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

MVEA.L vs. ISDU.L

Last updated Jun 5, 2026

MVEA.L (iShares Edge MSCI USA Minimum Volatility ESG UCITS ETF) and ISDU.L (iShares MSCI USA Islamic UCITS ETF) are both Large Cap Blend Equities funds from iShares - MVEA.L tracks the Russell 1000 TR USD while ISDU.L tracks the MSCI USA Islamic Index. Both are passively managed. Over the past 5 years, MVEA.L returned 7.01%/yr vs 15.73%/yr for ISDU.L. A 0.65 correlation means they provide meaningful diversification when combined. MVEA.L charges 0.20%/yr vs 0.30%/yr for ISDU.L.

Performance

MVEA.L vs. ISDU.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 iShares MSCI USA Islamic UCITS ETF (ISDU.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

MVEA.L is traded in GBP, while ISDU.L is traded in USD. To make them comparable, the ISDU.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 ISDU.L's 24.08% return.

MVEA.L

1D
0.03%
1M
3.05%
YTD
1.73%
6M
1.61%
1Y
3.60%
3Y*
6.81%
5Y*
7.01%
10Y*
—

ISDU.L

1D
0.00%
1M
12.64%
YTD
24.08%
6M
23.79%
1Y
43.63%
3Y*
17.33%
5Y*
15.73%
10Y*
13.33%
*Multi-year figures are annualized to reflect compound growth (CAGR)

MVEA.L vs. ISDU.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%
ISDU.L
iShares MSCI USA Islamic UCITS ETF		23.26%8.03%11.27%19.55%-1.43%30.82%2.35%

Correlation

The correlation between MVEA.L and ISDU.L is 0.34, which is low. Their price movements are largely independent, making them effective diversification partners.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.34

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

0.54

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

0.63

Correlation (All Time)
Calculated using the full available price history since Jul 20, 2020

0.65

Over the past year, the correlation between MVEA.L and ISDU.L has dropped to 0.34 - well below their long-term average of 0.65, suggesting their price drivers have been diverging.

MVEA.L vs. ISDU.L - Sectors Allocation Comparison

Sectors
MVEA.L
ISDU.L

Technology

30.2%
49.7%

Healthcare

15.0%
10.8%

Financial Services

12.7%

-

Consumer Defensive

9.3%
4.2%

Consumer Cyclical

6.6%
8.8%

Communication Services

6.2%
0.4%

Industrials

5.7%
7.7%

Utilities

4.7%
0.7%

Energy

3.4%
12.3%

Basic Materials

3.2%
5.5%

Real Estate

3.1%
0.1%

Technology

MVEA.L
30.2%
ISDU.L
49.7%

Healthcare

MVEA.L
15.0%
ISDU.L
10.8%

Financial Services

MVEA.L
12.7%
ISDU.L

-

Consumer Defensive

MVEA.L
9.3%
ISDU.L
4.2%

Consumer Cyclical

MVEA.L
6.6%
ISDU.L
8.8%

Communication Services

MVEA.L
6.2%
ISDU.L
0.4%

Industrials

MVEA.L
5.7%
ISDU.L
7.7%

Utilities

MVEA.L
4.7%
ISDU.L
0.7%

Energy

MVEA.L
3.4%
ISDU.L
12.3%

Basic Materials

MVEA.L
3.2%
ISDU.L
5.5%

Real Estate

MVEA.L
3.1%
ISDU.L
0.1%

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iShares Edge MSCI USA Minimum Volatility ESG UCITS ETF

iShares MSCI USA Islamic UCITS ETF

Often compared with MVEA.L:
MVEA.L vs. MVUS.LMVEA.L vs. MINV.LMVEA.L vs. XDEQ.LMVEA.L vs. FLXU.LMVEA.L vs. MXUD.LMVEA.L vs. XMUS.LMVEA.L vs. XZMD.L
Often compared with ISDU.L:
ISDU.L vs. ISDW.LISDU.L vs. SPUSISDU.L vs. IGDA.LISDU.L vs. SPWOISDU.L vs. BBUS.LISDU.L vs. BBSU.LISDU.L vs. FLXU.L

Return for Risk

MVEA.L vs. ISDU.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: 1616
Overall Rank
MVEA.L Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
MVEA.L Sortino Ratio Rank: 1515
Sortino Ratio Rank
MVEA.L Omega Ratio Rank: 1515
Omega Ratio Rank
MVEA.L Calmar Ratio Rank: 1717
Calmar Ratio Rank
MVEA.L Martin Ratio Rank: 1717
Martin Ratio Rank
ISDU.L
ISDU.L Risk / Return Rank: 9090
Overall Rank
ISDU.L Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
ISDU.L Sortino Ratio Rank: 9292
Sortino Ratio Rank
ISDU.L Omega Ratio Rank: 8888
Omega Ratio Rank
ISDU.L Calmar Ratio Rank: 9292
Calmar Ratio Rank
ISDU.L Martin Ratio Rank: 8989
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. ISDU.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 iShares MSCI USA Islamic UCITS ETF (ISDU.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.LISDU.LDifference
Sharpe ratioReturn per unit of total volatility
0.42
3.33

-2.91

Sortino ratioReturn per unit of downside risk
0.65
4.38

-3.74

Omega ratioGain probability vs. loss probability

1.08

1.60

-0.52

Calmar ratioReturn relative to maximum drawdown

0.66

7.42

-6.76

Martin ratioReturn relative to average drawdown

1.64

23.13

-21.49

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.L vs. ISDU.L - Sharpe Ratio Comparison

The current MVEA.L Sharpe Ratio is 0.42, which is lower than the ISDU.L Sharpe Ratio of 3.33. The chart below compares the historical Sharpe Ratios of MVEA.L and ISDU.L, 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.LISDU.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.42

3.33

-2.91

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.60

1.01

-0.40

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

—

0.81

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.62

0.80

-0.19

Drawdowns

MVEA.L vs. ISDU.L - Drawdown Comparison

The maximum MVEA.L drawdown since its inception was -14.36%, smaller than the maximum ISDU.L drawdown of -24.76%. Use the drawdown chart below to compare losses from any high point for MVEA.L and ISDU.L.

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Drawdown Indicators

MVEA.LISDU.LDifference

Max Drawdown

Largest peak-to-trough decline

-14.36%

-24.76%

+10.40%

Max Drawdown (1Y)

Largest decline over 1 year

-5.43%

-5.85%

+0.42%

Max Drawdown (3Y)

Largest decline over 3 years

-14.36%

-24.06%

+9.70%

Max Drawdown (5Y)

Largest decline over 5 years

-14.36%

-24.06%

+9.70%

Max Drawdown (10Y)

Largest decline over 10 years

—

-24.76%

—

Current Drawdown

Current decline from peak

-6.95%

0.00%

-6.95%

Average Drawdown

Average peak-to-trough decline

-4.43%

-3.88%

-0.55%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.19%

1.88%

+0.31%

Volatility

MVEA.L vs. ISDU.L - Volatility Comparison

The current volatility for iShares Edge MSCI USA Minimum Volatility ESG UCITS ETF (MVEA.L) is 2.87%, while iShares MSCI USA Islamic UCITS ETF (ISDU.L) has a volatility of 5.03%. This indicates that MVEA.L experiences smaller price fluctuations and is considered to be less risky than ISDU.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.LISDU.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.87%

5.03%

-2.16%

Volatility (6M)

Calculated over the trailing 6-month period

6.11%

9.92%

-3.81%

Volatility (1Y)

Calculated over the trailing 1-year period

8.60%

13.05%

-4.45%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.61%

15.64%

-4.03%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

11.94%

16.42%

-4.48%

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

MVEA.L has a 0.20% expense ratio, which is lower than ISDU.L's 0.30% expense ratio.

Dividends

MVEA.L vs. ISDU.L - Dividend Comparison

MVEA.L has not paid dividends to shareholders, while ISDU.L's dividend yield for the trailing twelve months is around 0.62%.

PositionTTM20252024202320222021202020192018201720162015
ISDU.L
iShares MSCI USA Islamic UCITS ETF		0.62%0.74%0.90%1.10%1.52%1.01%1.39%1.37%1.49%1.38%1.34%1.43%
MVEA.L
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%

Frequently Asked Questions

MVEA.L and ISDU.L have a correlation of 0.34, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, MVEA.L is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.

MVEA.L is cheaper with a 0.20% expense ratio, compared with 0.30% for ISDU.L.

MVEA.L tracks Russell 1000 TR USD, while ISDU.L tracks MSCI USA Islamic Index. Their fees differ too: 0.20% for MVEA.L and 0.30% for ISDU.L.

Portfolio Optimizer

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