iShares Edge MSCI Min Vol USA (USMV) to EUR: Historical Returns

Simulation Settings
Category: Stocks
Period: January 1985 - January 2025 (~40 years)
Consolidated Returns as of 31 January 2025
Currency: EUR
USMV is not denominated in EUR. Returns are simulated using exchange rates or interest rate differentials in case of currency hedging.
Inflation: Eurozone
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Results
30 Years
All (since January 1985)
Inflation Adjusted:
iShares Edge MSCI Min Vol USA (USMV)
1.00
Initial Capital
February 1995
21.86
Final Capital
January 2025
10.83%
Yearly Return
14.82%
Std Deviation
-48.48%
Max Drawdown
138months
Recovery Period
1.00
Initial Capital
February 1995
11.93
Final Capital
January 2025
8.61%
Yearly Return
14.82%
Std Deviation
-56.71%
Max Drawdown
163months
Recovery Period
1.00
Initial Capital
January 1985
49.42
Final Capital
January 2025
10.22%
Yearly Return
16.35%
Std Deviation
-48.48%
Max Drawdown
138months
Recovery Period
1.00
Initial Capital
January 1985
21.22
Final Capital
January 2025
7.92%
Yearly Return
16.35%
Std Deviation
-56.71%
Max Drawdown
163months
Recovery Period
This portfolio is built with ETFs not denominated in EUR. Returns are calculated using exchange rates or, if applicable, interest rate differentials for currency hedging.

The iShares Edge MSCI Min Vol USA (USMV) to EUR ETF covers to the following investment themes:

  • Asset Class: Equity
  • Size: Large Cap
  • Style: Blend
  • Region: North America
  • Country: U.S.

As of January 2025, in the previous 30 Years, the iShares Edge MSCI Min Vol USA (USMV) to EUR ETF obtained a 10.83% compound annual return, with a 14.82% standard deviation. It suffered a maximum drawdown of -48.48% that required 138 months to be recovered.

Disclaimer: The simulations on this website are provided in good faith but should NOT be taken as investment advice. We are not liable for any errors or actions based on this information. The authors of the website are not affiliated with the ETFs/Assets issuers. Content is for informational, educational, illustrative and entertainment purposes only.

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Investment Returns as of Jan 31, 2025

The iShares Edge MSCI Min Vol USA (USMV) to EUR ETF guaranteed the following returns.

Returns are calculated in EUR, assuming:
  • no fees or capital gain taxes.
  • dividend reinvestment, when applicable.
  • for non-EUR assets, the adjustment for actual currency exchange rates.
  • the actual Eurozone Inflation rates.
ISHARES EDGE MSCI MIN VOL USA (USMV) TO EUR ETF
1 January 1985 - 31 January 2025 (~40 years)
Live Update: February 2025
Swipe left to see all data
  Chg (%) Return (%) Return (%) as of Jan 31, 2025
  1 Day Time ET(*) --- YTD
(1M)
1M 6M 1Y 5Y 10Y 30Y MAX
(~40Y)
Investment Return --- --- 3.65 3.65 10.65 21.82 9.85 11.63 10.83 10.22
Eurozone Inflation Adjusted Return 3.65 3.65 10.19 18.49 5.61 8.81 8.61 7.92
Returns over 1 year are annualized
(*) Eastern Time (ET - America/New York)
The live monthly return is calculated by assuming, for each asset, the weight defined by the base asset allocation.
Eurozone Inflation is updated to Dec 2024. Pending updates, the monthly inflation is set at 0% for the subsequent periods. Inflation (annualized) is 1Y: 2.82% , 5Y: 4.02% , 10Y: 2.59% , 30Y: 2.04%
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Capital Growth as of Jan 31, 2025

An investment of 1€, from February 1995 to January 2025, would be worth 21.86€, with a total return of 2085.87% (10.83% annualized).

The Inflation Adjusted Capital would be 11.93€, with a net total return of 1092.96% (8.61% annualized).

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An investment of 1€, from January 1985 to January 2025, would be worth 49.42€, with a total return of 4842.02% (10.22% annualized).

The Inflation Adjusted Capital would be 21.22€, with a net total return of 2022.48% (7.92% annualized).

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Investment Metrics as of Jan 31, 2025

Metrics of iShares Edge MSCI Min Vol USA (USMV) to EUR ETF, updated as of 31 January 2025, provide a comprehensive overview of the portfolio's performance and risk characteristics.

These metrics include detailed data on returns, volatility, drawdowns and other key performance indicators. By examining them, you can gain insights into how the portfolio has performed over various time periods and understand its risk profile.

Metrics are calculated based on monthly returns, assuming:
  • no fees or capital gain taxes.
  • dividend reinvestment, when applicable.
  • for non-EUR assets, the adjustment for actual currency exchange rates.
  • the actual Eurozone Inflation rates.
ISHARES EDGE MSCI MIN VOL USA (USMV) TO EUR ETF
Advanced Metrics
1 January 1985 - 31 January 2025 (~40 years)
Swipe left to see all data
Metrics as of Jan 31, 2025
YTD
(1M)
1M 3M 6M 1Y 3Y 5Y 10Y 20Y 30Y MAX
(~40Y)
Investment Return (%)
3.65 3.65 7.21 10.65 21.82 11.37 9.85 11.63 11.09 10.83 10.22
Growth of 1€ 1.04 1.04 1.07 1.11 1.22 1.38 1.60 3.00 8.19 21.86 49.42
Infl. Adjusted Return (%)
3.65 3.65 7.17 10.19 18.49 6.37 5.61 8.81 8.78 8.61 7.92
Eurozone Inflation (%) 0.00 0.00 0.03 0.42 2.82 4.71 4.02 2.59 2.13 2.04 2.13
Pending updates, the monthly inflation of Jan 2025 and beyond is set at 0%. Returns / Inflation rates over 1 year are annualized.
DRAWDOWN
Inflation Adjusted:
Inflation Adjusted:
Current 1Y 3Y 5Y 10Y 20Y 30Y MAX
Deepest Drawdown Depth (%) -0.75 -4.24 -7.23 -18.59 -18.59 -38.91 -48.48 -48.48
Start to Recovery (# months)
2* 2* 13 15 15 45 138 138
Start (yyyy mm) 2024 12 2022 12 2020 02 2020 02 2007 06 2000 11 2000 11
Start to Bottom (# months) 1 3 2 2 21 100 100
Bottom (yyyy mm) 2024 12 2023 02 2020 03 2020 03 2009 02 2009 02 2009 02
Bottom to End (# months) 1 10 13 13 24 38 38
End (yyyy mm) - 2023 12 2021 04 2021 04 2011 02 2012 04 2012 04
Longest Drawdown Depth (%) -3.05
same

same
-5.96
same

same

same
Start to Recovery (# months)
3 15
Start (yyyy mm) 2024 04 2022 12 2020 02 2017 03 2007 06 2000 11 2000 11
Start to Bottom (# months) 1 3 2 5 21 100 100
Bottom (yyyy mm) 2024 04 2023 02 2020 03 2017 07 2009 02 2009 02 2009 02
Bottom to End (# months) 2 10 13 10 24 38 38
End (yyyy mm) 2024 06 2023 12 2021 04 2018 05 2011 02 2012 04 2012 04
Longest negative period (# months)
2 19 22 22 62 140 140
Start (yyyy mm) 2024 04 2022 04 2022 01 2022 01 2005 08 1997 08 1997 08
End (yyyy mm) 2024 05 2023 10 2023 10 2023 10 2010 09 2009 03 2009 03
Annualized Return (%) -10.19 -0.40 -0.97 -0.97 -0.26 -0.21 -0.21
Drawdowns / Negative periods marked with * are in progress
Deepest Drawdown Depth (%) -1.10 -4.58 -10.73 -19.18 -19.18 -40.63 -56.71 -56.71
Start to Recovery (# months)
2* 2* 18 17 17 55 163 163
Start (yyyy mm) 2024 12 2022 08 2020 02 2020 02 2007 06 2000 11 2000 11
Start to Bottom (# months) 1 10 2 2 21 100 100
Bottom (yyyy mm) 2024 12 2023 05 2020 03 2020 03 2009 02 2009 02 2009 02
Bottom to End (# months) 1 8 15 15 34 63 63
End (yyyy mm) - 2024 01 2021 06 2021 06 2011 12 2014 05 2014 05
Longest Drawdown Depth (%) -3.61
same
-14.05 -14.05
same

same

same
Start to Recovery (# months)
3 27 27
Start (yyyy mm) 2024 04 2022 08 2022 01 2022 01 2007 06 2000 11 2000 11
Start to Bottom (# months) 1 10 17 17 21 100 100
Bottom (yyyy mm) 2024 04 2023 05 2023 05 2023 05 2009 02 2009 02 2009 02
Bottom to End (# months) 2 8 10 10 34 63 63
End (yyyy mm) 2024 06 2024 01 2024 03 2024 03 2011 12 2014 05 2014 05
Longest negative period (# months)
2 23 40 40 74 164 164
Start (yyyy mm) 2024 03 2022 02 2020 02 2020 02 2005 08 2000 09 2000 09
End (yyyy mm) 2024 04 2023 12 2023 05 2023 05 2011 09 2014 04 2014 04
Annualized Return (%) -5.36 -1.56 -0.33 -0.33 -0.42 -0.15 -0.15
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
1Y 3Y 5Y 10Y 20Y 30Y MAX
Standard Deviation (%) 10.66 11.49 13.92 12.48 12.57 14.82 16.35
Sharpe Ratio 1.57 0.65 0.54 0.80 0.76 0.58 0.43
Sortino Ratio 2.11 0.95 0.75 1.10 1.06 0.78 0.58
Ulcer Index 1.55 3.48 5.46 4.33 9.48 18.49 17.12
Ratio: Return / Standard Deviation 2.05 0.99 0.71 0.93 0.88 0.73 0.63
Ratio: Return / Deepest Drawdown 5.15 1.57 0.53 0.63 0.28 0.22 0.21
Positive Months (%)
75.00 58.33 56.66 58.33 60.41 60.27 59.87
Positive Months 9 21 34 70 145 217 288
Negative Months 3 15 26 50 95 143 193
LONG TERM RETURNS
Inflation Adjusted:
Inflation Adjusted:
1Y 3Y 5Y 10Y 20Y 30Y MAX
Best 10 Years Return (%) - Annualized 11.63 18.16 18.16 23.01
Worst 10 Years Return (%) - Annualized 9.06 -3.19 -3.19
Best 10 Years Return (%) - Annualized 8.81 16.63 16.63 20.14
Worst 10 Years Return (%) - Annualized 7.35 -5.12 -5.12
TIMEFRAMES
Inflation Adjusted:
Inflation Adjusted:
1M 3M 6M 1Y 3Y 5Y 10Y 20Y 30Y MAX
··· As of Jan 2025 - Over the previous 30Y
Best Rolling Return (%) - Annualized 73.77 37.03 29.29 18.16 11.30 10.83
Worst Rolling Return (%) - Annualized -37.60 -15.26 -6.26 -3.19 5.53
Positive Periods (%) 78.2 79.6 81.0 87.5 100.0 100.0
Best Rolling Return (%) - Annualized 71.22 34.72 27.25 16.63 9.01 8.61
Worst Rolling Return (%) - Annualized -39.04 -17.04 -8.28 -5.12 3.87
Positive Periods (%) 73.6 78.4 72.0 80.0 100.0 100.0
95% VaR - Value at Risk (%) - Cumulative
6.09 9.33 11.52 19.34 28.63 15.78 14.31 0.00
95% CVaR - Conditional Value at Risk (%) 7.86 12.41 15.87 26.07 34.10 21.07 20.97 0.00
99% VaR - Value at Risk (%) - Cumulative
9.00 14.38 18.66 34.36 37.60 27.05 26.29 0.00
99% CVaR - Conditional Value at Risk (%) 10.86 17.60 23.21 36.00 38.84 27.46 27.72 0.00
Short term VaRs: analytical | 1+ year VaRs: historical data
Safe Withdrawal Rate (%) 74.56 22.93 12.93 6.20 4.07 9.79
Perpetual Withdrawal Rate (%) --- --- --- --- 2.17 8.97
% based on initial capital, inflation-adj. monthly withdrawals afterwards | Credits: BestRetirementPortfolio.com
··· All available data (Jan 1985 - Jan 2025)
Best Rolling Return (%) - Annualized 73.77 37.03 29.29 23.01 11.30 11.41
Worst Rolling Return (%) - Annualized -37.60 -15.26 -6.26 -3.19 5.53 9.40
Positive Periods (%) 75.5 82.9 86.4 91.7 100.0 100.0
Best Rolling Return (%) - Annualized 71.22 34.72 27.25 20.14 9.01 9.15
Worst Rolling Return (%) - Annualized -39.04 -17.04 -8.28 -5.12 3.87 7.24
Positive Periods (%) 71.2 81.6 80.0 86.7 100.0 100.0
95% VaR - Value at Risk (%) - Cumulative
6.83 10.66 13.45 18.00 24.86 12.39 12.00 0.00 0.00
95% CVaR - Conditional Value at Risk (%) 8.79 14.06 18.25 24.53 32.09 19.32 18.49 0.00 0.00
99% VaR - Value at Risk (%) - Cumulative
10.05 16.23 21.33 28.26 36.61 24.88 22.72 0.00 0.00
99% CVaR - Conditional Value at Risk (%) 12.10 19.78 26.34 33.67 38.43 27.33 26.01 0.00 0.00
Short term VaRs: analytical | 1+ year VaRs: historical data
Safe Withdrawal Rate (%) 74.56 22.93 12.93 6.20 4.07 6.87
Perpetual Withdrawal Rate (%) --- --- --- --- 2.17 6.04
% based on initial capital, inflation-adj. monthly withdrawals afterwards | Credits: BestRetirementPortfolio.com
Terms and Definitions
  • Annualized Portfolio Return: it's the annualized geometric mean return of the portfolio.
  • Deepest/Longest Drawdown: a drawdown refers to the decline in value from a relative peak value to a relative trough. The deepest (or maximum) drawdown is the maximum observed loss from a peak to a trough of a portfolio before a new peak is attained. The longest drawdown is the period observed from a peak to the subsequent peak with the greatest duration.
  • Longest negative period: it's the maximum period for which an overall negative return has been observed.
  • Standard Deviation: it's a measure of the dispersion of returns around the mean.
  • Sharpe Ratio: it's a measure of risk-adjusted performance of the portfolio. It's calculated by dividing the excess return of the portfolio over the risk-free rate by the portfolio standard deviation. The risk-free rate here considered is the 1-3 Mth T-Bill return.
  • Sortino Ratio: another measure of risk-adjusted performance of the portfolio. It's a modification of the Sharpe Ratio (same formula but the denominator is the portfolio downside standard deviation).
  • Ulcer Index: it's a measure of downside risk that quantifies the depth and duration of drawdowns in an investment portfolio.
  • Best/Worst 10Y returns: the best and the worst 10-year return over a time frame.
  • Rolling Returns: N-year returns over a time frame, calculated over all the available data source (best, worst, % of positive returns). Each rolling period, longer than the longest negative period, yielded a non-negative minimum return.
  • Value at Risk (VaR): it's an evaluation of a cumulative worst-case loss (in absolute value), associated with a probability (95%-99%) and a time horizon. For short term, it's calculated based on the expected return and standard deviation, assuming a normal distribution of monthly returns. For long term is retrieved by the historical rolling return data.
  • Conditional Value at Risk (CVaR): it represents the average expected loss if that worst-case threshold (95%-99%) is ever crossed.
  • Safe Withdrawal Rate (SWR): it's the percentage of the initial portfolio balance that can be withdrawn at the beginning of each month with inflation adjustment, without the portfolio running out of money in any case (money amount withdrawal).
    For instance: Your initial invested capital is 100.000$; withdrawal rate (annualized) is 4%. This means that, in the first month, you will withdraw 100.000 * 4% * 1/12 = 333.33$. The second month, you’ll withdraw 333.33$ plus the inflation monthly rate. You’ll continue adjusting your withdraw monthly for inflation.
  • Perpetual Withdrawal Rate (PWR): it's the percentage of the initial portfolio balance that can be withdrawn at the beginning of each month with inflation adjustment, preserving the original invested capital, adjusted for inflation too.
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Drawdowns

A drawdown refers to the decline in value from a relative peak value to a relative trough. A maximum drawdown is the maximum observed loss from a peak to a trough of a portfolio before a new peak is attained.

ISHARES EDGE MSCI MIN VOL USA (USMV) TO EUR ETF
Drawdown periods
Drawdown periods - Inflation Adjusted
1 February 1995 - 31 January 2025 (30 Years)
1 January 1985 - 31 January 2025 (~40 years)
Inflation Adjusted:

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Rolling Returns

For a detailed rolling return analysis, click here
iShares Edge MSCI Min Vol USA (USMV) to EUR ETF: Rolling Returns

A rolling return is a measure of investment performance that calculates the return of an investment over a set period of time, with the starting date rolling forward. This approach can provide a more accurate representation of the investment's historical performance and helps investors to evaluate the investment's consistency over time.

ISHARES EDGE MSCI MIN VOL USA (USMV) TO EUR ETF
Annualized Rolling Returns
Annualized Rolling Returns - Inflation Adjusted
1 February 1995 - 31 January 2025 (30 Years)
1 January 1985 - 31 January 2025 (~40 years)
Inflation Adjusted:

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The values shown for the rolling periods represent key statistical points: the minimum, maximum, median, and the 15th and 85th percentiles. These percentiles give insight into the distribution of the data, indicating the range within which the central 70% of the values lie, while the median represents the middle value.

Seasonality

In which months is it better to invest in iShares Edge MSCI Min Vol USA (USMV) to EUR ETF?

Both the Average Return and the Gain Frequency (Win %) are useful to get an idea of what happened in the past. They are retrieved considering the time period from January 1985 to January 2025.

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For further information about the seasonality, check the Asset Class Seasonality page.

Monthly Returns

This section provides a visual/tabular representation of the performance variability in the iShares Edge MSCI Min Vol USA (USMV) to EUR ETF over time. It illustrates the distribution of monthly returns, showcasing the range and frequency of positive and negative returns.

ISHARES EDGE MSCI MIN VOL USA (USMV) TO EUR ETF
Monthly Returns Distribution
1 February 1995 - 31 January 2025 (30 Years)
1 January 1985 - 31 January 2025 (~40 years)
217 Positive Months (60%) - 143 Negative Months (40%)
288 Positive Months (60%) - 193 Negative Months (40%)

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Methodology

Returns, up to December 2011, have been derived using the historical series of equivalent ETFs / Assets.
You can find additional information on extended Data Sources here.

For non-EUR assets, returns are calculated based on the performance of the original asset, adjusted for actual currency exchange rates.

The first official book of
Build wealth
with Lazy Portfolios and Passive Investing