MVEA.L vs. XZMD.L
Compare and contrast key facts about iShares Edge MSCI USA Minimum Volatility ESG UCITS ETF (MVEA.L) and Xtrackers MSCI USA ESG UCITS ETF 1D (XZMD.L).
MVEA.L and XZMD.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. MVEA.L is a passively managed fund by iShares that tracks the performance of the Russell 1000 TR USD. It was launched on Apr 20, 2020. XZMD.L is a passively managed fund by Xtrackers that tracks the performance of the Russell 1000 TR USD. It was launched on Apr 20, 2022. Both MVEA.L and XZMD.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
MVEA.L vs. XZMD.L - Performance Comparison
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MVEA.L vs. XZMD.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
MVEA.L iShares Edge MSCI USA Minimum Volatility ESG UCITS ETF | -1.73% | -2.72% | 14.94% | 6.35% | 1.84% |
XZMD.L Xtrackers MSCI USA ESG UCITS ETF 1D | -5.14% | 8.37% | 27.57% | 23.85% | -5.73% |
Different Trading Currencies
MVEA.L is traded in GBP, while XZMD.L is traded in USD. To make them comparable, the XZMD.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 higher than XZMD.L's -5.14% 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*
- —
XZMD.L
- 1D
- 2.63%
- 1M
- -3.18%
- YTD
- -5.14%
- 6M
- 1.73%
- 1Y
- 17.29%
- 3Y*
- 16.40%
- 5Y*
- —
- 10Y*
- —
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MVEA.L vs. XZMD.L - Expense Ratio Comparison
MVEA.L has a 0.20% expense ratio, which is higher than XZMD.L's 0.15% 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%.
Return for Risk
MVEA.L vs. XZMD.L — Risk / Return Rank
MVEA.L
XZMD.L
MVEA.L vs. XZMD.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 UCITS ETF 1D (XZMD.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.L | XZMD.L | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.36 | 1.70 | -2.06 |
Sortino ratioReturn per unit of downside risk | -0.41 | 2.54 | -2.94 |
Omega ratioGain probability vs. loss probability | 0.95 | 1.32 | -0.37 |
Calmar ratioReturn relative to maximum drawdown | -0.63 | 0.95 | -1.58 |
Martin ratioReturn relative to average drawdown | -1.80 | 2.81 | -4.60 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| MVEA.L | XZMD.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.36 | 1.70 | -2.06 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.59 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.58 | 1.05 | -0.47 |
Correlation
The correlation between MVEA.L and XZMD.L is 0.37, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
MVEA.L vs. XZMD.L - Dividend Comparison
MVEA.L has not paid dividends to shareholders, while XZMD.L's dividend yield for the trailing twelve months is around 0.76%.
| TTM | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
MVEA.L iShares Edge MSCI USA Minimum Volatility ESG UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
XZMD.L Xtrackers MSCI USA ESG UCITS ETF 1D | 0.76% | 0.79% | 0.95% | 0.95% | 0.54% |
Drawdowns
MVEA.L vs. XZMD.L - Drawdown Comparison
The maximum MVEA.L drawdown since its inception was -14.36%, smaller than the maximum XZMD.L drawdown of -22.72%. Use the drawdown chart below to compare losses from any high point for MVEA.L and XZMD.L.
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Drawdown Indicators
| MVEA.L | XZMD.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -14.36% | -20.62% | +6.26% |
Max Drawdown (1Y)Largest decline over 1 year | -8.57% | -11.61% | +3.04% |
Max Drawdown (5Y)Largest decline over 5 years | -14.36% | — | — |
Current DrawdownCurrent decline from peak | -10.12% | -8.24% | -1.88% |
Average DrawdownAverage peak-to-trough decline | -4.30% | -5.05% | +0.75% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.25% | 5.60% | -3.35% |
Volatility
MVEA.L vs. XZMD.L - Volatility Comparison
The current volatility for iShares Edge MSCI USA Minimum Volatility ESG UCITS ETF (MVEA.L) is 2.77%, while Xtrackers MSCI USA ESG UCITS ETF 1D (XZMD.L) has a volatility of 5.26%. This indicates that MVEA.L experiences smaller price fluctuations and is considered to be less risky than XZMD.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.L | XZMD.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.77% | 5.26% | -2.49% |
Volatility (6M)Calculated over the trailing 6-month period | 6.11% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 11.65% | 23.47% | -11.82% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.66% | 22.09% | -10.43% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.02% | 22.09% | -10.07% |