IEQD.L vs. MVOL.L
Compare and contrast key facts about iShares Edge MSCI Europe Quality Factor UCITS Dist (IEQD.L) and iShares Edge MSCI World Minimum Volatility UCITS (MVOL.L).
IEQD.L and MVOL.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. IEQD.L is a passively managed fund by iShares that tracks the performance of the MSCI Europe NR EUR. It was launched on Feb 23, 2018. MVOL.L is a passively managed fund by iShares that tracks the performance of the MSCI ACWI NR USD. It was launched on Nov 30, 2012. Both IEQD.L and MVOL.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: IEQD.L or MVOL.L.
Correlation
The correlation between IEQD.L and MVOL.L is 0.75, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
IEQD.L vs. MVOL.L - Performance Comparison
Key characteristics
IEQD.L:
0.81
MVOL.L:
1.87
IEQD.L:
1.19
MVOL.L:
2.65
IEQD.L:
1.14
MVOL.L:
1.33
IEQD.L:
1.15
MVOL.L:
2.33
IEQD.L:
2.82
MVOL.L:
7.14
IEQD.L:
3.10%
MVOL.L:
2.05%
IEQD.L:
10.83%
MVOL.L:
7.82%
IEQD.L:
-33.13%
MVOL.L:
-28.82%
IEQD.L:
-0.36%
MVOL.L:
0.00%
Returns By Period
In the year-to-date period, IEQD.L achieves a 7.46% return, which is significantly higher than MVOL.L's 5.59% return.
IEQD.L
7.46%
6.23%
4.36%
9.73%
7.06%
N/A
MVOL.L
5.59%
5.90%
5.12%
15.11%
5.03%
7.48%
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IEQD.L vs. MVOL.L - Expense Ratio Comparison
IEQD.L has a 0.25% expense ratio, which is lower than MVOL.L's 0.35% expense ratio.
Risk-Adjusted Performance
IEQD.L vs. MVOL.L — Risk-Adjusted Performance Rank
IEQD.L
MVOL.L
IEQD.L vs. MVOL.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Edge MSCI Europe Quality Factor UCITS Dist (IEQD.L) and iShares Edge MSCI World Minimum Volatility UCITS (MVOL.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.
Dividends
IEQD.L vs. MVOL.L - Dividend Comparison
IEQD.L's dividend yield for the trailing twelve months is around 2.21%, while MVOL.L has not paid dividends to shareholders.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|
IEQD.L iShares Edge MSCI Europe Quality Factor UCITS Dist | 2.21% | 2.37% | 2.74% | 2.69% | 1.96% | 2.21% | 2.89% | 2.93% |
MVOL.L iShares Edge MSCI World Minimum Volatility UCITS | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
IEQD.L vs. MVOL.L - Drawdown Comparison
The maximum IEQD.L drawdown since its inception was -33.13%, which is greater than MVOL.L's maximum drawdown of -28.82%. Use the drawdown chart below to compare losses from any high point for IEQD.L and MVOL.L. For additional features, visit the drawdowns tool.
Volatility
IEQD.L vs. MVOL.L - Volatility Comparison
iShares Edge MSCI Europe Quality Factor UCITS Dist (IEQD.L) has a higher volatility of 2.93% compared to iShares Edge MSCI World Minimum Volatility UCITS (MVOL.L) at 1.69%. This indicates that IEQD.L's price experiences larger fluctuations and is considered to be riskier than MVOL.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.