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MVEA.DE vs. IBCK.DE
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between MVEA.DE and IBCK.DE is 0.95, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.00.9

Performance

MVEA.DE vs. IBCK.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 iShares Edge S&P 500 Minimum Volatility UCITS ETF (Acc) (IBCK.DE). The values are adjusted to include any dividend payments, if applicable.

0.00%2.00%4.00%6.00%8.00%10.00%SeptemberOctoberNovemberDecember2025February
6.26%
8.04%
MVEA.DE
IBCK.DE

Key characteristics

Sharpe Ratio

MVEA.DE:

1.93

IBCK.DE:

2.29

Sortino Ratio

MVEA.DE:

2.89

IBCK.DE:

3.32

Omega Ratio

MVEA.DE:

1.36

IBCK.DE:

1.44

Calmar Ratio

MVEA.DE:

3.40

IBCK.DE:

4.98

Martin Ratio

MVEA.DE:

9.53

IBCK.DE:

16.11

Ulcer Index

MVEA.DE:

2.04%

IBCK.DE:

1.46%

Daily Std Dev

MVEA.DE:

10.03%

IBCK.DE:

10.30%

Max Drawdown

MVEA.DE:

-13.48%

IBCK.DE:

-33.11%

Current Drawdown

MVEA.DE:

-1.53%

IBCK.DE:

-0.19%

Returns By Period

In the year-to-date period, MVEA.DE achieves a 4.43% return, which is significantly lower than IBCK.DE's 4.70% return.


MVEA.DE

YTD

4.43%

1M

3.72%

6M

13.39%

1Y

18.89%

5Y*

N/A

10Y*

N/A

IBCK.DE

YTD

4.70%

1M

4.91%

6M

15.29%

1Y

22.60%

5Y*

9.96%

10Y*

12.89%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


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

Both MVEA.DE and IBCK.DE have an expense ratio of 0.20%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


MVEA.DE
iShares Edge MSCI USA Minimum Volatility ESG UCITS ETF
Expense ratio chart for MVEA.DE: current value at 0.20% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.20%
Expense ratio chart for IBCK.DE: current value at 0.20% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.20%

Risk-Adjusted Performance

MVEA.DE vs. IBCK.DE — Risk-Adjusted Performance Rank

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

MVEA.DE
The Risk-Adjusted Performance Rank of MVEA.DE is 8181
Overall Rank
The Sharpe Ratio Rank of MVEA.DE is 8080
Sharpe Ratio Rank
The Sortino Ratio Rank of MVEA.DE is 8484
Sortino Ratio Rank
The Omega Ratio Rank of MVEA.DE is 8080
Omega Ratio Rank
The Calmar Ratio Rank of MVEA.DE is 8787
Calmar Ratio Rank
The Martin Ratio Rank of MVEA.DE is 7373
Martin Ratio Rank

IBCK.DE
The Risk-Adjusted Performance Rank of IBCK.DE is 9191
Overall Rank
The Sharpe Ratio Rank of IBCK.DE is 9090
Sharpe Ratio Rank
The Sortino Ratio Rank of IBCK.DE is 9191
Sortino Ratio Rank
The Omega Ratio Rank of IBCK.DE is 8989
Omega Ratio Rank
The Calmar Ratio Rank of IBCK.DE is 9595
Calmar Ratio Rank
The Martin Ratio Rank of IBCK.DE is 9191
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

MVEA.DE vs. IBCK.DE - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Edge MSCI USA Minimum Volatility ESG UCITS ETF (MVEA.DE) and iShares Edge S&P 500 Minimum Volatility UCITS ETF (Acc) (IBCK.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.


Sharpe ratio
The chart of Sharpe ratio for MVEA.DE, currently valued at 1.56, compared to the broader market0.002.004.001.561.92
The chart of Sortino ratio for MVEA.DE, currently valued at 2.26, compared to the broader market0.005.0010.002.262.74
The chart of Omega ratio for MVEA.DE, currently valued at 1.27, compared to the broader market0.501.001.502.002.503.001.271.33
The chart of Calmar ratio for MVEA.DE, currently valued at 1.93, compared to the broader market0.005.0010.0015.0020.001.932.96
The chart of Martin ratio for MVEA.DE, currently valued at 5.78, compared to the broader market0.0020.0040.0060.0080.00100.00120.005.789.67
MVEA.DE
IBCK.DE

The current MVEA.DE Sharpe Ratio is 1.93, which is comparable to the IBCK.DE Sharpe Ratio of 2.29. The chart below compares the historical Sharpe Ratios of MVEA.DE and IBCK.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.502.002.503.003.504.00SeptemberOctoberNovemberDecember2025February
1.56
1.92
MVEA.DE
IBCK.DE

Dividends

MVEA.DE vs. IBCK.DE - Dividend Comparison

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


Tickers have no history of dividend payments

Drawdowns

MVEA.DE vs. IBCK.DE - Drawdown Comparison

The maximum MVEA.DE drawdown since its inception was -13.48%, smaller than the maximum IBCK.DE drawdown of -33.11%. Use the drawdown chart below to compare losses from any high point for MVEA.DE and IBCK.DE. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%SeptemberOctoberNovemberDecember2025February
-3.76%
-1.23%
MVEA.DE
IBCK.DE

Volatility

MVEA.DE vs. IBCK.DE - Volatility Comparison

The current volatility for iShares Edge MSCI USA Minimum Volatility ESG UCITS ETF (MVEA.DE) is 3.32%, while iShares Edge S&P 500 Minimum Volatility UCITS ETF (Acc) (IBCK.DE) has a volatility of 3.64%. This indicates that MVEA.DE experiences smaller price fluctuations and is considered to be less risky than IBCK.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%2.50%3.00%3.50%4.00%SeptemberOctoberNovemberDecember2025February
3.32%
3.64%
MVEA.DE
IBCK.DE
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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