MVEA.DE vs. GMVM.DE
MVEA.DE (iShares Edge MSCI USA Minimum Volatility ESG UCITS ETF) and GMVM.DE (VanEck Morningstar US Sustainable Wide Moat UCITS ETF) are both Large Cap Blend Equities funds - MVEA.DE tracks the Russell 1000 TR USD while GMVM.DE tracks the Morningstar US Sustainable Moat Focus. Both are passively managed. Over the past 5 years, MVEA.DE returned 6.87%/yr vs 4.14%/yr for GMVM.DE. Their correlation of 0.80 suggests significant overlap in exposure. MVEA.DE charges 0.20%/yr vs 0.49%/yr for GMVM.DE.
Performance
MVEA.DE vs. GMVM.DE - Performance Comparison
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Returns By Period
In the year-to-date period, MVEA.DE achieves a 2.43% return, which is significantly higher than GMVM.DE's -1.57% return.
MVEA.DE
- 1D
- -0.13%
- 1M
- 3.15%
- YTD
- 2.43%
- 6M
- 2.17%
- 1Y
- 1.20%
- 3Y*
- 6.69%
- 5Y*
- 6.87%
- 10Y*
- —
GMVM.DE
- 1D
- 0.97%
- 1M
- 2.94%
- YTD
- -1.57%
- 6M
- -3.00%
- 1Y
- 6.57%
- 3Y*
- 5.24%
- 5Y*
- 4.14%
- 10Y*
- 10.29%
MVEA.DE vs. GMVM.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
MVEA.DE iShares Edge MSCI USA Minimum Volatility ESG UCITS ETF | 2.43% | -7.09% | 19.73% | 8.74% | -6.83% | 34.90% | 5.86% |
GMVM.DE VanEck Morningstar US Sustainable Wide Moat UCITS ETF | -1.57% | -4.56% | 17.59% | 14.37% | -14.38% | 36.91% | 15.07% |
Correlation
The correlation between MVEA.DE and GMVM.DE is 0.64, 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 | 0.64 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.76 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.80 |
Correlation (All Time) Calculated using the full available price history since Apr 24, 2020 | 0.80 |
The correlation between MVEA.DE and GMVM.DE shifts across timeframes, from 0.64 (1 year) to 0.80 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
MVEA.DE vs. GMVM.DE — Risk / Return Rank
MVEA.DE
GMVM.DE
MVEA.DE vs. GMVM.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Edge MSCI USA Minimum Volatility ESG UCITS ETF (MVEA.DE) and VanEck Morningstar US Sustainable Wide Moat UCITS ETF (GMVM.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.
| MVEA.DE | GMVM.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.39 | ||
| Sortino ratioReturn per unit of downside risk | -0.60 | ||
| Omega ratioGain probability vs. loss probability | 1.02 | 1.09 | -0.07 |
| Calmar ratioReturn relative to maximum drawdown | 0.17 | 0.58 | -0.41 |
| Martin ratioReturn relative to average drawdown | 0.35 | 1.37 | -1.02 |
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
| MVEA.DE | GMVM.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.09 | 0.48 | -0.39 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.55 | 0.27 | +0.29 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.62 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.66 | 0.62 | +0.05 |
Drawdowns
MVEA.DE vs. GMVM.DE - Drawdown Comparison
The maximum MVEA.DE drawdown since its inception was -17.47%, smaller than the maximum GMVM.DE drawdown of -32.25%. Use the drawdown chart below to compare losses from any high point for MVEA.DE and GMVM.DE.
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Drawdown Indicators
| MVEA.DE | GMVM.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -17.47% | -32.25% | +14.78% |
Max Drawdown (1Y)Largest decline over 1 year | -4.92% | -11.00% | +6.08% |
Max Drawdown (3Y)Largest decline over 3 years | -17.47% | -25.74% | +8.27% |
Max Drawdown (5Y)Largest decline over 5 years | -17.47% | -25.74% | +8.27% |
Max Drawdown (10Y)Largest decline over 10 years | — | -32.25% | — |
Current DrawdownCurrent decline from peak | -10.27% | -10.18% | -0.09% |
Average DrawdownAverage peak-to-trough decline | -5.38% | -5.85% | +0.47% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.39% | 4.69% | -2.30% |
Volatility
MVEA.DE vs. GMVM.DE - Volatility Comparison
The current volatility for iShares Edge MSCI USA Minimum Volatility ESG UCITS ETF (MVEA.DE) is 2.72%, while VanEck Morningstar US Sustainable Wide Moat UCITS ETF (GMVM.DE) has a volatility of 3.23%. This indicates that MVEA.DE experiences smaller price fluctuations and is considered to be less risky than GMVM.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MVEA.DE | GMVM.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.72% | 3.23% | -0.51% |
Volatility (6M)Calculated over the trailing 6-month period | 5.90% | 8.82% | -2.92% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.97% | 13.33% | -4.36% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.27% | 15.26% | -2.99% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.79% | 16.54% | -3.75% |
MVEA.DE vs. GMVM.DE - Expense Ratio Comparison
MVEA.DE has a 0.20% expense ratio, which is lower than GMVM.DE's 0.49% expense ratio.
Dividends
MVEA.DE vs. GMVM.DE - Dividend Comparison
Neither MVEA.DE nor GMVM.DE has paid dividends to shareholders.
Frequently Asked Questions
MVEA.DE and GMVM.DE have a correlation of 0.64, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, MVEA.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.
MVEA.DE is cheaper with a 0.20% expense ratio, compared with 0.49% for GMVM.DE.
MVEA.DE tracks Russell 1000 TR USD, while GMVM.DE tracks Morningstar US Sustainable Moat Focus. They also come from different issuers: iShares and VanEck. Their fees differ too: 0.20% for MVEA.DE and 0.49% for GMVM.DE.
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