MVEA.DE vs. SCHD

Last updated Apr 3, 2026

Compare and contrast key facts about iShares Edge MSCI USA Minimum Volatility ESG UCITS ETF (MVEA.DE) and Schwab U.S. Dividend Equity ETF (SCHD).

MVEA.DE and SCHD are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. MVEA.DE is a passively managed fund by iShares that tracks the performance of the Russell 1000 TR USD. It was launched on Apr 20, 2020. SCHD is a passively managed fund by Charles Schwab that tracks the performance of the Dow Jones U.S. Dividend 100 Index. It was launched on Oct 20, 2011. Both MVEA.DE and SCHD are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.

Performance

MVEA.DE vs. SCHD - 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 Schwab U.S. Dividend Equity ETF (SCHD). The values are adjusted to include any dividend payments, if applicable.

MVEA.DE vs. SCHD - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020
MVEA.DE iShares Edge MSCI USA Minimum Volatility ESG UCITS ETF	-0.90%	-7.09%	19.73%	8.74%	-6.83%	34.90%	5.86%
SCHD Schwab U.S. Dividend Equity ETF	14.39%	-8.04%	19.03%	1.41%	2.74%	39.59%	19.58%

Different Trading Currencies

MVEA.DE is traded in EUR, while SCHD is traded in USD. To make them comparable, the SCHD values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, MVEA.DE achieves a -0.90% return, which is significantly lower than SCHD's 13.90% return.

MVEA.DE

• 1D: 0.77%
• 1M: -3.21%
• YTD: -0.90%
• 6M: -0.61%
• 1Y: -7.11%
• 3Y*: 6.07%
• 5Y*: 6.53%
• 10Y*: —

SCHD

• 1D: 0.00%
• 1M: -2.23%
• YTD: 13.90%
• 6M: 15.18%
• 1Y: 6.44%
• 3Y*: 9.45%
• 5Y*: 8.71%
• 10Y*: 12.11%

*Multi-year figures are annualized to reflect compound growth (CAGR)

MVEA.DE vs. SCHD - Expense Ratio Comparison

MVEA.DE has a 0.20% expense ratio, which is higher than SCHD's 0.06% 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%.

MVEA.DE

iShares Edge MSCI USA Minimum Volatility ESG UCITS ETF

SCHD

Schwab U.S. Dividend Equity ETF

Return for Risk

MVEA.DE vs. SCHD — 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: 3
MVEA.DE Sharpe Ratio Rank: 4
MVEA.DE Sortino Ratio Rank: 3
MVEA.DE Omega Ratio Rank: 3
MVEA.DE Calmar Ratio Rank: 3
MVEA.DE Martin Ratio Rank: 3

SCHD

SCHD Risk / Return Rank: 40
SCHD Sharpe Ratio Rank: 44
SCHD Sortino Ratio Rank: 45
SCHD Omega Ratio Rank: 44
SCHD Calmar Ratio Rank: 34
SCHD Martin Ratio Rank: 34

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. SCHD - 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 Schwab U.S. Dividend Equity ETF (SCHD). 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	SCHD	Difference
Sharpe ratio Return per unit of total volatility	-0.54	0.36	-0.90
Sortino ratio Return per unit of downside risk	-0.64	0.61	-1.24
Omega ratio Gain probability vs. loss probability	0.91	1.09	-0.18
Calmar ratio Return relative to maximum drawdown	-0.56	0.39	-0.96
Martin ratio Return relative to average drawdown	-1.00	0.78	-1.78
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

MVEA.DE vs. SCHD - Sharpe Ratio Comparison

The current MVEA.DE Sharpe Ratio is -0.54, which is lower than the SCHD Sharpe Ratio of 0.36. The chart below compares the historical Sharpe Ratios of MVEA.DE and SCHD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	MVEA.DE	SCHD	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.54	0.36	-0.90
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.53	0.60	-0.07
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.70	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.63	0.87	-0.24

Correlation

The correlation between MVEA.DE and SCHD is 0.48, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Dividends

MVEA.DE vs. SCHD - Dividend Comparison

MVEA.DE has not paid dividends to shareholders, while SCHD's dividend yield for the trailing twelve months is around 3.45%.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
MVEA.DE iShares Edge MSCI USA Minimum Volatility ESG UCITS ETF	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
SCHD Schwab U.S. Dividend Equity ETF	3.45%	3.82%	3.64%	3.49%	3.39%	2.78%	3.16%	2.98%	3.06%	2.63%	2.89%	2.97%

Drawdowns

MVEA.DE vs. SCHD - Drawdown Comparison

The maximum MVEA.DE drawdown since its inception was -17.47%, smaller than the maximum SCHD drawdown of -32.28%. Use the drawdown chart below to compare losses from any high point for MVEA.DE and SCHD.

Drawdown Indicators

	MVEA.DE	SCHD	Difference
Max Drawdown Largest peak-to-trough decline	-17.47%	-33.37%	+15.90%
Max Drawdown (1Y) Largest decline over 1 year	-8.91%	-9.02%	+0.11%
Max Drawdown (5Y) Largest decline over 5 years	-17.47%	-16.85%	-0.62%
Max Drawdown (10Y) Largest decline over 10 years	—	-33.37%	—
Current Drawdown Current decline from peak	-13.18%	-3.27%	-9.91%
Average Drawdown Average peak-to-trough decline	-5.18%	-3.34%	-1.84%
Ulcer Index Depth and duration of drawdowns from previous peaks	6.73%	3.76%	+2.97%

Volatility

MVEA.DE vs. SCHD - Volatility Comparison

iShares Edge MSCI USA Minimum Volatility ESG UCITS ETF (MVEA.DE) has a higher volatility of 2.78% compared to Schwab U.S. Dividend Equity ETF (SCHD) at 2.39%. This indicates that MVEA.DE's price experiences larger fluctuations and is considered to be riskier than SCHD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	MVEA.DE	SCHD	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.78%	2.39%	+0.39%
Volatility (6M) Calculated over the trailing 6-month period	6.05%	8.64%	-2.59%
Volatility (1Y) Calculated over the trailing 1-year period	13.17%	18.08%	-4.91%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	12.31%	14.60%	-2.29%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	12.89%	17.44%	-4.55%