Fund exposure record
USMV
iShares MSCI USA Min Vol Factor ETF
BlackRock · Low Volatility
Reported positions
170
Rows in current dataset
Holdings coverage
98.9%
high confidence
Holdings snapshot
2025-12-16
Retrieved 2025-12-16
Latest price
2026-08-21
Adjusted-close observation
YTD
+8.29%
1 year
+8.97%
3Y annualized
+12.85%
5Y annualized
+7.20%
Volatility
+14.51%
Max drawdown
-33.09%
Price Performance
Historical price comparison over 3M
USMV Return
+8.09%
SPY Return
+9.68%
Winner
SPY
+1.59%
Max Drawdown
USMV: -2.5%
SPY: -4.5%
USMV Volatility (annualized)8.60%
SPY Volatility (annualized)12.83%
Adjusted-close observations. Historical period is limited to available common dates.
Largest reported holdings
| Symbol | Name | Reported weight |
|---|---|---|
| CSCO | CSCO | 1.63% |
| JNJ | JNJ | 1.56% |
| CB | CB | 1.55% |
| XOM | XOM | 1.52% |
| IBM | IBM | 1.49% |
| APH | APH | 1.48% |
| BRK-B | BRK-B | 1.47% |
| MSFT | MSFT | 1.46% |
| MCK | MCK | 1.43% |
| MRK | MRK | 1.42% |
| COR | COR | 1.41% |
| DUK | DUK | 1.39% |
| NVDA | NVDA | 1.39% |
| SO | SO | 1.36% |
| NOW | NOW | 1.35% |
| WM | WM | 1.33% |
| MCD | MCD | 1.32% |
| CRM | CRM | 1.31% |
| WCN | WCN | 1.31% |
| VZ | VZ | 1.28% |
Classified reported exposure
41.4% of fund weight maps to the current sector dictionary.
Unclassified57.5%
Technology10.6%
Healthcare9.4%
Consumer Staples4.8%
Communication Services3.6%
Utilities3.5%
Consumer Discretionary2.8%
Financials2.2%
Energy2.0%
Materials1.5%
Risk calculation details
- Sharpe ratio
- 0.42
- Sortino ratio
- 0.39
- Beta vs SPY
- 0.72
- CAPM alpha
- -1.90%
Calculated from date-aligned daily adjusted-close returns with a 4% annual risk-free assumption. Descriptive, not predictive.