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FPXE.L vs. MVEU.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FPXE.L vs. MVEU.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in First Trust IPOX Europe Equity Opportunities UCITS ETF (FPXE.L) and iShares Edge MSCI Europe Minimum Volatility UCITS ETF EUR (Acc) (MVEU.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

FPXE.L is traded in GBp, while MVEU.L is traded in EUR. To make them comparable, the MVEU.L values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, FPXE.L achieves a 7.25% return, which is significantly higher than MVEU.L's 5.58% return.


FPXE.L

1D
-1.63%
1M
-7.21%
6M
5.78%
YTD
7.25%
1Y
7.04%
3Y*
15.00%
5Y*
3.93%
10Y*

MVEU.L

1D
-0.61%
1M
-0.45%
6M
4.23%
YTD
5.58%
1Y
9.00%
3Y*
11.44%
5Y*
6.76%
10Y*
7.01%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FPXE.L vs. MVEU.L - Yearly Performance Comparison


2026 (YTD)20252024202320222021
FPXE.L
First Trust IPOX Europe Equity Opportunities UCITS ETF
7.25%14.93%17.51%8.62%-27.20%-6.75%
MVEU.L
iShares Edge MSCI Europe Minimum Volatility UCITS ETF EUR (Acc)
5.58%17.63%6.71%8.45%-8.16%7.58%

Correlation

The correlation between FPXE.L and MVEU.L is 0.41, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.41

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

0.47

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

0.57

Correlation (All Time)
Calculated using the full available price history since Jun 22, 2021

0.57

The correlation between FPXE.L and MVEU.L shifts across timeframes, from 0.41 (1 year) to 0.57 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

FPXE.L vs. MVEU.L — Risk / Return Rank

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

FPXE.L
FPXE.L Risk / Return Rank: 1818
Overall Rank
FPXE.L Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
FPXE.L Sortino Ratio Rank: 1616
Sortino Ratio Rank
FPXE.L Omega Ratio Rank: 1616
Omega Ratio Rank
FPXE.L Calmar Ratio Rank: 2020
Calmar Ratio Rank
FPXE.L Martin Ratio Rank: 2222
Martin Ratio Rank

MVEU.L
MVEU.L Risk / Return Rank: 4141
Overall Rank
MVEU.L Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
MVEU.L Sortino Ratio Rank: 4343
Sortino Ratio Rank
MVEU.L Omega Ratio Rank: 4343
Omega Ratio Rank
MVEU.L Calmar Ratio Rank: 3838
Calmar Ratio Rank
MVEU.L Martin Ratio Rank: 3939
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.

FPXE.L vs. MVEU.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust IPOX Europe Equity Opportunities UCITS ETF (FPXE.L) and iShares Edge MSCI Europe Minimum Volatility UCITS ETF EUR (Acc) (MVEU.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.


FPXE.LMVEU.LDifference
Sharpe ratioReturn per unit of total volatility

-0.58

Sortino ratioReturn per unit of downside risk

-0.69

Omega ratioGain probability vs. loss probability

1.08

1.18

-0.09

Calmar ratioReturn relative to maximum drawdown

0.73

1.08

-0.34

Martin ratioReturn relative to average drawdown

2.17

3.07

-0.91

FPXE.L vs. MVEU.L - Sharpe Ratio Comparison

The current FPXE.L Sharpe Ratio is 0.40, which is lower than the MVEU.L Sharpe Ratio of 0.98. The chart below compares the historical Sharpe Ratios of FPXE.L and MVEU.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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Drawdowns

FPXE.L vs. MVEU.L - Drawdown Comparison

The maximum FPXE.L drawdown since its inception was -38.82%, which is greater than MVEU.L's maximum drawdown of -23.74%. Use the drawdown chart below to compare losses from any high point for FPXE.L and MVEU.L.


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Drawdown Indicators


FPXE.LMVEU.LDifference

Max Drawdown

Largest peak-to-trough decline

-38.82%

-23.74%

-15.08%

Max Drawdown (1Y)

Largest decline over 1 year

-9.55%

-8.32%

-1.23%

Max Drawdown (3Y)

Largest decline over 3 years

-21.19%

-8.32%

-12.87%

Max Drawdown (5Y)

Largest decline over 5 years

-37.41%

-17.42%

-19.99%

Max Drawdown (10Y)

Largest decline over 10 years

-23.74%

Current Drawdown

Current decline from peak

-9.22%

-3.83%

-5.39%

Average Drawdown

Average peak-to-trough decline

-17.11%

-3.52%

-13.59%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.24%

2.92%

+0.32%

Volatility

FPXE.L vs. MVEU.L - Volatility Comparison

First Trust IPOX Europe Equity Opportunities UCITS ETF (FPXE.L) has a higher volatility of 6.06% compared to iShares Edge MSCI Europe Minimum Volatility UCITS ETF EUR (Acc) (MVEU.L) at 2.67%. This indicates that FPXE.L's price experiences larger fluctuations and is considered to be riskier than MVEU.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FPXE.LMVEU.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.06%

2.67%

+3.39%

Volatility (6M)

Calculated over the trailing 6-month period

15.30%

7.64%

+7.66%

Volatility (1Y)

Calculated over the trailing 1-year period

17.47%

9.16%

+8.31%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.50%

11.30%

+7.20%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.29%

12.56%

+6.73%

Dividends

FPXE.L vs. MVEU.L - Dividend Comparison

Neither FPXE.L nor MVEU.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


FPXE.L and MVEU.L have a correlation of 0.41, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FPXE.L tracks First Trust IPOX Europe Equity Opportunities UCITS ETF, while MVEU.L tracks MSCI Europe NR EUR. They also come from different issuers: First Trust and iShares.

Portfolio Optimizer

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