MVEA.DE vs. VNRT.DE
MVEA.DE (iShares Edge MSCI USA Minimum Volatility ESG UCITS ETF) and VNRT.DE (Vanguard FTSE North America UCITS ETF Distributing) are both Large Cap Blend Equities funds tracking the Russell 1000 TR USD, from iShares and Vanguard respectively. Both are passively managed. Over the past 5 years, MVEA.DE returned 6.87%/yr vs 14.33%/yr for VNRT.DE. A 0.80 correlation means they provide meaningful diversification when combined. MVEA.DE charges 0.20%/yr vs 0.10%/yr for VNRT.DE.
Performance
MVEA.DE vs. VNRT.DE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, MVEA.DE achieves a 2.43% return, which is significantly lower than VNRT.DE's 11.18% 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*
- —
VNRT.DE
- 1D
- -0.06%
- 1M
- 4.58%
- YTD
- 11.18%
- 6M
- 10.72%
- 1Y
- 25.15%
- 3Y*
- 19.05%
- 5Y*
- 14.33%
- 10Y*
- —
MVEA.DE vs. VNRT.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% |
VNRT.DE Vanguard FTSE North America UCITS ETF Distributing | 11.18% | 5.38% | 31.91% | 22.71% | -15.21% | 38.59% | 19.77% |
Correlation
The correlation between MVEA.DE and VNRT.DE is 0.50, 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 | 0.50 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.69 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.77 |
Correlation (All Time) Calculated using the full available price history since Apr 24, 2020 | 0.80 |
Over the past year, the correlation between MVEA.DE and VNRT.DE has dropped to 0.50 - well below their long-term average of 0.80, suggesting their price drivers have been diverging.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
MVEA.DE vs. VNRT.DE — Risk / Return Rank
MVEA.DE
VNRT.DE
MVEA.DE vs. VNRT.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 Vanguard FTSE North America UCITS ETF Distributing (VNRT.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 | VNRT.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.10 | ||
| Sortino ratioReturn per unit of downside risk | -2.80 | ||
| Omega ratioGain probability vs. loss probability | 1.02 | 1.41 | -0.38 |
| Calmar ratioReturn relative to maximum drawdown | 0.17 | 3.55 | -3.38 |
| Martin ratioReturn relative to average drawdown | 0.35 | 12.68 | -12.33 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| MVEA.DE | VNRT.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.09 | 2.20 | -2.10 |
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 | 0.87 | -0.21 |
Drawdowns
MVEA.DE vs. VNRT.DE - Drawdown Comparison
The maximum MVEA.DE drawdown since its inception was -17.47%, smaller than the maximum VNRT.DE drawdown of -34.52%. Use the drawdown chart below to compare losses from any high point for MVEA.DE and VNRT.DE.
Loading charts...
Drawdown Indicators
| MVEA.DE | VNRT.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -17.47% | -34.52% | +17.05% |
Max Drawdown (1Y)Largest decline over 1 year | -4.92% | -7.10% | +2.18% |
Max Drawdown (3Y)Largest decline over 3 years | -17.47% | -23.32% | +5.85% |
Max Drawdown (5Y)Largest decline over 5 years | -17.47% | -23.32% | +5.85% |
Current DrawdownCurrent decline from peak | -10.27% | -0.35% | -9.92% |
Average DrawdownAverage peak-to-trough decline | -5.38% | -4.44% | -0.94% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.39% | 1.99% | +0.40% |
Volatility
MVEA.DE vs. VNRT.DE - Volatility Comparison
iShares Edge MSCI USA Minimum Volatility ESG UCITS ETF (MVEA.DE) and Vanguard FTSE North America UCITS ETF Distributing (VNRT.DE) have volatilities of 2.72% and 2.64%, 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.
Loading charts...
Volatility by Period
| MVEA.DE | VNRT.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.72% | 2.64% | +0.08% |
Volatility (6M)Calculated over the trailing 6-month period | 5.90% | 7.50% | -1.60% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.97% | 11.47% | -2.50% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.27% | 15.27% | -3.00% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.79% | 16.82% | -4.03% |
MVEA.DE vs. VNRT.DE - Expense Ratio Comparison
MVEA.DE has a 0.20% expense ratio, which is higher than VNRT.DE's 0.10% 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. VNRT.DE - Dividend Comparison
MVEA.DE has not paid dividends to shareholders, while VNRT.DE's dividend yield for the trailing twelve months is around 0.88%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
VNRT.DE Vanguard FTSE North America UCITS ETF Distributing | 0.88% | 0.98% | 0.99% | 1.25% | 1.46% | 1.00% | 1.42% | 1.43% | 1.78% | 0.41% |
Frequently Asked Questions
MVEA.DE and VNRT.DE have a correlation of 0.50, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, VNRT.DE is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.
VNRT.DE is cheaper with a 0.10% expense ratio, compared with 0.20% for MVEA.DE.
Both ETFs track Russell 1000 TR USD. They also come from different issuers: iShares and Vanguard. Their fees differ too: 0.20% for MVEA.DE and 0.10% for VNRT.DE.
Find the right allocation for MVEA.DE and VNRT.DE
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer