PortfoliosLab logoPortfoliosLab logo
MVED.L vs. X7PS.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MVED.L vs. X7PS.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 Invesco STOXX Europe 600 Optimised Banks UCITS ETF (X7PS.L). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, MVED.L achieves a 8.45% return, which is significantly lower than X7PS.L's 17.93% return.


MVED.L

1D
-0.13%
1M
1.36%
6M
6.60%
YTD
8.45%
1Y
11.37%
3Y*
11.83%
5Y*
7.01%
10Y*

X7PS.L

1D
0.13%
1M
6.39%
6M
14.44%
YTD
17.93%
1Y
53.36%
3Y*
44.72%
5Y*
32.08%
10Y*
16.30%
*Multi-year figures are annualized to reflect compound growth (CAGR)

MVED.L vs. X7PS.L - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
MVED.L
iShares Edge MSCI Europe Minimum Volatility UCITS ETF EUR (Dist)
8.45%11.81%11.70%10.68%-12.60%21.57%-3.93%22.78%-1.65%
X7PS.L
Invesco STOXX Europe 600 Optimised Banks UCITS ETF
17.93%78.30%33.17%25.70%0.44%38.22%-22.81%13.99%-27.43%

Correlation

The correlation between MVED.L and X7PS.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

0.49

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

0.49

Correlation (All Time)
Calculated using the full available price history since Feb 23, 2018

0.49

Compare stocks, funds, or ETFs

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


Return for Risk

MVED.L vs. X7PS.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: 4141
Overall Rank
MVED.L Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
MVED.L Sortino Ratio Rank: 4040
Sortino Ratio Rank
MVED.L Omega Ratio Rank: 4444
Omega Ratio Rank
MVED.L Calmar Ratio Rank: 3838
Calmar Ratio Rank
MVED.L Martin Ratio Rank: 3939
Martin Ratio Rank

X7PS.L
X7PS.L Risk / Return Rank: 8282
Overall Rank
X7PS.L Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
X7PS.L Sortino Ratio Rank: 8686
Sortino Ratio Rank
X7PS.L Omega Ratio Rank: 8383
Omega Ratio Rank
X7PS.L Calmar Ratio Rank: 7878
Calmar Ratio Rank
X7PS.L Martin Ratio Rank: 7373
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. X7PS.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 Invesco STOXX Europe 600 Optimised Banks UCITS ETF (X7PS.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.


MVED.LX7PS.LDifference
Sharpe ratioReturn per unit of total volatility

-1.12

Sortino ratioReturn per unit of downside risk

-1.36

Omega ratioGain probability vs. loss probability

1.24

1.39

-0.16

Calmar ratioReturn relative to maximum drawdown

1.62

3.24

-1.62

Martin ratioReturn relative to average drawdown

4.91

10.66

-5.74

MVED.L vs. X7PS.L - Sharpe Ratio Comparison

The current MVED.L Sharpe Ratio is 1.27, which is lower than the X7PS.L Sharpe Ratio of 2.39. The chart below compares the historical Sharpe Ratios of MVED.L and X7PS.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...

Drawdowns

MVED.L vs. X7PS.L - Drawdown Comparison

The maximum MVED.L drawdown since its inception was -30.52%, smaller than the maximum X7PS.L drawdown of -60.64%. Use the drawdown chart below to compare losses from any high point for MVED.L and X7PS.L.


Loading charts...

Drawdown Indicators


MVED.LX7PS.LDifference

Max Drawdown

Largest peak-to-trough decline

-30.52%

-60.64%

+30.12%

Max Drawdown (1Y)

Largest decline over 1 year

-7.01%

-16.49%

+9.48%

Max Drawdown (3Y)

Largest decline over 3 years

-10.47%

-20.14%

+9.67%

Max Drawdown (5Y)

Largest decline over 5 years

-19.58%

-29.70%

+10.12%

Max Drawdown (10Y)

Largest decline over 10 years

-56.51%

Current Drawdown

Current decline from peak

-0.67%

-0.94%

+0.27%

Average Drawdown

Average peak-to-trough decline

-5.03%

-17.85%

+12.82%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.31%

5.02%

-2.71%

Volatility

MVED.L vs. X7PS.L - Volatility Comparison

The current volatility for iShares Edge MSCI Europe Minimum Volatility UCITS ETF EUR (Dist) (MVED.L) is 2.77%, while Invesco STOXX Europe 600 Optimised Banks UCITS ETF (X7PS.L) has a volatility of 5.45%. This indicates that MVED.L experiences smaller price fluctuations and is considered to be less risky than X7PS.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


MVED.LX7PS.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.77%

5.45%

-2.68%

Volatility (6M)

Calculated over the trailing 6-month period

7.47%

18.89%

-11.42%

Volatility (1Y)

Calculated over the trailing 1-year period

8.96%

22.39%

-13.43%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.02%

23.71%

-12.69%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.59%

24.86%

-12.27%

MVED.L vs. X7PS.L - Expense Ratio Comparison

MVED.L has a 0.25% expense ratio, which is lower than X7PS.L's 0.30% expense ratio.


Dividends

MVED.L vs. X7PS.L - Dividend Comparison

MVED.L's dividend yield for the trailing twelve months is around 2.52%, while X7PS.L has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018
MVED.L
iShares Edge MSCI Europe Minimum Volatility UCITS ETF EUR (Dist)
2.52%2.69%2.56%2.67%2.95%2.16%2.54%2.81%2.51%
X7PS.L
Invesco STOXX Europe 600 Optimised Banks UCITS ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


MVED.L and X7PS.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, MVED.L is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.

MVED.L is cheaper with a 0.25% expense ratio, compared with 0.30% for X7PS.L.

MVED.L tracks MSCI Europe NR EUR, while X7PS.L tracks Invesco STOXX Europe 600 Optimised Banks UCITS ETF. They also come from different issuers: BlackRock and Invesco. Their fees differ too: 0.25% for MVED.L and 0.30% for X7PS.L.

Portfolio Optimizer

Find the right allocation for MVED.L and X7PS.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