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

IMV.L vs. XMCX.L

Last updated Jun 5, 2026

IMV.L (iShares Edge MSCI Europe Min Volatility UCITS) and XMCX.L (Xtrackers FTSE 250 UCITS ETF 1D) are both Europe Equities funds - IMV.L tracks the MSCI Europe NR EUR while XMCX.L tracks the FTSE 250 Ex Investment Trust TR GBP. Both are passively managed. Over the past 10 years, IMV.L returned 7.68%/yr vs 2.36%/yr for XMCX.L. A 0.58 correlation means they provide meaningful diversification when combined. IMV.L charges 0.25%/yr vs 0.15%/yr for XMCX.L.

Performance

IMV.L vs. XMCX.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 FTSE 250 UCITS ETF 1D (XMCX.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, IMV.L achieves a 4.72% return, which is significantly higher than XMCX.L's 3.83% return. Over the past 10 years, IMV.L has outperformed XMCX.L with an annualized return of 7.68%, while XMCX.L has yielded a comparatively lower 2.36% annualized return.

IMV.L

1D
0.51%
1M
1.21%
YTD
4.72%
6M
5.90%
1Y
8.30%
3Y*
10.49%
5Y*
7.54%
10Y*
7.68%

XMCX.L

1D
0.64%
1M
3.42%
YTD
3.83%
6M
6.00%
1Y
9.84%
3Y*
6.25%
5Y*
-0.20%
10Y*
2.36%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

2026 (YTD)202520242023202220212020201920182017
IMV.L
iShares Edge MSCI Europe Min Volatility UCITS		4.72%17.66%6.63%8.56%-7.83%13.68%1.50%16.37%-2.91%13.29%
XMCX.L
Xtrackers FTSE 250 UCITS ETF 1D		3.83%8.84%3.42%3.42%-20.92%14.63%-8.73%24.38%-16.43%14.26%

Correlation

The correlation between IMV.L and XMCX.L is 0.46, which is low. Their price movements are largely independent, making them effective diversification partners.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.46

Correlation (3Y)
Calculated over the trailing 3-year period

0.52

Correlation (5Y)
Calculated over the trailing 5-year period

0.58

Correlation (10Y)
Calculated over the trailing 10-year period

0.56

Correlation (All Time)
Calculated using the full available price history since Jan 2, 2013

0.58

The correlation between IMV.L and XMCX.L shifts across timeframes, from 0.46 (1 year) to 0.58 (all time), reflecting how their relationship changes across market environments.

IMV.L vs. XMCX.L - Sectors Allocation Comparison

Sectors
IMV.L
XMCX.L

Financial Services

17.9%
19.6%

Industrials

15.4%
20.1%

Consumer Defensive

13.1%
5.5%

Healthcare

13.0%
4.5%

Utilities

10.2%
3.1%

Communication Services

9.6%
6.0%

Energy

7.1%
2.6%

Basic Materials

5.6%
6.7%

Consumer Cyclical

3.6%
13.4%

Technology

2.8%
9.5%

Real Estate

1.6%
9.1%

Financial Services

IMV.L
17.9%
XMCX.L
19.6%

Industrials

IMV.L
15.4%
XMCX.L
20.1%

Consumer Defensive

IMV.L
13.1%
XMCX.L
5.5%

Healthcare

IMV.L
13.0%
XMCX.L
4.5%

Utilities

IMV.L
10.2%
XMCX.L
3.1%

Communication Services

IMV.L
9.6%
XMCX.L
6.0%

Energy

IMV.L
7.1%
XMCX.L
2.6%

Basic Materials

IMV.L
5.6%
XMCX.L
6.7%

Consumer Cyclical

IMV.L
3.6%
XMCX.L
13.4%

Technology

IMV.L
2.8%
XMCX.L
9.5%

Real Estate

IMV.L
1.6%
XMCX.L
9.1%

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iShares Edge MSCI Europe Min Volatility UCITS

Xtrackers FTSE 250 UCITS ETF 1D

Often compared with IMV.L:
IMV.L vs. MIVO.LIMV.L vs. SPYIMV.L vs. MINV.LIMV.L vs. XDEQ.LIMV.L vs. MVUS.LIMV.L vs. UB06.LIMV.L vs. CSWG.L
Often compared with XMCX.L:
XMCX.L vs. VMID.LXMCX.L vs. TDGB.LXMCX.L vs. WDEP.LXMCX.L vs. FLXD.LXMCX.L vs. NKE.DEXMCX.L vs. MMS.LXMCX.L vs. XCX5.L

Return for Risk

IMV.L vs. XMCX.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: 2424
Overall Rank
IMV.L Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
IMV.L Sortino Ratio Rank: 2424
Sortino Ratio Rank
IMV.L Omega Ratio Rank: 2626
Omega Ratio Rank
IMV.L Calmar Ratio Rank: 2222
Calmar Ratio Rank
IMV.L Martin Ratio Rank: 2323
Martin Ratio Rank
XMCX.L
XMCX.L Risk / Return Rank: 2222
Overall Rank
XMCX.L Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
XMCX.L Sortino Ratio Rank: 2323
Sortino Ratio Rank
XMCX.L Omega Ratio Rank: 2323
Omega Ratio Rank
XMCX.L Calmar Ratio Rank: 2020
Calmar Ratio Rank
XMCX.L Martin Ratio Rank: 2323
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. XMCX.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 FTSE 250 UCITS ETF 1D (XMCX.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.LXMCX.LDifference
Sharpe ratioReturn per unit of total volatility
0.91
0.80

+0.11

Sortino ratioReturn per unit of downside risk
1.27
1.23

+0.04

Omega ratioGain probability vs. loss probability

1.17

1.15

+0.02

Calmar ratioReturn relative to maximum drawdown

0.97

0.83

+0.15

Martin ratioReturn relative to average drawdown

2.92

2.78

+0.15

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

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

The current IMV.L Sharpe Ratio is 0.91, which is comparable to the XMCX.L Sharpe Ratio of 0.80. The chart below compares the historical Sharpe Ratios of IMV.L and XMCX.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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Sharpe Ratios by Period

IMV.LXMCX.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.91

0.80

+0.11

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.69

-0.01

+0.70

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.62

0.15

+0.48

Sharpe Ratio (All Time)

Calculated using the full available price history

0.71

0.21

+0.50

Drawdowns

IMV.L vs. XMCX.L - Drawdown Comparison

The maximum IMV.L drawdown since its inception was -24.48%, smaller than the maximum XMCX.L drawdown of -50.63%. Use the drawdown chart below to compare losses from any high point for IMV.L and XMCX.L.

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Drawdown Indicators

IMV.LXMCX.LDifference

Max Drawdown

Largest peak-to-trough decline

-24.48%

-50.63%

+26.15%

Max Drawdown (1Y)

Largest decline over 1 year

-8.50%

-11.95%

+3.45%

Max Drawdown (3Y)

Largest decline over 3 years

-8.50%

-18.45%

+9.95%

Max Drawdown (5Y)

Largest decline over 5 years

-17.42%

-32.61%

+15.19%

Max Drawdown (10Y)

Largest decline over 10 years

-24.48%

-41.35%

+16.87%

Current Drawdown

Current decline from peak

-4.62%

-7.13%

+2.51%

Average Drawdown

Average peak-to-trough decline

-3.57%

-11.24%

+7.67%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.83%

3.55%

-0.72%

Volatility

IMV.L vs. XMCX.L - Volatility Comparison

The current volatility for iShares Edge MSCI Europe Min Volatility UCITS (IMV.L) is 2.89%, while Xtrackers FTSE 250 UCITS ETF 1D (XMCX.L) has a volatility of 3.58%. This indicates that IMV.L experiences smaller price fluctuations and is considered to be less risky than XMCX.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.LXMCX.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.89%

3.58%

-0.69%

Volatility (6M)

Calculated over the trailing 6-month period

7.71%

9.95%

-2.24%

Volatility (1Y)

Calculated over the trailing 1-year period

9.13%

12.38%

-3.25%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.97%

15.15%

-4.18%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.31%

16.47%

-4.16%

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

IMV.L has a 0.25% expense ratio, which is higher than XMCX.L's 0.15% 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%.

Dividends

IMV.L vs. XMCX.L - Dividend Comparison

IMV.L has not paid dividends to shareholders, while XMCX.L's dividend yield for the trailing twelve months is around 0.04%.

PositionTTM20252024202320222021202020192018201720162015
IMV.L
iShares Edge MSCI Europe Min Volatility UCITS		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
XMCX.L
Xtrackers FTSE 250 UCITS ETF 1D		0.04%0.04%0.04%0.03%0.05%0.01%0.03%0.03%0.04%0.03%0.03%0.00%

Frequently Asked Questions

IMV.L and XMCX.L have a correlation of 0.46, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, XMCX.L is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XMCX.L is cheaper with a 0.15% expense ratio, compared with 0.25% for IMV.L.

IMV.L tracks MSCI Europe NR EUR, while XMCX.L tracks FTSE 250 Ex Investment Trust TR GBP. They also come from different issuers: iShares and Xtrackers. Their fees differ too: 0.25% for IMV.L and 0.15% for XMCX.L.

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