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MVED.L vs. WDEP.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MVED.L vs. WDEP.L - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares Edge MSCI Europe Minimum Volatility UCITS ETF EUR (Dist) (MVED.L) and WisdomTree Europe Defence UCITS ETF EUR Accumulating (WDEP.L). The values are adjusted to include any dividend payments, if applicable.

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MVED.L vs. WDEP.L - Yearly Performance Comparison


Different Trading Currencies

MVED.L is traded in EUR, while WDEP.L is traded in GBp. To make them comparable, the WDEP.L values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, MVED.L achieves a 5.12% return, which is significantly lower than WDEP.L's 14.16% return.


MVED.L

1D
1.33%
1M
-2.87%
YTD
5.12%
6M
5.68%
1Y
5.50%
3Y*
8.82%
5Y*
7.11%
10Y*

WDEP.L

1D
6.78%
1M
-1.68%
YTD
14.16%
6M
1.76%
1Y
29.17%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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MVED.L vs. WDEP.L - Expense Ratio Comparison

MVED.L has a 0.25% expense ratio, which is lower than WDEP.L's 0.45% expense ratio.


Return for Risk

MVED.L vs. WDEP.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

MVED.L
MVED.L Risk / Return Rank: 2424
Overall Rank
MVED.L Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
MVED.L Sortino Ratio Rank: 2222
Sortino Ratio Rank
MVED.L Omega Ratio Rank: 2525
Omega Ratio Rank
MVED.L Calmar Ratio Rank: 2626
Calmar Ratio Rank
MVED.L Martin Ratio Rank: 2323
Martin Ratio Rank

WDEP.L
WDEP.L Risk / Return Rank: 4949
Overall Rank
WDEP.L Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
WDEP.L Sortino Ratio Rank: 5353
Sortino Ratio Rank
WDEP.L Omega Ratio Rank: 5050
Omega Ratio Rank
WDEP.L Calmar Ratio Rank: 5555
Calmar Ratio Rank
WDEP.L Martin Ratio Rank: 3838
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.

MVED.L vs. WDEP.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Edge MSCI Europe Minimum Volatility UCITS ETF EUR (Dist) (MVED.L) and WisdomTree Europe Defence UCITS ETF EUR Accumulating (WDEP.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.


MVED.LWDEP.LDifference

Sharpe ratio

Return per unit of total volatility

0.46

0.81

-0.35

Sortino ratio

Return per unit of downside risk

0.66

1.31

-0.65

Omega ratio

Gain probability vs. loss probability

1.10

1.18

-0.07

Calmar ratio

Return relative to maximum drawdown

0.68

1.32

-0.64

Martin ratio

Return relative to average drawdown

1.88

3.24

-1.36

MVED.L vs. WDEP.L - Sharpe Ratio Comparison

The current MVED.L Sharpe Ratio is 0.46, which is lower than the WDEP.L Sharpe Ratio of 0.81. The chart below compares the historical Sharpe Ratios of MVED.L and WDEP.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


MVED.LWDEP.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.46

0.81

-0.35

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.65

Sharpe Ratio (All Time)

Calculated using the full available price history

0.54

0.45

+0.09

Correlation

The correlation between MVED.L and WDEP.L is 0.23, 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

MVED.L vs. WDEP.L - Dividend Comparison

Neither MVED.L nor WDEP.L has paid dividends to shareholders.


TTM20252024202320222021202020192018
MVED.L
iShares Edge MSCI Europe Minimum Volatility UCITS ETF EUR (Dist)
0.00%0.00%0.00%2.67%2.95%2.16%2.54%2.81%2.50%
WDEP.L
WisdomTree Europe Defence UCITS ETF EUR Accumulating
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

MVED.L vs. WDEP.L - Drawdown Comparison

The maximum MVED.L drawdown since its inception was -30.56%, which is greater than WDEP.L's maximum drawdown of -23.87%. Use the drawdown chart below to compare losses from any high point for MVED.L and WDEP.L.


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Drawdown Indicators


MVED.LWDEP.LDifference

Max Drawdown

Largest peak-to-trough decline

-30.56%

-23.44%

-7.12%

Max Drawdown (1Y)

Largest decline over 1 year

-9.10%

-23.44%

+14.34%

Max Drawdown (5Y)

Largest decline over 5 years

-19.54%

Current Drawdown

Current decline from peak

-3.68%

-7.24%

+3.56%

Average Drawdown

Average peak-to-trough decline

-5.22%

-8.00%

+2.78%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.26%

9.44%

-6.18%

Volatility

MVED.L vs. WDEP.L - Volatility Comparison

The current volatility for iShares Edge MSCI Europe Minimum Volatility UCITS ETF EUR (Dist) (MVED.L) is 4.01%, while WisdomTree Europe Defence UCITS ETF EUR Accumulating (WDEP.L) has a volatility of 12.48%. This indicates that MVED.L experiences smaller price fluctuations and is considered to be less risky than WDEP.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MVED.LWDEP.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.01%

12.48%

-8.47%

Volatility (6M)

Calculated over the trailing 6-month period

6.69%

28.58%

-21.89%

Volatility (1Y)

Calculated over the trailing 1-year period

11.84%

35.81%

-23.97%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.98%

37.42%

-26.44%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.69%

37.42%

-24.73%