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iShares Edge MSCI World Minimum Volatility UCITS (...
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISINIE00B8FHGS14
IssueriShares
Inception DateNov 30, 2012
CategoryGlobal Equities
Index TrackedMSCI ACWI NR USD
Asset ClassEquity

Expense Ratio

The iShares Edge MSCI World Minimum Volatility UCITS has a high expense ratio of 0.35%, indicating higher-than-average management fees.


Expense ratio chart for MVOL.L: current value at 0.35% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.35%

Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


iShares Edge MSCI World Minimum Volatility UCITS

Popular comparisons: MVOL.L vs. VHYG.L, MVOL.L vs. ACWV, MVOL.L vs. USMV, MVOL.L vs. SPY, MVOL.L vs. XDEM.L, MVOL.L vs. TFLO, MVOL.L vs. VEA, MVOL.L vs. IWDA.L, MVOL.L vs. VOO, MVOL.L vs. SCHD

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in iShares Edge MSCI World Minimum Volatility UCITS, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


100.00%150.00%200.00%250.00%NovemberDecember2024FebruaryMarchApril
142.23%
242.62%
MVOL.L (iShares Edge MSCI World Minimum Volatility UCITS)
Benchmark (^GSPC)

S&P 500

Returns By Period

iShares Edge MSCI World Minimum Volatility UCITS had a return of 2.50% year-to-date (YTD) and 5.50% in the last 12 months. Over the past 10 years, iShares Edge MSCI World Minimum Volatility UCITS had an annualized return of 7.29%, while the S&P 500 had an annualized return of 10.42%, indicating that iShares Edge MSCI World Minimum Volatility UCITS did not perform as well as the benchmark.


PeriodReturnBenchmark
Year-To-Date2.50%5.05%
1 month-2.50%-4.27%
6 months10.90%18.82%
1 year5.50%21.22%
5 years (annualized)5.32%11.38%
10 years (annualized)7.29%10.42%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20242.72%0.52%2.47%
2023-2.64%-1.73%5.56%2.72%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of MVOL.L is 45, suggesting that the investment has average results relative to the market in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.

The Risk-Adjusted Performance Rank of MVOL.L is 4545
iShares Edge MSCI World Minimum Volatility UCITS(MVOL.L)
The Sharpe Ratio Rank of MVOL.L is 4646Sharpe Ratio Rank
The Sortino Ratio Rank of MVOL.L is 4444Sortino Ratio Rank
The Omega Ratio Rank of MVOL.L is 4242Omega Ratio Rank
The Calmar Ratio Rank of MVOL.L is 4646Calmar Ratio Rank
The Martin Ratio Rank of MVOL.L is 4545Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for iShares Edge MSCI World Minimum Volatility UCITS (MVOL.L) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


MVOL.L
Sharpe ratio
The chart of Sharpe ratio for MVOL.L, currently valued at 0.71, compared to the broader market-1.000.001.002.003.004.000.71
Sortino ratio
The chart of Sortino ratio for MVOL.L, currently valued at 1.08, compared to the broader market-2.000.002.004.006.008.001.08
Omega ratio
The chart of Omega ratio for MVOL.L, currently valued at 1.12, compared to the broader market1.001.502.001.12
Calmar ratio
The chart of Calmar ratio for MVOL.L, currently valued at 0.49, compared to the broader market0.002.004.006.008.0010.000.49
Martin ratio
The chart of Martin ratio for MVOL.L, currently valued at 2.24, compared to the broader market0.0010.0020.0030.0040.0050.0060.002.24
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.81, compared to the broader market-1.000.001.002.003.004.001.81
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.64, compared to the broader market-2.000.002.004.006.008.002.64
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.31, compared to the broader market1.001.502.001.32
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.38, compared to the broader market0.002.004.006.008.0010.001.38
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 7.21, compared to the broader market0.0010.0020.0030.0040.0050.0060.007.21

Sharpe Ratio

The current iShares Edge MSCI World Minimum Volatility UCITS Sharpe ratio is 0.71. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00NovemberDecember2024FebruaryMarchApril
0.71
1.81
MVOL.L (iShares Edge MSCI World Minimum Volatility UCITS)
Benchmark (^GSPC)

Dividends

Dividend History


iShares Edge MSCI World Minimum Volatility UCITS doesn't pay dividends

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-15.00%-10.00%-5.00%0.00%NovemberDecember2024FebruaryMarchApril
-3.12%
-4.64%
MVOL.L (iShares Edge MSCI World Minimum Volatility UCITS)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the iShares Edge MSCI World Minimum Volatility UCITS. 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 World Minimum Volatility UCITS was 28.82%, occurring on Mar 23, 2020. Recovery took 257 trading sessions.

The current iShares Edge MSCI World Minimum Volatility UCITS drawdown is 3.12%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-28.82%Feb 18, 202025Mar 23, 2020257Mar 29, 2021282
-18.52%Jan 4, 2022196Oct 13, 2022344Feb 23, 2024540
-9.91%Sep 24, 201866Dec 24, 201841Feb 22, 2019107
-8.43%Aug 19, 2015107Jan 20, 201630Mar 2, 2016137
-8.13%Aug 2, 201687Dec 1, 201672Mar 16, 2017159

Volatility

Volatility Chart

The current iShares Edge MSCI World Minimum Volatility UCITS volatility is 2.25%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


1.00%2.00%3.00%4.00%5.00%NovemberDecember2024FebruaryMarchApril
2.25%
3.30%
MVOL.L (iShares Edge MSCI World Minimum Volatility UCITS)
Benchmark (^GSPC)