IMV.L vs. XEUM.L
Compare and contrast key facts about iShares Edge MSCI Europe Min Volatility UCITS (IMV.L) and Xtrackers MSCI Europe ESG Screened UCITS ETF 1C (XEUM.L).
IMV.L and XEUM.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. XEUM.L is a passively managed fund by DWS that tracks the performance of the MSCI Europe NR EUR. It was launched on Jul 5, 2013. Both IMV.L and XEUM.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. XEUM.L - Performance Comparison
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IMV.L vs. XEUM.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% |
XEUM.L Xtrackers MSCI Europe ESG Screened UCITS ETF 1C | 1.01% | 22.70% | 2.86% | 14.00% | -5.29% | 14.84% | 9.94% | 23.14% | -12.46% | 19.05% |
Returns By Period
In the year-to-date period, IMV.L achieves a 4.98% return, which is significantly higher than XEUM.L's 1.01% return. Over the past 10 years, IMV.L has underperformed XEUM.L with an annualized return of 7.89%, while XEUM.L has yielded a comparatively higher 9.82% 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%
XEUM.L
- 1D
- 2.55%
- 1M
- -4.23%
- YTD
- 1.01%
- 6M
- 6.30%
- 1Y
- 16.51%
- 3Y*
- 10.73%
- 5Y*
- 8.95%
- 10Y*
- 9.82%
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IMV.L vs. XEUM.L - Expense Ratio Comparison
IMV.L has a 0.25% expense ratio, which is higher than XEUM.L's 0.12% 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. XEUM.L — Risk / Return Rank
IMV.L
XEUM.L
IMV.L vs. XEUM.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 Xtrackers MSCI Europe ESG Screened UCITS ETF 1C (XEUM.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 | XEUM.L | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.18 | 1.19 | -0.01 |
Sortino ratioReturn per unit of downside risk | 1.56 | 1.61 | -0.05 |
Omega ratioGain probability vs. loss probability | 1.24 | 1.24 | 0.00 |
Calmar ratioReturn relative to maximum drawdown | 1.60 | 1.58 | +0.02 |
Martin ratioReturn relative to average drawdown | 5.75 | 6.03 | -0.28 |
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 | XEUM.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.18 | 1.19 | -0.01 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.80 | 0.65 | +0.15 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.64 | 0.66 | -0.02 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.72 | 0.65 | +0.07 |
Correlation
The correlation between IMV.L and XEUM.L is 0.85, 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.
Dividends
IMV.L vs. XEUM.L - Dividend Comparison
Neither IMV.L nor XEUM.L has paid dividends to shareholders.
Drawdowns
IMV.L vs. XEUM.L - Drawdown Comparison
The maximum IMV.L drawdown since its inception was -24.48%, smaller than the maximum XEUM.L drawdown of -30.91%. Use the drawdown chart below to compare losses from any high point for IMV.L and XEUM.L.
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Drawdown Indicators
| IMV.L | XEUM.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -24.48% | -30.91% | +6.43% |
Max Drawdown (1Y)Largest decline over 1 year | -8.50% | -10.70% | +2.20% |
Max Drawdown (5Y)Largest decline over 5 years | -17.42% | -17.79% | +0.37% |
Max Drawdown (10Y)Largest decline over 10 years | -24.48% | -30.91% | +6.43% |
Current DrawdownCurrent decline from peak | -4.39% | -6.27% | +1.88% |
Average DrawdownAverage peak-to-trough decline | -3.56% | -4.18% | +0.62% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.37% | 2.80% | -0.43% |
Volatility
IMV.L vs. XEUM.L - Volatility Comparison
The current volatility for iShares Edge MSCI Europe Min Volatility UCITS (IMV.L) is 4.31%, while Xtrackers MSCI Europe ESG Screened UCITS ETF 1C (XEUM.L) has a volatility of 5.85%. This indicates that IMV.L experiences smaller price fluctuations and is considered to be less risky than XEUM.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 | XEUM.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.31% | 5.85% | -1.54% |
Volatility (6M)Calculated over the trailing 6-month period | 7.30% | 9.33% | -2.03% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.14% | 13.89% | -2.75% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 10.99% | 13.86% | -2.87% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.31% | 14.92% | -2.61% |