IMV.L vs. MVUS.L
Compare and contrast key facts about iShares Edge MSCI Europe Min Volatility UCITS (IMV.L) and iShares Edge S&P 500 Minimum Volatility UCITS ETF USD (Acc) (MVUS.L).
IMV.L and MVUS.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. IMV.L is a passively managed fund by iShares that tracks the performance of the MSCI Europe NR EUR. It was launched on Nov 30, 2012. MVUS.L is a passively managed fund by iShares that tracks the performance of the S&P 500 Index. It was launched on Feb 21, 2018. Both IMV.L and MVUS.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.
Performance
IMV.L vs. MVUS.L - Performance Comparison
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IMV.L vs. MVUS.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IMV.L iShares Edge MSCI Europe Min Volatility UCITS | 4.98% | 17.66% | 6.63% | 8.56% | -7.83% | 13.68% | 1.50% | 16.37% | -2.91% | 13.29% |
MVUS.L iShares Edge S&P 500 Minimum Volatility UCITS ETF USD (Acc) | -2.89% | 3.88% | 20.71% | 3.83% | -0.36% | 26.59% | 3.87% | 26.86% | -0.36% | 6.22% |
Returns By Period
In the year-to-date period, IMV.L achieves a 4.98% return, which is significantly higher than MVUS.L's -2.89% return. Over the past 10 years, IMV.L has underperformed MVUS.L with an annualized return of 7.89%, while MVUS.L has yielded a comparatively higher 10.56% annualized return.
IMV.L
- 1D
- 0.74%
- 1M
- -3.05%
- YTD
- 4.98%
- 6M
- 7.74%
- 1Y
- 13.17%
- 3Y*
- 10.52%
- 5Y*
- 8.77%
- 10Y*
- 7.89%
MVUS.L
- 1D
- 0.36%
- 1M
- -4.13%
- YTD
- -2.89%
- 6M
- -0.56%
- 1Y
- 1.79%
- 3Y*
- 8.67%
- 5Y*
- 9.00%
- 10Y*
- 10.56%
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IMV.L vs. MVUS.L - Expense Ratio Comparison
IMV.L has a 0.25% expense ratio, which is higher than MVUS.L's 0.20% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Return for Risk
IMV.L vs. MVUS.L — Risk / Return Rank
IMV.L
MVUS.L
IMV.L vs. MVUS.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Edge MSCI Europe Min Volatility UCITS (IMV.L) and iShares Edge S&P 500 Minimum Volatility UCITS ETF USD (Acc) (MVUS.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.
| IMV.L | MVUS.L | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.18 | 0.15 | +1.03 |
Sortino ratioReturn per unit of downside risk | 1.56 | 0.28 | +1.28 |
Omega ratioGain probability vs. loss probability | 1.24 | 1.04 | +0.20 |
Calmar ratioReturn relative to maximum drawdown | 1.60 | 0.34 | +1.26 |
Martin ratioReturn relative to average drawdown | 5.75 | 1.17 | +4.58 |
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
| IMV.L | MVUS.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.18 | 0.15 | +1.03 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.80 | 0.76 | +0.04 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.64 | 0.76 | -0.12 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.72 | 0.91 | -0.19 |
Correlation
The correlation between IMV.L and MVUS.L is 0.64, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
IMV.L vs. MVUS.L - Dividend Comparison
Neither IMV.L nor MVUS.L has paid dividends to shareholders.
Drawdowns
IMV.L vs. MVUS.L - Drawdown Comparison
The maximum IMV.L drawdown since its inception was -24.48%, roughly equal to the maximum MVUS.L drawdown of -24.85%. Use the drawdown chart below to compare losses from any high point for IMV.L and MVUS.L.
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Drawdown Indicators
| IMV.L | MVUS.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -24.48% | -24.85% | +0.37% |
Max Drawdown (1Y)Largest decline over 1 year | -8.50% | -8.87% | +0.37% |
Max Drawdown (5Y)Largest decline over 5 years | -17.42% | -14.19% | -3.23% |
Max Drawdown (10Y)Largest decline over 10 years | -24.48% | -24.85% | +0.37% |
Current DrawdownCurrent decline from peak | -4.39% | -4.13% | -0.26% |
Average DrawdownAverage peak-to-trough decline | -3.56% | -3.46% | -0.10% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.37% | 1.88% | +0.49% |
Volatility
IMV.L vs. MVUS.L - Volatility Comparison
iShares Edge MSCI Europe Min Volatility UCITS (IMV.L) has a higher volatility of 4.31% compared to iShares Edge S&P 500 Minimum Volatility UCITS ETF USD (Acc) (MVUS.L) at 2.85%. This indicates that IMV.L's price experiences larger fluctuations and is considered to be riskier than MVUS.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IMV.L | MVUS.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.31% | 2.85% | +1.46% |
Volatility (6M)Calculated over the trailing 6-month period | 7.30% | 6.04% | +1.26% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.14% | 11.88% | -0.74% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 10.99% | 11.83% | -0.84% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.31% | 13.83% | -1.52% |