IBCK.DE vs. MVEA.DE
IBCK.DE (iShares Edge S&P 500 Minimum Volatility UCITS ETF (Acc)) and MVEA.DE (iShares Edge MSCI USA Minimum Volatility ESG UCITS ETF) are both exchange-traded funds - IBCK.DE is a S&P 500 fund tracking the S&P 500 Minimum Volatility, while MVEA.DE is a Large Cap Blend Equities fund tracking the Russell 1000 TR USD. Both are passively managed. Over the past 5 years, IBCK.DE returned 9.91%/yr vs 6.87%/yr for MVEA.DE. Their correlation of 0.94 suggests significant overlap in exposure. Both charge a 0.20% expense ratio.
Performance
IBCK.DE vs. MVEA.DE - Performance Comparison
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Returns By Period
In the year-to-date period, IBCK.DE achieves a 5.14% return, which is significantly higher than MVEA.DE's 2.43% return.
IBCK.DE
- 1D
- 0.27%
- 1M
- 4.61%
- YTD
- 5.14%
- 6M
- 5.32%
- 1Y
- 9.77%
- 3Y*
- 10.94%
- 5Y*
- 9.91%
- 10Y*
- 10.32%
MVEA.DE
- 1D
- -0.13%
- 1M
- 3.15%
- YTD
- 2.43%
- 6M
- 2.17%
- 1Y
- 1.20%
- 3Y*
- 6.69%
- 5Y*
- 6.87%
- 10Y*
- —
IBCK.DE vs. MVEA.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
IBCK.DE iShares Edge S&P 500 Minimum Volatility UCITS ETF (Acc) | 5.14% | -0.69% | 25.61% | 6.20% | -6.04% | 35.73% | 7.36% |
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 IBCK.DE and MVEA.DE is 0.81, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.81 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.89 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.93 |
Correlation (All Time) Calculated using the full available price history since Apr 24, 2020 | 0.94 |
The correlation between IBCK.DE and MVEA.DE shifts across timeframes, from 0.81 (1 year) to 0.94 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
IBCK.DE vs. MVEA.DE — Risk / Return Rank
IBCK.DE
MVEA.DE
IBCK.DE vs. MVEA.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Edge S&P 500 Minimum Volatility UCITS ETF (Acc) (IBCK.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.
| IBCK.DE | MVEA.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.98 | ||
| Sortino ratioReturn per unit of downside risk | +1.35 | ||
| Omega ratioGain probability vs. loss probability | 1.19 | 1.02 | +0.17 |
| Calmar ratioReturn relative to maximum drawdown | 1.83 | 0.17 | +1.66 |
| Martin ratioReturn relative to average drawdown | 5.31 | 0.35 | +4.96 |
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
| IBCK.DE | MVEA.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.07 | 0.09 | +0.98 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.79 | 0.55 | +0.24 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.73 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.88 | 0.66 | +0.22 |
Drawdowns
IBCK.DE vs. MVEA.DE - Drawdown Comparison
The maximum IBCK.DE drawdown since its inception was -33.11%, 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 IBCK.DE and MVEA.DE.
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Drawdown Indicators
| IBCK.DE | MVEA.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.11% | -17.47% | -15.64% |
Max Drawdown (1Y)Largest decline over 1 year | -5.08% | -4.92% | -0.16% |
Max Drawdown (3Y)Largest decline over 3 years | -17.55% | -17.47% | -0.08% |
Max Drawdown (5Y)Largest decline over 5 years | -17.55% | -17.47% | -0.08% |
Max Drawdown (10Y)Largest decline over 10 years | -33.11% | — | — |
Current DrawdownCurrent decline from peak | -0.47% | -10.27% | +9.80% |
Average DrawdownAverage peak-to-trough decline | -4.50% | -5.38% | +0.88% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.75% | 2.39% | -0.64% |
Volatility
IBCK.DE vs. MVEA.DE - Volatility Comparison
The current volatility for iShares Edge S&P 500 Minimum Volatility UCITS ETF (Acc) (IBCK.DE) is 2.26%, while iShares Edge MSCI USA Minimum Volatility ESG UCITS ETF (MVEA.DE) has a volatility of 2.72%. This indicates that IBCK.DE experiences smaller price fluctuations and is considered to be less risky 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
| IBCK.DE | MVEA.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.26% | 2.72% | -0.46% |
Volatility (6M)Calculated over the trailing 6-month period | 5.71% | 5.90% | -0.19% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.73% | 8.97% | -0.24% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.37% | 12.27% | +0.10% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.02% | 12.79% | +1.23% |
IBCK.DE vs. MVEA.DE - Expense Ratio Comparison
Both IBCK.DE and MVEA.DE have an expense ratio of 0.20%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Dividends
IBCK.DE vs. MVEA.DE - Dividend Comparison
Neither IBCK.DE nor MVEA.DE has paid dividends to shareholders.
Frequently Asked Questions
IBCK.DE and MVEA.DE have a correlation of 0.81, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Both ETFs have the same 0.20% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.
IBCK.DE and MVEA.DE have the same expense ratio: 0.20% per year.
IBCK.DE is categorized as S&P 500, while MVEA.DE is Large Cap Blend Equities. IBCK.DE tracks S&P 500 Minimum Volatility, while MVEA.DE tracks Russell 1000 TR USD.
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