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IMV.L vs. XEUM.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

IMV.L vs. XEUM.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 Xtrackers MSCI Europe ESG Screened UCITS ETF 1C (XEUM.L). The values are adjusted to include any dividend payments, if applicable.

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IMV.L vs. XEUM.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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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

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

IMV.L
IMV.L Risk / Return Rank: 5858
Overall Rank
IMV.L Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
IMV.L Sortino Ratio Rank: 5757
Sortino Ratio Rank
IMV.L Omega Ratio Rank: 6161
Omega Ratio Rank
IMV.L Calmar Ratio Rank: 5757
Calmar Ratio Rank
IMV.L Martin Ratio Rank: 5454
Martin Ratio Rank

XEUM.L
XEUM.L Risk / Return Rank: 5858
Overall Rank
XEUM.L Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
XEUM.L Sortino Ratio Rank: 5959
Sortino Ratio Rank
XEUM.L Omega Ratio Rank: 6060
Omega Ratio Rank
XEUM.L Calmar Ratio Rank: 5454
Calmar Ratio Rank
XEUM.L Martin Ratio Rank: 5454
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

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.LXEUM.LDifference

Sharpe ratio

Return per unit of total volatility

1.18

1.19

-0.01

Sortino ratio

Return per unit of downside risk

1.56

1.61

-0.05

Omega ratio

Gain probability vs. loss probability

1.24

1.24

0.00

Calmar ratio

Return relative to maximum drawdown

1.60

1.58

+0.02

Martin ratio

Return relative to average drawdown

5.75

6.03

-0.28

IMV.L vs. XEUM.L - Sharpe Ratio Comparison

The current IMV.L Sharpe Ratio is 1.18, which is comparable to the XEUM.L Sharpe Ratio of 1.19. The chart below compares the historical Sharpe Ratios of IMV.L and XEUM.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.


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Sharpe Ratios by Period


IMV.LXEUM.LDifference

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.


Tickers have no history of dividend payments

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.LXEUM.LDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-4.39%

-6.27%

+1.88%

Average Drawdown

Average peak-to-trough decline

-3.56%

-4.18%

+0.62%

Ulcer Index

Depth 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.LXEUM.LDifference

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%