MVEE.DE vs. ASWA.DE
Compare and contrast key facts about iShares Edge MSCI Europe Minimum Volatility ESG UCITS ETF (Acc) (MVEE.DE) and HANetf European Green Deal UCITS ETF Acc (ASWA.DE).
MVEE.DE and ASWA.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. MVEE.DE is a passively managed fund by iShares that tracks the performance of the MSCI Europe NR EUR. It was launched on Apr 17, 2020. ASWA.DE is a passively managed fund by HANetf that tracks the performance of the SGI European Green Deal ESG Screened. It was launched on Jul 24, 2023. Both MVEE.DE and ASWA.DE 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
MVEE.DE vs. ASWA.DE - Performance Comparison
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MVEE.DE vs. ASWA.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
MVEE.DE iShares Edge MSCI Europe Minimum Volatility ESG UCITS ETF (Acc) | 2.27% | 8.72% | 8.82% | 2.71% |
ASWA.DE HANetf European Green Deal UCITS ETF Acc | -16.70% | 26.07% | -11.37% | -2.40% |
Returns By Period
In the year-to-date period, MVEE.DE achieves a 2.27% return, which is significantly higher than ASWA.DE's -16.70% return.
MVEE.DE
- 1D
- 0.42%
- 1M
- -0.58%
- YTD
- 2.27%
- 6M
- 5.04%
- 1Y
- 5.76%
- 3Y*
- 8.03%
- 5Y*
- 6.54%
- 10Y*
- —
ASWA.DE
- 1D
- -29.07%
- 1M
- -26.71%
- YTD
- -16.70%
- 6M
- -15.14%
- 1Y
- 1.86%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
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MVEE.DE vs. ASWA.DE - Expense Ratio Comparison
MVEE.DE has a 0.25% expense ratio, which is lower than ASWA.DE's 0.60% expense ratio.
Return for Risk
MVEE.DE vs. ASWA.DE — Risk / Return Rank
MVEE.DE
ASWA.DE
MVEE.DE vs. ASWA.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Edge MSCI Europe Minimum Volatility ESG UCITS ETF (Acc) (MVEE.DE) and HANetf European Green Deal UCITS ETF Acc (ASWA.DE). 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.
| MVEE.DE | ASWA.DE | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.46 | 0.06 | +0.40 |
Sortino ratioReturn per unit of downside risk | 0.67 | 0.27 | +0.39 |
Omega ratioGain probability vs. loss probability | 1.10 | 1.08 | +0.03 |
Calmar ratioReturn relative to maximum drawdown | 0.87 | 0.14 | +0.73 |
Martin ratioReturn relative to average drawdown | 2.07 | 1.51 | +0.56 |
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
| MVEE.DE | ASWA.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.46 | 0.06 | +0.40 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.54 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.68 | -0.14 | +0.83 |
Correlation
The correlation between MVEE.DE and ASWA.DE is 0.66, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
MVEE.DE vs. ASWA.DE - Dividend Comparison
Neither MVEE.DE nor ASWA.DE has paid dividends to shareholders.
Drawdowns
MVEE.DE vs. ASWA.DE - Drawdown Comparison
The maximum MVEE.DE drawdown since its inception was -20.20%, smaller than the maximum ASWA.DE drawdown of -29.07%. Use the drawdown chart below to compare losses from any high point for MVEE.DE and ASWA.DE.
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Drawdown Indicators
| MVEE.DE | ASWA.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -20.20% | -29.07% | +8.87% |
Max Drawdown (1Y)Largest decline over 1 year | -9.22% | -29.07% | +19.85% |
Max Drawdown (5Y)Largest decline over 5 years | -20.20% | — | — |
Current DrawdownCurrent decline from peak | -4.26% | -29.07% | +24.81% |
Average DrawdownAverage peak-to-trough decline | -4.63% | -7.12% | +2.49% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.24% | 2.62% | +0.62% |
Volatility
MVEE.DE vs. ASWA.DE - Volatility Comparison
The current volatility for iShares Edge MSCI Europe Minimum Volatility ESG UCITS ETF (Acc) (MVEE.DE) is 4.49%, while HANetf European Green Deal UCITS ETF Acc (ASWA.DE) has a volatility of 34.90%. This indicates that MVEE.DE experiences smaller price fluctuations and is considered to be less risky than ASWA.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MVEE.DE | ASWA.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.49% | 34.90% | -30.41% |
Volatility (6M)Calculated over the trailing 6-month period | 7.14% | 35.85% | -28.71% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.57% | 33.56% | -20.99% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.03% | 24.58% | -12.55% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.45% | 24.58% | -12.13% |