USMV MSCI USA Minimum Volatility ETF

  • ETF
  • USMV
  • Category
  • All Cap Equities
Share
Last Updated:

USMV - Profile

Vitals

Investment Themes

Alternative ETFs in the All Cap Equities Category

Sign Up for Pro to Unlock Data Sign Up
Type Ticker Expense Ratio Assets Avg. Daily Vol YTD Return
Cheapest
Largest (AUM)
Most Liquid (Volume)
Top YTD Performer

Description

The index aims to reflect the performance characteristics of a minimum variance strategy applied to the US large and mid cap equity universe. The index is calculated by optimizing the MSCI USA Index, its parent index, for the lowest absolute risk (within a given set of constraints). Historically, the index has shown lower beta and volatility characteristics relative to the MSCI USA Index.

Realtime Rating

USMV - Realtime Rating

Sign Up for Pro to Unlock Data Sign Up

Realtime Rating Summary

USMV is a passive ETF that seeks to replicate MSCI USA Minimum Volatility Index. The index aims to reflect the performance characteristics of a minimum variance strategy applied to the US large and mid cap equity universe. The index is calculated by optimizing the MSCI USA Index, its parent index, for the lowest absolute risk (within a given set of constraints). Historically, the index has shown lower beta and volatility characteristics relative to the MSCI USA Index.

The adjacent table gives investors an individual Realtime Rating for USMV on several different metrics, including liquidity, expenses, performance, volatility, dividend, concentration of holdings in addition to an overall rating. The "A+ Metric Rated ETF" field, available to ETFdb Pro members, shows the ETF in the All Cap Equities with the highest Metric Realtime Rating for each individual field. To view all of this data, sign up for a free 14-day trial for ETFdb Pro. To view information on how the ETFdb Realtime Ratings work, click here.

USMV Overall Realtime Rating:

A+ Overall Rated ETF:

Metric Metric Realtime Rating A+ Metric Rated ETF
Liquidity A n/a
Expenses A- n/a
Performance
Volatility
Dividend
Concentration

Knowledge Center

Sector ETFs

Alternative ETFs

Vanguard Center

Emerging Market ETFs

MLP Center

Leveraged ETFs

USMV In-Depth Analysis

The following tables and charts contain in-depth metrics for USMV and compare it to similar peer ETFs within its ETFdb Category.

Holdings

USMV - Holdings

Filings Data as of: May 04, 2015
Sign Up for Pro to Unlock Data Sign Up

Concentration Analysis

This section compares how balanced and deep USMV is relative to the peer group ETFdb Category.

Number of Holdings
USMV Rank:
USMV 156
Category Low
Category High
% Assets in Top 10
USMV Rank:
USMV 14.74%
Category Low
Category High

USMV Asset Allocation

Asset Percentage
U.S. Stocks 99.63%
International Stocks 0.32%
U.S. Bonds 0.0%
International Bonds 0.0%
Preferred Stock 0.0%
Convertibles 0.0%
Cash 0.0%
Other 0.05%

USMV Sector Breakdown

Sector Percentage
Health Care 20.36%
Consumer Defensive 15.58%
Industrials 10.37%
Financial Services 9.83%
Technology 9.42%
Utilities 7.88%
Consumer Cyclical 6.83%
Real Estate 5.77%
Communication Services 5.7%
Basic Materials 4.61%
Energy 3.6%

USMV Market Cap Breakdown

Market Cap Percentage
Giant 32.08%
Large 46.58%
Medium 21.04%
Small 0.0%
Micro 0.0%

USMV Region Breakdown

Region Percentage
U.S. 99.63%
Europe 0.08%
Middle East 0.0%
Japan 0.0%
Australia 0.0%
Africa 0.0%
Asia (Developed) 0.0%
Latin America 0.0%
Canada 0.0%
Asia (Emerging) 0.0%

USMV Market Tier Breakdown

Region Percentage
Developed 99.95%
Emerging 0.0%

USMV Country Breakdown

Country Percentage
United States 99.63%
Switzerland 0.24%
Ireland 0.08%
Other 0.05%
Expense

USMV - Expenses & Fees

This section compares the cost efficiency of USMV to peers in the same ETFdb Category.

Sign Up for Pro to Unlock Data Sign Up

Expenses Ratio Analysis

Expense Ratio
USMV Rank:
USMV 0.15%
Category Low
Category High

Commission Free Trading in USMV

USMV is currently available for commission free trading on the following platforms: (Fidelity)

Category Commission Free Trading

There are 12 other ETFs in the All Cap Equities ETFdb Category that are also eligible for commission free trading:

Performance

USMV - Performance

This section shows how USMV has performed relative to its peer group ETFdb Category.

Sign Up for Pro to Unlock Data Sign Up
1 Week Return
USMV Rank:
USMV -0.17%
Category Low
Category High
4 Week Return
USMV Rank:
USMV 0.02%
Category Low
Category High
13 Week Return
USMV Rank:
USMV 0.62%
Category Low
Category High
26 Week Return
USMV Rank:
USMV 5.00%
Category Low
Category High
Year to Date Return
USMV Rank:
USMV 3.72%
Category Low
Category High
1 Year Return
USMV Rank:
USMV 16.57%
Category Low
Category High
3 Year Return
USMV Rank:
USMV 60.27%
Category Low
Category High
5 Year Return
USMV Rank:
No Ranking Available
Category Low
Category High
Charts

USMV - Charts

The following charts can be customized to display historical performance in a number of different formats, including line charts, bar charts, and candlesticks. Time periods can be adjusted to increase or decrease the period shown, ranging from five minutes to several months.

The following chart also includes the option to compare the performance of USMV relative to other ETFs and benchmarks or to include indicators such as Bollinger Bands, relative strength, and moving averages.

Valuation

USMV - Valuation

This section shows how the P/E multiple of USMV compares to the peer group ETFdb Category.

Sign Up for Pro to Unlock Data Sign Up
P/E Ratio
USMV Rank:
USMV 20.31
Category Low
Category High

As of May 22, 2015

Dividend

USMV - Dividend

This section shows how the dividend yield of USMV compares to the peer group ETFdb Category.

Sign Up for Pro to Unlock Data Sign Up
Annual Dividend Yield
USMV Rank:
USMV 1.81%
Category Low
Category High

As of May 22, 2015

Technicals

USMV - Technicals

Sign Up for Pro to Unlock Data Sign Up

USMV Volatility Analysis

This section shows how the volatility of USMV compares to the peer group ETFdb Category.

5 Day Volatility
USMV Rank:
USMV 51.34%
Category Low
Category High
20 Day Volatility
USMV Rank:
USMV 9.62%
Category Low
Category High
50 Day Volatility
USMV Rank:
USMV 9.69%
Category Low
Category High
200 Day Volatility
USMV Rank:
USMV 10.96%
Category Low
Category High
Beta
USMV Rank:
USMV 0.93
Category Low
Category High
Standard Deviation
USMV Rank:
USMV 2.03%
Category Low
Category High

USMV Technicals

  • 20 Day MA: $41.50
  • 60 Day MA: $41.38
  • MACD 15 Period: 0.26
  • MACD 100 Period: 0.62
  • Williams % Range 10 Day: 27.93
  • Williams % Range 20 Day: 21.53
  • RSI 10 Day: 57
  • RSI 20 Day: 55
  • RSI 30 Day: 54
  • Ultimate Oscillator: 61

USMV Bollinger Bands

  • Lower Bollinger (10 Day): $41.17
  • Upper Bollinger (10 Day): $42.25
  • Lower Bollinger (20 Day): $40.85
  • Upper Bollinger (20 Day): $42.16
  • Lower Bollinger (30 Day): $40.95
  • Upper Bollinger (30 Day): $42.07

USMV Support & Resistance

  • Support Level 1: $41.75
  • Support Level 2: $41.70
  • Resistance Level 1: $41.90
  • Resistance Level 2: $42.00

USMV Stochastic

  • Stochastic Oscillator %D (1 Day): 36.63
  • Stochastic Oscillator %D (5 Day): 49.73
  • Stochastic Oscillator %K (1 Day): 49.81
  • Stochastic Oscillator %K (5 Day): 68.02
Fact Sheet

USMV - Fact Sheet

Fact sheets are issued by the ETF provider and framed by ETFdb.com. Information contained within the fact sheet is not guaranteed to be timely or accurate.

2014 Morningstar, Inc. All Rights Reserved. The information contained herein: ( 1 ) is proprietary to Morningstar and/or its content providers; ( 2 ) may not be copied or distributed; and ( 3 ) is not warranted to be accurate, complete or timely. Neither Morningstar nor its content providers are responsible for any damages or losses arising from any use of this information. Past performance is no guarantee of future results.