MVEA.DE vs. XD9E.DE
MVEA.DE (iShares Edge MSCI USA Minimum Volatility ESG UCITS ETF) and XD9E.DE (Xtrackers MSCI USA UCITS ETF EUR Hedged (Acc)) are both Large Cap Blend Equities funds - MVEA.DE tracks the Russell 1000 TR USD while XD9E.DE tracks the MSCI USA Index (EUR Hedged). Both are passively managed. Over the past 5 years, MVEA.DE returned 5.85%/yr vs 9.87%/yr for XD9E.DE. A 0.60 correlation means they provide meaningful diversification when combined. MVEA.DE charges 0.20%/yr vs 0.12%/yr for XD9E.DE.
Performance
MVEA.DE vs. XD9E.DE - Performance Comparison
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Returns By Period
In the year-to-date period, MVEA.DE achieves a 4.28% return, which is significantly lower than XD9E.DE's 8.42% return.
MVEA.DE
- 1D
- -0.92%
- 1M
- 1.61%
- 6M
- 3.85%
- YTD
- 4.28%
- 1Y
- 5.29%
- 3Y*
- 7.65%
- 5Y*
- 5.85%
- 10Y*
- —
XD9E.DE
- 1D
- 0.21%
- 1M
- 0.01%
- 6M
- 8.44%
- YTD
- 8.42%
- 1Y
- 18.44%
- 3Y*
- 17.46%
- 5Y*
- 9.87%
- 10Y*
- —
MVEA.DE vs. XD9E.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
MVEA.DE iShares Edge MSCI USA Minimum Volatility ESG UCITS ETF | 4.28% | -7.05% | 19.63% | 8.85% | -6.84% | 34.80% | 5.76% |
XD9E.DE Xtrackers MSCI USA UCITS ETF EUR Hedged (Acc) | 8.42% | 14.99% | 22.93% | 24.29% | -23.21% | 26.83% | 37.18% |
Correlation
The correlation between MVEA.DE and XD9E.DE is 0.27, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.27 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.45 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.56 |
Correlation (All Time) Calculated using the full available price history since Apr 23, 2020 | 0.60 |
Over the past year, the correlation between MVEA.DE and XD9E.DE has dropped to 0.27 - well below their long-term average of 0.60, suggesting their price drivers have been diverging.
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Return for Risk
MVEA.DE vs. XD9E.DE — Risk / Return Rank
MVEA.DE
XD9E.DE
MVEA.DE vs. XD9E.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 Xtrackers MSCI USA UCITS ETF EUR Hedged (Acc) (XD9E.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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| MVEA.DE | XD9E.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.92 | ||
| Sortino ratioReturn per unit of downside risk | -1.38 | ||
| Omega ratioGain probability vs. loss probability | 1.11 | 1.27 | -0.16 |
| Calmar ratioReturn relative to maximum drawdown | 1.06 | 2.08 | -1.02 |
| Martin ratioReturn relative to average drawdown | 2.50 | 8.18 | -5.67 |
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Drawdowns
MVEA.DE vs. XD9E.DE - Drawdown Comparison
The maximum MVEA.DE drawdown since its inception was -17.51%, smaller than the maximum XD9E.DE drawdown of -34.71%. Use the drawdown chart below to compare losses from any high point for MVEA.DE and XD9E.DE.
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Drawdown Indicators
| MVEA.DE | XD9E.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -17.51% | -34.71% | +17.20% |
Max Drawdown (1Y)Largest decline over 1 year | -4.97% | -8.82% | +3.85% |
Max Drawdown (3Y)Largest decline over 3 years | -17.51% | -18.85% | +1.34% |
Max Drawdown (5Y)Largest decline over 5 years | -17.51% | -27.10% | +9.59% |
Current DrawdownCurrent decline from peak | -8.70% | -0.82% | -7.88% |
Average DrawdownAverage peak-to-trough decline | -5.47% | -6.07% | +0.60% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.11% | 2.25% | -0.14% |
Volatility
MVEA.DE vs. XD9E.DE - Volatility Comparison
iShares Edge MSCI USA Minimum Volatility ESG UCITS ETF (MVEA.DE) and Xtrackers MSCI USA UCITS ETF EUR Hedged (Acc) (XD9E.DE) have volatilities of 2.71% and 2.79%, 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.DE | XD9E.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.71% | 2.79% | -0.08% |
Volatility (6M)Calculated over the trailing 6-month period | 6.26% | 9.25% | -2.99% |
Volatility (1Y)Calculated over the trailing 1-year period | 9.09% | 12.22% | -3.13% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.30% | 16.30% | -4.00% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.72% | 17.43% | -4.71% |
MVEA.DE vs. XD9E.DE - Expense Ratio Comparison
MVEA.DE has a 0.20% expense ratio, which is higher than XD9E.DE's 0.12% 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. XD9E.DE - Dividend Comparison
Neither MVEA.DE nor XD9E.DE has paid dividends to shareholders.
Frequently Asked Questions
MVEA.DE and XD9E.DE have a correlation of 0.27, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XD9E.DE is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XD9E.DE is cheaper with a 0.12% expense ratio, compared with 0.20% for MVEA.DE.
MVEA.DE tracks Russell 1000 TR USD, while XD9E.DE tracks MSCI USA Index (EUR Hedged). They also come from different issuers: iShares and Xtrackers. Their fees differ too: 0.20% for MVEA.DE and 0.12% for XD9E.DE.
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