MACV.DE vs. MAGR.DE
MACV.DE (iShares Conservative Portfolio UCITS ETF EUR (Acc)) and MAGR.DE (iShares Growth Portfolio UCITS ETF EUR (Acc)) are both Global Allocation funds from iShares. Both are actively managed. Over the past 5 years, MACV.DE returned 0.68%/yr vs 7.31%/yr for MAGR.DE. A 0.57 correlation means they provide meaningful diversification when combined. Both charge a 0.25% expense ratio.
Performance
MACV.DE vs. MAGR.DE - Performance Comparison
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Returns By Period
In the year-to-date period, MACV.DE achieves a 3.65% return, which is significantly lower than MAGR.DE's 12.86% return.
MACV.DE
- 1D
- 0.00%
- 1M
- 0.19%
- 6M
- 3.65%
- YTD
- 3.65%
- 1Y
- 6.72%
- 3Y*
- 5.11%
- 5Y*
- 0.68%
- 10Y*
- —
MAGR.DE
- 1D
- 0.83%
- 1M
- 0.35%
- 6M
- 13.16%
- YTD
- 12.86%
- 1Y
- 22.62%
- 3Y*
- 14.70%
- 5Y*
- 7.31%
- 10Y*
- —
MACV.DE vs. MAGR.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
MACV.DE iShares Conservative Portfolio UCITS ETF EUR (Acc) | 3.65% | 4.83% | 3.33% | 5.02% | -13.58% | 3.11% | 2.65% |
MAGR.DE iShares Growth Portfolio UCITS ETF EUR (Acc) | 12.86% | 10.23% | 16.33% | 12.00% | -18.48% | 17.95% | 7.91% |
Correlation
The correlation between MACV.DE and MAGR.DE is 0.74, 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 | 0.74 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.53 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.56 |
Correlation (All Time) Calculated using the full available price history since Sep 10, 2020 | 0.57 |
The correlation between MACV.DE and MAGR.DE shifts across timeframes, from 0.53 (3 years) to 0.74 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
MACV.DE vs. MAGR.DE — Risk / Return Rank
MACV.DE
MAGR.DE
MACV.DE vs. MAGR.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Conservative Portfolio UCITS ETF EUR (Acc) (MACV.DE) and iShares Growth Portfolio UCITS ETF EUR (Acc) (MAGR.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.
| MACV.DE | MAGR.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.67 | ||
| Sortino ratioReturn per unit of downside risk | -0.94 | ||
| Omega ratioGain probability vs. loss probability | 1.25 | 1.36 | -0.10 |
| Calmar ratioReturn relative to maximum drawdown | 1.69 | 2.98 | -1.29 |
| Martin ratioReturn relative to average drawdown | 7.43 | 12.47 | -5.03 |
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Drawdowns
MACV.DE vs. MAGR.DE - Drawdown Comparison
The maximum MACV.DE drawdown since its inception was -15.57%, smaller than the maximum MAGR.DE drawdown of -21.40%. Use the drawdown chart below to compare losses from any high point for MACV.DE and MAGR.DE.
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Drawdown Indicators
| MACV.DE | MAGR.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -15.57% | -21.40% | +5.83% |
Max Drawdown (1Y)Largest decline over 1 year | -3.95% | -7.55% | +3.60% |
Max Drawdown (3Y)Largest decline over 3 years | -3.95% | -17.65% | +13.70% |
Max Drawdown (5Y)Largest decline over 5 years | -15.57% | -21.40% | +5.83% |
Current DrawdownCurrent decline from peak | -0.37% | -0.70% | +0.33% |
Average DrawdownAverage peak-to-trough decline | -6.32% | -6.20% | -0.12% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.90% | 1.81% | -0.91% |
Volatility
MACV.DE vs. MAGR.DE - Volatility Comparison
The current volatility for iShares Conservative Portfolio UCITS ETF EUR (Acc) (MACV.DE) is 1.73%, while iShares Growth Portfolio UCITS ETF EUR (Acc) (MAGR.DE) has a volatility of 4.32%. This indicates that MACV.DE experiences smaller price fluctuations and is considered to be less risky than MAGR.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MACV.DE | MAGR.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.73% | 4.32% | -2.59% |
Volatility (6M)Calculated over the trailing 6-month period | 4.63% | 9.40% | -4.77% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.26% | 11.64% | -6.38% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.25% | 12.42% | -7.17% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.23% | 12.24% | -7.01% |
MACV.DE vs. MAGR.DE - Expense Ratio Comparison
Both MACV.DE and MAGR.DE have an expense ratio of 0.25%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Dividends
MACV.DE vs. MAGR.DE - Dividend Comparison
Neither MACV.DE nor MAGR.DE has paid dividends to shareholders.
Frequently Asked Questions
MACV.DE and MAGR.DE have a correlation of 0.74, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Both ETFs have the same 0.25% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.
MACV.DE and MAGR.DE have the same expense ratio: 0.25% per year.
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