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

Performance

MVEA.DE vs. USMV - 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 MSCI USA Min Vol Factor ETF (USMV). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

MVEA.DE is traded in EUR, while USMV is traded in USD. To make them comparable, the USMV 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 2.43% return, which is significantly lower than USMV's 4.25% return.


MVEA.DE

1D
-0.13%
1M
2.84%
YTD
2.43%
6M
2.57%
1Y
0.83%
3Y*
6.69%
5Y*
6.87%
10Y*

USMV

1D
0.28%
1M
3.01%
YTD
4.25%
6M
3.40%
1Y
3.49%
3Y*
9.04%
5Y*
8.54%
10Y*
9.74%
*Multi-year figures are annualized to reflect compound growth (CAGR)

MVEA.DE vs. USMV - 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%5.86%
USMV
iShares MSCI USA Min Vol Factor ETF
4.25%-5.13%23.38%7.02%-3.82%29.89%4.86%

Correlation

The correlation between MVEA.DE and USMV is 0.65, 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

0.65

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

0.62

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

0.60

Correlation (All Time)
Calculated using the full available price history since Apr 24, 2020

0.60

The correlation between MVEA.DE and USMV has been stable across timeframes, ranging from 0.60 to 0.65 - a consistent structural relationship.

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Return for Risk

MVEA.DE vs. USMV — 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

USMV
USMV Risk / Return Rank: 2020
Overall Rank
USMV Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
USMV Sortino Ratio Rank: 1919
Sortino Ratio Rank
USMV Omega Ratio Rank: 1818
Omega Ratio Rank
USMV Calmar Ratio Rank: 2020
Calmar Ratio Rank
USMV Martin Ratio Rank: 2323
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. USMV - 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 Min Vol Factor ETF (USMV). 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.DEUSMVDifference
Sharpe ratioReturn per unit of total volatility

-0.27

Sortino ratioReturn per unit of downside risk

-0.37

Omega ratioGain probability vs. loss probability

1.02

1.07

-0.04

Calmar ratioReturn relative to maximum drawdown

0.17

0.68

-0.51

Martin ratioReturn relative to average drawdown

0.35

1.55

-1.21

MVEA.DE vs. USMV - Sharpe Ratio Comparison

The current MVEA.DE Sharpe Ratio is 0.09, which is lower than the USMV Sharpe Ratio of 0.37. The chart below compares the historical Sharpe Ratios of MVEA.DE and USMV, 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.DEUSMVDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.09

0.37

-0.27

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.55

0.66

-0.11

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.63

Sharpe Ratio (All Time)

Calculated using the full available price history

0.66

0.88

-0.22

Drawdowns

MVEA.DE vs. USMV - Drawdown Comparison

The maximum MVEA.DE drawdown since its inception was -17.47%, smaller than the maximum USMV drawdown of -32.65%. Use the drawdown chart below to compare losses from any high point for MVEA.DE and USMV.


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Drawdown Indicators


MVEA.DEUSMVDifference

Max Drawdown

Largest peak-to-trough decline

-17.47%

-32.65%

+15.18%

Max Drawdown (1Y)

Largest decline over 1 year

-4.92%

-5.12%

+0.20%

Max Drawdown (3Y)

Largest decline over 3 years

-17.47%

-15.66%

-1.81%

Max Drawdown (5Y)

Largest decline over 5 years

-17.47%

-15.66%

-1.81%

Max Drawdown (10Y)

Largest decline over 10 years

-32.65%

Current Drawdown

Current decline from peak

-10.27%

-6.93%

-3.34%

Average Drawdown

Average peak-to-trough decline

-5.38%

-4.55%

-0.83%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.39%

2.25%

+0.14%

Volatility

MVEA.DE vs. USMV - Volatility Comparison

iShares Edge MSCI USA Minimum Volatility ESG UCITS ETF (MVEA.DE) and iShares MSCI USA Min Vol Factor ETF (USMV) have volatilities of 2.72% and 2.78%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MVEA.DEUSMVDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.72%

2.78%

-0.06%

Volatility (6M)

Calculated over the trailing 6-month period

5.90%

6.80%

-0.90%

Volatility (1Y)

Calculated over the trailing 1-year period

8.97%

9.57%

-0.60%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.27%

12.92%

-0.65%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.79%

15.38%

-2.59%

MVEA.DE vs. USMV - Expense Ratio Comparison

MVEA.DE has a 0.20% expense ratio, which is higher than USMV's 0.15% 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. USMV - Dividend Comparison

MVEA.DE has not paid dividends to shareholders, while USMV's dividend yield for the trailing twelve months is around 1.52%.


PositionTTM20252024202320222021202020192018201720162015
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%
USMV
iShares MSCI USA Min Vol Factor ETF
1.52%1.49%1.67%1.82%1.62%1.26%1.81%1.88%2.12%1.77%2.22%2.02%

Frequently Asked Questions


MVEA.DE and USMV have a correlation of 0.65, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, USMV is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.

USMV is cheaper with a 0.15% expense ratio, compared with 0.20% for MVEA.DE.

MVEA.DE tracks Russell 1000 TR USD, while USMV tracks MSCI USA Minimum Volatility Index. Their fees differ too: 0.20% for MVEA.DE and 0.15% for USMV.

Portfolio Optimizer

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