iShares Edge S&P 500 Minimum Volatility UCITS ETF USD (Acc) | SPMV

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Morningstar Rating™(Relative to Category)30/04/2022
 Morningstar ReturnMorningstar RiskMorningstar Rating™
3-YearAverageLow3 star
5-YearAverageLow3 star
10-Year--Not Rated
OverallAverageLow3 star
 
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1 Year Daily Volatility Chart (annualised)
  • iShares Edge S&P 500 Minimum Volatility UCITS ETF USD (Acc) | SPMV
  • Russell 1000 TR USD
%
Volatility Measurements30/04/2022
 
3-Yr Std Dev14.24 %
3-Yr Mean Return13.66 %
 
3-Yr Sharpe Ratio0.89
 
Modern Portfolio Statistics30/04/202230/04/2022
 Standard IndexBest Fit Index
 Russell 1000 TR USD  Morningstar US Large Core TR USD
3-Yr Beta0.820.83
3-Yr Alpha-0.17-1.43
 
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In order to provide consistency across the report data provided by different Asset Managers, the calculated data points presented are generated using Morningstar’s proprietary calculation methodology which is set out in more detail at(https://www.morningstar.com/research/signature)