ACWV vs. MVOL.L
Compare and contrast key facts about iShares MSCI Global Min Vol Factor ETF (ACWV) and iShares Edge MSCI World Minimum Volatility UCITS (MVOL.L).
ACWV and MVOL.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. ACWV is a passively managed fund by iShares that tracks the performance of the MSCI AC World Minimum Volatility (USD). It was launched on Oct 18, 2011. MVOL.L is a passively managed fund by iShares that tracks the performance of the MSCI ACWI NR USD. It was launched on Nov 30, 2012. Both ACWV and MVOL.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ACWV or MVOL.L.
Correlation
The correlation between ACWV and MVOL.L is 0.46, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
ACWV vs. MVOL.L - Performance Comparison
Key characteristics
ACWV:
1.39
MVOL.L:
1.44
ACWV:
1.89
MVOL.L:
1.93
ACWV:
1.29
MVOL.L:
1.31
ACWV:
2.00
MVOL.L:
1.97
ACWV:
8.35
MVOL.L:
7.77
ACWV:
1.81%
MVOL.L:
2.07%
ACWV:
10.87%
MVOL.L:
11.15%
ACWV:
-28.82%
MVOL.L:
-28.82%
ACWV:
-0.90%
MVOL.L:
-1.18%
Returns By Period
In the year-to-date period, ACWV achieves a 5.64% return, which is significantly lower than MVOL.L's 7.06% return. Both investments have delivered pretty close results over the past 10 years, with ACWV having a 6.96% annualized return and MVOL.L not far ahead at 7.28%.
ACWV
5.64%
-0.10%
3.05%
14.84%
8.43%
6.96%
MVOL.L
7.06%
0.11%
3.74%
15.61%
8.66%
7.28%
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ACWV vs. MVOL.L - Expense Ratio Comparison
ACWV has a 0.20% expense ratio, which is lower than MVOL.L's 0.35% expense ratio.
Risk-Adjusted Performance
ACWV vs. MVOL.L — Risk-Adjusted Performance Rank
ACWV
MVOL.L
ACWV vs. MVOL.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Global Min Vol Factor ETF (ACWV) and iShares Edge MSCI World Minimum Volatility UCITS (MVOL.L). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
Dividends
ACWV vs. MVOL.L - Dividend Comparison
ACWV's dividend yield for the trailing twelve months is around 2.21%, while MVOL.L has not paid dividends to shareholders.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ACWV iShares MSCI Global Min Vol Factor ETF | 2.21% | 2.33% | 2.41% | 2.18% | 1.92% | 1.77% | 2.54% | 2.32% | 2.04% | 2.56% | 2.28% | 2.23% |
MVOL.L iShares Edge MSCI World Minimum Volatility UCITS | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
ACWV vs. MVOL.L - Drawdown Comparison
The maximum ACWV drawdown since its inception was -28.82%, roughly equal to the maximum MVOL.L drawdown of -28.82%. Use the drawdown chart below to compare losses from any high point for ACWV and MVOL.L. For additional features, visit the drawdowns tool.
Volatility
ACWV vs. MVOL.L - Volatility Comparison
iShares MSCI Global Min Vol Factor ETF (ACWV) and iShares Edge MSCI World Minimum Volatility UCITS (MVOL.L) have volatilities of 7.75% and 8.11%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.