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LCCN.L vs. MVOL.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

LCCN.L vs. MVOL.L - Performance Comparison

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

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Returns By Period

In the year-to-date period, LCCN.L achieves a -14.82% return, which is significantly lower than MVOL.L's -0.14% return.


LCCN.L

1D
-1.76%
1M
-8.31%
YTD
-14.82%
6M
-15.37%
1Y
-5.97%
3Y*
8.10%
5Y*
-6.63%
10Y*

MVOL.L

1D
-0.03%
1M
-1.28%
YTD
-0.14%
6M
-0.10%
1Y
2.00%
3Y*
9.03%
5Y*
4.96%
10Y*
7.15%
*Multi-year figures are annualized to reflect compound growth (CAGR)

LCCN.L vs. MVOL.L - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
LCCN.L
Lyxor MSCI China UCITS ETF - Acc
-14.82%31.99%19.37%-11.59%-22.21%-21.87%29.79%21.86%-14.34%
MVOL.L
iShares Edge MSCI World Minimum Volatility UCITS
-0.14%11.02%11.08%7.28%-9.62%14.65%2.56%22.56%-1.95%

Correlation

The correlation between LCCN.L and MVOL.L is 0.23, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.23

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

0.23

Correlation (5Y)
Calculated over the trailing 5-year period

0.29

Correlation (All Time)
Calculated using the full available price history since Jul 5, 2018

0.37

The correlation between LCCN.L and MVOL.L shifts across timeframes, from 0.23 (1 year) to 0.37 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

LCCN.L vs. MVOL.L — Risk / Return Rank

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

LCCN.L
LCCN.L Risk / Return Rank: 77
Overall Rank
LCCN.L Sharpe Ratio Rank: 77
Sharpe Ratio Rank
LCCN.L Sortino Ratio Rank: 66
Sortino Ratio Rank
LCCN.L Omega Ratio Rank: 66
Omega Ratio Rank
LCCN.L Calmar Ratio Rank: 77
Calmar Ratio Rank
LCCN.L Martin Ratio Rank: 66
Martin Ratio Rank

MVOL.L
MVOL.L Risk / Return Rank: 1212
Overall Rank
MVOL.L Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
MVOL.L Sortino Ratio Rank: 1111
Sortino Ratio Rank
MVOL.L Omega Ratio Rank: 1111
Omega Ratio Rank
MVOL.L Calmar Ratio Rank: 1313
Calmar Ratio Rank
MVOL.L Martin Ratio Rank: 1313
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.

LCCN.L vs. MVOL.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Lyxor MSCI China UCITS ETF - Acc (LCCN.L) 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.


LCCN.LMVOL.LDifference
Sharpe ratioReturn per unit of total volatility

-0.55

Sortino ratioReturn per unit of downside risk

-0.69

Omega ratioGain probability vs. loss probability

0.97

1.05

-0.08

Calmar ratioReturn relative to maximum drawdown

-0.27

0.34

-0.61

Martin ratioReturn relative to average drawdown

-0.64

0.77

-1.41

LCCN.L vs. MVOL.L - Sharpe Ratio Comparison

The current LCCN.L Sharpe Ratio is -0.30, which is lower than the MVOL.L Sharpe Ratio of 0.25. The chart below compares the historical Sharpe Ratios of LCCN.L and MVOL.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

LCCN.L vs. MVOL.L - Drawdown Comparison

The maximum LCCN.L drawdown since its inception was -62.38%, which is greater than MVOL.L's maximum drawdown of -28.82%. Use the drawdown chart below to compare losses from any high point for LCCN.L and MVOL.L.


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Drawdown Indicators


LCCN.LMVOL.LDifference

Max Drawdown

Largest peak-to-trough decline

-62.38%

-28.82%

-33.56%

Max Drawdown (1Y)

Largest decline over 1 year

-22.31%

-5.78%

-16.53%

Max Drawdown (3Y)

Largest decline over 3 years

-25.53%

-8.15%

-17.38%

Max Drawdown (5Y)

Largest decline over 5 years

-56.10%

-18.52%

-37.58%

Max Drawdown (10Y)

Largest decline over 10 years

-28.82%

Current Drawdown

Current decline from peak

-39.60%

-4.62%

-34.98%

Average Drawdown

Average peak-to-trough decline

-29.84%

-3.30%

-26.54%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.32%

2.59%

+6.73%

Volatility

LCCN.L vs. MVOL.L - Volatility Comparison

Lyxor MSCI China UCITS ETF - Acc (LCCN.L) has a higher volatility of 7.25% compared to iShares Edge MSCI World Minimum Volatility UCITS (MVOL.L) at 2.17%. This indicates that LCCN.L'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


LCCN.LMVOL.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.25%

2.17%

+5.08%

Volatility (6M)

Calculated over the trailing 6-month period

15.27%

5.80%

+9.47%

Volatility (1Y)

Calculated over the trailing 1-year period

20.15%

7.85%

+12.30%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

29.38%

10.65%

+18.73%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.67%

11.64%

+16.03%

LCCN.L vs. MVOL.L - Expense Ratio Comparison

LCCN.L has a 0.29% expense ratio, which is lower than MVOL.L's 0.35% expense ratio.


Dividends

LCCN.L vs. MVOL.L - Dividend Comparison

Neither LCCN.L nor MVOL.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


LCCN.L and MVOL.L have a correlation of 0.23, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, LCCN.L is cheaper at 0.29% per year. The better choice depends on whether you care most about return, fees, risk, or income.

LCCN.L is cheaper with a 0.29% expense ratio, compared with 0.35% for MVOL.L.

LCCN.L is categorized as China Equities, while MVOL.L is Global Equities. LCCN.L tracks MSCI China NR USD, while MVOL.L tracks MSCI ACWI NR USD. They also come from different issuers: Amundi and iShares. Their fees differ too: 0.29% for LCCN.L and 0.35% for MVOL.L.

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