MTUAY vs. IDLV
MTUAY (MTU Aero Engines AG) is a stock, while IDLV (Invesco S&P International Developed Low Volatility ETF) is Low Volatility fund tracking the S&P BMI International Developed Low Volatility Index. Over the past 10 years, MTUAY returned 16.81%/yr vs 5.61%/yr for IDLV. Their 0.30 correlation means their historical movements had little consistent relationship.
Performance
MTUAY vs. IDLV - Performance Comparison
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Returns By Period
In the year-to-date period, MTUAY achieves a 1.83% return, which is significantly lower than IDLV's 9.10% return. Over the past 10 years, MTUAY has outperformed IDLV with an annualized return of 16.81%, while IDLV has yielded a comparatively lower 5.61% annualized return.
MTUAY
- 1D
- 0.94%
- 1M
- -1.97%
- 6M
- -3.78%
- YTD
- 1.83%
- 1Y
- -0.49%
- 3Y*
- 22.16%
- 5Y*
- 11.99%
- 10Y*
- 16.81%
- ALL TIME*
- 20.24%
IDLV
- 1D
- -1.22%
- 1M
- 4.09%
- 6M
- 6.31%
- YTD
- 9.10%
- 1Y
- 15.74%
- 3Y*
- 13.88%
- 5Y*
- 6.91%
- 10Y*
- 5.61%
- ALL TIME*
- 6.26%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $787.11K | $670.31K | $1.11M | |
MTUAY MTU Aero Engines AG | $5.54M | $4.44M | $5.26M |
MTUAY vs. IDLV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MTUAY MTU Aero Engines AG | 1.83% | 26.67% | 54.85% | 1.39% | 7.65% | -21.51% | -8.19% | 63.25% | 1.46% | 57.35% |
IDLV Invesco S&P International Developed Low Volatility ETF | 9.10% | 27.77% | 2.15% | 9.18% | -12.21% | 9.76% | -9.78% | 20.09% | -8.02% | 22.01% |
Correlation
The correlation between MTUAY and IDLV is 0.40, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.40 |
Correlation (3Y) Balances recent behavior with more history. | 0.37 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.44 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.36 |
Correlation (All Time) Calculated using the full available price history since Jan 17, 2012 | 0.30 |
The correlation between MTUAY and IDLV shifts across timeframes, from 0.30 (all time) to 0.44 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
MTUAY vs. IDLV — Risk / Return Rank
MTUAY
IDLV
MTUAY vs. IDLV - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for MTU Aero Engines AG (MTUAY) and Invesco S&P International Developed Low Volatility ETF (IDLV). 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.
| MTUAY | IDLV | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.70 | ||
| Sortino ratioReturn per unit of downside risk | -2.18 | ||
| Omega ratioGain probability vs. loss probability | 1.02 | 1.30 | -0.28 |
| Calmar ratioReturn relative to maximum drawdown | -0.04 | 2.19 | -2.24 |
| Martin ratioReturn relative to average drawdown | -0.10 | 5.68 | -5.78 |
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Drawdowns
MTUAY vs. IDLV - Drawdown Comparison
The maximum MTUAY drawdown since its inception was -64.31%, which is greater than IDLV's maximum drawdown of -34.65%. Use the drawdown chart below to compare losses from any high point for MTUAY and IDLV.
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Drawdown Indicators
| MTUAY | IDLV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -64.31% | -34.65% | -29.66% |
Max Drawdown (1Y)Largest decline over 1 year | -32.62% | -7.54% | -25.08% |
Max Drawdown (3Y)Largest decline over 3 years | -32.62% | -9.97% | -22.65% |
Max Drawdown (5Y)Largest decline over 5 years | -39.80% | -22.52% | -17.28% |
Max Drawdown (10Y)Largest decline over 10 years | -64.31% | -34.65% | -29.66% |
Current DrawdownCurrent decline from peak | -10.77% | -1.22% | -9.55% |
Average DrawdownAverage peak-to-trough decline | -12.31% | -5.92% | -6.39% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 14.82% | 2.90% | +11.92% |
Volatility
MTUAY vs. IDLV - Volatility Comparison
MTU Aero Engines AG (MTUAY) has a higher volatility of 8.62% compared to Invesco S&P International Developed Low Volatility ETF (IDLV) at 3.10%. This indicates that MTUAY's price experiences larger fluctuations and is considered to be riskier than IDLV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MTUAY | IDLV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.62% | 3.10% | +5.52% |
Volatility (6M)Calculated over the trailing 6-month period | 29.43% | 8.15% | +21.28% |
Volatility (1Y)Calculated over the trailing 1-year period | 34.00% | 9.96% | +24.04% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 32.32% | 11.80% | +20.52% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 35.69% | 13.16% | +22.53% |
Dividends
MTUAY vs. IDLV - Dividend Comparison
MTUAY's dividend yield for the trailing twelve months is around 1.01%, less than IDLV's 4.81% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IDLV Invesco S&P International Developed Low Volatility ETF | 4.81% | 4.63% | 3.41% | 3.59% | 4.69% | 2.99% | 2.30% | 4.92% | 3.94% | 3.05% | 3.92% | 3.93% |
MTUAY MTU Aero Engines AG | 1.01% | 0.60% | 0.66% | 1.63% | 1.07% | 0.73% | 1.02% | 0.79% | 1.11% | 1.85% | 2.87% | 0.00% |
Frequently Asked Questions
MTUAY and IDLV have a correlation of 0.40, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
MTUAY has higher volatility (8.62%) compared to IDLV (3.10%). In terms of maximum drawdown, MTUAY dropped -64.31% vs IDLV's -34.65%.
IDLV currently has the higher Sharpe Ratio (1.66 vs -0.04), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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