- Issuer
- iShares
- Inception Date
- Feb 23, 2018
- Category
- Europe Equities
- Leveraged
- 1x (No leverage)
- Index Tracked
- iShares Edge MSCI Europe Minimum Volatility UCITS ETF EUR (Acc)
- Distribution Policy
- Accumulating
- Asset Class
- Equity
Share Price Chart
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Performance
IMVU.L Performance Chart
iShares Edge MSCI Europe Minimum Volatility UCITS ETF EUR (Acc) (IMVU.L) is up 6.0% since the beginning of the year. IMVU.L is currently trading at $85 per share.
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Returns By Period
iShares Edge MSCI Europe Minimum Volatility UCITS ETF EUR (Acc) (IMVU.L) has returned 6.00% so far this year and 10.14% over the past 12 months.
iShares Edge MSCI Europe Minimum Volatility UCITS ETF EUR (Acc)
- 1D
- 0.29%
- 1M
- 0.33%
- 6M
- 4.76%
- YTD
- 6.00%
- 1Y
- 10.14%
- 3Y*
- 12.66%
- 5Y*
- —
- 10Y*
- —
Benchmark (S&P 500 Index)
- 1D
- 0.38%
- 1M
- 0.24%
- 6M
- 9.32%
- YTD
- 10.62%
- 1Y
- 21.28%
- 3Y*
- 18.90%
- 5Y*
- 11.84%
- 10Y*
- 13.36%
IMVU.L Monthly Returns History
Based on dividend-adjusted daily data since Mar 23, 2023, IMVU.L's average daily return is +0.05%, while the average monthly return is +1.07%. At this rate, an investment would double in approximately 5.4 years.
Historically, 66% of months were positive and 34% were negative. The best month was Nov 2023 with a return of +7.6%, while the worst month was Mar 2026 at -7.2%. The longest winning streak lasted 6 consecutive months, and the longest losing streak was 3 months.
On a daily basis, IMVU.L closed higher 55% of trading days. The best single day was Apr 10, 2025 with a return of +4.0%, while the worst single day was Apr 7, 2025 at -5.5%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 2.75% | 7.01% | -7.23% | 3.17% | 0.36% | -0.98% | 1.36% | 6.00% | |||||
| 2025 | 4.89% | 3.13% | 3.20% | 6.12% | 3.14% | 0.63% | -2.93% | 2.61% | -0.18% | 0.19% | 1.01% | 1.87% | 26.03% |
| 2024 | -0.35% | 0.03% | 2.93% | -1.56% | 4.20% | -1.19% | 4.32% | 5.22% | 0.55% | -4.37% | -1.67% | -2.69% | 5.02% |
| 2023 | 2.20% | 5.24% | -6.41% | 3.40% | 2.07% | -3.22% | -3.90% | -1.80% | 7.56% | 3.38% | 7.89% |
Benchmark Metrics
iShares Edge MSCI Europe Minimum Volatility UCITS ETF EUR (Acc) has an annualized alpha of 10.28%, beta of 0.17, and R2 of 0.04 versus S&P 500 Index. Calculated based on daily prices since March 23, 2023.
- This ETF participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (47.54%) than losses (39.32%) - typical of diversified or defensive assets.
- Beta of 0.17 may look defensive, but with R2 of 0.04 this ETF is largely uncorrelated with S&P 500 Index - low beta reflects independence, not downside protection. See the Volatility section for a true picture of this ETF's risk.
- R2 of 0.04 means this ETF moves largely independently of S&P 500 Index - capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.
- Alpha
- 10.28%
- Beta
- 0.17
- R²
- 0.04
- Upside Capture
- 47.54%
- Downside Capture
- 39.32%
Expense Ratio
IMVU.L has an expense ratio of 0.25%, which is considered low.
Return for Risk
Risk / Return Rank
IMVU.L ranks 27 for risk / return — below 27% of ETFs on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for iShares Edge MSCI Europe Minimum Volatility UCITS ETF EUR (Acc) (IMVU.L) and compare them to S&P 500 Index.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| IMVU.L | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.86 | ||
| Sortino ratioReturn per unit of downside risk | -1.12 | ||
| Omega ratioGain probability vs. loss probability | 1.16 | 1.31 | -0.15 |
| Calmar ratioReturn relative to maximum drawdown | 1.05 | 2.35 | -1.30 |
| Martin ratioReturn relative to average drawdown | 2.80 | 10.19 | -7.39 |
Dividends
Dividend History
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
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Worst Drawdowns
The table below displays the maximum drawdowns of the iShares Edge MSCI Europe Minimum Volatility UCITS ETF EUR (Acc). A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the iShares Edge MSCI Europe Minimum Volatility UCITS ETF EUR (Acc) was 10.74%, occurring on Oct 3, 2023. Recovery took 59 trading sessions.
The current iShares Edge MSCI Europe Minimum Volatility UCITS ETF EUR (Acc) drawdown is 3.61%.
Drawdown | Fall | Recovery | Underwater | Related event |
|---|---|---|---|---|
-10.74%Oct 2023 | 5mo 11d | 2mo 25d | 8mo 6dApr 2023 - Dec 2023 | — |
-10.42%Jan 2025 | 3mo 15d | 1mo 19d | 5mo 4dSep 2024 - Mar 2025 | — |
-9.57%Apr 2025 | 3d | 9d | 12dApr 2025 - Apr 2025 | 2025 selloff2025 |
-9.02%Mar 2026 | 21d | — | 4mo 16dMar 2026 - now | — |
-4.63%Apr 2024 | 1mo 3d | 21d | 1mo 24dMar 2024 - May 2024 | — |
Drawdown Indicators
| IMVU.L | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -10.74% | -56.78% | +46.04% |
Max Drawdown (1Y)Largest decline over 1 year | -9.02% | -9.10% | +0.08% |
Max Drawdown (3Y)Largest decline over 3 years | -10.42% | -18.90% | +8.48% |
Max Drawdown (5Y)Largest decline over 5 years | — | -25.43% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.92% | — |
Current DrawdownCurrent decline from peak | -3.61% | -0.49% | -3.12% |
Average DrawdownAverage peak-to-trough decline | -2.83% | -10.70% | +7.87% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.38% | 2.09% | +1.29% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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