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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 ETF GBP Hedged (Acc), comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.
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Different Benchmark Currency
WMVG.L is traded in GBP, while the ^GSPC benchmark is in USD. To make them comparable, the benchmark values have been converted to GBP using the latest available exchange rates.
Returns By Period
iShares Edge MSCI World Minimum Volatility UCITS ETF GBP Hedged (Acc) (WMVG.L) has returned 0.10% so far this year and 2.38% over the past 12 months.
iShares Edge MSCI World Minimum Volatility UCITS ETF GBP Hedged (Acc)
- 1D
- 0.04%
- 1M
- -4.37%
- YTD
- 0.10%
- 6M
- 1.24%
- 1Y
- 2.38%
- 3Y*
- 9.74%
- 5Y*
- 6.73%
- 10Y*
- —
Benchmark (S&P 500 Index)
- 1D
- 2.61%
- 1M
- -3.22%
- YTD
- -2.82%
- 6M
- -0.72%
- 1Y
- 13.66%
- 3Y*
- 14.01%
- 5Y*
- 11.18%
- 10Y*
- 12.98%
Monthly Returns
Based on dividend-adjusted daily data since Feb 28, 2019, WMVG.L's average daily return is +0.03%, while the average monthly return is +0.59%. At this rate, your investment would double in approximately 9.8 years.
Historically, 60% of months were positive and 40% were negative. The best month was Apr 2020 with a return of +5.8%, while the worst month was Feb 2020 at -9.0%. The longest winning streak lasted 8 consecutive months, and the longest losing streak was 3 months.
On a daily basis, WMVG.L closed higher 55% of trading days. The best single day was Mar 24, 2020 with a return of +6.2%, while the worst single day was Mar 12, 2020 at -8.8%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | -0.17% | 4.85% | -4.37% | 0.10% | |||||||||
| 2025 | 4.11% | 1.81% | 0.62% | -0.95% | 1.44% | -0.17% | -0.39% | 1.22% | -0.01% | -1.13% | 2.77% | -0.46% | 9.08% |
| 2024 | 3.53% | 1.06% | 2.92% | -2.86% | 1.27% | 1.96% | 3.61% | 3.30% | 0.14% | -0.60% | 3.77% | -4.12% | 14.49% |
| 2023 | 0.57% | -1.57% | 2.58% | 2.93% | -3.34% | 3.01% | 0.82% | -0.39% | -1.82% | -1.49% | 4.35% | 1.76% | 7.33% |
| 2022 | -5.89% | -0.75% | 5.60% | -2.79% | -2.87% | -3.23% | 3.22% | -1.67% | -5.23% | 4.57% | 2.76% | -1.57% | -8.31% |
| 2021 | -0.79% | -1.16% | 5.72% | 1.82% | 1.89% | 1.43% | 2.77% | 1.71% | -3.52% | 2.39% | -0.91% | 4.77% | 16.96% |
Benchmark Metrics
iShares Edge MSCI World Minimum Volatility UCITS ETF GBP Hedged (Acc) has an annualized alpha of 3.63%, beta of 0.24, and R² of 0.15 versus S&P 500 Index. Calculated based on daily prices since March 01, 2019.
- This ETF participated in 58.55% of S&P 500 Index downside but only 48.76% of its upside — more exposed to losses than it benefited from rallies.
- Beta of 0.24 may look defensive, but with R² of 0.15 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 0.15 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
- 3.63%
- Beta
- 0.24
- R²
- 0.15
- Upside Capture
- 48.76%
- Downside Capture
- 58.55%
Expense Ratio
WMVG.L has an expense ratio of 0.35%, placing it in the medium range.
Return for Risk
Risk / Return Rank
WMVG.L ranks 17 for risk / return — in the bottom 17% of ETFs on our site. This means you're taking on significantly more risk than the returns justify. Consider whether the potential upside is worth the volatility, or explore alternatives with better risk / return profiles.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for iShares Edge MSCI World Minimum Volatility UCITS ETF GBP Hedged (Acc) (WMVG.L) and compare them to a chosen benchmark (S&P 500 Index).
| WMVG.L | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.22 | 0.73 | -0.51 |
Sortino ratioReturn per unit of downside risk | 0.36 | 1.14 | -0.78 |
Omega ratioGain probability vs. loss probability | 1.06 | 1.18 | -0.12 |
Calmar ratioReturn relative to maximum drawdown | 0.20 | 1.24 | -1.03 |
Martin ratioReturn relative to average drawdown | 0.97 | 4.87 | -3.90 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Explore WMVG.L risk-adjusted metrics in detail
Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.
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 ETF GBP Hedged (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 World Minimum Volatility UCITS ETF GBP Hedged (Acc) was 28.25%, occurring on Mar 23, 2020. Recovery took 283 trading sessions.
The current iShares Edge MSCI World Minimum Volatility UCITS ETF GBP Hedged (Acc) drawdown is 4.37%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -28.25% | Feb 20, 2020 | 23 | Mar 23, 2020 | 283 | May 7, 2021 | 306 |
| -15.18% | Apr 11, 2022 | 127 | Oct 13, 2022 | 315 | Jan 15, 2024 | 442 |
| -9.98% | Dec 31, 2021 | 39 | Feb 24, 2022 | 31 | Apr 8, 2022 | 70 |
| -9.09% | Mar 4, 2025 | 27 | Apr 9, 2025 | 25 | May 19, 2025 | 52 |
| -6.42% | Sep 7, 2021 | 20 | Oct 4, 2021 | 53 | Dec 16, 2021 | 73 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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