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MINV.L vs. VUAA.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MINV.L vs. VUAA.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares Edge MSCI World Minimum Volatility UCITS ETF (MINV.L) and Vanguard S&P 500 UCITS USD Acc ETF (VUAA.DE). The values are adjusted to include any dividend payments, if applicable.

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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*
*Multi-year figures are annualized to reflect compound growth (CAGR)

MINV.L vs. VUAA.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
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

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

MINV.L
MINV.L Risk / Return Rank: 1414
Overall Rank
MINV.L Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
MINV.L Sortino Ratio Rank: 1313
Sortino Ratio Rank
MINV.L Omega Ratio Rank: 1313
Omega Ratio Rank
MINV.L Calmar Ratio Rank: 1414
Calmar Ratio Rank
MINV.L Martin Ratio Rank: 1414
Martin Ratio Rank

VUAA.DE
VUAA.DE Risk / Return Rank: 6969
Overall Rank
VUAA.DE Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
VUAA.DE Sortino Ratio Rank: 6666
Sortino Ratio Rank
VUAA.DE Omega Ratio Rank: 7070
Omega Ratio Rank
VUAA.DE Calmar Ratio Rank: 7373
Calmar Ratio Rank
VUAA.DE Martin Ratio Rank: 7070
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.

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.LVUAA.DEDifference
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

MINV.L vs. VUAA.DE - Sharpe Ratio Comparison

The current MINV.L Sharpe Ratio is 0.32, which is lower than the VUAA.DE Sharpe Ratio of 2.60. The chart below compares the historical Sharpe Ratios of MINV.L and VUAA.DE, 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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Sharpe Ratios by Period


MINV.LVUAA.DEDifference

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.LVUAA.DEDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-3.60%

-0.25%

-3.35%

Average Drawdown

Average peak-to-trough decline

-3.74%

-3.80%

+0.06%

Ulcer Index

Depth 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.LVUAA.DEDifference

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.


Tickers have no history of dividend payments

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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