IUSA.DE vs. MVOL.L
IUSA.DE (iShares Core S&P 500 UCITS ETF USD Dist) and MVOL.L (iShares Edge MSCI World Minimum Volatility UCITS) are both exchange-traded funds - IUSA.DE is a S&P 500 fund tracking the S&P 500 Index, while MVOL.L is a Global Equities fund tracking the MSCI ACWI NR USD. Both are passively managed. Over the past 10 years, IUSA.DE returned 14.31%/yr vs 6.43%/yr for MVOL.L. A 0.69 correlation means they provide meaningful diversification when combined. IUSA.DE charges 0.07%/yr vs 0.35%/yr for MVOL.L.
Performance
IUSA.DE vs. MVOL.L - Performance Comparison
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Different Trading Currencies
IUSA.DE is traded in EUR, while MVOL.L is traded in USD. To make them comparable, the MVOL.L values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, IUSA.DE achieves a 11.82% return, which is significantly higher than MVOL.L's 5.36% return. Over the past 10 years, IUSA.DE has outperformed MVOL.L with an annualized return of 14.31%, while MVOL.L has yielded a comparatively lower 6.43% annualized return.
IUSA.DE
- 1D
- -1.23%
- 1M
- 0.29%
- 6M
- 9.52%
- YTD
- 11.82%
- 1Y
- 21.99%
- 3Y*
- 18.64%
- 5Y*
- 13.46%
- 10Y*
- 14.31%
MVOL.L
- 1D
- 0.69%
- 1M
- 2.55%
- 6M
- 4.32%
- YTD
- 5.36%
- 1Y
- 6.10%
- 3Y*
- 8.50%
- 5Y*
- 5.77%
- 10Y*
- 6.43%
IUSA.DE vs. MVOL.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IUSA.DE iShares Core S&P 500 UCITS ETF USD Dist | 11.82% | 4.69% | 32.36% | 22.47% | -14.25% | 40.75% | 6.77% | 34.55% | -1.14% | 6.67% |
MVOL.L iShares Edge MSCI World Minimum Volatility UCITS | 5.36% | -2.16% | 18.41% | 4.07% | -4.02% | 23.22% | -5.89% | 25.33% | 2.18% | 2.96% |
Correlation
The correlation between IUSA.DE and MVOL.L is 0.22, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.22 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.45 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.59 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.67 |
Correlation (All Time) Calculated using the full available price history since Nov 30, 2012 | 0.69 |
Over the past year, the correlation between IUSA.DE and MVOL.L has dropped to 0.22 - well below their long-term average of 0.69, suggesting their price drivers have been diverging.
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Return for Risk
IUSA.DE vs. MVOL.L — Risk / Return Rank
IUSA.DE
MVOL.L
IUSA.DE vs. MVOL.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Core S&P 500 UCITS ETF USD Dist (IUSA.DE) and iShares Edge MSCI World Minimum Volatility UCITS (MVOL.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.
| IUSA.DE | MVOL.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.18 | ||
| Sortino ratioReturn per unit of downside risk | +1.57 | ||
| Omega ratioGain probability vs. loss probability | 1.34 | 1.12 | +0.22 |
| Calmar ratioReturn relative to maximum drawdown | 3.11 | 1.16 | +1.95 |
| Martin ratioReturn relative to average drawdown | 11.06 | 2.83 | +8.23 |
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Drawdowns
IUSA.DE vs. MVOL.L - Drawdown Comparison
The maximum IUSA.DE drawdown since its inception was -52.05%, which is greater than MVOL.L's maximum drawdown of -28.24%. Use the drawdown chart below to compare losses from any high point for IUSA.DE and MVOL.L.
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Drawdown Indicators
| IUSA.DE | MVOL.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -52.05% | -28.24% | -23.81% |
Max Drawdown (1Y)Largest decline over 1 year | -6.90% | -5.24% | -1.66% |
Max Drawdown (3Y)Largest decline over 3 years | -23.36% | -11.81% | -11.55% |
Max Drawdown (5Y)Largest decline over 5 years | -23.36% | -12.55% | -10.81% |
Max Drawdown (10Y)Largest decline over 10 years | -33.67% | -28.24% | -5.43% |
Current DrawdownCurrent decline from peak | -1.33% | -3.38% | +2.05% |
Average DrawdownAverage peak-to-trough decline | -8.41% | -4.59% | -3.82% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.94% | 2.15% | -0.21% |
Volatility
IUSA.DE vs. MVOL.L - Volatility Comparison
iShares Core S&P 500 UCITS ETF USD Dist (IUSA.DE) has a higher volatility of 3.00% compared to iShares Edge MSCI World Minimum Volatility UCITS (MVOL.L) at 2.85%. This indicates that IUSA.DE's price experiences larger fluctuations and is considered to be riskier than MVOL.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IUSA.DE | MVOL.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.00% | 2.85% | +0.15% |
Volatility (6M)Calculated over the trailing 6-month period | 7.88% | 6.90% | +0.98% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.64% | 8.87% | +2.77% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.21% | 10.75% | +4.46% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.04% | 12.14% | +3.90% |
IUSA.DE vs. MVOL.L - Expense Ratio Comparison
IUSA.DE has a 0.07% expense ratio, which is lower than MVOL.L's 0.35% expense ratio.
Dividends
IUSA.DE vs. MVOL.L - Dividend Comparison
IUSA.DE's dividend yield for the trailing twelve months is around 0.86%, while MVOL.L has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IUSA.DE iShares Core S&P 500 UCITS ETF USD Dist | 0.86% | 0.94% | 0.99% | 1.25% | 1.46% | 0.99% | 1.40% | 1.48% | 1.70% | 1.51% | 1.37% | 1.52% |
MVOL.L iShares Edge MSCI World Minimum 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% |
Frequently Asked Questions
IUSA.DE and MVOL.L have a correlation of 0.22, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, IUSA.DE is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.
IUSA.DE is cheaper with a 0.07% expense ratio, compared with 0.35% for MVOL.L.
IUSA.DE is categorized as S&P 500, while MVOL.L is Global Equities. IUSA.DE tracks S&P 500 Index, while MVOL.L tracks MSCI ACWI NR USD. Their fees differ too: 0.07% for IUSA.DE and 0.35% for MVOL.L.
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