IUSL.DE vs. MVEW.DE
IUSL.DE (iShares Dow Jones Global Sustainability Screened UCITS ETF) and MVEW.DE (iShares Edge MSCI World Minimum Volatility ESG UCITS ETF (Acc)) are both Global Equities funds from iShares - IUSL.DE tracks the Dow Jones Sustainability World ex Alcohol, Tobacco, Gambling and others while MVEW.DE tracks the MSCI ACWI NR USD. Both are passively managed. Over the past 5 years, IUSL.DE returned 11.62%/yr vs 6.47%/yr for MVEW.DE. A 0.75 correlation means they provide meaningful diversification when combined. IUSL.DE charges 0.60%/yr vs 0.30%/yr for MVEW.DE.
Performance
IUSL.DE vs. MVEW.DE - Performance Comparison
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Returns By Period
In the year-to-date period, IUSL.DE achieves a 9.75% return, which is significantly higher than MVEW.DE's 1.17% return.
IUSL.DE
- 1D
- -0.15%
- 1M
- 4.28%
- YTD
- 9.75%
- 6M
- 10.59%
- 1Y
- 20.65%
- 3Y*
- 14.71%
- 5Y*
- 11.62%
- 10Y*
- 12.35%
MVEW.DE
- 1D
- 0.07%
- 1M
- 2.04%
- YTD
- 1.17%
- 6M
- 1.03%
- 1Y
- 0.94%
- 3Y*
- 6.53%
- 5Y*
- 6.47%
- 10Y*
- —
IUSL.DE vs. MVEW.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
IUSL.DE iShares Dow Jones Global Sustainability Screened UCITS ETF | 9.75% | 9.06% | 17.49% | 22.13% | -12.66% | 32.00% | 17.04% |
MVEW.DE iShares Edge MSCI World Minimum Volatility ESG UCITS ETF (Acc) | 1.17% | -0.99% | 17.25% | 6.27% | -5.98% | 26.26% | 1.55% |
Correlation
The correlation between IUSL.DE and MVEW.DE is 0.46, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.46 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.63 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.71 |
Correlation (All Time) Calculated using the full available price history since Apr 24, 2020 | 0.75 |
Over the past year, the correlation between IUSL.DE and MVEW.DE has dropped to 0.46 - well below their long-term average of 0.75, suggesting their price drivers have been diverging.
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Return for Risk
IUSL.DE vs. MVEW.DE — Risk / Return Rank
IUSL.DE
MVEW.DE
IUSL.DE vs. MVEW.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Dow Jones Global Sustainability Screened UCITS ETF (IUSL.DE) and iShares Edge MSCI World Minimum Volatility ESG UCITS ETF (Acc) (MVEW.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.
| IUSL.DE | MVEW.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.75 | ||
| Sortino ratioReturn per unit of downside risk | +2.37 | ||
| Omega ratioGain probability vs. loss probability | 1.34 | 1.02 | +0.32 |
| Calmar ratioReturn relative to maximum drawdown | 2.88 | 0.10 | +2.78 |
| Martin ratioReturn relative to average drawdown | 11.02 | 0.20 | +10.82 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| IUSL.DE | MVEW.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.81 | 0.06 | +1.75 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.85 | 0.62 | +0.23 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.83 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.71 | 0.63 | +0.08 |
Drawdowns
IUSL.DE vs. MVEW.DE - Drawdown Comparison
The maximum IUSL.DE drawdown since its inception was -33.02%, which is greater than MVEW.DE's maximum drawdown of -13.19%. Use the drawdown chart below to compare losses from any high point for IUSL.DE and MVEW.DE.
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Drawdown Indicators
| IUSL.DE | MVEW.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.02% | -13.19% | -19.83% |
Max Drawdown (1Y)Largest decline over 1 year | -7.24% | -4.68% | -2.56% |
Max Drawdown (3Y)Largest decline over 3 years | -19.43% | -13.19% | -6.24% |
Max Drawdown (5Y)Largest decline over 5 years | -19.43% | -13.19% | -6.24% |
Max Drawdown (10Y)Largest decline over 10 years | -33.02% | — | — |
Current DrawdownCurrent decline from peak | -0.71% | -5.75% | +5.04% |
Average DrawdownAverage peak-to-trough decline | -4.10% | -3.83% | -0.27% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.90% | 2.27% | -0.37% |
Volatility
IUSL.DE vs. MVEW.DE - Volatility Comparison
iShares Dow Jones Global Sustainability Screened UCITS ETF (IUSL.DE) has a higher volatility of 3.41% compared to iShares Edge MSCI World Minimum Volatility ESG UCITS ETF (Acc) (MVEW.DE) at 2.58%. This indicates that IUSL.DE's price experiences larger fluctuations and is considered to be riskier than MVEW.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IUSL.DE | MVEW.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.41% | 2.58% | +0.83% |
Volatility (6M)Calculated over the trailing 6-month period | 8.74% | 5.42% | +3.32% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.56% | 7.97% | +3.59% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.53% | 10.25% | +3.28% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.93% | 10.82% | +4.11% |
IUSL.DE vs. MVEW.DE - Expense Ratio Comparison
IUSL.DE has a 0.60% expense ratio, which is higher than MVEW.DE's 0.30% expense ratio.
Dividends
IUSL.DE vs. MVEW.DE - Dividend Comparison
Neither IUSL.DE nor MVEW.DE has paid dividends to shareholders.
Frequently Asked Questions
IUSL.DE and MVEW.DE have a correlation of 0.46, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, MVEW.DE is cheaper at 0.30% per year. The better choice depends on whether you care most about return, fees, risk, or income.
MVEW.DE is cheaper with a 0.30% expense ratio, compared with 0.60% for IUSL.DE.
IUSL.DE tracks Dow Jones Sustainability World ex Alcohol, Tobacco, Gambling and others, while MVEW.DE tracks MSCI ACWI NR USD. Their fees differ too: 0.60% for IUSL.DE and 0.30% for MVEW.DE.
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