ISHARES MSCI USA MIN VOL FACTOR ETF
Symbol: USMV
Exchange: BATS
Sector: Technology
Category: Large Blend
Inception Date: 18/10/2011
Latest Date: 02/04/2026
Current Price: $93.36
Expense Ratio: 0.15%
Assets Under Management
$23.6B
1.21% daily change
Period Performance
Adjusted cumulative ETF performance normalized to the first available adjusted price of the selected period.
Adjusted Return
--
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Performance Metrics
Return
-4.03%
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
Return
-0.31%
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
Return
-1.14%
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
Return
0.70%
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
Return
15.85%
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
Return
34.48%
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
Daily Returns for Period 12M
Daily simple returns calculated over the official metric window from the same adjusted price series used in the chart: 02/04/2025 - 02/04/2026.
Average Daily Return
0.006%
Best Day
5.198%
09/04/2025
Worst Day
-5.913%
04/04/2025
Days with Data
251
Recent Price History (Last 90 Days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 02/04/2026 | $92.24 | $93.48 | $92.24 | $93.36 | 2,776,700 |
| 01/04/2026 | $92.80 | $92.99 | $92.42 | $92.67 | 3,071,100 |
| 31/03/2026 | $92.19 | $92.83 | $91.64 | $92.74 | 4,531,900 |
| 30/03/2026 | $91.78 | $92.30 | $91.36 | $91.69 | 2,103,500 |
| 27/03/2026 | $92.00 | $92.09 | $91.02 | $91.12 | 2,229,400 |
| 26/03/2026 | $92.34 | $93.08 | $92.17 | $92.21 | 2,284,000 |
| 25/03/2026 | $92.85 | $93.11 | $92.22 | $92.63 | 2,684,300 |
| 24/03/2026 | $92.33 | $92.86 | $92.03 | $92.31 | 2,809,700 |
| 23/03/2026 | $93.13 | $93.51 | $92.67 | $92.76 | 3,787,200 |
| 20/03/2026 | $93.23 | $93.32 | $92.08 | $92.35 | 4,339,100 |