PortfoliosLab logoPortfoliosLab logo

Documentation

Upgrade your plan
MVEA.L vs. SDUS.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

MVEA.L vs. SDUS.L

Last updated Jun 5, 2026

MVEA.L (iShares Edge MSCI USA Minimum Volatility ESG UCITS ETF) and SDUS.L (iShares MSCI USA ESG Screened UCITS ETF USD (Dist)) are both Large Cap Blend Equities funds from iShares tracking the Russell 1000 TR USD. Both are passively managed. Over the past 5 years, MVEA.L returned 7.01%/yr vs 15.27%/yr for SDUS.L. A 0.68 correlation means they provide meaningful diversification when combined. MVEA.L charges 0.20%/yr vs 0.07%/yr for SDUS.L.

Performance

MVEA.L vs. SDUS.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 ESG Screened UCITS ETF USD (Dist) (SDUS.L). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Different Trading Currencies

MVEA.L is traded in GBP, while SDUS.L is traded in USD. To make them comparable, the SDUS.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 SDUS.L's 10.70% 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*
—

SDUS.L

1D
0.08%
1M
6.02%
YTD
10.70%
6M
10.12%
1Y
29.79%
3Y*
20.21%
5Y*
15.27%
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

MVEA.L vs. SDUS.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%
SDUS.L
iShares MSCI USA ESG Screened UCITS ETF USD (Dist)		10.70%9.33%29.11%24.16%-11.96%29.49%9.16%

Correlation

The correlation between MVEA.L and SDUS.L is 0.36, which is low. Their price movements are largely independent, making them effective diversification partners.

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

0.36

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

0.56

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

0.66

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

0.68

Over the past year, the correlation between MVEA.L and SDUS.L has dropped to 0.36 - well below their long-term average of 0.68, suggesting their price drivers have been diverging.

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

Sectors
MVEA.L
SDUS.L

Technology

30.2%
38.0%

Healthcare

15.0%
9.2%

Financial Services

12.7%
12.4%

Consumer Defensive

9.3%
2.7%

Consumer Cyclical

6.6%
10.8%

Communication Services

6.2%
12.1%

Industrials

5.7%
7.7%

Utilities

4.7%
1.3%

Energy

3.4%
1.9%

Basic Materials

3.2%
1.8%

Real Estate

3.1%
2.0%

Technology

MVEA.L
30.2%
SDUS.L
38.0%

Healthcare

MVEA.L
15.0%
SDUS.L
9.2%

Financial Services

MVEA.L
12.7%
SDUS.L
12.4%

Consumer Defensive

MVEA.L
9.3%
SDUS.L
2.7%

Consumer Cyclical

MVEA.L
6.6%
SDUS.L
10.8%

Communication Services

MVEA.L
6.2%
SDUS.L
12.1%

Industrials

MVEA.L
5.7%
SDUS.L
7.7%

Utilities

MVEA.L
4.7%
SDUS.L
1.3%

Energy

MVEA.L
3.4%
SDUS.L
1.9%

Basic Materials

MVEA.L
3.2%
SDUS.L
1.8%

Real Estate

MVEA.L
3.1%
SDUS.L
2.0%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

iShares Edge MSCI USA Minimum Volatility ESG UCITS ETF

iShares MSCI USA ESG Screened UCITS ETF USD (Dist)

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 SDUS.L:
SDUS.L vs. GPSA.LSDUS.L vs. VWRA.LSDUS.L vs. IUSA.LSDUS.L vs. ISDU.LSDUS.L vs. XZMD.LSDUS.L vs. BBUS.LSDUS.L vs. USDV.L

Return for Risk

MVEA.L vs. SDUS.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
SDUS.L
SDUS.L Risk / Return Rank: 7070
Overall Rank
SDUS.L Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
SDUS.L Sortino Ratio Rank: 7575
Sortino Ratio Rank
SDUS.L Omega Ratio Rank: 7171
Omega Ratio Rank
SDUS.L Calmar Ratio Rank: 6262
Calmar Ratio Rank
SDUS.L Martin Ratio Rank: 6969
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. SDUS.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 ESG Screened UCITS ETF USD (Dist) (SDUS.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.LSDUS.LDifference
Sharpe ratioReturn per unit of total volatility
0.42
2.35

-1.93

Sortino ratioReturn per unit of downside risk
0.65
3.20

-2.55

Omega ratioGain probability vs. loss probability

1.08

1.43

-0.35

Calmar ratioReturn relative to maximum drawdown

0.66

3.28

-2.62

Martin ratioReturn relative to average drawdown

1.64

10.81

-9.17

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. SDUS.L - Sharpe Ratio Comparison

The current MVEA.L Sharpe Ratio is 0.42, which is lower than the SDUS.L Sharpe Ratio of 2.35. The chart below compares the historical Sharpe Ratios of MVEA.L and SDUS.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.

Loading charts...

Sharpe Ratios by Period

MVEA.LSDUS.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.42

2.35

-1.93

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.60

0.94

-0.34

Sharpe Ratio (All Time)

Calculated using the full available price history

0.62

0.90

-0.29

Drawdowns

MVEA.L vs. SDUS.L - Drawdown Comparison

The maximum MVEA.L drawdown since its inception was -14.36%, smaller than the maximum SDUS.L drawdown of -25.98%. Use the drawdown chart below to compare losses from any high point for MVEA.L and SDUS.L.

Loading charts...

Drawdown Indicators

MVEA.LSDUS.LDifference

Max Drawdown

Largest peak-to-trough decline

-14.36%

-25.98%

+11.62%

Max Drawdown (1Y)

Largest decline over 1 year

-5.43%

-9.05%

+3.62%

Max Drawdown (3Y)

Largest decline over 3 years

-14.36%

-22.29%

+7.93%

Max Drawdown (5Y)

Largest decline over 5 years

-14.36%

-22.29%

+7.93%

Current Drawdown

Current decline from peak

-6.95%

-0.19%

-6.76%

Average Drawdown

Average peak-to-trough decline

-4.43%

-3.97%

-0.46%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.19%

2.75%

-0.56%

Volatility

MVEA.L vs. SDUS.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 ESG Screened UCITS ETF USD (Dist) (SDUS.L) has a volatility of 3.82%. This indicates that MVEA.L experiences smaller price fluctuations and is considered to be less risky than SDUS.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Loading charts...

Volatility by Period

MVEA.LSDUS.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.87%

3.82%

-0.95%

Volatility (6M)

Calculated over the trailing 6-month period

6.11%

9.28%

-3.17%

Volatility (1Y)

Calculated over the trailing 1-year period

8.60%

12.64%

-4.04%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.61%

16.22%

-4.61%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

11.94%

17.75%

-5.81%

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

MVEA.L has a 0.20% expense ratio, which is higher than SDUS.L's 0.07% 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.L vs. SDUS.L - Dividend Comparison

MVEA.L has not paid dividends to shareholders, while SDUS.L's dividend yield for the trailing twelve months is around 0.73%.

PositionTTM20252024202320222021202020192018
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%
SDUS.L
iShares MSCI USA ESG Screened UCITS ETF USD (Dist)		0.73%0.80%0.90%1.06%1.32%0.95%1.18%1.40%0.22%

Frequently Asked Questions

MVEA.L and SDUS.L have a correlation of 0.36, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, SDUS.L is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SDUS.L is cheaper with a 0.07% expense ratio, compared with 0.20% for MVEA.L.

Both ETFs track Russell 1000 TR USD. Their fees differ too: 0.20% for MVEA.L and 0.07% for SDUS.L.

Portfolio Optimizer

Find the right allocation for MVEA.L and SDUS.L

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