ETFs - Profile

iShares MSCI USA Min Vol Factor ETF

US > Multi-Cap > Core

Rank

Universe Rank
62 23

Summary

The fund seeks to replicate the total return performance of the benchmark index, before fees and expenses, by investing in mid-and large-size companies in the United States.

The investment process starts with a list of companies in the benchmark index and the research team utilizes quantitative techniques and fundamental analysis to identify investment opportunities.

As part of its strategy, the fund employs a passive or indexing approach.

Next, the research team invests significantly in the component securities of the Underlying Index.

The Underlying Index is composed of large and mid-capitalization U.S. equities that, in the aggregate, have lower volatility characteristics relative to the large- and mid-cap U.S. equity market.

The team utilizes a representative sampling indexing strategy to evaluate companies based on factors such as market capitalization and industry weightings.

In addition, the team also assesses a company’s return variability, yield and liquidity characteristics.

Then the manager More

Philosophy Strategy Process Reaserch Risk Management

Price

  • Last Close
  • $75.53
    +0.34
  • 52 Week HL
  • $81.04 - $64.28
  • Net Assets
  • $26.96 M
  • Expense Ratio

Portfolio

  • Holdings
  • -
  • Turnover Ratio
  • -

Performance
-6.5 % YTD

  • 3 Year
  • 39.84%
  • 5 Year
  • 71.67%
  • Best
  • 25.31%
    2019
  • Worst
  • -6.55%
    2022

Returns +
A

2022 2021 2020 2019 2018 2017 2016 2015 2014 2013 2012
USMV -7%21%3%25%1%18%0%0%16%0%11%
S&P 500 -10%27%16%29%-6%19%10%-1%11%30%13%

Returns +
Q

2022 2021 2020 2019 2018 2017 2016 2015 2014 2013 2012
Q1 -6.6% 3.3% -17.4% 12.7% -1.2% 6% 5.6% 2.4% 2.1% 13.2% -
Q2 - 3.3% 12.3% 4.6% 4.7% 3.1% 5.8% -1.8% 3.8% 0.1% -
Q3 - -1.3% 5.1% 3.4% 7.6% 3.3% -1.2% -1.3% 1.7% 2.4% -
Q4 - 10.1% 5.5% 2% -7.6% 4.5% 0.2% 6.3% 8% 7.5% -

Returns +
M

J F M A M J J A S O N D
2022 -6.6% - - - - - - - - - - -
2021 -1.8% -0.4% 5.5% 3.8% 0.9% 0.2% 4.7% 1.9% -5.3% 5.5% -1.4% 5.8%

Annual
Return

Index Comparison

Alpha

NAV