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

MVEA.L vs. XRSS.L

Last updated Jun 5, 2026

MVEA.L (iShares Edge MSCI USA Minimum Volatility ESG UCITS ETF) and XRSS.L (Xtrackers MSCI USA ESG Screened 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 7.01%/yr vs 14.37%/yr for XRSS.L. A 0.71 correlation means they provide meaningful diversification when combined. MVEA.L charges 0.20%/yr vs 0.07%/yr for XRSS.L.

Performance

MVEA.L vs. XRSS.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 ESG Screened UCITS ETF 1C (XRSS.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 XRSS.L is traded in GBp. To make them comparable, the XRSS.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 XRSS.L's 10.42% 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*
—

XRSS.L

1D
0.06%
1M
6.12%
YTD
10.42%
6M
10.27%
1Y
29.91%
3Y*
19.76%
5Y*
14.37%
10Y*
14.67%
*Multi-year figures are annualized to reflect compound growth (CAGR)

MVEA.L vs. XRSS.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%
XRSS.L
Xtrackers MSCI USA ESG Screened UCITS ETF 1C		10.42%9.60%28.26%22.69%-11.96%29.11%13.40%

Correlation

The correlation between MVEA.L and XRSS.L is 0.42, which is low. Their price movements are largely independent, making them effective diversification partners.

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

0.42

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

0.61

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

0.71

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

0.71

Over the past year, the correlation between MVEA.L and XRSS.L has dropped to 0.42 - well below their long-term average of 0.71, suggesting their price drivers have been diverging.

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

Sectors
MVEA.L
XRSS.L

Technology

30.2%
37.9%

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%
2.0%

Basic Materials

3.2%
1.9%

Real Estate

3.1%
2.1%

Technology

MVEA.L
30.2%
XRSS.L
37.9%

Healthcare

MVEA.L
15.0%
XRSS.L
9.2%

Financial Services

MVEA.L
12.7%
XRSS.L
12.4%

Consumer Defensive

MVEA.L
9.3%
XRSS.L
2.7%

Consumer Cyclical

MVEA.L
6.6%
XRSS.L
10.8%

Communication Services

MVEA.L
6.2%
XRSS.L
12.1%

Industrials

MVEA.L
5.7%
XRSS.L
7.7%

Utilities

MVEA.L
4.7%
XRSS.L
1.3%

Energy

MVEA.L
3.4%
XRSS.L
2.0%

Basic Materials

MVEA.L
3.2%
XRSS.L
1.9%

Real Estate

MVEA.L
3.1%
XRSS.L
2.1%

Compare stocks, funds, or ETFs

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iShares Edge MSCI USA Minimum Volatility ESG UCITS ETF

Xtrackers MSCI USA ESG Screened UCITS ETF 1C

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 XRSS.L:
XRSS.L vs. XZSP.DEXRSS.L vs. ISDU.LXRSS.L vs. FRUE.LXRSS.L vs. CAPU.LXRSS.L vs. LCUS.LXRSS.L vs. BBDD.LXRSS.L vs. HIUS.L

Return for Risk

MVEA.L vs. XRSS.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
XRSS.L
XRSS.L Risk / Return Rank: 7575
Overall Rank
XRSS.L Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
XRSS.L Sortino Ratio Rank: 7979
Sortino Ratio Rank
XRSS.L Omega Ratio Rank: 8282
Omega Ratio Rank
XRSS.L Calmar Ratio Rank: 6868
Calmar Ratio Rank
XRSS.L Martin Ratio Rank: 6464
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. XRSS.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 ESG Screened UCITS ETF 1C (XRSS.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.LXRSS.LDifference
Sharpe ratioReturn per unit of total volatility
0.42
2.61

-2.19

Sortino ratioReturn per unit of downside risk
0.65
3.49

-2.84

Omega ratioGain probability vs. loss probability

1.08

1.48

-0.40

Calmar ratioReturn relative to maximum drawdown

0.66

3.30

-2.64

Martin ratioReturn relative to average drawdown

1.64

11.44

-9.80

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. XRSS.L - Sharpe Ratio Comparison

The current MVEA.L Sharpe Ratio is 0.42, which is lower than the XRSS.L Sharpe Ratio of 2.61. The chart below compares the historical Sharpe Ratios of MVEA.L and XRSS.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.LXRSS.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.42

2.61

-2.19

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.60

0.94

-0.33

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

—

0.88

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.62

0.78

-0.16

Drawdowns

MVEA.L vs. XRSS.L - Drawdown Comparison

The maximum MVEA.L drawdown since its inception was -14.36%, smaller than the maximum XRSS.L drawdown of -33.00%. Use the drawdown chart below to compare losses from any high point for MVEA.L and XRSS.L.

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Drawdown Indicators

MVEA.LXRSS.LDifference

Max Drawdown

Largest peak-to-trough decline

-14.36%

-33.00%

+18.64%

Max Drawdown (1Y)

Largest decline over 1 year

-5.43%

-9.02%

+3.59%

Max Drawdown (3Y)

Largest decline over 3 years

-14.36%

-22.42%

+8.06%

Max Drawdown (5Y)

Largest decline over 5 years

-14.36%

-22.42%

+8.06%

Max Drawdown (10Y)

Largest decline over 10 years

—

-33.00%

—

Current Drawdown

Current decline from peak

-6.95%

-0.17%

-6.78%

Average Drawdown

Average peak-to-trough decline

-4.43%

-4.64%

+0.21%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.19%

2.61%

-0.42%

Volatility

MVEA.L vs. XRSS.L - Volatility Comparison

iShares Edge MSCI USA Minimum Volatility ESG UCITS ETF (MVEA.L) and Xtrackers MSCI USA ESG Screened UCITS ETF 1C (XRSS.L) have volatilities of 2.87% and 2.86%, 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.LXRSS.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.87%

2.86%

+0.01%

Volatility (6M)

Calculated over the trailing 6-month period

6.11%

7.80%

-1.69%

Volatility (1Y)

Calculated over the trailing 1-year period

8.60%

11.42%

-2.82%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.61%

15.31%

-3.70%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

11.94%

16.75%

-4.81%

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

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

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

Tickers have no history of dividend payments

Frequently Asked Questions

MVEA.L and XRSS.L have a correlation of 0.42, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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

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

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