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MVEA.L vs. FEX.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MVEA.L vs. FEX.L - 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.L) and First Trust US Large Cap Core AlphaDEX® UCITS ETF Class A USD (FEX.L). The values are adjusted to include any dividend payments, if applicable.

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MVEA.L vs. FEX.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
MVEA.L
iShares Edge MSCI USA Minimum Volatility ESG UCITS ETF
-1.73%-2.72%14.94%6.35%-1.55%26.04%0.75%
FEX.L
First Trust US Large Cap Core AlphaDEX® UCITS ETF Class A USD
4.04%7.34%18.68%8.36%-1.83%28.60%9.68%
Different Trading Currencies

MVEA.L is traded in GBP, while FEX.L is traded in GBp. To make them comparable, the FEX.L values have been converted to GBP using the latest available exchange rates.

Returns By Period

In the year-to-date period, MVEA.L achieves a -1.73% return, which is significantly lower than FEX.L's 4.04% return.


MVEA.L

1D
0.23%
1M
-4.39%
YTD
-1.73%
6M
-1.38%
1Y
-4.20%
3Y*
5.61%
5Y*
6.85%
10Y*

FEX.L

1D
1.12%
1M
-2.62%
YTD
4.04%
6M
6.83%
1Y
17.29%
3Y*
13.58%
5Y*
10.70%
10Y*
12.45%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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MVEA.L vs. FEX.L - Expense Ratio Comparison

MVEA.L has a 0.20% expense ratio, which is lower than FEX.L's 0.75% expense ratio.


Return for Risk

MVEA.L vs. FEX.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

MVEA.L
MVEA.L Risk / Return Rank: 44
Overall Rank
MVEA.L Sharpe Ratio Rank: 66
Sharpe Ratio Rank
MVEA.L Sortino Ratio Rank: 55
Sortino Ratio Rank
MVEA.L Omega Ratio Rank: 55
Omega Ratio Rank
MVEA.L Calmar Ratio Rank: 33
Calmar Ratio Rank
MVEA.L Martin Ratio Rank: 00
Martin Ratio Rank

FEX.L
FEX.L Risk / Return Rank: 6666
Overall Rank
FEX.L Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
FEX.L Sortino Ratio Rank: 5757
Sortino Ratio Rank
FEX.L Omega Ratio Rank: 6060
Omega Ratio Rank
FEX.L Calmar Ratio Rank: 7777
Calmar Ratio Rank
FEX.L Martin Ratio Rank: 7777
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.L vs. FEX.L - 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.L) and First Trust US Large Cap Core AlphaDEX® UCITS ETF Class A USD (FEX.L). 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.LFEX.LDifference

Sharpe ratio

Return per unit of total volatility

-0.36

1.15

-1.51

Sortino ratio

Return per unit of downside risk

-0.41

1.57

-1.98

Omega ratio

Gain probability vs. loss probability

0.95

1.24

-0.29

Calmar ratio

Return relative to maximum drawdown

-0.63

2.40

-3.04

Martin ratio

Return relative to average drawdown

-1.80

9.33

-11.12

MVEA.L vs. FEX.L - Sharpe Ratio Comparison

The current MVEA.L Sharpe Ratio is -0.36, which is lower than the FEX.L Sharpe Ratio of 1.15. The chart below compares the historical Sharpe Ratios of MVEA.L and FEX.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


MVEA.LFEX.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.36

1.15

-1.51

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.59

0.73

-0.15

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.76

Sharpe Ratio (All Time)

Calculated using the full available price history

0.58

0.79

-0.21

Correlation

The correlation between MVEA.L and FEX.L is 0.80, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

MVEA.L vs. FEX.L - Dividend Comparison

Neither MVEA.L nor FEX.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

MVEA.L vs. FEX.L - Drawdown Comparison

The maximum MVEA.L drawdown since its inception was -14.36%, smaller than the maximum FEX.L drawdown of -31.58%. Use the drawdown chart below to compare losses from any high point for MVEA.L and FEX.L.


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Drawdown Indicators


MVEA.LFEX.LDifference

Max Drawdown

Largest peak-to-trough decline

-14.36%

-31.58%

+17.22%

Max Drawdown (1Y)

Largest decline over 1 year

-8.57%

-11.86%

+3.29%

Max Drawdown (5Y)

Largest decline over 5 years

-14.36%

-21.34%

+6.98%

Max Drawdown (10Y)

Largest decline over 10 years

-31.58%

Current Drawdown

Current decline from peak

-10.12%

-2.62%

-7.50%

Average Drawdown

Average peak-to-trough decline

-4.30%

-4.16%

-0.14%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.25%

1.81%

+0.44%

Volatility

MVEA.L vs. FEX.L - Volatility Comparison

The current volatility for iShares Edge MSCI USA Minimum Volatility ESG UCITS ETF (MVEA.L) is 2.77%, while First Trust US Large Cap Core AlphaDEX® UCITS ETF Class A USD (FEX.L) has a volatility of 3.45%. This indicates that MVEA.L experiences smaller price fluctuations and is considered to be less risky than FEX.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MVEA.LFEX.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.77%

3.45%

-0.68%

Volatility (6M)

Calculated over the trailing 6-month period

6.11%

8.20%

-2.09%

Volatility (1Y)

Calculated over the trailing 1-year period

11.65%

15.01%

-3.36%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.66%

14.57%

-2.91%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.02%

16.47%

-4.45%