DDGC.L vs. MVEW.L

Last updated Apr 2, 2026

Compare and contrast key facts about Dimensional Global Core Equity UCITS ETF USD Acc (DDGC.L) and iShares Edge MSCI World Minimum Volatility ESG UCITS ETF (Acc) (MVEW.L).

DDGC.L and MVEW.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. DDGC.L is an actively managed fund by Dimensional. It was launched on Nov 12, 2025. MVEW.L is a passively managed fund by iShares that tracks the performance of the MSCI ACWI NR USD. It was launched on Apr 20, 2020.

Performance

DDGC.L vs. MVEW.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Dimensional Global Core Equity UCITS ETF USD Acc (DDGC.L) and iShares Edge MSCI World Minimum Volatility ESG UCITS ETF (Acc) (MVEW.L). The values are adjusted to include any dividend payments, if applicable.

DDGC.L vs. MVEW.L - Yearly Performance Comparison

	2026 (YTD)	2025
DDGC.L Dimensional Global Core Equity UCITS ETF USD Acc	-0.21%	2.89%
MVEW.L iShares Edge MSCI World Minimum Volatility ESG UCITS ETF (Acc)	-1.18%	0.74%

Different Trading Currencies

DDGC.L is traded in USD, while MVEW.L is traded in GBP. To make them comparable, the MVEW.L values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, DDGC.L achieves a -0.21% return, which is significantly higher than MVEW.L's -1.18% return.

DDGC.L

• 1D: 2.63%
• 1M: -4.50%
• YTD: -0.21%
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

MVEW.L

• 1D: 0.89%
• 1M: -4.16%
• YTD: -1.18%
• 6M: 0.34%
• 1Y: 3.02%
• 3Y*: 9.44%
• 5Y*: 6.24%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

DDGC.L vs. MVEW.L - Expense Ratio Comparison

DDGC.L has a 0.26% expense ratio, which is lower than MVEW.L's 0.30% expense ratio.

MVEW.L

iShares Edge MSCI World Minimum Volatility ESG UCITS ETF (Acc)

DDGC.L

Dimensional Global Core Equity UCITS ETF USD Acc

Return for Risk

DDGC.L vs. MVEW.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

MVEW.L

MVEW.L Risk / Return Rank: 12
MVEW.L Sharpe Ratio Rank: 12
MVEW.L Sortino Ratio Rank: 10
MVEW.L Omega Ratio Rank: 11
MVEW.L Calmar Ratio Rank: 13
MVEW.L Martin Ratio Rank: 13

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

DDGC.L vs. MVEW.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Dimensional Global Core Equity UCITS ETF USD Acc (DDGC.L) and iShares Edge MSCI World Minimum Volatility ESG UCITS ETF (Acc) (MVEW.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.

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

Sharpe Ratios by Period

	DDGC.L	MVEW.L	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	0.26	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.55	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.60	0.63	-0.03

Correlation

The correlation between DDGC.L and MVEW.L is 0.49, 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.

Dividends

DDGC.L vs. MVEW.L - Dividend Comparison

Neither DDGC.L nor MVEW.L has paid dividends to shareholders.

Tickers have no history of dividend payments

Drawdowns

DDGC.L vs. MVEW.L - Drawdown Comparison

The maximum DDGC.L drawdown since its inception was -7.79%, smaller than the maximum MVEW.L drawdown of -21.36%. Use the drawdown chart below to compare losses from any high point for DDGC.L and MVEW.L.

Drawdown Indicators

	DDGC.L	MVEW.L	Difference
Max Drawdown Largest peak-to-trough decline	-7.79%	-10.07%	+2.28%
Max Drawdown (1Y) Largest decline over 1 year	—	-7.09%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-10.07%	—
Current Drawdown Current decline from peak	-5.13%	-3.43%	-1.70%
Average Drawdown Average peak-to-trough decline	-1.58%	-2.53%	+0.95%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	1.92%	—

Volatility

Volatility by Period

	DDGC.L	MVEW.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	3.17%	—
Volatility (6M) Calculated over the trailing 6-month period	—	5.99%	—
Volatility (1Y) Calculated over the trailing 1-year period	12.15%	11.61%	+0.54%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	12.15%	11.26%	+0.89%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	12.15%	11.40%	+0.75%