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EQDS.L vs. MVUS.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

EQDS.L vs. MVUS.L

Last updated Jun 9, 2026

EQDS.L (iShares MSCI Europe Quality Dividend ESG UCITS ETF EUR (Dist)) and MVUS.L (iShares Edge S&P 500 Minimum Volatility UCITS ETF USD (Acc)) are both exchange-traded funds - EQDS.L is a Europe Equities fund tracking the MSCI Europe High Div Yld NR EUR, while MVUS.L is a S&P 500 fund tracking the S&P 500 Index. Both are passively managed. Over the past 5 years, EQDS.L returned 10.24%/yr vs 9.95%/yr for MVUS.L. A 0.57 correlation means they provide meaningful diversification when combined. EQDS.L charges 0.28%/yr vs 0.20%/yr for MVUS.L.

Performance

EQDS.L vs. MVUS.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares MSCI Europe Quality Dividend ESG UCITS ETF EUR (Dist) (EQDS.L) and iShares Edge S&P 500 Minimum Volatility UCITS ETF USD (Acc) (MVUS.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, EQDS.L achieves a 4.39% return, which is significantly higher than MVUS.L's 4.03% return.

EQDS.L

1D
0.09%
1M
1.69%
YTD
4.39%
6M
6.37%
1Y
10.63%
3Y*
11.63%
5Y*
10.24%
10Y*
—

MVUS.L

1D
-0.44%
1M
4.47%
YTD
4.03%
6M
4.68%
1Y
11.77%
3Y*
11.21%
5Y*
9.95%
10Y*
11.19%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EQDS.L vs. MVUS.L - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
EQDS.L
iShares MSCI Europe Quality Dividend ESG UCITS ETF EUR (Dist)		4.39%16.53%6.00%12.95%7.23%11.21%-5.09%18.71%-4.79%-11.35%
MVUS.L
iShares Edge S&P 500 Minimum Volatility UCITS ETF USD (Acc)		4.03%3.88%20.71%3.83%-0.36%26.59%3.87%26.86%-0.36%3.78%

Correlation

The correlation between EQDS.L and MVUS.L is 0.46, which is low. Their price movements are largely independent, making them effective diversification partners.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.46

Correlation (3Y)
Calculated over the trailing 3-year period

0.42

Correlation (5Y)
Calculated over the trailing 5-year period

0.47

Correlation (All Time)
Calculated using the full available price history since Jun 12, 2017

0.57

The correlation between EQDS.L and MVUS.L shifts across timeframes, from 0.42 (3 years) to 0.57 (all time), reflecting how their relationship changes across market environments.

EQDS.L vs. MVUS.L - Sectors Allocation Comparison

Sectors
EQDS.L
MVUS.L

Financial Services

28.6%
17.8%

Industrials

17.4%
5.7%

Consumer Defensive

12.0%
10.4%

Utilities

10.7%
2.9%

Healthcare

8.1%
13.3%

Consumer Cyclical

5.5%
6.9%

Energy

4.8%
5.2%

Communication Services

4.3%
6.5%

Technology

3.7%
29.0%

Real Estate

3.3%
0.2%

Basic Materials

1.7%
2.3%

Financial Services

EQDS.L
28.6%
MVUS.L
17.8%

Industrials

EQDS.L
17.4%
MVUS.L
5.7%

Consumer Defensive

EQDS.L
12.0%
MVUS.L
10.4%

Utilities

EQDS.L
10.7%
MVUS.L
2.9%

Healthcare

EQDS.L
8.1%
MVUS.L
13.3%

Consumer Cyclical

EQDS.L
5.5%
MVUS.L
6.9%

Energy

EQDS.L
4.8%
MVUS.L
5.2%

Communication Services

EQDS.L
4.3%
MVUS.L
6.5%

Technology

EQDS.L
3.7%
MVUS.L
29.0%

Real Estate

EQDS.L
3.3%
MVUS.L
0.2%

Basic Materials

EQDS.L
1.7%
MVUS.L
2.3%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

iShares MSCI Europe Quality Dividend ESG UCITS ETF EUR (Dist)

iShares Edge S&P 500 Minimum Volatility UCITS ETF USD (Acc)

Often compared with EQDS.L:
EQDS.L vs. VHYL.ASEQDS.L vs. FLXD.LEQDS.L vs. IQQA.DEEQDS.L vs. LDEG.LEQDS.L vs. CB5.LEQDS.L vs. SCHDEQDS.L vs. VYM
Often compared with MVUS.L:
MVUS.L vs. USMVMVUS.L vs. XDEB.LMVUS.L vs. MVEA.LMVUS.L vs. GLTS.LMVUS.L vs. HMUD.LMVUS.L vs. XLPP.LMVUS.L vs. JURE.L

Return for Risk

EQDS.L vs. MVUS.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
EQDS.L
EQDS.L Risk / Return Rank: 2828
Overall Rank
EQDS.L Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
EQDS.L Sortino Ratio Rank: 2828
Sortino Ratio Rank
EQDS.L Omega Ratio Rank: 2929
Omega Ratio Rank
EQDS.L Calmar Ratio Rank: 2626
Calmar Ratio Rank
EQDS.L Martin Ratio Rank: 2828
Martin Ratio Rank
MVUS.L
MVUS.L Risk / Return Rank: 4646
Overall Rank
MVUS.L Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
MVUS.L Sortino Ratio Rank: 4646
Sortino Ratio Rank
MVUS.L Omega Ratio Rank: 4545
Omega Ratio Rank
MVUS.L Calmar Ratio Rank: 4848
Calmar Ratio Rank
MVUS.L Martin Ratio Rank: 4646
Martin Ratio Rank
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.

EQDS.L vs. MVUS.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Europe Quality Dividend ESG UCITS ETF EUR (Dist) (EQDS.L) and iShares Edge S&P 500 Minimum Volatility UCITS ETF USD (Acc) (MVUS.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.

EQDS.LMVUS.LDifference
Sharpe ratioReturn per unit of total volatility
0.98
1.46

-0.48

Sortino ratioReturn per unit of downside risk
1.42
2.07

-0.65

Omega ratioGain probability vs. loss probability

1.18

1.26

-0.08

Calmar ratioReturn relative to maximum drawdown

1.10

2.18

-1.07

Martin ratioReturn relative to average drawdown

3.49

6.82

-3.34

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

EQDS.L vs. MVUS.L - Sharpe Ratio Comparison

The current EQDS.L Sharpe Ratio is 0.98, which is lower than the MVUS.L Sharpe Ratio of 1.46. The chart below compares the historical Sharpe Ratios of EQDS.L and MVUS.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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Sharpe Ratios by Period

EQDS.LMVUS.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.98

1.46

-0.48

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.83

0.54

+0.29

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

—

0.66

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.38

0.49

-0.11

Drawdowns

EQDS.L vs. MVUS.L - Drawdown Comparison

The maximum EQDS.L drawdown since its inception was -32.52%, smaller than the maximum MVUS.L drawdown of -39.22%. Use the drawdown chart below to compare losses from any high point for EQDS.L and MVUS.L.

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Drawdown Indicators

EQDS.LMVUS.LDifference

Max Drawdown

Largest peak-to-trough decline

-32.52%

-39.22%

+6.70%

Max Drawdown (1Y)

Largest decline over 1 year

-9.60%

-5.39%

-4.21%

Max Drawdown (3Y)

Largest decline over 3 years

-10.33%

-20.40%

+10.07%

Max Drawdown (5Y)

Largest decline over 5 years

-11.74%

-20.40%

+8.66%

Max Drawdown (10Y)

Largest decline over 10 years

—

-24.85%

—

Current Drawdown

Current decline from peak

-2.74%

-0.44%

-2.30%

Average Drawdown

Average peak-to-trough decline

-6.11%

-7.21%

+1.10%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.04%

1.72%

+1.32%

Volatility

EQDS.L vs. MVUS.L - Volatility Comparison

iShares MSCI Europe Quality Dividend ESG UCITS ETF EUR (Dist) (EQDS.L) and iShares Edge S&P 500 Minimum Volatility UCITS ETF USD (Acc) (MVUS.L) have volatilities of 2.26% and 2.34%, 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.

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Volatility by Period

EQDS.LMVUS.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.26%

2.34%

-0.08%

Volatility (6M)

Calculated over the trailing 6-month period

8.56%

5.60%

+2.96%

Volatility (1Y)

Calculated over the trailing 1-year period

10.81%

8.05%

+2.76%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.33%

18.31%

-5.98%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.03%

16.99%

-1.96%

EQDS.L vs. MVUS.L - Expense Ratio Comparison

EQDS.L has a 0.28% expense ratio, which is higher than MVUS.L's 0.20% expense ratio.

Dividends

EQDS.L vs. MVUS.L - Dividend Comparison

EQDS.L's dividend yield for the trailing twelve months is around 3.20%, while MVUS.L has not paid dividends to shareholders.

PositionTTM202520242023202220212020201920182017
EQDS.L
iShares MSCI Europe Quality Dividend ESG UCITS ETF EUR (Dist)		3.20%2.96%3.16%3.58%4.14%4.63%3.25%4.54%5.06%0.75%
MVUS.L
iShares Edge S&P 500 Minimum Volatility UCITS ETF USD (Acc)		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions

EQDS.L and MVUS.L have a correlation of 0.46, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, MVUS.L is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.

MVUS.L is cheaper with a 0.20% expense ratio, compared with 0.28% for EQDS.L.

EQDS.L is categorized as Europe Equities, while MVUS.L is S&P 500. EQDS.L tracks MSCI Europe High Div Yld NR EUR, while MVUS.L tracks S&P 500 Index. Their fees differ too: 0.28% for EQDS.L and 0.20% for MVUS.L.

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