iShares Edge MSCI World Minimum Volatility UCITS (MVOL.L)
MVOL.L is a passive ETF by iShares tracking the investment results of the MSCI ACWI NR USD. MVOL.L launched on Nov 30, 2012 and has a 0.35% expense ratio.
ETF Info
IE00B8FHGS14
Nov 30, 2012
1x
MSCI ACWI NR USD
Share Price Chart
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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.
Returns By Period
iShares Edge MSCI World Minimum Volatility UCITS had a return of 13.48% year-to-date (YTD) and 18.40% in the last 12 months. Over the past 10 years, iShares Edge MSCI World Minimum Volatility UCITS had an annualized return of 7.44%, while the S&P 500 had an annualized return of 11.10%, indicating that iShares Edge MSCI World Minimum Volatility UCITS did not perform as well as the benchmark.
MVOL.L
13.48%
-2.41%
7.29%
18.40%
5.56%
7.44%
^GSPC (Benchmark)
23.56%
0.49%
11.03%
30.56%
13.70%
11.10%
Monthly Returns
The table below presents the monthly returns of MVOL.L, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 2.72% | 0.52% | 2.47% | -3.47% | 1.38% | 1.64% | 4.59% | 4.22% | 0.53% | -1.96% | 13.48% | ||
| 2023 | 1.08% | -2.85% | 3.55% | 2.79% | -4.18% | 3.07% | 1.48% | -1.29% | -2.64% | -1.73% | 5.56% | 2.72% | 7.28% |
| 2022 | -6.28% | -0.99% | 4.95% | -4.10% | -2.36% | -4.14% | 3.30% | -2.30% | -6.09% | 4.46% | 4.61% | -0.39% | -9.81% |
| 2021 | -1.23% | -1.49% | 4.71% | 2.60% | 2.32% | 0.49% | 2.93% | 1.74% | -4.34% | 2.82% | -1.46% | 5.33% | 14.89% |
| 2020 | 2.45% | -8.96% | -7.85% | 5.85% | 2.23% | -0.08% | 3.39% | 2.98% | -1.33% | -3.27% | 6.25% | 2.21% | 2.56% |
| 2019 | 4.80% | 3.43% | 1.74% | 1.00% | -0.74% | 4.51% | 1.27% | 1.05% | 1.17% | 0.41% | 1.17% | 0.85% | 22.56% |
| 2018 | 2.72% | -3.44% | -0.98% | 0.79% | -0.30% | 0.88% | 2.82% | 1.41% | 1.19% | -4.35% | 2.23% | -4.99% | -2.40% |
| 2017 | 1.10% | 3.78% | 0.46% | 0.84% | 2.93% | -0.64% | 1.90% | 0.70% | 0.26% | 1.63% | 2.46% | 0.81% | 17.41% |
| 2016 | -2.90% | 3.67% | 4.85% | -0.12% | 0.53% | 3.77% | 2.51% | -2.94% | 0.42% | -3.57% | -0.95% | 1.98% | 7.02% |
| 2015 | 0.86% | 2.69% | -0.29% | 1.01% | -0.97% | -1.95% | 3.28% | -3.80% | -2.21% | 6.35% | -1.21% | 1.34% | 4.77% |
| 2014 | -2.87% | 4.19% | 0.80% | 1.46% | 1.54% | 1.82% | -0.79% | 2.36% | -1.85% | 2.90% | 2.17% | 0.20% | 12.34% |
| 2013 | 3.25% | 1.83% | 5.25% | 3.29% | -3.57% | -1.47% | 3.06% | -2.76% | 3.48% | 3.76% | 0.02% | 0.25% | 17.18% |
Expense Ratio
MVOL.L features an expense ratio of 0.35%, falling within the medium range.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current risk-adjusted rank of MVOL.L is 76, placing it in the top 24% of ETFs on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.
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.
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.
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 2.41%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -28.82% | Feb 18, 2020 | 25 | Mar 23, 2020 | 257 | Mar 29, 2021 | 282 |
| -18.52% | Jan 4, 2022 | 196 | Oct 13, 2022 | 344 | Feb 23, 2024 | 540 |
| -9.91% | Sep 24, 2018 | 66 | Dec 24, 2018 | 41 | Feb 22, 2019 | 107 |
| -8.43% | Aug 19, 2015 | 107 | Jan 20, 2016 | 30 | Mar 2, 2016 | 137 |
| -8.13% | Aug 2, 2016 | 87 | Dec 1, 2016 | 72 | Mar 16, 2017 | 159 |
Volatility
Volatility Chart
The current iShares Edge MSCI World Minimum Volatility UCITS volatility is 2.33%, 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.