IMVU.L vs. MVEU.L
IMVU.L (iShares Edge MSCI Europe Minimum Volatility UCITS ETF EUR (Acc)) and MVEU.L (iShares Edge MSCI Europe Minimum Volatility UCITS ETF EUR (Acc)) are both Europe Equities funds from iShares - IMVU.L tracks the iShares Edge MSCI Europe Minimum Volatility UCITS ETF EUR (Acc) while MVEU.L tracks the MSCI Europe NR EUR. Both are passively managed. Over the past 3 years, IMVU.L returned 12.66%/yr vs 12.67%/yr for MVEU.L. Their correlation of 0.92 suggests significant overlap in exposure. Both charge a 0.25% expense ratio.
Performance
IMVU.L vs. MVEU.L - Performance Comparison
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Different Trading Currencies
IMVU.L is traded in USD, while MVEU.L is traded in EUR. To make them comparable, the MVEU.L values have been converted to USD using the latest available exchange rates.
Returns By Period
The year-to-date returns for both investments are quite close, with IMVU.L having a 6.00% return and MVEU.L slightly higher at 6.01%.
IMVU.L
- 1D
- 0.29%
- 1M
- 0.33%
- 6M
- 4.76%
- YTD
- 6.00%
- 1Y
- 10.14%
- 3Y*
- 12.66%
- 5Y*
- —
- 10Y*
- —
MVEU.L
- 1D
- 0.43%
- 1M
- 0.43%
- 6M
- 4.87%
- YTD
- 6.01%
- 1Y
- 10.16%
- 3Y*
- 12.67%
- 5Y*
- 6.40%
- 10Y*
- 7.29%
IMVU.L vs. MVEU.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
IMVU.L iShares Edge MSCI Europe Minimum Volatility UCITS ETF EUR (Acc) | 6.00% | 26.03% | 5.02% | 7.89% |
MVEU.L iShares Edge MSCI Europe Minimum Volatility UCITS ETF EUR (Acc) | 6.01% | 26.66% | 4.87% | 7.76% |
Correlation
The correlation between IMVU.L and MVEU.L is 0.89, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.89 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.92 |
Correlation (All Time) Calculated using the full available price history since Mar 23, 2023 | 0.92 |
The correlation between IMVU.L and MVEU.L has been stable across timeframes, ranging from 0.89 to 0.92 - a consistent structural relationship.
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Return for Risk
IMVU.L vs. MVEU.L — Risk / Return Rank
IMVU.L
MVEU.L
IMVU.L vs. MVEU.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 iShares Edge MSCI Europe Minimum Volatility UCITS ETF EUR (Acc) (MVEU.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.L | MVEU.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.09 | ||
| Sortino ratioReturn per unit of downside risk | -0.11 | ||
| Omega ratioGain probability vs. loss probability | 1.16 | 1.17 | -0.01 |
| Calmar ratioReturn relative to maximum drawdown | 1.05 | 1.15 | -0.10 |
| Martin ratioReturn relative to average drawdown | 2.80 | 3.07 | -0.27 |
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Drawdowns
IMVU.L vs. MVEU.L - Drawdown Comparison
The maximum IMVU.L drawdown since its inception was -10.74%, smaller than the maximum MVEU.L drawdown of -31.96%. Use the drawdown chart below to compare losses from any high point for IMVU.L and MVEU.L.
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Drawdown Indicators
| IMVU.L | MVEU.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -10.74% | -31.96% | +21.22% |
Max Drawdown (1Y)Largest decline over 1 year | -9.02% | -8.83% | -0.19% |
Max Drawdown (3Y)Largest decline over 3 years | -10.42% | -10.14% | -0.28% |
Max Drawdown (5Y)Largest decline over 5 years | — | -31.96% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -31.96% | — |
Current DrawdownCurrent decline from peak | -3.61% | -3.50% | -0.11% |
Average DrawdownAverage peak-to-trough decline | -2.83% | -5.92% | +3.09% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.38% | 3.30% | +0.08% |
Volatility
IMVU.L vs. MVEU.L - Volatility Comparison
iShares Edge MSCI Europe Minimum Volatility UCITS ETF EUR (Acc) (IMVU.L) has a higher volatility of 3.52% compared to iShares Edge MSCI Europe Minimum Volatility UCITS ETF EUR (Acc) (MVEU.L) at 3.13%. This indicates that IMVU.L's price experiences larger fluctuations and is considered to be riskier than MVEU.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.L | MVEU.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.52% | 3.13% | +0.39% |
Volatility (6M)Calculated over the trailing 6-month period | 9.47% | 8.87% | +0.60% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.27% | 10.89% | +0.38% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.14% | 14.39% | -2.25% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.14% | 14.29% | -2.15% |
IMVU.L vs. MVEU.L - Expense Ratio Comparison
Both IMVU.L and MVEU.L have an expense ratio of 0.25%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Dividends
IMVU.L vs. MVEU.L - Dividend Comparison
Neither IMVU.L nor MVEU.L has paid dividends to shareholders.
Frequently Asked Questions
IMVU.L and MVEU.L have a correlation of 0.89, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Both ETFs have the same 0.25% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.
IMVU.L and MVEU.L have the same expense ratio: 0.25% per year.
IMVU.L tracks iShares Edge MSCI Europe Minimum Volatility UCITS ETF EUR (Acc), while MVEU.L tracks MSCI Europe NR EUR.
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