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iShares MSCI Min Vol USA Index ETF (XMU : TSX)

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U.S. Equity

FundGrade C Click for more information on Fundata’s FundGrade

FundGrade C

Click for more information on Fundata’s FundGrade.

Fundata ESG GradeC Click for more information on Fundata’s ESG Grade

Fundata ESG Grade C

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FundGrade A+® Rating Recipient

FundGrade A+® Rating Recipient

2019, 2017, 2016

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Close
(11-20-2024) 		$86.24
Change
$0.68 (0.79%)
Open $85.55
Day Range $85.55 - $85.83
Volume 1,101

As at October 31, 2024

As at October 31, 2024

As at July 31, 2024

  • Closing Price / Volume
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Legend

iShares MSCI Min Vol USA Index ETF

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Fund Returns

Inception Return (July 24, 2012): 14.17%

Fund Returns
Row Heading Return Annualized Return
1 Mth 3 Mth 6 Mth YTD 1 Yr 2 Yr 3 Yr 4 Yr 5 Yr 6 Yr 7 Yr 8 Yr 9 Yr 10 Yr
Fund 1.65% 4.67% 14.07% 23.01% 26.91% 14.88% 10.46% 12.36% 9.64% 11.10% 10.97% 11.29% 11.09% 12.47%
Benchmark 2.12% 4.47% 15.49% 27.28% 38.46% 24.49% 13.41% 17.99% 16.57% 16.22% 15.22% 15.67% 14.69% 15.41%
Category Average 1.03% 12.39% 12.39% 21.54% 33.67% 20.00% 8.67% 14.23% 12.72% 12.44% 11.35% 12.06% 10.95% 11.17%
Category Rank 687 / 1,326 300 / 1,310 459 / 1,298 673 / 1,281 1,013 / 1,275 994 / 1,182 475 / 1,108 822 / 1,057 870 / 993 706 / 912 557 / 847 534 / 760 410 / 685 282 / 625
Quartile Ranking 3 1 2 3 4 4 2 4 4 4 3 3 3 2

Monthly Return

Monthly Return
Return % Nov Dec Jan Feb Mar Apr May Jun Jul Aug Sep Oct
Fund 3.34% -0.16% 3.55% 3.59% 2.87% -2.27% 1.94% 2.13% 4.67% 2.32% 0.63% 1.65%
Benchmark 6.86% 1.80% 3.00% 6.70% 3.07% -2.70% 4.13% 3.97% 2.12% 0.07% 2.23% 2.12%

Best Monthly Return Since Inception

8.89% (January 2015)

Worst Monthly Return Since Inception

-6.76% (February 2020)

Calendar Return (%)

Calendar Return
Return % 2014 2015 2016 2017 2018 2019 2020 2021 2022 2023
Fund 26.15% 25.87% 6.05% 10.60% 9.98% 20.60% 3.27% 19.23% -3.15% 6.17%
Benchmark 24.19% 20.77% 8.65% 13.80% 3.98% 25.18% 16.07% 28.16% -12.52% 23.32%
Category Average 16.59% 10.40% 6.16% 13.43% -2.19% 22.72% 13.97% 23.22% -14.41% 18.85%
Quartile Ranking 1 1 2 4 1 4 4 4 1 4
Category Rank 29/ 547 40/ 638 279/ 686 606/ 762 66/ 848 742/ 920 871/ 997 860/ 1,062 130/ 1,119 1,124/ 1,183

Best Calendar Return (Last 10 years)

26.15% (2014)

Worst Calendar Return (Last 10 years)

-3.15% (2022)

Asset Allocation

Asset Allocation
Name Percent
US Equity 92.65
International Equity 5.86
Canadian Equity 1.49

Sector Allocation

Sector Allocation
Name Percent
Technology 25.05
Financial Services 16.43
Healthcare 14.87
Consumer Goods 10.06
Utilities 6.82
Other 26.77

Geographic Allocation

Geographic Allocation
Name Percent
North America 94.14
Europe 4.53
Latin America 1.32
Other 0.01

Top Holdings

Top Holdings
Name Percent
T-Mobile US Inc 1.90
Walmart Inc 1.71
Motorola Solutions Inc 1.70
International Business Machines Corp 1.66
Progressive Corp 1.62
Duke Energy Corp 1.54
Berkshire Hathaway Inc Cl B 1.52
Northrop Grumman Corp 1.51
Waste Connections Inc 1.49
Chubb Ltd 1.49

Equity Style

Market capitalization is large. Equity style is growth.

Fixed Income Style

Fixed income style data not available
Period: 

Risk vs Return (3 Yr)

iShares MSCI Min Vol USA Index ETF

Median

Other - U.S. Equity

3 Yr Annualized

Standard Deviation 10.40% 11.42% 10.85%
Beta 0.63% 0.70% 0.72%
Alpha 0.02% -0.02% 0.01%
Rsquared 0.71% 0.75% 0.72%
Sharpe 0.68% 0.67% 1.00%
Sortino 1.19% 0.93% 1.45%
Treynor 0.11% 0.11% 0.15%
Tax Efficiency 95.22% 94.50% 94.89%
Volatility Volatility rating is 5 on a scale of 1 to 10 Volatility rating is 5 on a scale of 1 to 10 Volatility rating is 5 on a scale of 1 to 10

Risk Rating

Rating 5 out of ten

Annualized Key Ratio Period Comparison

Key Ratio
Key Ratio 1 Yr 3 Yr 5 Yr 10 Yr
Standard Deviation 6.58% 10.40% 11.42% 10.85%
Beta 0.48% 0.63% 0.70% 0.72%
Alpha 0.08% 0.02% -0.02% 0.01%
Rsquared 0.44% 0.71% 0.75% 0.72%
Sharpe 2.99% 0.68% 0.67% 1.00%
Sortino 8.33% 1.19% 0.93% 1.45%
Treynor 0.41% 0.11% 0.11% 0.15%
Tax Efficiency 97.84% 95.22% 94.50% 94.89%

Fundata ESG Metrics

Fundata ESG Score

The E, S, and G scores are averaged for each security in the portfolio, to arrive at an ESG score for each security. We take the portfolio weighted average of the ESG scores for each fund and rank them against their peers to arrive at the Fundata ESG Score from 0-100.

Fundata E Score

Three scores under the Environment bucket are averaged to yield the Fundata Environment Score for each fund from 0-100: (1) Pollution Prevention, (2) Environmental Transparency, (3) Resource Efficiency.

Fundata S Score

Six scores under the Social bucket are averaged to yield the Fundata Social Score for each fund from 0-100. (1) Compensation and Satisfaction, (2) Diversity and Rights, (3) Education and Work Conditions, (4) Community and Charity, (5) Human Rights, (6) Sustainability Integration.

Fundata G Score

Three scores under the governance bucket are averaged to yield the Fundata Governance Score for each fund from 0-100: (1) Board Effectiveness, (2) Management Ethics, (3) Disclosure and Accountability.

Powered by OWL Analytics. For more information, please contact Fundata Canada.

View the full methodology

Fund Details

Start Date July 24, 2012
Instrument Type Exchange Traded Fund
Share Class Do-It-Yourself
Legal Status Trust
Sales Status Open
Currency CAD
Distribution Frequency Quarterly
Assets ($mil) $322
52 Week High $87.53
52 Week Low $68.25
Annual Dividend $0.99
Annual Yield -
Index MSCI USA Minimum Volatility Index
Shares Outstanding -
Registered Plan Eligible Yes

ETF Characteristics

Exposure 1x performance
Asset Class High -
Asset Class Medium -
Asset Class Low -
Leveraged -
Inverse -
Advisor Series -
Covered Call Strategy No

Investment Objectives

The iShares MSCI USA Minimum Volatility Index Fund seeks to provide long-term capital growth by replicating, to the extent possible, the performance of the MSCI USA Minimum Volatility Index (USD), net of expenses.

Investment Strategy

The investment strategy of the iShares MSCI USA Minimum Volatility Index Fund is to invest primarily in a portfolio of securities which make up the MSCI USA Minimum Volatility Index (USD), selected by BlackRock Canada from time to time, that closely matches the characteristics of the index.

Portfolio Manager(s)

Name Start Date
BlackRock Asset Management Canada Limited 07-24-2012
BlackRock Institutional Trust Company, N.A. 07-24-2012

Management and Organization

Fund Manager BlackRock Asset Management Canada Limited
Advisor BlackRock Asset Management Canada Limited
Custodian State Street Trust Company Canada
Registrar State Street Trust Company Canada
Distributor -
Auditor PriceWaterhouseCoopers LLP

Fees

MER 0.33%
Management Fee 0.30%

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