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H41C.DE vs. MVEW.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

H41C.DE vs. MVEW.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in HSBC Developed World Sustainable Equity UCITS ETF USD (H41C.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.

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Returns By Period

In the year-to-date period, H41C.DE achieves a 14.28% return, which is significantly higher than MVEW.DE's 1.17% return.


H41C.DE

1D
0.27%
1M
7.53%
YTD
14.28%
6M
16.44%
1Y
29.03%
3Y*
17.63%
5Y*
12.71%
10Y*

MVEW.DE

1D
0.07%
1M
1.79%
YTD
1.17%
6M
1.16%
1Y
0.46%
3Y*
6.53%
5Y*
6.47%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

H41C.DE vs. MVEW.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
H41C.DE
HSBC Developed World Sustainable Equity UCITS ETF USD
14.28%10.36%21.66%16.26%-12.60%32.89%10.42%
MVEW.DE
iShares Edge MSCI World Minimum Volatility ESG UCITS ETF (Acc)
1.17%-0.99%17.25%6.27%-5.98%26.26%3.07%

Correlation

The correlation between H41C.DE and MVEW.DE is 0.52, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.52

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

0.68

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

0.76

Correlation (All Time)
Calculated using the full available price history since Aug 7, 2020

0.77

Over the past year, the correlation between H41C.DE and MVEW.DE has dropped to 0.52 - well below their long-term average of 0.77, suggesting their price drivers have been diverging.

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Return for Risk

H41C.DE vs. MVEW.DE — Risk / Return Rank

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

H41C.DE
H41C.DE Risk / Return Rank: 8787
Overall Rank
H41C.DE Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
H41C.DE Sortino Ratio Rank: 8787
Sortino Ratio Rank
H41C.DE Omega Ratio Rank: 8686
Omega Ratio Rank
H41C.DE Calmar Ratio Rank: 8787
Calmar Ratio Rank
H41C.DE Martin Ratio Rank: 8989
Martin Ratio Rank

MVEW.DE
MVEW.DE Risk / Return Rank: 1010
Overall Rank
MVEW.DE Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
MVEW.DE Sortino Ratio Rank: 99
Sortino Ratio Rank
MVEW.DE Omega Ratio Rank: 99
Omega Ratio Rank
MVEW.DE Calmar Ratio Rank: 1010
Calmar Ratio Rank
MVEW.DE Martin Ratio Rank: 1010
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.

H41C.DE vs. MVEW.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for HSBC Developed World Sustainable Equity UCITS ETF USD (H41C.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.


H41C.DEMVEW.DEDifference
Sharpe ratioReturn per unit of total volatility

+2.68

Sortino ratioReturn per unit of downside risk

+3.71

Omega ratioGain probability vs. loss probability

1.52

1.02

+0.50

Calmar ratioReturn relative to maximum drawdown

4.90

0.10

+4.80

Martin ratioReturn relative to average drawdown

19.75

0.20

+19.54

H41C.DE vs. MVEW.DE - Sharpe Ratio Comparison

The current H41C.DE Sharpe Ratio is 2.74, which is higher than the MVEW.DE Sharpe Ratio of 0.06. The chart below compares the historical Sharpe Ratios of H41C.DE and MVEW.DE, 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


H41C.DEMVEW.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.74

0.06

+2.68

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.95

0.62

+0.32

Sharpe Ratio (All Time)

Calculated using the full available price history

1.13

0.63

+0.50

Drawdowns

H41C.DE vs. MVEW.DE - Drawdown Comparison

The maximum H41C.DE drawdown since its inception was -20.76%, which is greater than MVEW.DE's maximum drawdown of -13.19%. Use the drawdown chart below to compare losses from any high point for H41C.DE and MVEW.DE.


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Drawdown Indicators


H41C.DEMVEW.DEDifference

Max Drawdown

Largest peak-to-trough decline

-20.76%

-13.19%

-7.57%

Max Drawdown (1Y)

Largest decline over 1 year

-5.90%

-4.68%

-1.22%

Max Drawdown (3Y)

Largest decline over 3 years

-20.76%

-13.19%

-7.57%

Max Drawdown (5Y)

Largest decline over 5 years

-20.76%

-13.19%

-7.57%

Current Drawdown

Current decline from peak

-0.14%

-5.75%

+5.61%

Average Drawdown

Average peak-to-trough decline

-3.81%

-3.83%

+0.02%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.47%

2.27%

-0.80%

Volatility

H41C.DE vs. MVEW.DE - Volatility Comparison

HSBC Developed World Sustainable Equity UCITS ETF USD (H41C.DE) has a higher volatility of 3.01% compared to iShares Edge MSCI World Minimum Volatility ESG UCITS ETF (Acc) (MVEW.DE) at 2.58%. This indicates that H41C.DE's price experiences larger fluctuations and is considered to be riskier than MVEW.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


H41C.DEMVEW.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.01%

2.58%

+0.43%

Volatility (6M)

Calculated over the trailing 6-month period

7.58%

5.42%

+2.16%

Volatility (1Y)

Calculated over the trailing 1-year period

10.55%

7.97%

+2.58%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.29%

10.25%

+3.04%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.35%

10.82%

+2.53%

H41C.DE vs. MVEW.DE - Expense Ratio Comparison

H41C.DE has a 0.18% expense ratio, which is lower than MVEW.DE's 0.30% expense ratio.


Dividends

H41C.DE vs. MVEW.DE - Dividend Comparison

Neither H41C.DE nor MVEW.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


H41C.DE and MVEW.DE have a correlation of 0.52, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, H41C.DE is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.

H41C.DE is cheaper with a 0.18% expense ratio, compared with 0.30% for MVEW.DE.

H41C.DE tracks FTSE Developed ESG Low Carbon Select, while MVEW.DE tracks MSCI ACWI NR USD. They also come from different issuers: HSBC and iShares. Their fees differ too: 0.18% for H41C.DE and 0.30% for MVEW.DE.

Portfolio Optimizer

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