2024-07-07 03:26:27 ET
Summary
- iShares MSCI USA Min Vol Factor ETF implements a low-volatility strategy based on sophisticated mathematical tools.
- The USMV portfolio looks superior to the Russell 1000 index regarding value and quality, but inferior in growth.
- USMV has lagged the benchmark in total return since inception and is marginally better in risk-adjusted performance.
- It has also lagged several low-vol ETFs, especially one whose low-volatility approach includes earnings in addition to price.
Read the full article on Seeking Alpha
For further details see:
USMV: A Sophisticated, But Not Better Low-Vol ETF