MVEA.DE vs. OUFE.DE
MVEA.DE (iShares Edge MSCI USA Minimum Volatility ESG UCITS ETF) and OUFE.DE (Ossiam US ESG Low Carbon Equity Factors UCITS ETF (EUR)) are both Large Cap Blend Equities funds - MVEA.DE tracks the Russell 1000 TR USD while OUFE.DE tracks the Ossiam US ESG Low Carbon Equity Factors. Both are passively managed. Their correlation of 0.81 suggests significant overlap in exposure. MVEA.DE charges 0.20%/yr vs 0.45%/yr for OUFE.DE.
Performance
MVEA.DE vs. OUFE.DE - Performance Comparison
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Returns By Period
MVEA.DE
- 1D
- -0.13%
- 1M
- 3.15%
- YTD
- 2.43%
- 6M
- 2.17%
- 1Y
- 1.20%
- 3Y*
- 6.69%
- 5Y*
- 6.87%
- 10Y*
- —
OUFE.DE
- 1D
- —
- 1M
- —
- YTD
- —
- 6M
- —
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
MVEA.DE vs. OUFE.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% |
OUFE.DE Ossiam US ESG Low Carbon Equity Factors UCITS ETF (EUR) | 0.00% | -3.67% | 27.98% | 10.11% | -13.01% | 42.53% | 20.42% |
Correlation
The correlation between MVEA.DE and OUFE.DE is 0.52, 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 | 0.52 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.79 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.81 |
Correlation (All Time) Calculated using the full available price history since Apr 24, 2020 | 0.81 |
Over the past year, the correlation between MVEA.DE and OUFE.DE has dropped to 0.52 - 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. OUFE.DE — Risk / Return Rank
MVEA.DE
OUFE.DE
MVEA.DE vs. OUFE.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 Ossiam US ESG Low Carbon Equity Factors UCITS ETF (EUR) (OUFE.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 | OUFE.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.02 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 0.17 | — | — |
| Martin ratioReturn relative to average drawdown | 0.35 | — | — |
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 | OUFE.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.09 | — | — |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.55 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.66 | — | — |
Drawdowns
MVEA.DE vs. OUFE.DE - Drawdown Comparison
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Drawdown Indicators
| MVEA.DE | OUFE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -17.47% | — | — |
Max Drawdown (1Y)Largest decline over 1 year | -4.92% | — | — |
Max Drawdown (3Y)Largest decline over 3 years | -17.47% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -17.47% | — | — |
Current DrawdownCurrent decline from peak | -10.27% | — | — |
Average DrawdownAverage peak-to-trough decline | -5.38% | — | — |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.39% | — | — |
Volatility
MVEA.DE vs. OUFE.DE - Volatility Comparison
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Volatility by Period
| MVEA.DE | OUFE.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.72% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 5.90% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 8.97% | — | — |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.27% | — | — |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.79% | — | — |
MVEA.DE vs. OUFE.DE - Expense Ratio Comparison
MVEA.DE has a 0.20% expense ratio, which is lower than OUFE.DE's 0.45% expense ratio.
Dividends
MVEA.DE vs. OUFE.DE - Dividend Comparison
Neither MVEA.DE nor OUFE.DE has paid dividends to shareholders.
Frequently Asked Questions
MVEA.DE and OUFE.DE have a correlation of 0.52, 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 0.45% for OUFE.DE.
MVEA.DE tracks Russell 1000 TR USD, while OUFE.DE tracks Ossiam US ESG Low Carbon Equity Factors. They also come from different issuers: iShares and Natixis. Their fees differ too: 0.20% for MVEA.DE and 0.45% for OUFE.DE.
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