MVEA.DE vs. SLUS.DE
MVEA.DE (iShares Edge MSCI USA Minimum Volatility ESG UCITS ETF) and SLUS.DE (iShares MSCI USA ESG Screened UCITS ETF USD (Dist)) are both Large Cap Blend Equities funds from iShares - MVEA.DE tracks the Russell 1000 TR USD while SLUS.DE tracks the MSCI USA ESG Screened. Both are passively managed. Over the past 5 years, MVEA.DE returned 6.87%/yr vs 14.97%/yr for SLUS.DE. A 0.78 correlation means they provide meaningful diversification when combined. MVEA.DE charges 0.20%/yr vs 0.07%/yr for SLUS.DE.
Performance
MVEA.DE vs. SLUS.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 lower than SLUS.DE's 11.22% 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*
- —
SLUS.DE
- 1D
- 0.00%
- 1M
- 4.81%
- YTD
- 11.22%
- 6M
- 10.52%
- 1Y
- 25.87%
- 3Y*
- 19.85%
- 5Y*
- 14.97%
- 10Y*
- —
MVEA.DE vs. SLUS.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% |
SLUS.DE iShares MSCI USA ESG Screened UCITS ETF USD (Dist) | 11.22% | 4.97% | 33.89% | 26.23% | -17.11% | 39.38% | 21.14% |
Correlation
The correlation between MVEA.DE and SLUS.DE is 0.46, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.46 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.65 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.75 |
Correlation (All Time) Calculated using the full available price history since Apr 24, 2020 | 0.78 |
Over the past year, the correlation between MVEA.DE and SLUS.DE has dropped to 0.46 - well below their long-term average of 0.78, suggesting their price drivers have been diverging.
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Return for Risk
MVEA.DE vs. SLUS.DE — Risk / Return Rank
MVEA.DE
SLUS.DE
MVEA.DE vs. SLUS.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 iShares MSCI USA ESG Screened UCITS ETF USD (Dist) (SLUS.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 | SLUS.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.98 | ||
| Sortino ratioReturn per unit of downside risk | -2.65 | ||
| Omega ratioGain probability vs. loss probability | 1.02 | 1.38 | -0.36 |
| Calmar ratioReturn relative to maximum drawdown | 0.17 | 3.05 | -2.88 |
| Martin ratioReturn relative to average drawdown | 0.35 | 10.67 | -10.32 |
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 | SLUS.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.09 | 2.07 | -1.98 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.55 | 0.93 | -0.37 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.66 | 0.92 | -0.26 |
Drawdowns
MVEA.DE vs. SLUS.DE - Drawdown Comparison
The maximum MVEA.DE drawdown since its inception was -17.47%, smaller than the maximum SLUS.DE drawdown of -33.71%. Use the drawdown chart below to compare losses from any high point for MVEA.DE and SLUS.DE.
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Drawdown Indicators
| MVEA.DE | SLUS.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -17.47% | -33.71% | +16.24% |
Max Drawdown (1Y)Largest decline over 1 year | -4.92% | -8.51% | +3.59% |
Max Drawdown (3Y)Largest decline over 3 years | -17.47% | -24.45% | +6.98% |
Max Drawdown (5Y)Largest decline over 5 years | -17.47% | -24.45% | +6.98% |
Current DrawdownCurrent decline from peak | -10.27% | -0.43% | -9.84% |
Average DrawdownAverage peak-to-trough decline | -5.38% | -4.84% | -0.54% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.39% | 2.44% | -0.05% |
Volatility
MVEA.DE vs. SLUS.DE - Volatility Comparison
The current volatility for iShares Edge MSCI USA Minimum Volatility ESG UCITS ETF (MVEA.DE) is 2.72%, while iShares MSCI USA ESG Screened UCITS ETF USD (Dist) (SLUS.DE) has a volatility of 2.97%. This indicates that MVEA.DE experiences smaller price fluctuations and is considered to be less risky than SLUS.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 | SLUS.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.72% | 2.97% | -0.25% |
Volatility (6M)Calculated over the trailing 6-month period | 5.90% | 8.38% | -2.48% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.97% | 12.54% | -3.57% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.27% | 15.99% | -3.72% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.79% | 17.58% | -4.79% |
MVEA.DE vs. SLUS.DE - Expense Ratio Comparison
MVEA.DE has a 0.20% expense ratio, which is higher than SLUS.DE's 0.07% 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. SLUS.DE - Dividend Comparison
MVEA.DE has not paid dividends to shareholders, while SLUS.DE's dividend yield for the trailing twelve months is around 0.62%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
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% |
SLUS.DE iShares MSCI USA ESG Screened UCITS ETF USD (Dist) | 0.62% | 0.69% | 0.84% | 0.98% | 1.26% | 0.79% | 1.06% | 1.24% | 0.20% |
Frequently Asked Questions
MVEA.DE and SLUS.DE have a correlation of 0.46, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SLUS.DE is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SLUS.DE is cheaper with a 0.07% expense ratio, compared with 0.20% for MVEA.DE.
MVEA.DE tracks Russell 1000 TR USD, while SLUS.DE tracks MSCI USA ESG Screened. Their fees differ too: 0.20% for MVEA.DE and 0.07% for SLUS.DE.
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