iShares MSCI USA Small-Cap Min Vol Factor ETF

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Key stats

Assets under management (AUM)
‪884.39 M‬USD
Fund flows (1Y)
‪52.03 M‬USD
Dividend yield (indicated)
1.74%
Discount/Premium to NAV
0.05%

About iShares MSCI USA Small-Cap Min Vol Factor ETF

Issuer
BlackRock, Inc.
Brand
iShares
Expense ratio
0.20%
Home page
Inception date
Sep 7, 2016
Index tracked
MSCI USA Small Cap Minimum Volatility
Management style
Passive
ISIN
US46435G4331
SMMV is a potential fit for investors looking to capture the small-cap size factor but trying to avoid interim volatility. Starting with the US small-cap universe, SMMVs underlying index uses a volatility-based optimization approach including correlation between stocks within the index, to build a minimum variance portfolio of small-cap stocks. This semi-annual optimization process is applied within a given set of constraints (minimum and maximum constituent weight, sector, and factor constraints) to help maintain index investability and replicability. By design, SMMV will have lower market risk (beta) than a typical market-cap-selected and -weighted small-cap portfolio.

Classification

Asset Class
Equity
Category
Size and style
Focus
Small cap
Niche
Broad-based
Strategy
Low volatility
Weighting scheme
Multi-factor
Selection criteria
Multi-factor
What's in the fund
Exposure type
StocksBonds, Cash & Other
Finance
Health Technology
Stock breakdown by region
100%
Summarizing what the indicators are suggesting.
Oscillators
Neutral
SellBuy
Strong sellStrong buy
Strong sellSellNeutralBuyStrong buy
Oscillators
Neutral
SellBuy
Strong sellStrong buy
Strong sellSellNeutralBuyStrong buy
Summary
Neutral
SellBuy
Strong sellStrong buy
Strong sellSellNeutralBuyStrong buy
Summary
Neutral
SellBuy
Strong sellStrong buy
Strong sellSellNeutralBuyStrong buy
Summary
Neutral
SellBuy
Strong sellStrong buy
Strong sellSellNeutralBuyStrong buy
Moving Averages
Neutral
SellBuy
Strong sellStrong buy
Strong sellSellNeutralBuyStrong buy
Moving Averages
Neutral
SellBuy
Strong sellStrong buy
Strong sellSellNeutralBuyStrong buy