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ISPE.L vs. MVUS.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ISPE.L vs. MVUS.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares S&P 500 Equal Weight UCITS ETF GBP Hedged (Acc) (ISPE.L) and iShares Edge S&P 500 Minimum Volatility UCITS ETF USD (Acc) (MVUS.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

ISPE.L is traded in GBP, while MVUS.L is traded in GBp. To make them comparable, the MVUS.L values have been converted to GBP using the latest available exchange rates.

Returns By Period

In the year-to-date period, ISPE.L achieves a 11.64% return, which is significantly higher than MVUS.L's 4.26% return.


ISPE.L

1D
-0.40%
1M
0.94%
6M
8.09%
YTD
11.64%
1Y
17.98%
3Y*
12.67%
5Y*
10Y*

MVUS.L

1D
0.02%
1M
-0.20%
6M
3.90%
YTD
4.26%
1Y
10.17%
3Y*
11.71%
5Y*
8.80%
10Y*
9.71%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ISPE.L vs. MVUS.L - Yearly Performance Comparison


2026 (YTD)2025202420232022
ISPE.L
iShares S&P 500 Equal Weight UCITS ETF GBP Hedged (Acc)
11.64%11.30%11.48%12.23%-3.77%
MVUS.L
iShares Edge S&P 500 Minimum Volatility UCITS ETF USD (Acc)
4.26%3.88%20.71%3.83%-1.45%

Correlation

The correlation between ISPE.L and MVUS.L is 0.42, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.42

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

0.52

Correlation (All Time)
Calculated using the full available price history since Aug 2, 2022

0.50

The correlation between ISPE.L and MVUS.L has been stable across timeframes, ranging from 0.42 to 0.52 - a consistent structural relationship.

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Return for Risk

ISPE.L vs. MVUS.L — Risk / Return Rank

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

ISPE.L
ISPE.L Risk / Return Rank: 7070
Overall Rank
ISPE.L Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
ISPE.L Sortino Ratio Rank: 7474
Sortino Ratio Rank
ISPE.L Omega Ratio Rank: 6767
Omega Ratio Rank
ISPE.L Calmar Ratio Rank: 7070
Calmar Ratio Rank
ISPE.L Martin Ratio Rank: 7070
Martin Ratio Rank

MVUS.L
MVUS.L Risk / Return Rank: 4444
Overall Rank
MVUS.L Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
MVUS.L Sortino Ratio Rank: 4242
Sortino Ratio Rank
MVUS.L Omega Ratio Rank: 4343
Omega Ratio Rank
MVUS.L Calmar Ratio Rank: 4646
Calmar Ratio Rank
MVUS.L Martin Ratio Rank: 4545
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.

ISPE.L vs. MVUS.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares S&P 500 Equal Weight UCITS ETF GBP Hedged (Acc) (ISPE.L) and iShares Edge S&P 500 Minimum Volatility UCITS ETF USD (Acc) (MVUS.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.


ISPE.LMVUS.LDifference
Sharpe ratioReturn per unit of total volatility

+0.41

Sortino ratioReturn per unit of downside risk

+0.78

Omega ratioGain probability vs. loss probability

1.30

1.22

+0.08

Calmar ratioReturn relative to maximum drawdown

2.59

1.88

+0.72

Martin ratioReturn relative to average drawdown

9.22

5.84

+3.38

ISPE.L vs. MVUS.L - Sharpe Ratio Comparison

The current ISPE.L Sharpe Ratio is 1.67, which is higher than the MVUS.L Sharpe Ratio of 1.26. The chart below compares the historical Sharpe Ratios of ISPE.L and MVUS.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

ISPE.L vs. MVUS.L - Drawdown Comparison

The maximum ISPE.L drawdown since its inception was -18.22%, smaller than the maximum MVUS.L drawdown of -39.22%. Use the drawdown chart below to compare losses from any high point for ISPE.L and MVUS.L.


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Drawdown Indicators


ISPE.LMVUS.LDifference

Max Drawdown

Largest peak-to-trough decline

-18.22%

-39.22%

+21.00%

Max Drawdown (1Y)

Largest decline over 1 year

-6.90%

-5.39%

-1.51%

Max Drawdown (3Y)

Largest decline over 3 years

-18.22%

-20.40%

+2.18%

Max Drawdown (5Y)

Largest decline over 5 years

-20.40%

Max Drawdown (10Y)

Largest decline over 10 years

-24.85%

Current Drawdown

Current decline from peak

-0.40%

-1.52%

+1.12%

Average Drawdown

Average peak-to-trough decline

-3.72%

-7.15%

+3.43%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.95%

1.74%

+0.21%

Volatility

ISPE.L vs. MVUS.L - Volatility Comparison

iShares S&P 500 Equal Weight UCITS ETF GBP Hedged (Acc) (ISPE.L) has a higher volatility of 2.67% compared to iShares Edge S&P 500 Minimum Volatility UCITS ETF USD (Acc) (MVUS.L) at 2.28%. This indicates that ISPE.L's price experiences larger fluctuations and is considered to be riskier than MVUS.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ISPE.LMVUS.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.67%

2.28%

+0.39%

Volatility (6M)

Calculated over the trailing 6-month period

7.96%

5.74%

+2.22%

Volatility (1Y)

Calculated over the trailing 1-year period

10.82%

8.14%

+2.68%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.63%

18.32%

-3.69%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.63%

16.76%

-2.13%

ISPE.L vs. MVUS.L - Expense Ratio Comparison

ISPE.L has a 0.17% expense ratio, which is lower than MVUS.L's 0.20% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

ISPE.L vs. MVUS.L - Dividend Comparison

Neither ISPE.L nor MVUS.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


ISPE.L and MVUS.L have a correlation of 0.42, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, ISPE.L is cheaper at 0.17% per year. The better choice depends on whether you care most about return, fees, risk, or income.

ISPE.L is cheaper with a 0.17% expense ratio, compared with 0.20% for MVUS.L.

ISPE.L tracks S&P 500 Equal Weight Index (USD), while MVUS.L tracks S&P 500 Index. Their fees differ too: 0.17% for ISPE.L and 0.20% for MVUS.L.

Portfolio Optimizer

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