ISDW.L vs. MVEW.L

Last updated Apr 2, 2026

Compare and contrast key facts about iShares MSCI World Islamic UCITS (ISDW.L) and iShares Edge MSCI World Minimum Volatility ESG UCITS ETF (Acc) (MVEW.L).

ISDW.L and MVEW.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. ISDW.L is a passively managed fund by iShares that tracks the performance of the MSCI World Islamic Index. It was launched on Dec 7, 2007. MVEW.L is a passively managed fund by iShares that tracks the performance of the MSCI ACWI NR USD. It was launched on Apr 20, 2020. Both ISDW.L and MVEW.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

ISDW.L vs. MVEW.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares MSCI World Islamic UCITS (ISDW.L) and iShares Edge MSCI World Minimum Volatility ESG UCITS ETF (Acc) (MVEW.L). The values are adjusted to include any dividend payments, if applicable.

ISDW.L vs. MVEW.L - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020
ISDW.L iShares MSCI World Islamic UCITS	1.51%	19.35%	5.72%	23.61%	-11.80%	21.40%	13.35%
MVEW.L iShares Edge MSCI World Minimum Volatility ESG UCITS ETF (Acc)	-1.18%	11.56%	10.57%	9.48%	-11.02%	16.82%	6.95%

Different Trading Currencies

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

Returns By Period

In the year-to-date period, ISDW.L achieves a 1.51% return, which is significantly higher than MVEW.L's -1.18% return.

ISDW.L

• 1D: 2.59%
• 1M: -3.43%
• YTD: 1.51%
• 6M: 5.54%
• 1Y: 25.79%
• 3Y*: 13.43%
• 5Y*: 9.77%
• 10Y*: 10.00%

MVEW.L

• 1D: 0.89%
• 1M: -4.16%
• YTD: -1.18%
• 6M: 0.34%
• 1Y: 3.02%
• 3Y*: 9.44%
• 5Y*: 6.24%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

ISDW.L vs. MVEW.L - Expense Ratio Comparison

Both ISDW.L and MVEW.L have an expense ratio of 0.30%.

ISDW.L

iShares MSCI World Islamic UCITS

MVEW.L

iShares Edge MSCI World Minimum Volatility ESG UCITS ETF (Acc)

Return for Risk

ISDW.L vs. MVEW.L — Risk / Return Rank

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

ISDW.L

ISDW.L Risk / Return Rank: 83
ISDW.L Sharpe Ratio Rank: 81
ISDW.L Sortino Ratio Rank: 82
ISDW.L Omega Ratio Rank: 79
ISDW.L Calmar Ratio Rank: 87
ISDW.L Martin Ratio Rank: 88

MVEW.L

MVEW.L Risk / Return Rank: 12
MVEW.L Sharpe Ratio Rank: 12
MVEW.L Sortino Ratio Rank: 10
MVEW.L Omega Ratio Rank: 11
MVEW.L Calmar Ratio Rank: 13
MVEW.L Martin Ratio Rank: 13

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.

ISDW.L vs. MVEW.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI World Islamic UCITS (ISDW.L) and iShares Edge MSCI World Minimum Volatility ESG UCITS ETF (Acc) (MVEW.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.

	ISDW.L	MVEW.L	Difference
Sharpe ratio Return per unit of total volatility	1.61	0.26	+1.35
Sortino ratio Return per unit of downside risk	2.23	0.42	+1.81
Omega ratio Gain probability vs. loss probability	1.32	1.06	+0.26
Calmar ratio Return relative to maximum drawdown	2.94	0.36	+2.58
Martin ratio Return relative to average drawdown	11.89	1.44	+10.45
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

ISDW.L vs. MVEW.L - Sharpe Ratio Comparison

The current ISDW.L Sharpe Ratio is 1.61, which is higher than the MVEW.L Sharpe Ratio of 0.26. The chart below compares the historical Sharpe Ratios of ISDW.L and MVEW.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.

Sharpe Ratios by Period

	ISDW.L	MVEW.L	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.61	0.26	+1.35
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.63	0.55	+0.07
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.64	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.40	0.63	-0.24

Correlation

The correlation between ISDW.L and MVEW.L is 0.64, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Dividends

ISDW.L vs. MVEW.L - Dividend Comparison

ISDW.L's dividend yield for the trailing twelve months is around 1.09%, while MVEW.L has not paid dividends to shareholders.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
ISDW.L iShares MSCI World Islamic UCITS	1.09%	1.11%	1.38%	1.56%	2.02%	1.47%	1.38%	1.80%	1.87%	1.54%	1.70%	1.77%
MVEW.L iShares Edge MSCI World Minimum Volatility ESG UCITS ETF (Acc)	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Drawdowns

ISDW.L vs. MVEW.L - Drawdown Comparison

The maximum ISDW.L drawdown since its inception was -44.87%, which is greater than MVEW.L's maximum drawdown of -21.36%. Use the drawdown chart below to compare losses from any high point for ISDW.L and MVEW.L.

Drawdown Indicators

	ISDW.L	MVEW.L	Difference
Max Drawdown Largest peak-to-trough decline	-44.87%	-10.07%	-34.80%
Max Drawdown (1Y) Largest decline over 1 year	-11.42%	-7.09%	-4.33%
Max Drawdown (5Y) Largest decline over 5 years	-22.76%	-10.07%	-12.69%
Max Drawdown (10Y) Largest decline over 10 years	-33.77%	—	—
Current Drawdown Current decline from peak	-4.29%	-3.43%	-0.86%
Average Drawdown Average peak-to-trough decline	-5.31%	-2.53%	-2.78%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.14%	1.92%	+0.22%

Volatility

ISDW.L vs. MVEW.L - Volatility Comparison

iShares MSCI World Islamic UCITS (ISDW.L) has a higher volatility of 5.05% compared to iShares Edge MSCI World Minimum Volatility ESG UCITS ETF (Acc) (MVEW.L) at 3.17%. This indicates that ISDW.L's price experiences larger fluctuations and is considered to be riskier than MVEW.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	ISDW.L	MVEW.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.05%	3.17%	+1.88%
Volatility (6M) Calculated over the trailing 6-month period	9.92%	5.99%	+3.93%
Volatility (1Y) Calculated over the trailing 1-year period	15.96%	11.61%	+4.35%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.61%	11.26%	+4.35%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	15.60%	11.40%	+4.20%