C024.DE vs. MVOL.L
C024.DE (Amundi MSCI China A II UCITS ETF Dist) and MVOL.L (iShares Edge MSCI World Minimum Volatility UCITS) are both exchange-traded funds - C024.DE is a China Equities fund tracking the MSCI China A, while MVOL.L is a Global Equities fund tracking the MSCI ACWI NR USD. Both are passively managed. Over the past 10 years, C024.DE returned 6.36%/yr vs 6.43%/yr for MVOL.L. At a 0.24 correlation, their price movements are largely independent. C024.DE charges 0.25%/yr vs 0.35%/yr for MVOL.L.
Performance
C024.DE vs. MVOL.L - Performance Comparison
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Different Trading Currencies
C024.DE is traded in EUR, while MVOL.L is traded in USD. To make them comparable, the MVOL.L values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, C024.DE achieves a 6.31% return, which is significantly higher than MVOL.L's 5.36% return. Both investments have delivered pretty close results over the past 10 years, with C024.DE having a 6.36% annualized return and MVOL.L not far ahead at 6.43%.
C024.DE
- 1D
- -3.37%
- 1M
- -8.00%
- 6M
- 2.17%
- YTD
- 6.31%
- 1Y
- 27.95%
- 3Y*
- 11.58%
- 5Y*
- 0.96%
- 10Y*
- 6.36%
MVOL.L
- 1D
- 0.69%
- 1M
- 2.55%
- 6M
- 4.32%
- YTD
- 5.36%
- 1Y
- 6.10%
- 3Y*
- 8.50%
- 5Y*
- 5.77%
- 10Y*
- 6.43%
C024.DE vs. MVOL.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
C024.DE Amundi MSCI China A II UCITS ETF Dist | 6.31% | 14.97% | 22.87% | -17.78% | -16.16% | 3.42% | 21.54% | 40.72% | -22.27% | 23.87% |
MVOL.L iShares Edge MSCI World Minimum Volatility UCITS | 5.36% | -2.16% | 18.41% | 4.07% | -4.02% | 23.22% | -5.89% | 25.33% | 2.18% | 2.96% |
Correlation
The correlation between C024.DE and MVOL.L is 0.01, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.01 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.03 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.06 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.20 |
Correlation (All Time) Calculated using the full available price history since Sep 30, 2013 | 0.24 |
Over the past year, the correlation between C024.DE and MVOL.L has dropped to 0.01 - well below their long-term average of 0.24, suggesting their price drivers have been diverging.
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Return for Risk
C024.DE vs. MVOL.L — Risk / Return Rank
C024.DE
MVOL.L
C024.DE vs. MVOL.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Amundi MSCI China A II UCITS ETF Dist (C024.DE) 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| C024.DE | MVOL.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.86 | ||
| Sortino ratioReturn per unit of downside risk | +1.11 | ||
| Omega ratioGain probability vs. loss probability | 1.27 | 1.12 | +0.15 |
| Calmar ratioReturn relative to maximum drawdown | 2.66 | 1.16 | +1.50 |
| Martin ratioReturn relative to average drawdown | 10.41 | 2.83 | +7.58 |
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Drawdowns
C024.DE vs. MVOL.L - Drawdown Comparison
The maximum C024.DE drawdown since its inception was -49.68%, which is greater than MVOL.L's maximum drawdown of -28.24%. Use the drawdown chart below to compare losses from any high point for C024.DE and MVOL.L.
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Drawdown Indicators
| C024.DE | MVOL.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -49.68% | -28.24% | -21.44% |
Max Drawdown (1Y)Largest decline over 1 year | -10.60% | -5.24% | -5.36% |
Max Drawdown (3Y)Largest decline over 3 years | -25.82% | -11.81% | -14.01% |
Max Drawdown (5Y)Largest decline over 5 years | -39.34% | -12.55% | -26.79% |
Max Drawdown (10Y)Largest decline over 10 years | -47.10% | -28.24% | -18.86% |
Current DrawdownCurrent decline from peak | -13.23% | -3.38% | -9.85% |
Average DrawdownAverage peak-to-trough decline | -26.23% | -4.59% | -21.64% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.72% | 2.15% | +0.57% |
Volatility
C024.DE vs. MVOL.L - Volatility Comparison
Amundi MSCI China A II UCITS ETF Dist (C024.DE) has a higher volatility of 9.58% compared to iShares Edge MSCI World Minimum Volatility UCITS (MVOL.L) at 2.85%. This indicates that C024.DE's price experiences larger fluctuations and is considered to be riskier than MVOL.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| C024.DE | MVOL.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.58% | 2.85% | +6.73% |
Volatility (6M)Calculated over the trailing 6-month period | 14.53% | 6.90% | +7.63% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.31% | 8.87% | +9.44% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.98% | 10.75% | +12.23% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.16% | 12.14% | +12.02% |
C024.DE vs. MVOL.L - Expense Ratio Comparison
C024.DE has a 0.25% expense ratio, which is lower than MVOL.L's 0.35% expense ratio.
Dividends
C024.DE vs. MVOL.L - Dividend Comparison
C024.DE's dividend yield for the trailing twelve months is around 1.78%, while MVOL.L has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
C024.DE Amundi MSCI China A II UCITS ETF Dist | 1.78% | 1.89% | 2.19% | 1.98% | 1.34% | 1.22% | 1.42% | 1.88% | 2.49% |
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% |
Frequently Asked Questions
C024.DE and MVOL.L have a correlation of 0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, C024.DE is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.
C024.DE is cheaper with a 0.25% expense ratio, compared with 0.35% for MVOL.L.
C024.DE is categorized as China Equities, while MVOL.L is Global Equities. C024.DE tracks MSCI China A, while MVOL.L tracks MSCI ACWI NR USD. They also come from different issuers: Amundi and iShares. Their fees differ too: 0.25% for C024.DE and 0.35% for MVOL.L.
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