Min vol index
Minimum Volatility factor is represented by the MSCI USA Minimum Volatility (USD) Index. The broader market is defined as the S&P 500 Index. Carefully consider the Funds’ investment objectives, risk factors, and charges and expenses before investing. This and other information can be found in the Funds’ prospectuses or, if available, the Minimum Volatility Index is an MSCI Equity Index and the estimated security co-variance matrix is based on the relevant Barra multi-factor equity model. Details about the Barra multi-factor risk models are available at https://www.msci.com/portfolio-management. Invesco S&P MidCap Low Volatility ETF -28.51% EUMV: iShares Edge MSCI Min Vol Europe ETF -28.06% SMLV: SPDR SSGA U.S. Small Cap Low Volatility Index ETF -27.95% The iShares Edge MSCI Min Vol Global ETF seeks to track the investment results of an index composed of developed and emerging market equities that, in the aggregate, have lower volatility characteristics relative to the broader developed and emerging equity markets. MSCI USA Minimum Volatility Index 27.96 12.61 2-Jun-08 MSCI EAFE Minimum Volatility (USD) Index 16.74 7.25 1-Dec-09 MSCI EM Minimum Volatility (USD) Index 8.49 3.43 1-Dec-09 USMV vs. S&P 500 Index For investors seeking less volatility, USMV can be an alternative to more traditional exposures like the S&P 500 index.
The S&P 500® Minimum Volatility Index is designed to reflect a managed-volatility equity strategy that seeks to achieve lower total risk, measured by standard deviation, than the S&P 500 while maintaining similar characteristics.
The S&P 500® Minimum Volatility Index is designed to reflect a managed-volatility equity strategy that seeks to achieve lower total risk, measured by standard deviation, than the S&P 500 while maintaining similar characteristics. Minimum volatility ETFs (commonly referred to as "min vol" ETFs) attempt to reduce exposure to stock market volatility. These funds track indexes that aim to provide lower-risk alternatives. Min vol ETFs do not ensure against losses. The MSCI USA Minimum Volatility (USD) Index was launched on Jun 02, 2008. Data prior to the launch date is back-tested data (i.e. calculations of how the index might have performed over that time period had the index existed). Benchmark (%) Index: MSCI USA Minimum Volatility (USD) Index: 27.96 15.70 12.61 14.30 14.81 After Tax Pre-Liq. (%) Return after taxes on distributions. Assumes fund shares have not been sold. 27.13 14.93 11.84 - 14.05 After Tax Post-Liq. (%) Return after taxes on distributions and sale of fund shares. 16.78 12.07 9.78 - 12.00 MSCI World Minimum Volatility (USD) Index (USD) | msci.com INDEX CHARACTERISTICS MSCI World Minimum Vol (USD) MSCI World Number of Constituents 343 1,643 Weight (%) Largest 1.28 3.05 Smallest 0.04 0.00 Average 0.29 0.06 Median 0.21 0.02 D TOP 10 CONSTITUENTS Country Index Wt. (%) Parent Index Wt. (%) Sector WASTE MANAGEMENT US 1.28 0.12 Industrials Based on the downside capture ratio of the MSCI Minimum Volatility indexes relative to their parent MSCI indexes, since the inception of each MSCI Minimum Volatility index. Carefully consider the Funds' investment objectives, risk factors, and charges and expenses before investing.
Benchmark (%) Index: MSCI USA Minimum Volatility (USD) Index: 27.96 15.70 12.61 14.30 14.81 After Tax Pre-Liq. (%) Return after taxes on distributions. Assumes fund shares have not been sold. 27.13 14.93 11.84 - 14.05 After Tax Post-Liq. (%) Return after taxes on distributions and sale of fund shares. 16.78 12.07 9.78 - 12.00
The MSCI Minimum Volatility Indexes are designed to serve as transparent benchmarks for minimum variance (or managed volatility) equity strategies. The indexes aim to reflect the performance characteristics of a minimum variance strategy focused on absolute returns as well as volatility with the lowest absolute risk. The S&P 500® Minimum Volatility Index is designed to reflect a managed-volatility equity strategy that seeks to achieve lower total risk, measured by standard deviation, than the S&P 500 while maintaining similar characteristics.
Invesco S&P MidCap Low Volatility ETF -28.51% EUMV: iShares Edge MSCI Min Vol Europe ETF -28.06% SMLV: SPDR SSGA U.S. Small Cap Low Volatility Index ETF -27.95%
The MSCI USA Minimum Volatility (USD) Index was launched on Jun 02, 2008. Data prior to the launch date is back-tested data (i.e. calculations of how the index might have performed over that time period had the index existed). Benchmark (%) Index: MSCI USA Minimum Volatility (USD) Index: 27.96 15.70 12.61 14.30 14.81 After Tax Pre-Liq. (%) Return after taxes on distributions. Assumes fund shares have not been sold. 27.13 14.93 11.84 - 14.05 After Tax Post-Liq. (%) Return after taxes on distributions and sale of fund shares. 16.78 12.07 9.78 - 12.00
The iShares Edge MSCI Min Vol USA ETF seeks to track the investment results of an index composed of U.S. equities that, in the aggregate, have lower volatility characteristics relative to the broader U.S. equity market.
The iShares Edge MSCI Min Vol USA ETF seeks to track the investment results of an index composed of U.S. equities that, in the aggregate, have lower volatility characteristics relative to the broader U.S. equity market. About iShares Edge MSCI Min Vol USA ETF The investment seeks the investment results of the MSCI USA Minimum Volatility (USD) Index. The fund will invest at least 90% of its assets in the component Learn about VMVFX with our data and independent analysis including NAV, star rating, asset allocation, capital gains, and dividends. Start a 14-day free trial to Morningstar Premium to unlock our Minimum Volatility factor is represented by the MSCI USA Minimum Volatility (USD) Index. The broader market is defined as the S&P 500 Index. Carefully consider the Funds’ investment objectives, risk factors, and charges and expenses before investing. This and other information can be found in the Funds’ prospectuses or, if available, the Minimum Volatility Index is an MSCI Equity Index and the estimated security co-variance matrix is based on the relevant Barra multi-factor equity model. Details about the Barra multi-factor risk models are available at https://www.msci.com/portfolio-management. Invesco S&P MidCap Low Volatility ETF -28.51% EUMV: iShares Edge MSCI Min Vol Europe ETF -28.06% SMLV: SPDR SSGA U.S. Small Cap Low Volatility Index ETF -27.95%
Minimum Volatility Index is an MSCI Equity Index and the estimated security co-variance matrix is based on the relevant Barra multi-factor equity model. Details about the Barra multi-factor risk models are available at https://www.msci.com/portfolio-management. Invesco S&P MidCap Low Volatility ETF -28.51% EUMV: iShares Edge MSCI Min Vol Europe ETF -28.06% SMLV: SPDR SSGA U.S. Small Cap Low Volatility Index ETF -27.95% The iShares Edge MSCI Min Vol Global ETF seeks to track the investment results of an index composed of developed and emerging market equities that, in the aggregate, have lower volatility characteristics relative to the broader developed and emerging equity markets. MSCI USA Minimum Volatility Index 27.96 12.61 2-Jun-08 MSCI EAFE Minimum Volatility (USD) Index 16.74 7.25 1-Dec-09 MSCI EM Minimum Volatility (USD) Index 8.49 3.43 1-Dec-09 USMV vs. S&P 500 Index For investors seeking less volatility, USMV can be an alternative to more traditional exposures like the S&P 500 index. Low Volatility and all other investment styles are ranked based on their aggregate 3-month fund flows for all U.S.-listed ETFs that are classified by ETFdb.com as being mostly exposed to those respective investment styles. 3-month fund flows is a metric that can be used to gauge the perceived popularity amongst investors of Low Volatility The S&P 500® Low Volatility Index measures performance of the 100 least volatile stocks in the S&P 500. The index benchmarks low volatility or low variance strategies for the U.S. stock market. Constituents are weighted relative to the inverse of their corresponding volatility, with the least volatile stocks receiving the highest weights.