Owns large and mid-sized US stocks that together swing less in price than the broader market, following an MSCI minimum volatility index.
USMV, the iShares MSCI USA Min Vol Factor ETF ($23.2 billion), sits in StoryVector’s Beta Book: it selects holdings by a factor such as value, size, quality or dividends, not by a story. It carries no market story, so it is not ranked against one. Over the past year it returned +5.1%, against +16.8% for broad US ETFs. Figures to October 2, 2026; past performance, not a recommendation.
FRI OCT 2 MARKET PRICE TOTAL RETURN
How closely it moves With the market 0.75
−1 opposite 0 unrelated +1 in step
USMV moves closely with the market. When the market has moved 1%, USMV has tended to move 0.51%.
Weekly returns over 157 weeks.
ETFs it moves most and least like ← moves opposite moves in step →
Correlation of weekly returns over the last 3 years, among unlevered ETFs StoryVector covers.
Where it sits among factor Beta Book ETFs -20% 0% +20% +40% +60% +80% 0% 10% 20% 30% 40% 50% Volatility, last year → AAUS: +15.1%, volatility 12.8% ABEQ: +5.3%, volatility 9.2% AFLG: +15.5%, volatility 12.1% AFMC: +18.7%, volatility 14.7% AFSM: +23.4%, volatility 17.8% AGRW: +11.0%, volatility 17.4% AUSF: +8.4%, volatility 10.3% AVGV: +23.4%, volatility 13.2% AVLV: +27.8%, volatility 12.3% AVMV: +13.5%, volatility 13.2% AVUQ: +14.9%, volatility 16.7% AVUV: +21.8%, volatility 15.7% BAMG: +18.3%, volatility 16.0% BAMV: +14.0%, volatility 11.8% BGIG: +11.6%, volatility 8.9% BGRO: +14.9%, volatility 20.5% BKDV: +22.5%, volatility 12.1% BLCV: +17.3%, volatility 12.4% BLGR: +15.5%, volatility 17.0% BOUT: +10.4%, volatility 22.8% BRNY: +19.8%, volatility 15.9% BSMC: +14.7%, volatility 13.9% BSVO: +27.7%, volatility 16.7% BUL: +15.1%, volatility 16.8% BUSA: +14.6%, volatility 11.9% BVAL: +16.3%, volatility 10.4% CAFG: +23.2%, volatility 16.9% CALF: +23.9%, volatility 16.0% CAML: +6.2%, volatility 16.5% CARK: +11.7%, volatility 18.7% CGCV: +8.3%, volatility 9.9% CGGG: +0.8%, volatility 19.5% CGGR: +8.2%, volatility 18.5% CGV: +13.2%, volatility 15.0% CGVV: +17.9%, volatility 14.0% CLCG: +8.3%, volatility 18.2% CLCV: +20.3%, volatility 12.2% COPY: +24.4%, volatility 13.1% COWG: +10.8%, volatility 18.8% COWZ: +19.5%, volatility 12.4% CPTL: +15.9%, volatility 12.9% CSMD: +3.1%, volatility 21.1% CSTK: +18.6%, volatility 11.3% DARP: +40.7%, volatility 27.0% DEEP: +17.0%, volatility 17.6% DEUS: +12.1%, volatility 10.9% DFAT: +17.8%, volatility 15.0% DFLV: +24.9%, volatility 11.1% DFSV: +21.1%, volatility 15.6% DFUV: +25.8%, volatility 11.8% DFVE: +13.5%, volatility 12.3% DSPY: +17.0%, volatility 12.2% DSTL: +11.7%, volatility 14.0% DUHP: +12.1%, volatility 12.0% DVAL: +11.1%, volatility 10.7% DVLU: +17.1%, volatility 16.7% DVOL: +1.9%, volatility 12.0% DWAS: +17.0%, volatility 26.1% DXUV: +16.9%, volatility 12.6% DYNF: +19.1%, volatility 13.9% EBIT: +14.3%, volatility 15.1% ECML: +20.6%, volatility 13.2% EDOW: +12.2%, volatility 11.2% EPMV: +15.4%, volatility 15.1% EPS: +18.1%, volatility 12.4% EPSV: +27.8%, volatility 17.6% EQAL: +12.8%, volatility 12.0% EQWL: +14.5%, volatility 10.9% EUSA: +10.4%, volatility 12.0% FAB: +15.6%, volatility 12.5% FAD: +14.2%, volatility 20.8% FBCG: +18.6%, volatility 20.8% FCFY: +9.6%, volatility 16.8% FCTR: +6.2%, volatility 19.5% FDLO: +9.6%, volatility 9.4% FDLS: +22.1%, volatility 16.9% FDMO: +16.6%, volatility 19.6% FELG: +11.0%, volatility 17.7% FELV: +26.0%, volatility 11.2% FFLV: +21.4%, volatility 11.2% FFTY: -5.6%, volatility 36.1% FLCG: +9.9%, volatility 17.1% FLCV: +19.6%, volatility 11.7% FLOW: +22.6%, volatility 16.1% FLQL: +17.2%, volatility 14.3% FLQM: +3.8%, volatility 12.2% FLQS: +9.9%, volatility 14.0% FLRG: +9.7%, volatility 10.8% FMTM: +30.4%, volatility 26.9% FNDA: +15.5%, volatility 16.2% FNDB: +21.4%, volatility 10.7% FNDX: +21.9%, volatility 10.3% FNK: +9.8%, volatility 13.7% FNY: +8.5%, volatility 21.3% FQAL: +12.9%, volatility 11.7% FSGS: +2.8%, volatility 14.8% FSMD: +15.5%, volatility 15.5% FTA: +16.6%, volatility 11.3% FTC: +12.2%, volatility 22.1% FTCE: +10.6%, volatility 14.1% FTGS: +5.3%, volatility 13.6% FVAL: +19.6%, volatility 12.2% FYC: +27.5%, volatility 21.3% FYT: +22.7%, volatility 16.3% GFLW: +17.7%, volatility 21.9% GGUS: +9.1%, volatility 17.8% GLRY: +3.5%, volatility 21.1% GMOV: +21.1%, volatility 11.1% GQQQ: +22.8%, volatility 18.6% GROZ: +16.2%, volatility 16.9% GRW: -3.6%, volatility 15.3% GSLC: +13.4%, volatility 12.5% GVLU: +12.3%, volatility 13.0% HAPI: +15.4%, volatility 12.3% HAPS: +18.3%, volatility 15.8% HFGO: +12.7%, volatility 21.3% HQGO: +14.3%, volatility 14.3% HSMV: +2.9%, volatility 10.3% HUSV: +0.3%, volatility 9.8% HWSM: +12.9%, volatility 14.3% HYP: +21.1%, volatility 45.1% IJJ: +9.6%, volatility 14.5% IJK: +16.9%, volatility 17.8% IJS: +18.6%, volatility 16.6% IJT: +16.0%, volatility 17.2% ILCG: +13.7%, volatility 19.2% ILCV: +19.1%, volatility 10.2% IMCG: +16.2%, volatility 17.2% IMCV: +17.2%, volatility 11.4% INFO: +18.6%, volatility 13.4% ISCG: +14.0%, volatility 18.3% ISCV: +14.8%, volatility 14.8% ITAN: +26.3%, volatility 15.0% IUS: +24.8%, volatility 10.7% IUSG: +19.1%, volatility 18.0% IUSV: +12.7%, volatility 10.0% IVE: +12.7%, volatility 9.9% IVOG: +16.9%, volatility 17.9% IVOV: +9.6%, volatility 14.4% IVW: +19.0%, volatility 18.2% IWD: +24.1%, volatility 11.3% IWF: +8.1%, volatility 17.9% IWLG: +7.6%, volatility 19.0% IWN: +21.2%, volatility 16.3% IWO: +12.1%, volatility 22.1% IWP: -1.2%, volatility 18.2% IWS: +17.6%, volatility 13.3% IWX: +26.8%, volatility 10.9% IWY: +8.8%, volatility 18.2% JAVA: +17.5%, volatility 11.7% JGRO: +3.9%, volatility 18.6% JGRW: +1.5%, volatility 12.8% JHAC: +0.4%, volatility 13.4% JHML: +15.6%, volatility 12.2% JHMM: +12.9%, volatility 14.2% JHSC: +11.2%, volatility 15.3% JMID: +6.6%, volatility 17.7% JMOM: +26.0%, volatility 17.1% JPSV: +15.4%, volatility 13.9% JPUS: +13.1%, volatility 10.1% JQUA: +19.6%, volatility 12.2% JSMD: +9.6%, volatility 22.4% JSML: +17.6%, volatility 22.3% JVAL: +24.6%, volatility 14.7% JXX: +13.1%, volatility 23.4% KNO: +25.4%, volatility 18.2% LCDS: +17.0%, volatility 12.6% LCLG: +12.8%, volatility 20.6% LCOW: +15.7%, volatility 12.6% LGLV: +0.9%, volatility 10.1% LGRO: +16.6%, volatility 16.5% LOWV: +6.4%, volatility 10.6% LRGE: +9.2%, volatility 18.3% LRGF: +14.5%, volatility 13.0% LSAF: +20.3%, volatility 14.3% LSVD: +28.7%, volatility 13.7% LVDS: +23.8%, volatility 10.6% MAVF: +18.7%, volatility 15.0% MCDS: +14.9%, volatility 13.2% MCOW: +9.0%, volatility 17.3% MDLV: +10.9%, volatility 9.2% MDYG: +16.9%, volatility 17.9% MDYV: +9.5%, volatility 14.4% MFSG: +9.5%, volatility 18.1% MFSV: +10.2%, volatility 10.3% MFUS: +17.9%, volatility 11.7% MGK: +15.9%, volatility 18.5% MGV: +19.2%, volatility 10.3% MMTM: +9.5%, volatility 15.7% MOAT: +7.0%, volatility 14.1% MTUM: +27.1%, volatility 26.6% MVAL: +4.8%, volatility 13.8% NBGX: +9.5%, volatility 15.5% NIXT: +24.6%, volatility 20.3% NXTI: +10.9%, volatility 15.4% OMAH: +4.8%, volatility 8.9% OMFL: +17.9%, volatility 12.7% OMFS: +15.0%, volatility 16.9% ONEO: +18.2%, volatility 13.1% ONEV: +6.8%, volatility 11.3% ONOF: +12.1%, volatility 12.4% OSCV: +6.0%, volatility 12.2% PALC: +6.1%, volatility 15.2% PAMC: +13.2%, volatility 18.2% PCLG: -9.0%, volatility 17.5% PDP: +17.4%, volatility 26.9% PRF: +22.6%, volatility 10.8% PRFZ: +17.5%, volatility 17.4% PRVS: +21.4%, volatility 13.4% PSET: +3.8%, volatility 13.1% PWB: +31.3%, volatility 24.3% PWV: +20.6%, volatility 10.0% PY: +9.5%, volatility 10.6% QGRO: +2.6%, volatility 16.4% QGRW: +20.4%, volatility 19.7% QIDX: +5.5%, volatility 10.9% QLC: +18.4%, volatility 13.3% QLTY: +18.2%, volatility 12.7% QLV: +11.3%, volatility 7.9% QMID: +1.8%, volatility 15.0% QMOM: +15.0%, volatility 26.5% QQEW: +14.8%, volatility 19.2% QQLV: -0.1%, volatility 11.3% QQQA: +53.5%, volatility 34.5% QQQE: +18.9%, volatility 16.4% QQQG: +34.5%, volatility 25.6% QQWZ: +12.6%, volatility 17.3% QSML: +15.9%, volatility 16.8% QUAL: +15.4%, volatility 12.2% QUS: +13.1%, volatility 9.4% QVAL: +27.2%, volatility 14.0% QVML: +16.9%, volatility 12.7% QVMM: +13.7%, volatility 15.2% QVMS: +17.5%, volatility 16.7% REVS: +20.4%, volatility 11.6% RFG: +17.7%, volatility 20.2% RFV: +14.5%, volatility 16.1% RILA: +4.1%, volatility 17.1% ROE: +25.5%, volatility 15.2% ROSC: +22.0%, volatility 13.9% ROUS: +18.1%, volatility 11.7% RPG: +24.3%, volatility 25.7% RPV: +18.9%, volatility 12.2% RSMV: +8.4%, volatility 13.8% RSP: +11.8%, volatility 11.7% RUNN: -4.5%, volatility 14.0% RWK: +14.2%, volatility 16.0% RWL: +18.8%, volatility 10.1% RZG: +16.9%, volatility 19.1% RZV: +20.5%, volatility 19.3% SAMM: +24.8%, volatility 21.1% SAWG: +13.7%, volatility 13.4% SAWS: +10.4%, volatility 18.5% SCDS: +25.0%, volatility 17.6% SCHG: +13.4%, volatility 16.8% SCHV: +17.4%, volatility 11.5% SCOW: +7.5%, volatility 16.3% SEIM: +21.9%, volatility 19.1% SEIQ: +7.1%, volatility 11.7% SEIV: +29.3%, volatility 13.0% SELV: +9.0%, volatility 10.1% SEMG: +3.7%, volatility 13.5% SGRT: +48.8%, volatility 39.1% SIZE: +10.2%, volatility 12.9% SLYG: +16.1%, volatility 17.1% SLYV: +18.6%, volatility 16.5% SMLF: +14.8%, volatility 17.3% SMLV: +20.6%, volatility 13.5% SMMV: +6.1%, volatility 9.2% SMOM: +13.7%, volatility 12.1% SNPG: +16.8%, volatility 17.6% SPHQ: +16.0%, volatility 14.8% SPLV: -0.3%, volatility 10.5% SPMO: +27.9%, volatility 24.9% SPVM: +14.5%, volatility 11.1% SPYG: +19.1%, volatility 18.4% SPYV: +12.8%, volatility 9.9% SQLV: +22.0%, volatility 16.2% SRHQ: +21.0%, volatility 14.6% STXG: +14.0%, volatility 15.9% STXV: +18.4%, volatility 9.9% SVAL: +28.9%, volatility 15.6% SXQG: +1.0%, volatility 12.8% TCHP: +5.7%, volatility 18.6% TCV: +24.8%, volatility 19.4% TGLR: +11.2%, volatility 13.5% TGRT: +8.8%, volatility 18.1% TGRW: +7.1%, volatility 18.5% TILT: +16.2%, volatility 12.8% TMFE: +5.2%, volatility 13.2% TMFM: -14.9%, volatility 20.6% TMFS: -3.8%, volatility 19.2% TOLL: +20.2%, volatility 16.7% TSEL: -1.2%, volatility 23.2% TVAL: +25.4%, volatility 11.0% ULVM: +16.6%, volatility 10.8% USMF: +2.8%, volatility 11.8% USVM: +17.8%, volatility 14.1% VALQ: +10.1%, volatility 11.2% VBK: +14.5%, volatility 20.5% VBR: +13.6%, volatility 14.3% VFLO: +38.7%, volatility 16.0% VFMF: +27.4%, volatility 12.6% VFMO: +20.3%, volatility 24.4% VFMV: +11.2%, volatility 8.8% VFQY: +14.5%, volatility 13.1% VFVA: +21.1%, volatility 14.4% VIOG: +16.1%, volatility 17.2% VIOV: +18.7%, volatility 16.6% VLU: +19.9%, volatility 10.8% VLUE: +60.7%, volatility 20.8% VMAX: +20.1%, volatility 11.9% VOE: +16.0%, volatility 11.2% VONG: +8.3%, volatility 17.9% VONV: +24.3%, volatility 11.4% VOOG: +19.1%, volatility 18.3% VOOV: +12.8%, volatility 9.9% VOT: +1.1%, volatility 17.6% VSMV: +13.1%, volatility 9.6% VTV: +18.8%, volatility 10.3% VTWG: +12.4%, volatility 22.3% VTWV: +21.4%, volatility 16.6% VUG: +13.7%, volatility 18.0% XMHQ: +8.3%, volatility 14.9% XMLV: +3.7%, volatility 10.5% XMMO: +12.2%, volatility 22.5% XMVM: +18.5%, volatility 14.0% XSHQ: +7.9%, volatility 16.3% XSLV: +10.3%, volatility 12.6% XSMO: +14.2%, volatility 19.7% XSVM: +19.6%, volatility 16.8% ZIG: +1.9%, volatility 14.7% USMV -20% 0% +20% +40% +60% +80% 0% 10% 20% 30% 40% 50% Volatility, last year → AAUS: +15.1%, volatility 12.8% ABEQ: +5.3%, volatility 9.2% AFLG: +15.5%, volatility 12.1% AFMC: +18.7%, volatility 14.7% AFSM: +23.4%, volatility 17.8% AGRW: +11.0%, volatility 17.4% AUSF: +8.4%, volatility 10.3% AVGV: +23.4%, volatility 13.2% AVLV: +27.8%, volatility 12.3% AVMV: +13.5%, volatility 13.2% AVUQ: +14.9%, volatility 16.7% AVUV: +21.8%, volatility 15.7% BAMG: +18.3%, volatility 16.0% BAMV: +14.0%, volatility 11.8% BGIG: +11.6%, volatility 8.9% BGRO: +14.9%, volatility 20.5% BKDV: +22.5%, volatility 12.1% BLCV: +17.3%, volatility 12.4% BLGR: +15.5%, volatility 17.0% BOUT: +10.4%, volatility 22.8% BRNY: +19.8%, volatility 15.9% BSMC: +14.7%, volatility 13.9% BSVO: +27.7%, volatility 16.7% BUL: +15.1%, volatility 16.8% BUSA: +14.6%, volatility 11.9% BVAL: +16.3%, volatility 10.4% CAFG: +23.2%, volatility 16.9% CALF: +23.9%, volatility 16.0% CAML: +6.2%, volatility 16.5% CARK: +11.7%, volatility 18.7% CGCV: +8.3%, volatility 9.9% CGGG: +0.8%, volatility 19.5% CGGR: +8.2%, volatility 18.5% CGV: +13.2%, volatility 15.0% CGVV: +17.9%, volatility 14.0% CLCG: +8.3%, volatility 18.2% CLCV: +20.3%, volatility 12.2% COPY: +24.4%, volatility 13.1% COWG: +10.8%, volatility 18.8% COWZ: +19.5%, volatility 12.4% CPTL: +15.9%, volatility 12.9% CSMD: +3.1%, volatility 21.1% CSTK: +18.6%, volatility 11.3% DARP: +40.7%, volatility 27.0% DEEP: +17.0%, volatility 17.6% DEUS: +12.1%, volatility 10.9% DFAT: +17.8%, volatility 15.0% DFLV: +24.9%, volatility 11.1% DFSV: +21.1%, volatility 15.6% DFUV: +25.8%, volatility 11.8% DFVE: +13.5%, volatility 12.3% DSPY: +17.0%, volatility 12.2% DSTL: +11.7%, volatility 14.0% DUHP: +12.1%, volatility 12.0% DVAL: +11.1%, volatility 10.7% DVLU: +17.1%, volatility 16.7% DVOL: +1.9%, volatility 12.0% DWAS: +17.0%, volatility 26.1% DXUV: +16.9%, volatility 12.6% DYNF: +19.1%, volatility 13.9% EBIT: +14.3%, volatility 15.1% ECML: +20.6%, volatility 13.2% EDOW: +12.2%, volatility 11.2% EPMV: +15.4%, volatility 15.1% EPS: +18.1%, volatility 12.4% EPSV: +27.8%, volatility 17.6% EQAL: +12.8%, volatility 12.0% EQWL: +14.5%, volatility 10.9% EUSA: +10.4%, volatility 12.0% FAB: +15.6%, volatility 12.5% FAD: +14.2%, volatility 20.8% FBCG: +18.6%, volatility 20.8% FCFY: +9.6%, volatility 16.8% FCTR: +6.2%, volatility 19.5% FDLO: +9.6%, volatility 9.4% FDLS: +22.1%, volatility 16.9% FDMO: +16.6%, volatility 19.6% FELG: +11.0%, volatility 17.7% FELV: +26.0%, volatility 11.2% FFLV: +21.4%, volatility 11.2% FFTY: -5.6%, volatility 36.1% FLCG: +9.9%, volatility 17.1% FLCV: +19.6%, volatility 11.7% FLOW: +22.6%, volatility 16.1% FLQL: +17.2%, volatility 14.3% FLQM: +3.8%, volatility 12.2% FLQS: +9.9%, volatility 14.0% FLRG: +9.7%, volatility 10.8% FMTM: +30.4%, volatility 26.9% FNDA: +15.5%, volatility 16.2% FNDB: +21.4%, volatility 10.7% FNDX: +21.9%, volatility 10.3% FNK: +9.8%, volatility 13.7% FNY: +8.5%, volatility 21.3% FQAL: +12.9%, volatility 11.7% FSGS: +2.8%, volatility 14.8% FSMD: +15.5%, volatility 15.5% FTA: +16.6%, volatility 11.3% FTC: +12.2%, volatility 22.1% FTCE: +10.6%, volatility 14.1% FTGS: +5.3%, volatility 13.6% FVAL: +19.6%, volatility 12.2% FYC: +27.5%, volatility 21.3% FYT: +22.7%, volatility 16.3% GFLW: +17.7%, volatility 21.9% GGUS: +9.1%, volatility 17.8% GLRY: +3.5%, volatility 21.1% GMOV: +21.1%, volatility 11.1% GQQQ: +22.8%, volatility 18.6% GROZ: +16.2%, volatility 16.9% GRW: -3.6%, volatility 15.3% GSLC: +13.4%, volatility 12.5% GVLU: +12.3%, volatility 13.0% HAPI: +15.4%, volatility 12.3% HAPS: +18.3%, volatility 15.8% HFGO: +12.7%, volatility 21.3% HQGO: +14.3%, volatility 14.3% HSMV: +2.9%, volatility 10.3% HUSV: +0.3%, volatility 9.8% HWSM: +12.9%, volatility 14.3% HYP: +21.1%, volatility 45.1% IJJ: +9.6%, volatility 14.5% IJK: +16.9%, volatility 17.8% IJS: +18.6%, volatility 16.6% IJT: +16.0%, volatility 17.2% ILCG: +13.7%, volatility 19.2% ILCV: +19.1%, volatility 10.2% IMCG: +16.2%, volatility 17.2% IMCV: +17.2%, volatility 11.4% INFO: +18.6%, volatility 13.4% ISCG: +14.0%, volatility 18.3% ISCV: +14.8%, volatility 14.8% ITAN: +26.3%, volatility 15.0% IUS: +24.8%, volatility 10.7% IUSG: +19.1%, volatility 18.0% IUSV: +12.7%, volatility 10.0% IVE: +12.7%, volatility 9.9% IVOG: +16.9%, volatility 17.9% IVOV: +9.6%, volatility 14.4% IVW: +19.0%, volatility 18.2% IWD: +24.1%, volatility 11.3% IWF: +8.1%, volatility 17.9% IWLG: +7.6%, volatility 19.0% IWN: +21.2%, volatility 16.3% IWO: +12.1%, volatility 22.1% IWP: -1.2%, volatility 18.2% IWS: +17.6%, volatility 13.3% IWX: +26.8%, volatility 10.9% IWY: +8.8%, volatility 18.2% JAVA: +17.5%, volatility 11.7% JGRO: +3.9%, volatility 18.6% JGRW: +1.5%, volatility 12.8% JHAC: +0.4%, volatility 13.4% JHML: +15.6%, volatility 12.2% JHMM: +12.9%, volatility 14.2% JHSC: +11.2%, volatility 15.3% JMID: +6.6%, volatility 17.7% JMOM: +26.0%, volatility 17.1% JPSV: +15.4%, volatility 13.9% JPUS: +13.1%, volatility 10.1% JQUA: +19.6%, volatility 12.2% JSMD: +9.6%, volatility 22.4% JSML: +17.6%, volatility 22.3% JVAL: +24.6%, volatility 14.7% JXX: +13.1%, volatility 23.4% KNO: +25.4%, volatility 18.2% LCDS: +17.0%, volatility 12.6% LCLG: +12.8%, volatility 20.6% LCOW: +15.7%, volatility 12.6% LGLV: +0.9%, volatility 10.1% LGRO: +16.6%, volatility 16.5% LOWV: +6.4%, volatility 10.6% LRGE: +9.2%, volatility 18.3% LRGF: +14.5%, volatility 13.0% LSAF: +20.3%, volatility 14.3% LSVD: +28.7%, volatility 13.7% LVDS: +23.8%, volatility 10.6% MAVF: +18.7%, volatility 15.0% MCDS: +14.9%, volatility 13.2% MCOW: +9.0%, volatility 17.3% MDLV: +10.9%, volatility 9.2% MDYG: +16.9%, volatility 17.9% MDYV: +9.5%, volatility 14.4% MFSG: +9.5%, volatility 18.1% MFSV: +10.2%, volatility 10.3% MFUS: +17.9%, volatility 11.7% MGK: +15.9%, volatility 18.5% MGV: +19.2%, volatility 10.3% MMTM: +9.5%, volatility 15.7% MOAT: +7.0%, volatility 14.1% MTUM: +27.1%, volatility 26.6% MVAL: +4.8%, volatility 13.8% NBGX: +9.5%, volatility 15.5% NIXT: +24.6%, volatility 20.3% NXTI: +10.9%, volatility 15.4% OMAH: +4.8%, volatility 8.9% OMFL: +17.9%, volatility 12.7% OMFS: +15.0%, volatility 16.9% ONEO: +18.2%, volatility 13.1% ONEV: +6.8%, volatility 11.3% ONOF: +12.1%, volatility 12.4% OSCV: +6.0%, volatility 12.2% PALC: +6.1%, volatility 15.2% PAMC: +13.2%, volatility 18.2% PCLG: -9.0%, volatility 17.5% PDP: +17.4%, volatility 26.9% PRF: +22.6%, volatility 10.8% PRFZ: +17.5%, volatility 17.4% PRVS: +21.4%, volatility 13.4% PSET: +3.8%, volatility 13.1% PWB: +31.3%, volatility 24.3% PWV: +20.6%, volatility 10.0% PY: +9.5%, volatility 10.6% QGRO: +2.6%, volatility 16.4% QGRW: +20.4%, volatility 19.7% QIDX: +5.5%, volatility 10.9% QLC: +18.4%, volatility 13.3% QLTY: +18.2%, volatility 12.7% QLV: +11.3%, volatility 7.9% QMID: +1.8%, volatility 15.0% QMOM: +15.0%, volatility 26.5% QQEW: +14.8%, volatility 19.2% QQLV: -0.1%, volatility 11.3% QQQA: +53.5%, volatility 34.5% QQQE: +18.9%, volatility 16.4% QQQG: +34.5%, volatility 25.6% QQWZ: +12.6%, volatility 17.3% QSML: +15.9%, volatility 16.8% QUAL: +15.4%, volatility 12.2% QUS: +13.1%, volatility 9.4% QVAL: +27.2%, volatility 14.0% QVML: +16.9%, volatility 12.7% QVMM: +13.7%, volatility 15.2% QVMS: +17.5%, volatility 16.7% REVS: +20.4%, volatility 11.6% RFG: +17.7%, volatility 20.2% RFV: +14.5%, volatility 16.1% RILA: +4.1%, volatility 17.1% ROE: +25.5%, volatility 15.2% ROSC: +22.0%, volatility 13.9% ROUS: +18.1%, volatility 11.7% RPG: +24.3%, volatility 25.7% RPV: +18.9%, volatility 12.2% RSMV: +8.4%, volatility 13.8% RSP: +11.8%, volatility 11.7% RUNN: -4.5%, volatility 14.0% RWK: +14.2%, volatility 16.0% RWL: +18.8%, volatility 10.1% RZG: +16.9%, volatility 19.1% RZV: +20.5%, volatility 19.3% SAMM: +24.8%, volatility 21.1% SAWG: +13.7%, volatility 13.4% SAWS: +10.4%, volatility 18.5% SCDS: +25.0%, volatility 17.6% SCHG: +13.4%, volatility 16.8% SCHV: +17.4%, volatility 11.5% SCOW: +7.5%, volatility 16.3% SEIM: +21.9%, volatility 19.1% SEIQ: +7.1%, volatility 11.7% SEIV: +29.3%, volatility 13.0% SELV: +9.0%, volatility 10.1% SEMG: +3.7%, volatility 13.5% SGRT: +48.8%, volatility 39.1% SIZE: +10.2%, volatility 12.9% SLYG: +16.1%, volatility 17.1% SLYV: +18.6%, volatility 16.5% SMLF: +14.8%, volatility 17.3% SMLV: +20.6%, volatility 13.5% SMMV: +6.1%, volatility 9.2% SMOM: +13.7%, volatility 12.1% SNPG: +16.8%, volatility 17.6% SPHQ: +16.0%, volatility 14.8% SPLV: -0.3%, volatility 10.5% SPMO: +27.9%, volatility 24.9% SPVM: +14.5%, volatility 11.1% SPYG: +19.1%, volatility 18.4% SPYV: +12.8%, volatility 9.9% SQLV: +22.0%, volatility 16.2% SRHQ: +21.0%, volatility 14.6% STXG: +14.0%, volatility 15.9% STXV: +18.4%, volatility 9.9% SVAL: +28.9%, volatility 15.6% SXQG: +1.0%, volatility 12.8% TCHP: +5.7%, volatility 18.6% TCV: +24.8%, volatility 19.4% TGLR: +11.2%, volatility 13.5% TGRT: +8.8%, volatility 18.1% TGRW: +7.1%, volatility 18.5% TILT: +16.2%, volatility 12.8% TMFE: +5.2%, volatility 13.2% TMFM: -14.9%, volatility 20.6% TMFS: -3.8%, volatility 19.2% TOLL: +20.2%, volatility 16.7% TSEL: -1.2%, volatility 23.2% TVAL: +25.4%, volatility 11.0% ULVM: +16.6%, volatility 10.8% USMF: +2.8%, volatility 11.8% USVM: +17.8%, volatility 14.1% VALQ: +10.1%, volatility 11.2% VBK: +14.5%, volatility 20.5% VBR: +13.6%, volatility 14.3% VFLO: +38.7%, volatility 16.0% VFMF: +27.4%, volatility 12.6% VFMO: +20.3%, volatility 24.4% VFMV: +11.2%, volatility 8.8% VFQY: +14.5%, volatility 13.1% VFVA: +21.1%, volatility 14.4% VIOG: +16.1%, volatility 17.2% VIOV: +18.7%, volatility 16.6% VLU: +19.9%, volatility 10.8% VLUE: +60.7%, volatility 20.8% VMAX: +20.1%, volatility 11.9% VOE: +16.0%, volatility 11.2% VONG: +8.3%, volatility 17.9% VONV: +24.3%, volatility 11.4% VOOG: +19.1%, volatility 18.3% VOOV: +12.8%, volatility 9.9% VOT: +1.1%, volatility 17.6% VSMV: +13.1%, volatility 9.6% VTV: +18.8%, volatility 10.3% VTWG: +12.4%, volatility 22.3% VTWV: +21.4%, volatility 16.6% VUG: +13.7%, volatility 18.0% XMHQ: +8.3%, volatility 14.9% XMLV: +3.7%, volatility 10.5% XMMO: +12.2%, volatility 22.5% XMVM: +18.5%, volatility 14.0% XSHQ: +7.9%, volatility 16.3% XSLV: +10.3%, volatility 12.6% XSMO: +14.2%, volatility 19.7% XSVM: +19.6%, volatility 16.8% ZIG: +1.9%, volatility 14.7% USMV
Each dot is one of 333 unlevered factor Beta Book ETFs, placed by its return (up) and how much it swung (right) over the last year.
Risk 8.6% Volatility, last year
−6.5% Largest fall, last year
−3.4% Below its high now