Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| USMV (iShares MSCI USA Min Vol Factor ETF) | 5.42% | 9.44% | 11.77% | 9.93% | 10.36% | NA | NA | 12.75% |
Data as of 07/18/2025, AR inception is 10/20/2011
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| USMV (iShares MSCI USA Min Vol Factor ETF) | 10/20/2011 | 07/18/2025 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | YTD | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.23 | 9.44 | 11.77 | 9.93 | 10.36 | NA | NA | 12.75 | 5.42 | 15.74 | 10.33 | -9.43 | 20.85 | 5.64 | 27.69 | 1.33 | 18.91 | 10.57 | 5.44 | 16.34 | 25.09 | 10.82 | 5.68 |
| Sharpe Ratio | NA | 0.47 | 0.68 | 0.61 | 0.60 | NA | NA | 0.80 | 0.46 | 1.40 | 0.67 | -0.59 | 1.99 | 0.17 | 2.75 | 0.00 | 3.44 | 0.97 | 0.41 | 1.77 | 2.55 | 1.20 | 2.02 |
| Standard Deviation(%) | NA | 13.40 | 12.41 | 12.95 | 14.91 | NA | NA | 13.75 | 15.83 | 8.67 | 9.99 | 18.44 | 10.45 | 30.87 | 9.55 | 13.01 | 5.34 | 10.63 | 13.12 | 9.20 | 9.82 | 9.07 | 16.28 |
| Draw Down(%) | NA | 9.36 | 13.78 | 17.93 | 33.10 | NA | NA | 33.10 | 9.36 | 5.94 | 6.74 | 17.79 | 6.03 | 33.10 | 4.01 | 12.70 | 2.41 | 7.31 | 9.50 | 5.13 | 6.64 | 5.94 | 5.38 |
| Yield(%) | 0.00 | 1.71 | 2.01 | 2.02 | 2.80 | 3.75 | 2.82 | 4.33 | 0.73 | 1.90 | 1.96 | 1.45 | 1.53 | 1.87 | 2.37 | 2.10 | 2.06 | 2.43 | 2.08 | 2.16 | 2.61 | 2.14 | 0.31 |
Data as of 07/18/2025, AR inception is 10/20/2011
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| USMV (iShares MSCI USA Min Vol Factor ETF) |
2.79%
Sep 2019 - Sep 2022 |
6.79%
Sep 2018 - Sep 2023 |
9.59%
Oct 2013 - Oct 2023 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| USMV (iShares MSCI USA Min Vol Factor ETF) |
18.44%
Nov 2011 - Nov 2014 |
15.07%
Dec 2012 - Dec 2017 |
13.96%
Dec 2011 - Dec 2021 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart