DEGC.DE vs. MVEW.DE

Last updated Jun 5, 2026

DEGC.DE (Dimensional Global Core Equity UCITS ETF USD (Acc)) and MVEW.DE (iShares Edge MSCI World Minimum Volatility ESG UCITS ETF (Acc)) are both Global Equities funds. DEGC.DE is actively managed, while MVEW.DE is passively managed. At a 0.45 correlation, their price movements are largely independent. DEGC.DE charges 0.26%/yr vs 0.30%/yr for MVEW.DE.

Performance

DEGC.DE vs. MVEW.DE - Performance Comparison

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

Returns By Period

In the year-to-date period, DEGC.DE achieves a 11.44% return, which is significantly higher than MVEW.DE's 1.17% return.

DEGC.DE

• 1D: 0.20%
• 1M: 3.23%
• YTD: 11.44%
• 6M: 11.04%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

MVEW.DE

• 1D: 0.07%
• 1M: 2.04%
• YTD: 1.17%
• 6M: 1.03%
• 1Y: 0.94%
• 3Y*: 6.53%
• 5Y*: 6.47%
• 10Y*: —

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

DEGC.DE vs. MVEW.DE - Yearly Performance Comparison

	2026 (YTD)	2025
DEGC.DE Dimensional Global Core Equity UCITS ETF USD (Acc)	11.44%	2.00%
MVEW.DE iShares Edge MSCI World Minimum Volatility ESG UCITS ETF (Acc)	1.17%	-0.26%

Correlation

The correlation between DEGC.DE and MVEW.DE is 0.45, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (All Time) Calculated using the full available price history since Nov 17, 2025	0.45

Return for Risk

DEGC.DE vs. MVEW.DE — Risk / Return Rank

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

MVEW.DE

MVEW.DE Risk / Return Rank: 10
MVEW.DE Sharpe Ratio Rank: 10
MVEW.DE Sortino Ratio Rank: 9
MVEW.DE Omega Ratio Rank: 9
MVEW.DE Calmar Ratio Rank: 10
MVEW.DE Martin Ratio Rank: 10

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.

DEGC.DE vs. MVEW.DE - Risk-Adjusted Trends Comparison

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

	DEGC.DE	MVEW.DE	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	0.06	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.62	—
Sharpe Ratio (All Time) Calculated using the full available price history	2.82	0.63	+2.19

Drawdowns

DEGC.DE vs. MVEW.DE - Drawdown Comparison

The maximum DEGC.DE drawdown since its inception was -5.49%, smaller than the maximum MVEW.DE drawdown of -13.19%. Use the drawdown chart below to compare losses from any high point for DEGC.DE and MVEW.DE.

Drawdown Indicators

	DEGC.DE	MVEW.DE	Difference
Max Drawdown Largest peak-to-trough decline	-5.49%	-13.19%	+7.70%
Max Drawdown (1Y) Largest decline over 1 year	—	-4.68%	—
Max Drawdown (3Y) Largest decline over 3 years	—	-13.19%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-13.19%	—
Current Drawdown Current decline from peak	0.00%	-5.75%	+5.75%
Average Drawdown Average peak-to-trough decline	-1.06%	-3.83%	+2.77%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	2.27%	—

Volatility

Volatility by Period

	DEGC.DE	MVEW.DE	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	2.58%	—
Volatility (6M) Calculated over the trailing 6-month period	—	5.42%	—
Volatility (1Y) Calculated over the trailing 1-year period	9.55%	7.97%	+1.58%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	9.55%	10.25%	-0.70%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	9.55%	10.82%	-1.27%

DEGC.DE vs. MVEW.DE - Expense Ratio Comparison

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

Dividends

DEGC.DE vs. MVEW.DE - Dividend Comparison

Neither DEGC.DE nor MVEW.DE has paid dividends to shareholders.

Tickers have no history of dividend payments

Frequently Asked Questions

Can I hold both DEGC.DE and MVEW.DE in my portfolio?

DEGC.DE and MVEW.DE have a correlation of 0.45, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, DEGC.DE or MVEW.DE?

On fees, DEGC.DE is cheaper at 0.26% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, DEGC.DE or MVEW.DE?

DEGC.DE is cheaper with a 0.26% expense ratio, compared with 0.30% for MVEW.DE.

What is the main difference between DEGC.DE and MVEW.DE?

They also come from different issuers: Dimensional and iShares. Their fees differ too: 0.26% for DEGC.DE and 0.30% for MVEW.DE.