MVEA.DE vs. VIG

Last updated Apr 3, 2026

Compare and contrast key facts about iShares Edge MSCI USA Minimum Volatility ESG UCITS ETF (MVEA.DE) and Vanguard Dividend Appreciation ETF (VIG).

MVEA.DE and VIG 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. VIG is a passively managed fund by Vanguard that tracks the performance of the NASDAQ US Dividend Achievers Select Index. It was launched on Dec 19, 2013. Both MVEA.DE and VIG 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. VIG - 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 Vanguard Dividend Appreciation ETF (VIG). The values are adjusted to include any dividend payments, if applicable.

MVEA.DE vs. VIG - 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%
VIG Vanguard Dividend Appreciation ETF	0.46%	0.62%	24.71%	11.08%	-4.21%	33.02%	13.92%

Different Trading Currencies

MVEA.DE is traded in EUR, while VIG is traded in USD. To make them comparable, the VIG 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 VIG's 0.46% 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*: —

VIG

• 1D: 0.61%
• 1M: -3.07%
• YTD: 0.46%
• 6M: 1.95%
• 1Y: 5.78%
• 3Y*: 11.59%
• 5Y*: 10.31%
• 10Y*: 12.22%

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

MVEA.DE vs. VIG - Expense Ratio Comparison

MVEA.DE has a 0.20% expense ratio, which is higher than VIG's 0.04% 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

VIG

Vanguard Dividend Appreciation ETF

Return for Risk

MVEA.DE vs. VIG — 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

VIG

VIG Risk / Return Rank: 43
VIG Sharpe Ratio Rank: 41
VIG Sortino Ratio Rank: 43
VIG Omega Ratio Rank: 43
VIG Calmar Ratio Rank: 39
VIG Martin Ratio Rank: 48

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. VIG - 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 Vanguard Dividend Appreciation ETF (VIG). 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	VIG	Difference
Sharpe ratio Return per unit of total volatility	-0.54	0.33	-0.87
Sortino ratio Return per unit of downside risk	-0.64	0.57	-1.21
Omega ratio Gain probability vs. loss probability	0.91	1.09	-0.18
Calmar ratio Return relative to maximum drawdown	-0.56	0.47	-1.03
Martin ratio Return relative to average drawdown	-1.00	1.84	-2.84
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. VIG - Sharpe Ratio Comparison

The current MVEA.DE Sharpe Ratio is -0.54, which is lower than the VIG Sharpe Ratio of 0.33. The chart below compares the historical Sharpe Ratios of MVEA.DE and VIG, 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	VIG	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.54	0.33	-0.87
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.53	0.72	-0.19
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.73	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.63	0.59	+0.04

Correlation

The correlation between MVEA.DE and VIG is 0.55, 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. VIG - Dividend Comparison

MVEA.DE has not paid dividends to shareholders, while VIG's dividend yield for the trailing twelve months is around 1.60%.

	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%
VIG Vanguard Dividend Appreciation ETF	1.60%	1.62%	1.73%	1.88%	1.96%	1.55%	1.63%	1.71%	2.08%	1.88%	2.14%	2.34%

Drawdowns

MVEA.DE vs. VIG - Drawdown Comparison

The maximum MVEA.DE drawdown since its inception was -17.47%, smaller than the maximum VIG drawdown of -41.85%. Use the drawdown chart below to compare losses from any high point for MVEA.DE and VIG.

Drawdown Indicators

	MVEA.DE	VIG	Difference
Max Drawdown Largest peak-to-trough decline	-17.47%	-46.81%	+29.34%
Max Drawdown (1Y) Largest decline over 1 year	-8.91%	-7.91%	-1.00%
Max Drawdown (5Y) Largest decline over 5 years	-17.47%	-20.39%	+2.92%
Max Drawdown (10Y) Largest decline over 10 years	—	-31.72%	—
Current Drawdown Current decline from peak	-13.18%	-5.58%	-7.60%
Average Drawdown Average peak-to-trough decline	-5.18%	-5.55%	+0.37%
Ulcer Index Depth and duration of drawdowns from previous peaks	6.73%	2.47%	+4.26%

Volatility

MVEA.DE vs. VIG - Volatility Comparison

The current volatility for iShares Edge MSCI USA Minimum Volatility ESG UCITS ETF (MVEA.DE) is 2.78%, while Vanguard Dividend Appreciation ETF (VIG) has a volatility of 3.23%. This indicates that MVEA.DE experiences smaller price fluctuations and is considered to be less risky than VIG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	MVEA.DE	VIG	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.78%	3.23%	-0.45%
Volatility (6M) Calculated over the trailing 6-month period	6.05%	8.29%	-2.24%
Volatility (1Y) Calculated over the trailing 1-year period	13.17%	17.56%	-4.39%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	12.31%	14.40%	-2.09%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	12.89%	16.79%	-3.90%