derived from original US returns)

the actual Euro Inflation rates.

ISHARES EDGE MSCI MIN VOL USA (USMV) TO EUR ETF

Advanced Metrics

Data Source: 1 January 1985 - 30 June 2024 (~40 years)

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	Metrics as of Jun 30, 2024
	1M	3M	6M	1Y	3Y	5Y	10Y	20Y	30Y	MAX (~40Y)
Investment Return (%)	2.98	1.15	11.59	17.66	10.04	9.62	13.34	10.33	10.50	10.02
Infl. Adjusted Return (%)	2.76	0.13	9.35	14.76	4.27	5.67	10.74	8.04	8.26	7.70
Euro Inflation (%)	0.21	1.01	2.05	2.53	5.53	3.73	2.35	2.11	2.07	2.15
Returns / Inflation rates over 1 year are annualized.
DRAWDOWN Inflation Adjusted: Inflation Adjusted:			Current	1Y	3Y	5Y	10Y	20Y	30Y	MAX
Deepest Drawdown Depth (%)			0.00	-3.05	-7.65	-18.59	-18.59	-38.91	-48.48	-48.48
Start to Recovery (# months)				3	7	15	15	45	138	138
Start (yyyy mm)				2024 04	2022 01	2020 02	2020 02	2007 06	2000 11	2000 11
Start to Bottom (# months)				1	2	2	2	21	100	100
Bottom (yyyy mm)				2024 04	2022 02	2020 03	2020 03	2009 02	2009 02	2009 02
Bottom to End (# months)				2	5	13	13	24	38	38
End (yyyy mm)				2024 06	2022 07	2021 04	2021 04	2011 02	2012 04	2012 04
Longest Drawdown Depth (%)				same	-7.23	same	same	same	same	same
Start to Recovery (# months)				same	13	same	same	same	same	same
Start (yyyy mm)				2024 04	2022 12	2020 02	2020 02	2007 06	2000 11	2000 11
Start to Bottom (# months)				1	3	2	2	21	100	100
Bottom (yyyy mm)				2024 04	2023 02	2020 03	2020 03	2009 02	2009 02	2009 02
Bottom to End (# months)				2	10	13	13	24	38	38
End (yyyy mm)				2024 06	2023 12	2021 04	2021 04	2011 02	2012 04	2012 04
Longest negative period (# months)				3	22	22	22	65	140	140
Period Start (yyyy mm)				2023 08	2022 01	2022 01	2022 01	2004 07	1997 08	1997 08
Period End (yyyy mm)				2023 10	2023 10	2023 10	2023 10	2009 11	2009 03	2009 03
Annualized Return (%)				-2.05	-0.97	-0.97	-0.97	-0.59	-0.21	-0.21
Deepest Drawdown Depth (%)			0.00	-3.61	-14.05	-19.18	-19.18	-40.63	-56.71	-56.71
Start to Recovery (# months)				3	27	17	17	55	163	163
Start (yyyy mm)				2024 04	2022 01	2020 02	2020 02	2007 06	2000 11	2000 11
Start to Bottom (# months)				1	17	2	2	21	100	100
Bottom (yyyy mm)				2024 04	2023 05	2020 03	2020 03	2009 02	2009 02	2009 02
Bottom to End (# months)				2	10	15	15	34	63	63
End (yyyy mm)				2024 06	2024 03	2021 06	2021 06	2011 12	2014 05	2014 05
Longest Drawdown Depth (%)				same	same	-14.05	-14.05	same	same	same
Start to Recovery (# months)				same	same	27	27	same	same	same
Start (yyyy mm)				2024 04	2022 01	2022 01	2022 01	2007 06	2000 11	2000 11
Start to Bottom (# months)				1	17	17	17	21	100	100
Bottom (yyyy mm)				2024 04	2023 05	2023 05	2023 05	2009 02	2009 02	2009 02
Bottom to End (# months)				2	10	10	10	34	63	63
End (yyyy mm)				2024 06	2024 03	2024 03	2024 03	2011 12	2014 05	2014 05
Longest negative period (# months)				4	29	40	40	75	164	164
Period Start (yyyy mm)				2023 07	2022 01	2020 02	2020 02	2004 07	2000 09	2000 09
Period End (yyyy mm)				2023 10	2024 05	2023 05	2023 05	2010 09	2014 04	2014 04
Annualized Return (%)				-2.26	-0.85	-0.33	-0.33	-0.05	-0.15	-0.15
RISK INDICATORS				1Y	3Y	5Y	10Y	20Y	30Y	MAX
Standard Deviation (%)				7.04	11.79	13.51	12.48	12.42	14.77	16.40
Sharpe Ratio				1.76	0.60	0.56	0.96	0.72	0.56	0.37
Sortino Ratio				2.29	0.88	0.78	1.32	1.00	0.76	0.50
Ulcer Index				1.04	3.80	5.44	4.31	9.49	18.50	17.24
Ratio: Return / Standard Deviation				2.51	0.85	0.71	1.07	0.83	0.71	0.61
Ratio: Return / Deepest Drawdown				5.78	1.31	0.52	0.72	0.27	0.22	0.21
Positive Months (%)				75.00	55.55	58.33	60.00	59.58	60.00	59.70
Positive Months				9	20	35	72	143	216	283
Negative Months				3	16	25	48	97	144	191
LONG TERM RETURNS Inflation Adjusted: Inflation Adjusted:				1Y	3Y	5Y	10Y	20Y	30Y	MAX
Best 10 Years Return (%) - Annualized							13.34	18.16	18.16	23.01
Worst 10 Years Return (%) - Annualized							13.34	7.40	-3.19	-3.19
Best 10 Years Return (%) - Annualized							10.74	16.63	16.63	20.14
Worst 10 Years Return (%) - Annualized							10.74	5.41	-5.12	-5.12
TIMEFRAMES Inflation Adjusted: Inflation Adjusted:	1M	3M	6M	1Y	3Y	5Y	10Y	20Y	30Y	MAX
··· As of Jun 2024 - Over the previous 30Y
Best Rolling Return (%) - Annualized				73.77	37.03	29.29	18.16	10.91	10.50
Worst Rolling Return (%) - Annualized				-37.60	-15.26	-6.26	-3.19	5.53	10.50
Positive Periods (%)				78.2	79.6	81.0	87.5	100.0	100.0
Best Rolling Return (%) - Annualized				71.22	34.72	27.25	16.63	8.93	8.26
Worst Rolling Return (%) - Annualized				-39.04	-17.04	-8.28	-5.12	3.87	8.26
Positive Periods (%)				73.6	78.4	72.0	80.0	100.0	100.0
95% VaR - Value at Risk (%) - Cumulative	6.09	9.37	11.62	19.34	35.41	18.06	16.43	0.00
95% CVaR - Conditional Value at Risk (%)	7.86	12.43	15.95	26.07	44.21	25.35	25.85	0.00
99% VaR - Value at Risk (%) - Cumulative	8.99	14.40	18.74	34.36	50.30	34.54	34.45	0.00
99% CVaR - Conditional Value at Risk (%)	10.84	17.60	23.27	36.00	52.56	35.22	36.95	0.00
Short term VaRs: analytical \| 1+ year VaRs: historical data
Safe Withdrawal Rate (%)				74.56	22.93	12.93	6.20	4.07	9.55
Perpetual Withdrawal Rate (%)				---	---	---	---	2.17	8.67
% based on initial capital, inflation-adj. monthly withdrawals afterwards \| Credits: BestRetirementPortfolio.com
··· All available data (Jan 1985 - Jun 2024)
Best Rolling Return (%) - Annualized				73.77	37.03	29.29	23.01	11.18	11.41
Worst Rolling Return (%) - Annualized				-37.60	-15.26	-6.26	-3.19	5.53	9.40
Positive Periods (%)				75.1	82.6	86.2	91.5	100.0	100.0
Best Rolling Return (%) - Annualized				71.22	34.72	27.25	20.14	8.93	9.15
Worst Rolling Return (%) - Annualized				-39.04	-17.04	-8.28	-5.12	3.87	7.24
Positive Periods (%)				70.8	81.3	79.7	86.4	100.0	100.0
95% VaR - Value at Risk (%) - Cumulative	6.87	10.75	13.60	18.47	29.81	13.76	13.45	0.00
95% CVaR - Conditional Value at Risk (%)	8.84	14.15	18.41	24.80	40.88	22.85	22.18	0.00
99% VaR - Value at Risk (%) - Cumulative	10.10	16.33	21.50	28.26	48.53	31.07	28.56	0.00
99% CVaR - Conditional Value at Risk (%)	12.15	19.89	26.52	33.67	51.81	34.99	33.96	0.00
Short term VaRs: analytical \| 1+ year VaRs: historical data
Safe Withdrawal Rate (%)				74.56	22.93	12.93	6.20	4.07	6.87
Perpetual Withdrawal Rate (%)				---	---	---	---	2.17	6.04
% based on initial capital, inflation-adj. monthly withdrawals afterwards \| Credits: BestRetirementPortfolio.com

Terms and Definitions

Annualized Portfolio Return: it's the annualized geometric mean return of the portfolio.
Deepest/Longest Drawdown: a drawdown refers to the decline in value from a relative peak value to a relative trough. The deepest (or maximum) drawdown is the maximum observed loss from a peak to a trough of a portfolio before a new peak is attained. The longest drawdown is the period observed from a peak to the subsequent peak with the greatest duration.

Longest negative period: it's the maximum period for which an overall negative return has been observed.
Standard Deviation: it's a measure of the dispersion of returns around the mean.
Sharpe Ratio: it's a measure of risk-adjusted performance of the portfolio. It's calculated by dividing the excess return of the portfolio over the risk-free rate by the portfolio standard deviation. The risk-free rate here considered is the 1-3 Mth T-Bill return.

Sortino Ratio: another measure of risk-adjusted performance of the portfolio. It's a modification of the Sharpe Ratio (same formula but the denominator is the portfolio downside standard deviation).
Ulcer Index: it's a measure of downside risk that quantifies the depth and duration of drawdowns in an investment portfolio.
Best/Worst 10Y returns: the best and the worst 10-year return over a time frame.

Rolling Returns: N-year returns over a time frame, calculated over all the available data source (best, worst, % of positive returns). Each rolling period, longer than the longest negative period, yielded a non-negative minimum return.
Value at Risk (VaR): it's an evaluation of a cumulative worst-case loss (in absolute value), associated with a probability (95%-99%) and a time horizon. For short term, it's calculated based on the expected return and standard deviation, assuming a normal distribution of monthly returns. For long term is retrieved by the historical rolling return data.
Conditional Value at Risk (CVaR): it represents the average expected loss if that worst-case threshold (95%-99%) is ever crossed.
Safe Withdrawal Rate (SWR): it's the percentage of the initial portfolio balance that can be withdrawn at the beginning of each month with inflation adjustment, without the portfolio running out of money in any case (money amount withdrawal).
For instance: Your initial invested capital is 100.000$; withdrawal rate (annualized) is 4%. This means that, in the first month, you will withdraw 100.000 * 4% * 1/12 = 333.33$. The second month, you’ll withdraw 333.33$ plus the inflation monthly rate. You’ll continue adjusting your withdraw monthly for inflation.

Perpetual Withdrawal Rate (PWR): it's the percentage of the initial portfolio balance that can be withdrawn at the beginning of each month with inflation adjustment, preserving the original invested capital, adjusted for inflation too.

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Drawdowns

A drawdown refers to the decline in value from a relative peak value to a relative trough. A maximum drawdown is the maximum observed loss from a peak to a trough of a portfolio before a new peak is attained.

ISHARES EDGE MSCI MIN VOL USA (USMV) TO EUR ETF

Drawdown periods

Drawdown periods - Inflation Adjusted

Data Source: 1 July 1994 - 30 June 2024 (30 Years)

Data Source: 1 January 1985 - 30 June 2024 (~40 years)

Inflation Adjusted:

Chart Table Range

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Rolling Returns

( more details)

A rolling return is a measure of investment performance that calculates the return of an investment over a set period of time, with the starting date rolling forward. This approach can provide a more accurate representation of the investment's historical performance and helps investors to evaluate the investment's consistency over time.

ISHARES EDGE MSCI MIN VOL USA (USMV) TO EUR ETF

Annualized Rolling Returns

Annualized Rolling Returns - Inflation Adjusted

Data Source: 1 July 1994 - 30 June 2024 (30 Years)

Data Source: 1 January 1985 - 30 June 2024 (~40 years)

Inflation Adjusted:

Return Chart Capital Chart Table

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If you need a deeper detail about rolling returns, please refer to the iShares Edge MSCI Min Vol USA (USMV) to EUR ETF: Rolling Returns page.

Seasonality

In which months is it better to invest in iShares Edge MSCI Min Vol USA (USMV) to EUR ETF?

Both the Average Return and the Gain Frequency (Win %) are useful to get an idea of what happened in the past. They are retrieved considering the data source from January 1985 to June 2024.

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For further information about the seasonality, check the Asset Class Seasonality page.

Monthly Returns

This section provides a visual/tabular representation of the performance variability in the iShares Edge MSCI Min Vol USA (USMV) to EUR ETF over time. It illustrates the distribution of monthly returns, showcasing the range and frequency of positive and negative returns.

ISHARES EDGE MSCI MIN VOL USA (USMV) TO EUR ETF

Monthly Returns Distribution

Data Source: 1 July 1994 - 30 June 2024 (30 Years)

Data Source: 1 January 1985 - 30 June 2024 (~40 years)

216 Positive Months (60%) - 144 Negative Months (40%)

283 Positive Months (60%) - 191 Negative Months (40%)

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Investment Returns, up to December 2011, have been derived using the historical series of equivalent ETFs / Assets.
You can find additional information on extended Data Sources here.

Returns are calculated based on the performance of the original US asset, adjusted for actual currency exchange rates.

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