Summary
USMV
Prices · period metrics · 12M
NAV as of 16/07/2026
02/04/2025 → 02/04/2026
Return 6.27% Volatility 12.57% Sharpe -0.23
Official loaded data — not a live quote.

ISHARES MSCI USA MIN VOL FACTOR ETF

Symbol: USMV

Exchange: BATS

Sector: Technology

Category: Large Blend

Inception date: 18/10/2011

Latest date: 16/07/2026

Current price: $97.13

Expense ratio: 0.15%

Assets under management
$23.0B
1.03% daily change

Period performance

Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.

Adjusted return
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Performance metrics

Period total return

1.27%

Ann. -36.28% (Sharpe / Sortino numerator)

Volatility

10.51%

Sharpe ratio

-3.796

VaR 95%

-1.17%

CVaR 95%: -1.44%
Max drawdown: -6.02%
Sortino ratio: -5.511
Calmar ratio: -6.02

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

3.23%

Ann. -1.25% (Sharpe / Sortino numerator)

Volatility

9.00%

Sharpe ratio

-0.542

VaR 95%

-0.88%

CVaR 95%: -1.19%
Max drawdown: -6.46%
Sortino ratio: -0.819
Calmar ratio: -0.19

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

3.62%

Ann. -2.29% (Sharpe / Sortino numerator)

Volatility

8.63%

Sharpe ratio

-0.686

VaR 95%

-0.88%

CVaR 95%: -1.14%
Max drawdown: -6.46%
Sortino ratio: -1.049
Calmar ratio: -0.35

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

6.27%

Ann. 0.71% (Sharpe / Sortino numerator)

Volatility

12.57%

Sharpe ratio

-0.233

VaR 95%

-0.96%

CVaR 95%: -1.66%
Max drawdown: -7.83%
Sortino ratio: -0.286
Calmar ratio: 0.09

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

15.70%

Ann. 7.66% (Sharpe / Sortino numerator)

Volatility

11.11%

Sharpe ratio

0.363

VaR 95%

-0.98%

CVaR 95%: -1.49%
Max drawdown: -9.36%
Sortino ratio: 0.468
Calmar ratio: 0.82

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

37.28%

Ann. 10.42% (Sharpe / Sortino numerator)

Volatility

10.33%

Sharpe ratio

0.658

VaR 95%

-0.95%

CVaR 95%: -1.37%
Max drawdown: -9.36%
Sortino ratio: 0.881
Calmar ratio: 1.11

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Daily returns for period 12M

Daily simple returns from the same adjusted closes used by the performance chart: 16/07/2025 - 16/07/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.026%

Best day

1.373%

18/05/2026
Worst day

-1.683%

18/03/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
16/07/2026 $96.14 $97.15 $96.14 $97.13 2,760,000
15/07/2026 $96.91 $96.98 $95.98 $96.09 3,711,000
14/07/2026 $97.20 $97.49 $96.88 $96.88 1,933,600
13/07/2026 $97.76 $98.02 $97.66 $97.82 2,101,100
10/07/2026 $97.69 $97.76 $97.12 $97.76 1,811,000
09/07/2026 $97.62 $97.89 $97.38 $97.60 1,693,900
08/07/2026 $97.86 $97.94 $97.59 $97.65 1,866,300
07/07/2026 $98.24 $98.73 $98.24 $98.35 2,395,600
06/07/2026 $97.96 $98.09 $97.56 $97.89 1,784,500
02/07/2026 $97.23 $97.95 $97.20 $97.89 2,281,800