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IMVU.L vs. LCUK.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IMVU.L vs. LCUK.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Edge MSCI Europe Minimum Volatility UCITS ETF EUR (Acc) (IMVU.L) and Lyxor Core UK Equity All Cap (DR) UCITS ETF - Dist (LCUK.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

IMVU.L is traded in USD, while LCUK.L is traded in GBP. To make them comparable, the LCUK.L values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, IMVU.L achieves a 6.00% return, which is significantly lower than LCUK.L's 8.02% return.


IMVU.L

1D
0.29%
1M
0.33%
6M
4.76%
YTD
6.00%
1Y
10.14%
3Y*
12.66%
5Y*
10Y*

LCUK.L

1D
1.07%
1M
1.52%
6M
5.32%
YTD
8.02%
1Y
21.25%
3Y*
17.23%
5Y*
10.86%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IMVU.L vs. LCUK.L - Yearly Performance Comparison


2026 (YTD)202520242023
IMVU.L
iShares Edge MSCI Europe Minimum Volatility UCITS ETF EUR (Acc)
6.00%26.03%5.02%7.89%
LCUK.L
Lyxor Core UK Equity All Cap (DR) UCITS ETF - Dist
8.02%34.26%7.24%9.75%

Correlation

The correlation between IMVU.L and LCUK.L is 0.72, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.72

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

0.78

Correlation (All Time)
Calculated using the full available price history since Mar 23, 2023

0.79

The correlation between IMVU.L and LCUK.L has been stable across timeframes, ranging from 0.72 to 0.79 - a consistent structural relationship.

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Return for Risk

IMVU.L vs. LCUK.L — Risk / Return Rank

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

IMVU.L
IMVU.L Risk / Return Rank: 2727
Overall Rank
IMVU.L Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
IMVU.L Sortino Ratio Rank: 2626
Sortino Ratio Rank
IMVU.L Omega Ratio Rank: 2727
Omega Ratio Rank
IMVU.L Calmar Ratio Rank: 2626
Calmar Ratio Rank
IMVU.L Martin Ratio Rank: 2626
Martin Ratio Rank

LCUK.L
LCUK.L Risk / Return Rank: 5959
Overall Rank
LCUK.L Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
LCUK.L Sortino Ratio Rank: 6464
Sortino Ratio Rank
LCUK.L Omega Ratio Rank: 6565
Omega Ratio Rank
LCUK.L Calmar Ratio Rank: 5353
Calmar Ratio Rank
LCUK.L Martin Ratio Rank: 5050
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.

IMVU.L vs. LCUK.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Edge MSCI Europe Minimum Volatility UCITS ETF EUR (Acc) (IMVU.L) and Lyxor Core UK Equity All Cap (DR) UCITS ETF - Dist (LCUK.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


IMVU.LLCUK.LDifference
Sharpe ratioReturn per unit of total volatility

-0.67

Sortino ratioReturn per unit of downside risk

-0.93

Omega ratioGain probability vs. loss probability

1.16

1.27

-0.11

Calmar ratioReturn relative to maximum drawdown

1.05

2.10

-1.05

Martin ratioReturn relative to average drawdown

2.80

6.46

-3.66

IMVU.L vs. LCUK.L - Sharpe Ratio Comparison

The current IMVU.L Sharpe Ratio is 0.84, which is lower than the LCUK.L Sharpe Ratio of 1.51. The chart below compares the historical Sharpe Ratios of IMVU.L and LCUK.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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Drawdowns

IMVU.L vs. LCUK.L - Drawdown Comparison

The maximum IMVU.L drawdown since its inception was -10.74%, smaller than the maximum LCUK.L drawdown of -43.12%. Use the drawdown chart below to compare losses from any high point for IMVU.L and LCUK.L.


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Drawdown Indicators


IMVU.LLCUK.LDifference

Max Drawdown

Largest peak-to-trough decline

-10.74%

-43.12%

+32.38%

Max Drawdown (1Y)

Largest decline over 1 year

-9.02%

-10.08%

+1.06%

Max Drawdown (3Y)

Largest decline over 3 years

-10.42%

-13.37%

+2.95%

Max Drawdown (5Y)

Largest decline over 5 years

-27.37%

Current Drawdown

Current decline from peak

-3.61%

-2.24%

-1.37%

Average Drawdown

Average peak-to-trough decline

-2.83%

-7.16%

+4.33%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.38%

3.28%

+0.10%

Volatility

IMVU.L vs. LCUK.L - Volatility Comparison

The current volatility for iShares Edge MSCI Europe Minimum Volatility UCITS ETF EUR (Acc) (IMVU.L) is 3.52%, while Lyxor Core UK Equity All Cap (DR) UCITS ETF - Dist (LCUK.L) has a volatility of 4.03%. This indicates that IMVU.L experiences smaller price fluctuations and is considered to be less risky than LCUK.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IMVU.LLCUK.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.52%

4.03%

-0.51%

Volatility (6M)

Calculated over the trailing 6-month period

9.47%

11.82%

-2.35%

Volatility (1Y)

Calculated over the trailing 1-year period

11.27%

14.08%

-2.81%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.14%

16.72%

-4.58%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.14%

18.76%

-6.62%

IMVU.L vs. LCUK.L - Expense Ratio Comparison

IMVU.L has a 0.25% expense ratio, which is higher than LCUK.L's 0.04% 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

IMVU.L vs. LCUK.L - Dividend Comparison

IMVU.L has not paid dividends to shareholders, while LCUK.L's dividend yield for the trailing twelve months is around 2.83%.


PositionTTM2025202420232022202120202019
IMVU.L
iShares Edge MSCI Europe Minimum Volatility UCITS ETF EUR (Acc)
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
LCUK.L
Lyxor Core UK Equity All Cap (DR) UCITS ETF - Dist
2.83%3.04%3.68%3.05%3.93%3.87%2.99%3.48%

Frequently Asked Questions


IMVU.L and LCUK.L have a correlation of 0.72, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, LCUK.L is cheaper at 0.04% per year. The better choice depends on whether you care most about return, fees, risk, or income.

LCUK.L is cheaper with a 0.04% expense ratio, compared with 0.25% for IMVU.L.

IMVU.L tracks iShares Edge MSCI Europe Minimum Volatility UCITS ETF EUR (Acc), while LCUK.L tracks FTSE AllSh TR GBP. They also come from different issuers: iShares and Amundi. Their fees differ too: 0.25% for IMVU.L and 0.04% for LCUK.L.

Portfolio Optimizer

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