IUSK.DE vs. MVEE.DE
IUSK.DE (iShares MSCI Europe SRI UCITS ETF (Acc)) and MVEE.DE (iShares Edge MSCI Europe Minimum Volatility ESG UCITS ETF (Acc)) are both Europe Equities funds from iShares - IUSK.DE tracks the MSCI Europe SRI Select Reduced Fossil Fuels while MVEE.DE tracks the MSCI Europe NR EUR. Both are passively managed. Over the past 5 years, IUSK.DE returned 5.34%/yr vs 6.05%/yr for MVEE.DE. Their correlation of 0.89 suggests significant overlap in exposure. IUSK.DE charges 0.20%/yr vs 0.25%/yr for MVEE.DE.
Performance
IUSK.DE vs. MVEE.DE - Performance Comparison
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Returns By Period
In the year-to-date period, IUSK.DE achieves a 8.91% return, which is significantly higher than MVEE.DE's 7.52% return.
IUSK.DE
- 1D
- -0.36%
- 1M
- 2.37%
- YTD
- 8.91%
- 6M
- 9.82%
- 1Y
- 11.69%
- 3Y*
- 8.50%
- 5Y*
- 5.34%
- 10Y*
- 8.92%
MVEE.DE
- 1D
- -0.57%
- 1M
- 0.58%
- YTD
- 7.52%
- 6M
- 8.05%
- 1Y
- 11.08%
- 3Y*
- 10.12%
- 5Y*
- 6.05%
- 10Y*
- —
IUSK.DE vs. MVEE.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
IUSK.DE iShares MSCI Europe SRI UCITS ETF (Acc) | 8.91% | 3.95% | 5.36% | 16.45% | -15.18% | 26.73% | 25.55% |
MVEE.DE iShares Edge MSCI Europe Minimum Volatility ESG UCITS ETF (Acc) | 7.52% | 8.71% | 8.75% | 12.46% | -15.04% | 23.79% | 13.95% |
Correlation
The correlation between IUSK.DE and MVEE.DE is 0.66, 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 | 0.66 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.82 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.88 |
Correlation (All Time) Calculated using the full available price history since Apr 17, 2020 | 0.89 |
Over the past year, the correlation between IUSK.DE and MVEE.DE has dropped to 0.66 - well below their long-term average of 0.89, suggesting their price drivers have been diverging.
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Return for Risk
IUSK.DE vs. MVEE.DE — Risk / Return Rank
IUSK.DE
MVEE.DE
IUSK.DE vs. MVEE.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Europe SRI UCITS ETF (Acc) (IUSK.DE) and iShares Edge MSCI Europe Minimum Volatility ESG UCITS ETF (Acc) (MVEE.DE). 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.
| IUSK.DE | MVEE.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.26 | ||
| Sortino ratioReturn per unit of downside risk | -0.32 | ||
| Omega ratioGain probability vs. loss probability | 1.16 | 1.20 | -0.05 |
| Calmar ratioReturn relative to maximum drawdown | 1.15 | 1.49 | -0.34 |
| Martin ratioReturn relative to average drawdown | 3.70 | 5.15 | -1.46 |
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Drawdowns
IUSK.DE vs. MVEE.DE - Drawdown Comparison
The maximum IUSK.DE drawdown since its inception was -33.56%, which is greater than MVEE.DE's maximum drawdown of -20.19%. Use the drawdown chart below to compare losses from any high point for IUSK.DE and MVEE.DE.
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Drawdown Indicators
| IUSK.DE | MVEE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.56% | -20.19% | -13.37% |
Max Drawdown (1Y)Largest decline over 1 year | -10.12% | -7.40% | -2.72% |
Max Drawdown (3Y)Largest decline over 3 years | -15.94% | -12.19% | -3.75% |
Max Drawdown (5Y)Largest decline over 5 years | -23.50% | -20.19% | -3.31% |
Max Drawdown (10Y)Largest decline over 10 years | -33.56% | — | — |
Current DrawdownCurrent decline from peak | -0.36% | -0.57% | +0.21% |
Average DrawdownAverage peak-to-trough decline | -5.88% | -4.49% | -1.39% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.15% | 2.15% | +1.00% |
Volatility
IUSK.DE vs. MVEE.DE - Volatility Comparison
iShares MSCI Europe SRI UCITS ETF (Acc) (IUSK.DE) has a higher volatility of 2.84% compared to iShares Edge MSCI Europe Minimum Volatility ESG UCITS ETF (Acc) (MVEE.DE) at 2.10%. This indicates that IUSK.DE's price experiences larger fluctuations and is considered to be riskier than MVEE.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IUSK.DE | MVEE.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.84% | 2.10% | +0.74% |
Volatility (6M)Calculated over the trailing 6-month period | 11.06% | 8.18% | +2.88% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.54% | 9.88% | +3.66% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.61% | 12.08% | +2.53% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.16% | 12.46% | +2.70% |
IUSK.DE vs. MVEE.DE - Expense Ratio Comparison
IUSK.DE has a 0.20% expense ratio, which is lower than MVEE.DE's 0.25% 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
IUSK.DE vs. MVEE.DE - Dividend Comparison
Neither IUSK.DE nor MVEE.DE has paid dividends to shareholders.
Frequently Asked Questions
IUSK.DE and MVEE.DE have a correlation of 0.66, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, IUSK.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.
IUSK.DE is cheaper with a 0.20% expense ratio, compared with 0.25% for MVEE.DE.
IUSK.DE tracks MSCI Europe SRI Select Reduced Fossil Fuels, while MVEE.DE tracks MSCI Europe NR EUR. Their fees differ too: 0.20% for IUSK.DE and 0.25% for MVEE.DE.
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