MINV.L vs. VUAA.DE
MINV.L (iShares Edge MSCI World Minimum Volatility UCITS ETF) and VUAA.DE (Vanguard S&P 500 UCITS USD Acc ETF) are both exchange-traded funds - MINV.L is a Global Equities fund tracking the MSCI ACWI NR USD, while VUAA.DE is a S&P 500 fund tracking the S&P 500 Index. Both are passively managed. Over the past 5 years, MINV.L returned 6.32%/yr vs 14.94%/yr for VUAA.DE. A 0.64 correlation means they provide meaningful diversification when combined. MINV.L charges 0.35%/yr vs 0.07%/yr for VUAA.DE.
Performance
MINV.L vs. VUAA.DE - Performance Comparison
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Different Trading Currencies
MINV.L is traded in GBp, while VUAA.DE is traded in EUR. To make them comparable, the VUAA.DE values have been converted to GBp using the latest available exchange rates.
Returns By Period
In the year-to-date period, MINV.L achieves a 1.01% return, which is significantly lower than VUAA.DE's 10.54% return.
MINV.L
- 1D
- 0.15%
- 1M
- 1.83%
- YTD
- 1.01%
- 6M
- 0.93%
- 1Y
- 2.57%
- 3Y*
- 6.54%
- 5Y*
- 6.32%
- 10Y*
- 7.86%
VUAA.DE
- 1D
- -0.00%
- 1M
- 5.47%
- YTD
- 10.54%
- 6M
- 10.37%
- 1Y
- 29.04%
- 3Y*
- 19.04%
- 5Y*
- 14.94%
- 10Y*
- —
MINV.L vs. VUAA.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
MINV.L iShares Edge MSCI World Minimum Volatility UCITS ETF | 1.01% | 3.37% | 12.86% | 1.50% | 1.23% | 15.98% | -5.55% |
VUAA.DE Vanguard S&P 500 UCITS USD Acc ETF | 10.54% | 10.13% | 26.56% | 20.08% | -9.60% | 30.83% | 9.79% |
Correlation
The correlation between MINV.L and VUAA.DE is 0.24, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.24 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.45 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.58 |
Correlation (All Time) Calculated using the full available price history since Feb 5, 2020 | 0.64 |
Over the past year, the correlation between MINV.L and VUAA.DE has dropped to 0.24 - well below their long-term average of 0.64, suggesting their price drivers have been diverging.
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Return for Risk
MINV.L vs. VUAA.DE — Risk / Return Rank
MINV.L
VUAA.DE
MINV.L vs. VUAA.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Edge MSCI World Minimum Volatility UCITS ETF (MINV.L) and Vanguard S&P 500 UCITS USD Acc ETF (VUAA.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.
| MINV.L | VUAA.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.28 | ||
| Sortino ratioReturn per unit of downside risk | -2.98 | ||
| Omega ratioGain probability vs. loss probability | 1.06 | 1.48 | -0.42 |
| Calmar ratioReturn relative to maximum drawdown | 0.41 | 4.07 | -3.66 |
| Martin ratioReturn relative to average drawdown | 1.10 | 14.72 | -13.63 |
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
| MINV.L | VUAA.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.32 | 2.60 | -2.28 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.65 | 1.01 | -0.35 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.66 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.83 | 0.87 | -0.04 |
Drawdowns
MINV.L vs. VUAA.DE - Drawdown Comparison
The maximum MINV.L drawdown since its inception was -20.38%, smaller than the maximum VUAA.DE drawdown of -26.26%. Use the drawdown chart below to compare losses from any high point for MINV.L and VUAA.DE.
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Drawdown Indicators
| MINV.L | VUAA.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -20.38% | -26.26% | +5.88% |
Max Drawdown (1Y)Largest decline over 1 year | -6.31% | -7.11% | +0.80% |
Max Drawdown (3Y)Largest decline over 3 years | -8.47% | -22.04% | +13.57% |
Max Drawdown (5Y)Largest decline over 5 years | -10.23% | -22.04% | +11.81% |
Max Drawdown (10Y)Largest decline over 10 years | -20.38% | — | — |
Current DrawdownCurrent decline from peak | -3.60% | -0.25% | -3.35% |
Average DrawdownAverage peak-to-trough decline | -3.74% | -3.80% | +0.06% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.33% | 1.97% | +0.36% |
Volatility
MINV.L vs. VUAA.DE - Volatility Comparison
The current volatility for iShares Edge MSCI World Minimum Volatility UCITS ETF (MINV.L) is 2.55%, while Vanguard S&P 500 UCITS USD Acc ETF (VUAA.DE) has a volatility of 3.03%. This indicates that MINV.L experiences smaller price fluctuations and is considered to be less risky than VUAA.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MINV.L | VUAA.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.55% | 3.03% | -0.48% |
Volatility (6M)Calculated over the trailing 6-month period | 5.92% | 7.47% | -1.55% |
Volatility (1Y)Calculated over the trailing 1-year period | 7.92% | 11.13% | -3.21% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 9.70% | 14.68% | -4.98% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 11.85% | 16.93% | -5.08% |
MINV.L vs. VUAA.DE - Expense Ratio Comparison
MINV.L has a 0.35% expense ratio, which is higher than VUAA.DE's 0.07% expense ratio.
Dividends
MINV.L vs. VUAA.DE - Dividend Comparison
Neither MINV.L nor VUAA.DE has paid dividends to shareholders.
Frequently Asked Questions
MINV.L and VUAA.DE have a correlation of 0.24, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, VUAA.DE is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.
VUAA.DE is cheaper with a 0.07% expense ratio, compared with 0.35% for MINV.L.
MINV.L is categorized as Global Equities, while VUAA.DE is S&P 500. MINV.L tracks MSCI ACWI NR USD, while VUAA.DE tracks S&P 500 Index. They also come from different issuers: iShares and Vanguard. Their fees differ too: 0.35% for MINV.L and 0.07% for VUAA.DE.
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