DELG.DE vs. MVEA.DE
DELG.DE (L&G US ESG Exclusions Paris Aligned UCITS ETF USD Accumulating) and MVEA.DE (iShares Edge MSCI USA Minimum Volatility ESG UCITS ETF) are both Large Cap Blend Equities funds - DELG.DE tracks the Foxberry Sustainability Consensus US while MVEA.DE tracks the Russell 1000 TR USD. Both are passively managed. Over the past 5 years, DELG.DE returned 14.64%/yr vs 6.87%/yr for MVEA.DE. A 0.75 correlation means they provide meaningful diversification when combined. DELG.DE charges 0.12%/yr vs 0.20%/yr for MVEA.DE.
Performance
DELG.DE vs. MVEA.DE - Performance Comparison
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Returns By Period
In the year-to-date period, DELG.DE achieves a 10.45% return, which is significantly higher than MVEA.DE's 2.43% return.
DELG.DE
- 1D
- -0.17%
- 1M
- 6.20%
- YTD
- 10.45%
- 6M
- 10.40%
- 1Y
- 25.92%
- 3Y*
- 19.55%
- 5Y*
- 14.64%
- 10Y*
- —
MVEA.DE
- 1D
- -0.13%
- 1M
- 2.84%
- YTD
- 2.43%
- 6M
- 2.57%
- 1Y
- 0.83%
- 3Y*
- 6.69%
- 5Y*
- 6.87%
- 10Y*
- —
DELG.DE vs. MVEA.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
DELG.DE L&G US ESG Exclusions Paris Aligned UCITS ETF USD Accumulating | 10.45% | 6.14% | 33.62% | 26.50% | -19.07% | 38.54% | 22.06% |
MVEA.DE iShares Edge MSCI USA Minimum Volatility ESG UCITS ETF | 2.43% | -7.09% | 19.73% | 8.74% | -6.83% | 34.90% | 5.86% |
Correlation
The correlation between DELG.DE and MVEA.DE is 0.42, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.42 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.63 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.73 |
Correlation (All Time) Calculated using the full available price history since Apr 24, 2020 | 0.75 |
Over the past year, the correlation between DELG.DE and MVEA.DE has dropped to 0.42 - well below their long-term average of 0.75, suggesting their price drivers have been diverging.
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Return for Risk
DELG.DE vs. MVEA.DE — Risk / Return Rank
DELG.DE
MVEA.DE
DELG.DE vs. MVEA.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for L&G US ESG Exclusions Paris Aligned UCITS ETF USD Accumulating (DELG.DE) and iShares Edge MSCI USA Minimum Volatility ESG UCITS ETF (MVEA.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.
| DELG.DE | MVEA.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.90 | ||
| Sortino ratioReturn per unit of downside risk | +2.56 | ||
| Omega ratioGain probability vs. loss probability | 1.36 | 1.02 | +0.34 |
| Calmar ratioReturn relative to maximum drawdown | 2.82 | 0.17 | +2.65 |
| Martin ratioReturn relative to average drawdown | 10.31 | 0.35 | +9.96 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| DELG.DE | MVEA.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.99 | 0.09 | +1.90 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.90 | 0.55 | +0.34 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.81 | 0.66 | +0.15 |
Drawdowns
DELG.DE vs. MVEA.DE - Drawdown Comparison
The maximum DELG.DE drawdown since its inception was -31.08%, which is greater than MVEA.DE's maximum drawdown of -17.47%. Use the drawdown chart below to compare losses from any high point for DELG.DE and MVEA.DE.
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Drawdown Indicators
| DELG.DE | MVEA.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -31.08% | -17.47% | -13.61% |
Max Drawdown (1Y)Largest decline over 1 year | -9.15% | -4.92% | -4.23% |
Max Drawdown (3Y)Largest decline over 3 years | -24.38% | -17.47% | -6.91% |
Max Drawdown (5Y)Largest decline over 5 years | -24.38% | -17.47% | -6.91% |
Current DrawdownCurrent decline from peak | -0.57% | -10.27% | +9.70% |
Average DrawdownAverage peak-to-trough decline | -5.47% | -5.38% | -0.09% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.51% | 2.39% | +0.12% |
Volatility
DELG.DE vs. MVEA.DE - Volatility Comparison
L&G US ESG Exclusions Paris Aligned UCITS ETF USD Accumulating (DELG.DE) has a higher volatility of 3.31% compared to iShares Edge MSCI USA Minimum Volatility ESG UCITS ETF (MVEA.DE) at 2.72%. This indicates that DELG.DE's price experiences larger fluctuations and is considered to be riskier than MVEA.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DELG.DE | MVEA.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.31% | 2.72% | +0.59% |
Volatility (6M)Calculated over the trailing 6-month period | 8.95% | 5.90% | +3.05% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.95% | 8.97% | +3.98% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.14% | 12.27% | +3.87% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.82% | 12.79% | +6.03% |
DELG.DE vs. MVEA.DE - Expense Ratio Comparison
DELG.DE has a 0.12% expense ratio, which is lower than MVEA.DE's 0.20% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
DELG.DE vs. MVEA.DE - Dividend Comparison
Neither DELG.DE nor MVEA.DE has paid dividends to shareholders.
Frequently Asked Questions
DELG.DE and MVEA.DE have a correlation of 0.42, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, DELG.DE is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.
DELG.DE is cheaper with a 0.12% expense ratio, compared with 0.20% for MVEA.DE.
DELG.DE tracks Foxberry Sustainability Consensus US, while MVEA.DE tracks Russell 1000 TR USD. They also come from different issuers: Legal & General and iShares. Their fees differ too: 0.12% for DELG.DE and 0.20% for MVEA.DE.
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