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MVEA.DE vs. H412.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MVEA.DE vs. H412.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares Edge MSCI USA Minimum Volatility ESG UCITS ETF (MVEA.DE) and HSBC USA Sustainable Equity UCITS ETF USD (H412.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, MVEA.DE achieves a 2.43% return, which is significantly lower than H412.DE's 15.33% 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*

H412.DE

1D
0.46%
1M
7.70%
YTD
15.33%
6M
15.89%
1Y
32.34%
3Y*
18.35%
5Y*
13.98%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

MVEA.DE vs. H412.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
MVEA.DE
iShares Edge MSCI USA Minimum Volatility ESG UCITS ETF
2.43%-7.09%19.73%8.74%-6.83%34.90%2.54%
H412.DE
HSBC USA Sustainable Equity UCITS ETF USD
15.33%6.12%26.73%17.60%-13.13%39.39%7.92%

Correlation

The correlation between MVEA.DE and H412.DE is 0.56, 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

0.56

Correlation (3Y)
Calculated over the trailing 3-year period

0.72

Correlation (5Y)
Calculated over the trailing 5-year period

0.80

Correlation (All Time)
Calculated using the full available price history since Jul 16, 2020

0.81

Over the past year, the correlation between MVEA.DE and H412.DE has dropped to 0.56 - well below their long-term average of 0.81, suggesting their price drivers have been diverging.

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Return for Risk

MVEA.DE vs. H412.DE — Risk / Return Rank

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

MVEA.DE
MVEA.DE Risk / Return Rank: 1010
Overall Rank
MVEA.DE Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
MVEA.DE Sortino Ratio Rank: 1010
Sortino Ratio Rank
MVEA.DE Omega Ratio Rank: 1010
Omega Ratio Rank
MVEA.DE Calmar Ratio Rank: 1111
Calmar Ratio Rank
MVEA.DE Martin Ratio Rank: 1111
Martin Ratio Rank

H412.DE
H412.DE Risk / Return Rank: 8989
Overall Rank
H412.DE Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
H412.DE Sortino Ratio Rank: 8888
Sortino Ratio Rank
H412.DE Omega Ratio Rank: 8888
Omega Ratio Rank
H412.DE Calmar Ratio Rank: 9191
Calmar Ratio Rank
H412.DE Martin Ratio Rank: 8989
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.

MVEA.DE vs. H412.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 HSBC USA Sustainable Equity UCITS ETF USD (H412.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.DEH412.DEDifference
Sharpe ratioReturn per unit of total volatility

-2.80

Sortino ratioReturn per unit of downside risk

-3.75

Omega ratioGain probability vs. loss probability

1.02

1.54

-0.51

Calmar ratioReturn relative to maximum drawdown

0.17

5.88

-5.71

Martin ratioReturn relative to average drawdown

0.35

19.52

-19.17

MVEA.DE vs. H412.DE - Sharpe Ratio Comparison

The current MVEA.DE Sharpe Ratio is 0.09, which is lower than the H412.DE Sharpe Ratio of 2.90. The chart below compares the historical Sharpe Ratios of MVEA.DE and H412.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


MVEA.DEH412.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.09

2.90

-2.80

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.55

0.94

-0.39

Sharpe Ratio (All Time)

Calculated using the full available price history

0.66

1.06

-0.40

Drawdowns

MVEA.DE vs. H412.DE - Drawdown Comparison

The maximum MVEA.DE drawdown since its inception was -17.47%, smaller than the maximum H412.DE drawdown of -24.35%. Use the drawdown chart below to compare losses from any high point for MVEA.DE and H412.DE.


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Drawdown Indicators


MVEA.DEH412.DEDifference

Max Drawdown

Largest peak-to-trough decline

-17.47%

-24.35%

+6.88%

Max Drawdown (1Y)

Largest decline over 1 year

-4.92%

-5.54%

+0.62%

Max Drawdown (3Y)

Largest decline over 3 years

-17.47%

-24.35%

+6.88%

Max Drawdown (5Y)

Largest decline over 5 years

-17.47%

-24.35%

+6.88%

Current Drawdown

Current decline from peak

-10.27%

0.00%

-10.27%

Average Drawdown

Average peak-to-trough decline

-5.38%

-4.12%

-1.26%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.39%

1.67%

+0.72%

Volatility

MVEA.DE vs. H412.DE - Volatility Comparison

The current volatility for iShares Edge MSCI USA Minimum Volatility ESG UCITS ETF (MVEA.DE) is 2.72%, while HSBC USA Sustainable Equity UCITS ETF USD (H412.DE) has a volatility of 3.27%. This indicates that MVEA.DE experiences smaller price fluctuations and is considered to be less risky than H412.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.DEH412.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.72%

3.27%

-0.55%

Volatility (6M)

Calculated over the trailing 6-month period

5.90%

7.70%

-1.80%

Volatility (1Y)

Calculated over the trailing 1-year period

8.97%

11.23%

-2.26%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.27%

14.70%

-2.43%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.79%

14.81%

-2.02%

MVEA.DE vs. H412.DE - Expense Ratio Comparison

MVEA.DE has a 0.20% expense ratio, which is higher than H412.DE's 0.12% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

MVEA.DE vs. H412.DE - Dividend Comparison

Neither MVEA.DE nor H412.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


MVEA.DE and H412.DE have a correlation of 0.56, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, H412.DE is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.

H412.DE is cheaper with a 0.12% expense ratio, compared with 0.20% for MVEA.DE.

MVEA.DE tracks Russell 1000 TR USD, while H412.DE tracks FTSE USA ESG Low Carbon Select. They also come from different issuers: iShares and HSBC. Their fees differ too: 0.20% for MVEA.DE and 0.12% for H412.DE.

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