USMV - Rolling Returns Of Low Volatility Strategies

Fueled by falling interest rates and a increased desire for defensive positioning in the equity markets, low volatility stocks have strongly outperformed the broad market in 2019. Over the past year, the two largest low volatility funds - the iShares MSCI USA Minimum Volatility ETF (BATS:USMV) and PowerShares S&P 500 Low Volatility Portfolio (NYSEARCA:SPLV) - have produced very strong total returns of 18-20% while the S&P 500 has produced a subnormal total return of under 6%.

Source: Bloomberg

As I wrote recently in Low Volatility Stocks and Interest Rates, low

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