Data Source: from January 1985 to March 2024 (~39 years)
Consolidated Returns as of 31 March 2024
Live Update: Apr 19 2024
Consolidated Returns as of 31 March 2024
Live Update: Apr 19 2024
Category: Stocks
iShares Edge MSCI Min Vol USA (USMV) ETF
ETF • LIVE PERFORMANCE (USD currency)
0.63%
1 Day
Apr 19 2024
3.69%
Current Month
April 2024
In the last 30 Years, the iShares Edge MSCI Min Vol USA (USMV) ETF obtained a 10.04% compound annual return, with a 13.68% standard deviation.
Table of contents
The first official book of 
How to build wealth
with Lazy Portfolios and Passive Investing Strategies
with Lazy Portfolios and Passive Investing Strategies
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Employ the best metrics to evaluate it
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Discover new asset allocations in USD and EUR,
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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.
The iShares Edge MSCI Min Vol USA (USMV) ETF is part of the following Lazy Portfolios:
| Portfolio Name | Author | USMV Weight▾ | Currency |
|---|---|---|---|
| US Stocks Minimum Volatility | 100.00% | USD | |
| Aim comfortable trip | Aim Ways | 6.00% | USD |
| Gold Pivot Ptf | Aim Ways | 6.00% | USD |
| Shield Strategy | Aim Ways | 5.00% | USD |
Investment Returns as of Mar 31, 2024
The iShares Edge MSCI Min Vol USA (USMV) ETF guaranteed the following returns.
Returns are calculated in USD, assuming:
- no fees or capital gain taxes.
- the reinvestment of dividends.
ISHARES EDGE MSCI MIN VOL USA (USMV) ETF
Consolidated returns as of 31 March 2024
Live Update: Apr 19 2024
Swipe left to see all data
| Chg (%) | Return (%) | Return (%) as of Mar 31, 2024 | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 1 Day | Time ET(*) | Apr 2024 | 1M | 6M | 1Y | 5Y | 10Y | 30Y |
MAX
(~39Y) |
|||
| iShares Edge MSCI Min Vol USA (USMV) ETF | 0.63 | -3.69 | 3.14 | 16.63 | 17.12 | 9.24 | 10.87 | 10.04 | 11.20 | |||
| Returns over 1 year are annualized | Available data source: since Jan 1985 | ||||||||||||
| (*) Eastern Time (ET - America/New York) | ||||||||||||
Live update: World Markets and Indexes
In 2023, the iShares Edge MSCI Min Vol USA (USMV) ETF granted a 1.98% dividend yield. If you are interested in getting periodic income, please refer to the iShares Edge MSCI Min Vol USA (USMV) ETF: Dividend Yield page.
Capital Growth as of Mar 31, 2024
An investment of 1$, since April 1994,
now would be worth 17.62$, with a total return of 1662.50% (10.04% annualized).
The Inflation Adjusted Capital now would be 8.30$, with a net total return of 730.36% (7.31% annualized).
The Inflation Adjusted Capital now would be 8.30$, with a net total return of 730.36% (7.31% annualized).
An investment of 1$, since January 1985,
now would be worth 64.60$, with a total return of 6359.76% (11.20% annualized).
The Inflation Adjusted Capital now would be 21.83$, with a net total return of 2082.70% (8.17% annualized).
The Inflation Adjusted Capital now would be 21.83$, with a net total return of 2082.70% (8.17% annualized).
Readings that may interest you
Investment Metrics as of Mar 31, 2024
Metrics of iShares Edge MSCI Min Vol USA (USMV) ETF, updated as of 31 March 2024.
Metrics are calculated based on monthly returns, assuming:
- no fees or capital gain taxes.
- the reinvestment of dividends.
ISHARES EDGE MSCI MIN VOL USA (USMV) ETF
Advanced Metrics
Data Source: 1 January 1985 - 31 March 2024 (~39 years)
Swipe left to see all data
| Metrics as of Mar 31, 2024 | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| 1M | 3M | 6M | 1Y | 3Y | 5Y | 10Y | 20Y | 30Y |
MAX
(~39Y) |
|
| Investment Return (%) | 3.14 | 7.58 | 16.63 | 17.12 | 8.28 | 9.24 | 10.87 | 9.69 | 10.04 | 11.20 |
| US Inflation (%) | 0.38 | 1.13 | 1.61 | 3.48 | 5.63 | 4.19 | 2.84 | 2.59 | 2.54 | 2.80 |
| Returns / Inflation rates over 1 year are annualized. | ||||||||||
|
DRAWDOWN
|
1Y | 3Y | 5Y | 10Y | 20Y | 30Y | MAX | |||
| Deepest Drawdown Depth (%) | -4.29 | -17.35 | -19.06 | -19.06 | -43.27 | -43.27 | -43.27 | |||
| Start to Recovery (# months) details | 4 | 25 | 10 | 10 | 40 | 40 | 40 | |||
| Start (yyyy mm) | 2023 08 | 2022 01 | 2020 02 | 2020 02 | 2007 11 | 2007 11 | 2007 11 | |||
| Start to Bottom (# months) | 3 | 9 | 2 | 2 | 16 | 16 | 16 | |||
| Bottom (yyyy mm) | 2023 10 | 2022 09 | 2020 03 | 2020 03 | 2009 02 | 2009 02 | 2009 02 | |||
| Bottom to End (# months) | 1 | 16 | 8 | 8 | 24 | 24 | 24 | |||
| End (yyyy mm) | 2023 11 | 2024 01 | 2020 11 | 2020 11 | 2011 02 | 2011 02 | 2011 02 | |||
| Longest Drawdown Depth (%) |
same as deepest |
same as deepest |
-17.35 | -17.35 |
same as deepest |
-35.36 | -35.36 | |||
| Start to Recovery (# months) details | 25 | 25 | 59 | 59 | ||||||
| Start (yyyy mm) | 2023 08 | 2022 01 | 2022 01 | 2022 01 | 2007 11 | 2000 09 | 2000 09 | |||
| Start to Bottom (# months) | 3 | 9 | 9 | 9 | 16 | 25 | 25 | |||
| Bottom (yyyy mm) | 2023 10 | 2022 09 | 2022 09 | 2022 09 | 2009 02 | 2002 09 | 2002 09 | |||
| Bottom to End (# months) | 1 | 16 | 16 | 16 | 24 | 34 | 34 | |||
| End (yyyy mm) | 2023 11 | 2024 01 | 2024 01 | 2024 01 | 2011 02 | 2005 07 | 2005 07 | |||
| Longest negative period (# months) details | 7 | 27 | 27 | 27 | 61 | 131 | 131 | |||
| Period Start (yyyy mm) | 2023 04 | 2021 08 | 2021 08 | 2021 08 | 2004 04 | 1998 04 | 1998 04 | |||
| Period End (yyyy mm) | 2023 10 | 2023 10 | 2023 10 | 2023 10 | 2009 04 | 2009 02 | 2009 02 | |||
| Annualized Return (%) | -0.77 | -1.04 | -1.04 | -1.04 | -0.09 | -0.16 | -0.16 | |||
| Deepest Drawdown Depth (%) | -5.19 | -21.68 | -21.68 | -21.68 | -44.21 | -44.21 | -44.21 | |||
| Start to Recovery (# months) details | 4 | 27* | 27* | 27* | 42 | 42 | 42 | |||
| Start (yyyy mm) | 2023 08 | 2022 01 | 2022 01 | 2022 01 | 2007 11 | 2007 11 | 2007 11 | |||
| Start to Bottom (# months) | 3 | 9 | 9 | 9 | 16 | 16 | 16 | |||
| Bottom (yyyy mm) | 2023 10 | 2022 09 | 2022 09 | 2022 09 | 2009 02 | 2009 02 | 2009 02 | |||
| Bottom to End (# months) | 1 | 18 | 18 | 18 | 26 | 26 | 26 | |||
| End (yyyy mm) | 2023 11 | - | - | - | 2011 04 | 2011 04 | 2011 04 | |||
| Longest Drawdown Depth (%) |
same as deepest |
same as deepest |
same as deepest |
same as deepest |
same as deepest |
-38.25 | -38.25 | |||
| Start to Recovery (# months) details | 75 | 75 | ||||||||
| Start (yyyy mm) | 2023 08 | 2022 01 | 2022 01 | 2022 01 | 2007 11 | 2000 09 | 2000 09 | |||
| Start to Bottom (# months) | 3 | 9 | 9 | 9 | 16 | 25 | 25 | |||
| Bottom (yyyy mm) | 2023 10 | 2022 09 | 2022 09 | 2022 09 | 2009 02 | 2002 09 | 2002 09 | |||
| Bottom to End (# months) | 1 | 18 | 18 | 18 | 26 | 50 | 50 | |||
| End (yyyy mm) | 2023 11 | - | - | - | 2011 04 | 2006 11 | 2006 11 | |||
| Longest negative period (# months) details | 7 | 33 | 47 | 47 | 75 | 146 | 146 | |||
| Period Start (yyyy mm) | 2023 04 | 2021 05 | 2019 12 | 2019 12 | 2004 04 | 1998 05 | 1998 05 | |||
| Period End (yyyy mm) | 2023 10 | 2024 01 | 2023 10 | 2023 10 | 2010 06 | 2010 06 | 2010 06 | |||
| Annualized Return (%) | -3.95 | -0.05 | -0.11 | -0.11 | -0.07 | -0.05 | -0.05 | |||
| Drawdowns / Negative periods marked with * are in progress | ||||||||||
|
RISK INDICATORS
|
1Y | 3Y | 5Y | 10Y | 20Y | 30Y | MAX | |||
| Standard Deviation (%) | 9.43 | 13.83 | 14.60 | 12.08 | 12.90 | 13.68 | 14.20 | |||
| Sharpe Ratio | 1.26 | 0.42 | 0.50 | 0.80 | 0.65 | 0.57 | 0.51 | |||
| Sortino Ratio | 1.73 | 0.57 | 0.67 | 1.06 | 0.85 | 0.75 | 0.67 | |||
| Ulcer Index | 1.78 | 7.04 | 6.58 | 4.91 | 9.14 | 10.61 | 10.04 | |||
| Ratio: Return / Standard Deviation | 1.82 | 0.60 | 0.63 | 0.90 | 0.75 | 0.73 | 0.79 | |||
| Ratio: Return / Deepest Drawdown | 4.00 | 0.48 | 0.48 | 0.57 | 0.22 | 0.23 | 0.26 | |||
| % Positive Months details | 66% | 61% | 61% | 65% | 65% | 64% | 64% | |||
| Positive Months | 8 | 22 | 37 | 78 | 156 | 231 | 302 | |||
| Negative Months | 4 | 14 | 23 | 42 | 84 | 129 | 169 | |||
|
LONG TERM RETURNS
|
1Y | 3Y | 5Y | 10Y | 20Y | 30Y | MAX | |||
| Best 10 Years Return (%) - Annualized | 10.87 | 16.75 | 16.75 | 17.78 | ||||||
| Worst 10 Years Return (%) - Annualized | 8.16 | -0.89 | -0.89 | |||||||
| Best 10 Years Return (%) - Annualized | 7.81 | 14.73 | 14.73 | 14.73 | ||||||
| Worst 10 Years Return (%) - Annualized | 6.03 | -3.39 | -3.39 | |||||||
|
ROLLING PERIODS
|
1Y | 3Y | 5Y | 10Y | 20Y | 30Y | MAX | |||
| Over the latest 30Y | ||||||||||
| Best Rolling Return (%) - Annualized | 46.09 | 27.65 | 22.38 | 16.75 | 10.29 | 10.04 | ||||
| Worst Rolling Return (%) - Annualized | -35.94 | -11.41 | -3.50 | -0.89 | 6.58 | |||||
| % Positive Periods | 83% | 84% | 97% | 98% | 100% | 100% | ||||
| SWR - Safe Withdrawal Rate (%) - 100% Success - Annualized | 78.01 | 25.76 | 15.80 | 8.36 | 5.45 | 8.79 | ||||
| PWR - Perpetual Withdrawal Rate (%) - 100% Success - Annualized | - | - | - | - | 3.25 | 7.73 | ||||
| WR calculated based on initial capital | Monthly withdrawals adjusted for inflation | Credits: BestRetirementPortfolio.com | ||||||||||
| Best Rolling Return (%) - Annualized | 42.99 | 24.75 | 19.59 | 14.73 | 7.66 | 7.31 | ||||
| Worst Rolling Return (%) - Annualized | -35.94 | -13.29 | -5.98 | -3.39 | 4.40 | |||||
| % Positive Periods | 79% | 80% | 81% | 90% | 100% | 100% | ||||
| SWR - Safe Withdrawal Rate (%) - 100% Success - Annualized | 78.01 | 25.76 | 15.80 | 8.36 | 5.45 | 8.79 | ||||
| PWR - Perpetual Withdrawal Rate (%) - 100% Success - Annualized | - | - | - | - | 3.25 | 7.73 | ||||
| WR calculated based on initial capital | Monthly withdrawals adjusted for inflation | Credits: BestRetirementPortfolio.com | ||||||||||
| Over all the available data source (Jan 1985 - Mar 2024) | ||||||||||
| Best Rolling Return (%) - Annualized | 46.09 | 27.65 | 22.38 | 17.78 | 12.88 | 11.50 | ||||
| Worst Rolling Return (%) - Annualized | -35.94 | -11.41 | -3.50 | -0.89 | 6.58 | 9.32 | ||||
| % Positive Periods | 83% | 88% | 98% | 99% | 100% | 100% | ||||
| SWR - Safe Withdrawal Rate (%) - 100% Success - Annualized | 78.01 | 25.76 | 15.80 | 8.36 | 5.45 | 7.04 | ||||
| PWR - Perpetual Withdrawal Rate (%) - 100% Success - Annualized | - | - | - | - | 3.25 | 6.10 | ||||
| WR calculated based on initial capital | Monthly withdrawals adjusted for inflation | Credits: BestRetirementPortfolio.com | ||||||||||
| Best Rolling Return (%) - Annualized | 42.99 | 24.75 | 19.59 | 14.73 | 9.56 | 8.55 | ||||
| Worst Rolling Return (%) - Annualized | -35.94 | -13.29 | -5.98 | -3.39 | 4.40 | 6.63 | ||||
| % Positive Periods | 80% | 85% | 86% | 93% | 100% | 100% | ||||
| SWR - Safe Withdrawal Rate (%) - 100% Success - Annualized | 78.01 | 25.76 | 15.80 | 8.36 | 5.45 | 7.04 | ||||
| PWR - Perpetual Withdrawal Rate (%) - 100% Success - Annualized | - | - | - | - | 3.25 | 6.10 | ||||
| WR calculated based on initial capital | Monthly withdrawals adjusted for inflation | Credits: BestRetirementPortfolio.com | ||||||||||
- 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.
The first official book of
Correlations as of Mar 31, 2024
Correlation measures to what degree the returns of the two assets move in relation to each other.
Correlation coefficient is a numerical value between -1 and +1. If one variable goes up by a certain amount, the correlation coefficient indicates which way the other variable moves and by how much.
Asset correlations are calculated based on monthly returns.
Asset correlations are calculated based on monthly returns.
Monthly correlations of iShares Edge MSCI Min Vol USA (USMV) ETF vs the main Asset Classes, over different timeframes. Columns are sortable (click on table header to sort).
ISHARES EDGE MSCI MIN VOL USA (USMV) ETF
Monthly correlations as of 31 March 2024
Swipe left to see all data
| Correlation vs USMV | ||||||
|---|---|---|---|---|---|---|
| Asset Class | 1 Year | 5 Years | 10 Years | 30 Years | Since Jan 1992 |
|
|
VTI
|
US Total Stock Market |
0.88
|
0.91
|
0.90
|
0.94
|
0.94
|
|
SPY
|
US Large Cap |
0.89
|
0.93
|
0.91
|
0.96
|
0.96
|
|
IJR
|
US Small Cap |
0.73
|
0.76
|
0.73
|
0.76
|
0.76
|
|
VNQ
|
US REITs |
0.83
|
0.86
|
0.82
|
0.63
|
0.62
|
|
QQQ
|
US Technology |
0.58
|
0.79
|
0.78
|
0.78
|
0.78
|
|
PFF
|
Preferred Stocks |
0.85
|
0.77
|
0.72
|
0.45
|
0.45
|
|
EFA
|
EAFE Stocks |
0.92
|
0.84
|
0.79
|
0.79
|
0.76
|
|
VT
|
World All Countries |
0.90
|
0.90
|
0.87
|
0.90
|
0.89
|
|
EEM
|
Emerging Markets |
0.73
|
0.61
|
0.59
|
0.70
|
0.67
|
|
VGK
|
Europe |
0.92
|
0.85
|
0.79
|
0.80
|
0.79
|
|
VPL
|
Pacific |
0.83
|
0.76
|
0.73
|
0.67
|
0.62
|
|
FLLA
|
Latin America |
0.73
|
0.66
|
0.53
|
0.62
|
0.62
|
|
BND
|
US Total Bond Market |
0.75
|
0.51
|
0.44
|
0.19
|
0.20
|
|
TLT
|
Long Term Treasuries |
0.78
|
0.22
|
0.19
|
-0.04
|
-0.02
|
|
BIL
|
US Cash |
0.40
|
-0.03
|
-0.03
|
-0.01
|
-0.01
|
|
TIP
|
TIPS |
0.80
|
0.61
|
0.53
|
0.23
|
0.24
|
|
LQD
|
Invest. Grade Bonds |
0.80
|
0.66
|
0.60
|
0.34
|
0.34
|
|
HYG
|
High Yield Bonds |
0.88
|
0.80
|
0.76
|
0.65
|
0.64
|
|
CWB
|
US Convertible Bonds |
0.69
|
0.73
|
0.73
|
0.77
|
0.77
|
|
BNDX
|
International Bonds |
0.63
|
0.55
|
0.49
|
0.16
|
0.17
|
|
EMB
|
Emerg. Market Bonds |
0.86
|
0.77
|
0.69
|
0.58
|
0.58
|
|
GLD
|
Gold |
0.29
|
0.33
|
0.19
|
0.06
|
0.06
|
|
DBC
|
Commodities |
0.22
|
0.44
|
0.34
|
0.28
|
0.28
|
If you want to learn more about historical correlations, you can find out here how the main asset class are correlated to each other.
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) ETF
Drawdown periods
Drawdown periods - Inflation Adjusted
Data Source: 1 April 1994 - 31 March 2024 (30 Years)
Data Source: 1 January 1985 - 31 March 2024 (~39 years)
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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) ETF
Annualized Rolling Returns
Annualized Rolling Returns - Inflation Adjusted
Data Source: 1 April 1994 - 31 March 2024 (30 Years)
Data Source: 1 January 1985 - 31 March 2024 (~39 years)
If you need a deeper detail about rolling returns, please refer to the iShares Edge MSCI Min Vol USA (USMV) ETF: Rolling Returns page.
Seasonality
In which months is it better to invest in iShares Edge MSCI Min Vol USA (USMV) ETF?
Both the Average Return and the Gain Frequency (Win %) are useful to get an idea of what happened in the past.
For further information about the seasonality, check the Asset Class Seasonality page.
For further information about the seasonality, check the Asset Class Seasonality page.
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Monthly Returns
This section provides a visual/tabular representation of the performance variability in the iShares Edge MSCI Min Vol USA (USMV) 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) ETF
Monthly Returns Distribution
Data Source: 1 April 1994 - 31 March 2024 (30 Years)
Data Source: 1 January 1985 - 31 March 2024 (~39 years)
231 Positive Months (64%) - 129 Negative Months (36%)
302 Positive Months (64%) - 169 Negative Months (36%)
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(Scroll down to see all data)
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.
You can find additional information on extended Data Sources here.
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The first official book of
