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IMV.L vs. MVEE.L
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between IMV.L and MVEE.L is 0.96, 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.


-0.50.00.51.01.0

Performance

IMV.L vs. MVEE.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Edge MSCI Europe Min Volatility UCITS (IMV.L) and iShares Edge MSCI Europe Minimum Volatility ESG UCITS ETF (Acc) (MVEE.L). The values are adjusted to include any dividend payments, if applicable.

-10.00%-8.00%-6.00%-4.00%-2.00%0.00%2.00%SeptemberOctoberNovemberDecember2025February
-0.57%
-2.34%
IMV.L
MVEE.L

Key characteristics

Sharpe Ratio

IMV.L:

1.57

MVEE.L:

1.03

Sortino Ratio

IMV.L:

2.28

MVEE.L:

1.51

Omega Ratio

IMV.L:

1.27

MVEE.L:

1.18

Calmar Ratio

IMV.L:

2.46

MVEE.L:

1.54

Martin Ratio

IMV.L:

7.11

MVEE.L:

3.87

Ulcer Index

IMV.L:

1.74%

MVEE.L:

2.35%

Daily Std Dev

IMV.L:

7.88%

MVEE.L:

8.80%

Max Drawdown

IMV.L:

-24.48%

MVEE.L:

-17.89%

Current Drawdown

IMV.L:

-0.96%

MVEE.L:

-1.00%

Returns By Period

In the year-to-date period, IMV.L achieves a 6.71% return, which is significantly higher than MVEE.L's 5.62% return.


IMV.L

YTD

6.71%

1M

1.77%

6M

4.02%

1Y

12.69%

5Y*

4.78%

10Y*

6.94%

MVEE.L

YTD

5.62%

1M

1.03%

6M

2.16%

1Y

9.05%

5Y*

N/A

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

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


IMV.L vs. MVEE.L - Expense Ratio Comparison

Both IMV.L and MVEE.L have an expense ratio of 0.25%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


IMV.L
iShares Edge MSCI Europe Min Volatility UCITS
Expense ratio chart for IMV.L: current value at 0.25% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.25%
Expense ratio chart for MVEE.L: current value at 0.25% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.25%

Risk-Adjusted Performance

IMV.L vs. MVEE.L — Risk-Adjusted Performance Rank

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

IMV.L
The Risk-Adjusted Performance Rank of IMV.L is 6767
Overall Rank
The Sharpe Ratio Rank of IMV.L is 6666
Sharpe Ratio Rank
The Sortino Ratio Rank of IMV.L is 6969
Sortino Ratio Rank
The Omega Ratio Rank of IMV.L is 6363
Omega Ratio Rank
The Calmar Ratio Rank of IMV.L is 7474
Calmar Ratio Rank
The Martin Ratio Rank of IMV.L is 6363
Martin Ratio Rank

MVEE.L
The Risk-Adjusted Performance Rank of MVEE.L is 4444
Overall Rank
The Sharpe Ratio Rank of MVEE.L is 4242
Sharpe Ratio Rank
The Sortino Ratio Rank of MVEE.L is 4141
Sortino Ratio Rank
The Omega Ratio Rank of MVEE.L is 3939
Omega Ratio Rank
The Calmar Ratio Rank of MVEE.L is 5656
Calmar Ratio Rank
The Martin Ratio Rank of MVEE.L is 4242
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

IMV.L vs. MVEE.L - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Edge MSCI Europe Min Volatility UCITS (IMV.L) and iShares Edge MSCI Europe Minimum Volatility ESG UCITS ETF (Acc) (MVEE.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.


Sharpe ratio
The chart of Sharpe ratio for IMV.L, currently valued at 1.16, compared to the broader market0.002.004.001.160.76
The chart of Sortino ratio for IMV.L, currently valued at 1.63, compared to the broader market0.005.0010.001.631.11
The chart of Omega ratio for IMV.L, currently valued at 1.20, compared to the broader market0.501.001.502.002.503.001.201.13
The chart of Calmar ratio for IMV.L, currently valued at 1.14, compared to the broader market0.005.0010.0015.001.140.72
The chart of Martin ratio for IMV.L, currently valued at 2.90, compared to the broader market0.0020.0040.0060.0080.00100.002.901.67
IMV.L
MVEE.L

The current IMV.L Sharpe Ratio is 1.57, which is higher than the MVEE.L Sharpe Ratio of 1.03. The chart below compares the historical Sharpe Ratios of IMV.L and MVEE.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.503.00SeptemberOctoberNovemberDecember2025February
1.16
0.76
IMV.L
MVEE.L

Dividends

IMV.L vs. MVEE.L - Dividend Comparison

Neither IMV.L nor MVEE.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

IMV.L vs. MVEE.L - Drawdown Comparison

The maximum IMV.L drawdown since its inception was -24.48%, which is greater than MVEE.L's maximum drawdown of -17.89%. Use the drawdown chart below to compare losses from any high point for IMV.L and MVEE.L. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%SeptemberOctoberNovemberDecember2025February
-2.36%
-4.76%
IMV.L
MVEE.L

Volatility

IMV.L vs. MVEE.L - Volatility Comparison

The current volatility for iShares Edge MSCI Europe Min Volatility UCITS (IMV.L) is 2.83%, while iShares Edge MSCI Europe Minimum Volatility ESG UCITS ETF (Acc) (MVEE.L) has a volatility of 2.98%. This indicates that IMV.L experiences smaller price fluctuations and is considered to be less risky than MVEE.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%2.50%3.00%3.50%4.00%4.50%SeptemberOctoberNovemberDecember2025February
2.83%
2.98%
IMV.L
MVEE.L
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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