MVEA.L vs. XDUS.L

Last updated Jul 16, 2026

MVEA.L (iShares Edge MSCI USA Minimum Volatility ESG UCITS ETF) and XDUS.L (Xtrackers MSCI USA UCITS ETF 1C) are both Large Cap Blend Equities funds tracking the Russell 1000 TR USD, from iShares and Xtrackers respectively. Both are passively managed. Over the past 5 years, MVEA.L returned 5.66%/yr vs 13.07%/yr for XDUS.L. A 0.76 correlation means they provide meaningful diversification when combined. MVEA.L charges 0.20%/yr vs 0.07%/yr for XDUS.L.

Performance

MVEA.L vs. XDUS.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 Xtrackers MSCI USA UCITS ETF 1C (XDUS.L). The values are adjusted to include any dividend payments, if applicable.

Different Trading Currencies

MVEA.L is traded in GBP, while XDUS.L is traded in GBp. To make them comparable, the XDUS.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 1.58% return, which is significantly lower than XDUS.L's 9.94% return.

MVEA.L

• 1D: -1.38%
• 1M: 0.00%
• 6M: 1.74%
• YTD: 1.58%
• 1Y: 3.05%
• 3Y*: 7.35%
• 5Y*: 5.66%
• 10Y*: —

XDUS.L

• 1D: -0.53%
• 1M: -0.23%
• 6M: 9.44%
• YTD: 9.94%
• 1Y: 20.56%
• 3Y*: 19.01%
• 5Y*: 13.07%
• 10Y*: 14.67%

*Multi-year figures are annualized to reflect compound growth (CAGR)

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

	2026 (YTD)	2025	2024	2023	2022	2021	2020
MVEA.L iShares Edge MSCI USA Minimum Volatility ESG UCITS ETF	1.58%	-2.77%	15.04%	6.33%	-1.36%	25.81%	0.75%
XDUS.L Xtrackers MSCI USA UCITS ETF 1C	9.94%	9.21%	27.38%	20.65%	-10.42%	28.96%	9.68%

Correlation

The correlation between MVEA.L and XDUS.L is 0.41, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.41
Correlation (3Y) Calculated over the trailing 3-year period	0.63
Correlation (5Y) Calculated over the trailing 5-year period	0.74
Correlation (All Time) Calculated using the full available price history since Jul 17, 2020	0.76

Over the past year, the correlation between MVEA.L and XDUS.L has dropped to 0.41 - well below their long-term average of 0.76, suggesting their price drivers have been diverging.

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

Sectors	MVEA.L	XDUS.L
Technology	35.7%	38.9%
Healthcare	13.5%	8.4%
Financial Services	12.7%	10.9%
Consumer Defensive	9.4%	4.4%
Communication Services	6.1%	10.7%
Consumer Cyclical	4.6%	9.9%
Utilities	4.4%	2.0%
Industrials	3.9%	8.1%
Energy	3.9%	3.2%
Real Estate	3.0%	1.8%
Basic Materials	2.9%	1.7%

Return for Risk

MVEA.L vs. XDUS.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: 15
MVEA.L Sharpe Ratio Rank: 15
MVEA.L Sortino Ratio Rank: 13
MVEA.L Omega Ratio Rank: 13
MVEA.L Calmar Ratio Rank: 17
MVEA.L Martin Ratio Rank: 17

XDUS.L

XDUS.L Risk / Return Rank: 68
XDUS.L Sharpe Ratio Rank: 69
XDUS.L Sortino Ratio Rank: 67
XDUS.L Omega Ratio Rank: 69
XDUS.L Calmar Ratio Rank: 67
XDUS.L Martin Ratio Rank: 66

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. XDUS.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 Xtrackers MSCI USA UCITS ETF 1C (XDUS.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.

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.L	XDUS.L	Difference
Sharpe ratio: Return per unit of total volatility	0.34	1.82	-1.48
Sortino ratio: Return per unit of downside risk	0.54	2.49	-1.96
Omega ratio: Gain probability vs. loss probability	1.06	1.33	-0.27
Calmar ratio: Return relative to maximum drawdown	0.56	2.73	-2.17
Martin ratio: Return relative to average drawdown	1.41	9.47	-8.06

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

The current MVEA.L Sharpe Ratio is 0.34, which is lower than the XDUS.L Sharpe Ratio of 1.82. The chart below compares the historical Sharpe Ratios of MVEA.L and XDUS.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.

Drawdowns

MVEA.L vs. XDUS.L - Drawdown Comparison

The maximum MVEA.L drawdown since its inception was -14.33%, smaller than the maximum XDUS.L drawdown of -25.82%. Use the drawdown chart below to compare losses from any high point for MVEA.L and XDUS.L.

Drawdown Indicators

	MVEA.L	XDUS.L	Difference
Max Drawdown Largest peak-to-trough decline	-14.33%	-25.82%	+11.49%
Max Drawdown (1Y) Largest decline over 1 year	-5.39%	-7.50%	+2.11%
Max Drawdown (3Y) Largest decline over 3 years	-14.33%	-21.51%	+7.18%
Max Drawdown (5Y) Largest decline over 5 years	-14.33%	-21.51%	+7.18%
Max Drawdown (10Y) Largest decline over 10 years	—	-25.82%	—
Current Drawdown Current decline from peak	-7.09%	-1.01%	-6.08%
Average Drawdown Average peak-to-trough decline	-4.45%	-3.49%	-0.96%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.16%	2.17%	-0.01%

Volatility

MVEA.L vs. XDUS.L - Volatility Comparison

The current volatility for iShares Edge MSCI USA Minimum Volatility ESG UCITS ETF (MVEA.L) is 2.75%, while Xtrackers MSCI USA UCITS ETF 1C (XDUS.L) has a volatility of 3.12%. This indicates that MVEA.L experiences smaller price fluctuations and is considered to be less risky than XDUS.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	MVEA.L	XDUS.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.75%	3.12%	-0.37%
Volatility (6M) Calculated over the trailing 6-month period	6.52%	8.04%	-1.52%
Volatility (1Y) Calculated over the trailing 1-year period	8.91%	11.29%	-2.38%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	11.68%	14.69%	-3.01%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	11.89%	15.62%	-3.73%

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

MVEA.L has a 0.20% expense ratio, which is higher than XDUS.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. XDUS.L - Dividend Comparison

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

Tickers have no history of dividend payments

Frequently Asked Questions

Can I hold both MVEA.L and XDUS.L in my portfolio?

MVEA.L and XDUS.L have a correlation of 0.41, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, MVEA.L or XDUS.L?

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

Which ETF is cheaper, MVEA.L or XDUS.L?

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

What is the main difference between MVEA.L and XDUS.L?

Both ETFs track Russell 1000 TR USD. They also come from different issuers: iShares and Xtrackers. Their fees differ too: 0.20% for MVEA.L and 0.07% for XDUS.L.