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
Expense Ratio
MVOL.L has an expense ratio of 0.35%, placing it in the medium range.
Share Price Chart
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Compare to other instruments
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Performance
Performance Chart
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Returns By Period
iShares Edge MSCI World Minimum Volatility UCITS (MVOL.L) returned 8.87% year-to-date (YTD) and 16.54% over the past 12 months. Over the past 10 years, MVOL.L returned 7.70% annually, underperforming the S&P 500 benchmark at 10.98%.
MVOL.L
8.87%
-0.10%
7.04%
16.54%
11.74%
8.02%
7.70%
^GSPC (Benchmark)
1.72%
0.41%
-1.12%
9.31%
17.64%
13.94%
10.98%
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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 4.06% | 2.22% | 1.11% | 0.52% | 1.42% | -0.70% | 8.87% | ||||||
| 2024 | 2.72% | 0.52% | 2.47% | -3.47% | 1.38% | 1.64% | 4.59% | 4.22% | 0.53% | -1.96% | 3.32% | -4.89% | 11.08% |
| 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 | -6.08% | -0.99% | 4.95% | -4.10% | -2.36% | -4.14% | 3.30% | -2.30% | -6.09% | 4.46% | 4.61% | -0.39% | -9.62% |
| 2021 | -1.23% | -1.49% | 4.71% | 2.60% | 2.32% | 0.49% | 2.93% | 1.74% | -4.34% | 2.82% | -1.46% | 5.11% | 14.65% |
| 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 | 0.89% | 2.69% | -0.29% | 1.01% | -0.97% | -1.95% | 3.28% | -3.80% | -2.21% | 6.35% | -1.21% | 1.34% | 4.80% |
| 2014 | -2.87% | 4.19% | 0.80% | 1.46% | 1.54% | 1.82% | -0.79% | 2.36% | -1.85% | 2.90% | 2.17% | 0.17% | 12.31% |
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
With an overall rank of 88, MVOL.L is among the top 12% of ETFs on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.
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.
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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 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 1.35%.
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% | Dec 31, 2021 | 197 | Oct 13, 2022 | 344 | Feb 23, 2024 | 541 |
| -9.91% | Sep 24, 2018 | 66 | Dec 24, 2018 | 41 | Feb 22, 2019 | 107 |
| -9.21% | May 7, 2013 | 31 | Jun 24, 2013 | 93 | Nov 14, 2013 | 124 |
| -8.43% | Aug 19, 2015 | 107 | Jan 20, 2016 | 30 | Mar 2, 2016 | 137 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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