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MVEE.DE vs. ISPA.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MVEE.DE vs. ISPA.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares Edge MSCI Europe Minimum Volatility ESG UCITS ETF (Acc) (MVEE.DE) and iShares STOXX Global Select Dividend 100 UCITS ETF (DE) (ISPA.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, MVEE.DE achieves a 5.59% return, which is significantly lower than ISPA.DE's 13.48% return.


MVEE.DE

1D
0.56%
1M
0.01%
YTD
5.59%
6M
7.14%
1Y
5.59%
3Y*
8.72%
5Y*
6.16%
10Y*

ISPA.DE

1D
0.49%
1M
1.28%
YTD
13.48%
6M
15.35%
1Y
29.45%
3Y*
18.65%
5Y*
11.00%
10Y*
8.98%
*Multi-year figures are annualized to reflect compound growth (CAGR)

MVEE.DE vs. ISPA.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
MVEE.DE
iShares Edge MSCI Europe Minimum Volatility ESG UCITS ETF (Acc)
5.59%8.72%8.82%12.50%-15.12%23.93%14.18%
ISPA.DE
iShares STOXX Global Select Dividend 100 UCITS ETF (DE)
13.48%19.72%12.97%4.80%0.43%22.39%25.43%

Correlation

The correlation between MVEE.DE and ISPA.DE is 0.71, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.71

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

0.71

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

0.72

Correlation (All Time)
Calculated using the full available price history since Apr 23, 2020

0.71

The correlation between MVEE.DE and ISPA.DE has been stable across timeframes, ranging from 0.71 to 0.72 - a consistent structural relationship.

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Return for Risk

MVEE.DE vs. ISPA.DE — Risk / Return Rank

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

MVEE.DE
MVEE.DE Risk / Return Rank: 1818
Overall Rank
MVEE.DE Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
MVEE.DE Sortino Ratio Rank: 1717
Sortino Ratio Rank
MVEE.DE Omega Ratio Rank: 1717
Omega Ratio Rank
MVEE.DE Calmar Ratio Rank: 1818
Calmar Ratio Rank
MVEE.DE Martin Ratio Rank: 1818
Martin Ratio Rank

ISPA.DE
ISPA.DE Risk / Return Rank: 9393
Overall Rank
ISPA.DE Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
ISPA.DE Sortino Ratio Rank: 9393
Sortino Ratio Rank
ISPA.DE Omega Ratio Rank: 9292
Omega Ratio Rank
ISPA.DE Calmar Ratio Rank: 9595
Calmar Ratio Rank
ISPA.DE Martin Ratio Rank: 9494
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.

MVEE.DE vs. ISPA.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 iShares STOXX Global Select Dividend 100 UCITS ETF (DE) (ISPA.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.DEISPA.DEDifference
Sharpe ratioReturn per unit of total volatility

-2.81

Sortino ratioReturn per unit of downside risk

-3.84

Omega ratioGain probability vs. loss probability

1.10

1.62

-0.51

Calmar ratioReturn relative to maximum drawdown

0.71

8.10

-7.39

Martin ratioReturn relative to average drawdown

1.87

28.73

-26.86

MVEE.DE vs. ISPA.DE - Sharpe Ratio Comparison

The current MVEE.DE Sharpe Ratio is 0.55, which is lower than the ISPA.DE Sharpe Ratio of 3.35. The chart below compares the historical Sharpe Ratios of MVEE.DE and ISPA.DE, 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


MVEE.DEISPA.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.55

3.35

-2.81

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.50

0.91

-0.40

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.60

Sharpe Ratio (All Time)

Calculated using the full available price history

0.71

0.68

+0.04

Drawdowns

MVEE.DE vs. ISPA.DE - Drawdown Comparison

The maximum MVEE.DE drawdown since its inception was -20.20%, smaller than the maximum ISPA.DE drawdown of -38.91%. Use the drawdown chart below to compare losses from any high point for MVEE.DE and ISPA.DE.


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Drawdown Indicators


MVEE.DEISPA.DEDifference

Max Drawdown

Largest peak-to-trough decline

-20.20%

-38.91%

+18.71%

Max Drawdown (1Y)

Largest decline over 1 year

-7.73%

-3.63%

-4.10%

Max Drawdown (3Y)

Largest decline over 3 years

-12.13%

-15.10%

+2.97%

Max Drawdown (5Y)

Largest decline over 5 years

-20.20%

-15.10%

-5.10%

Max Drawdown (10Y)

Largest decline over 10 years

-38.91%

Current Drawdown

Current decline from peak

-2.23%

-1.09%

-1.14%

Average Drawdown

Average peak-to-trough decline

-4.57%

-4.46%

-0.11%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.92%

1.03%

+1.89%

Volatility

MVEE.DE vs. ISPA.DE - Volatility Comparison

iShares Edge MSCI Europe Minimum Volatility ESG UCITS ETF (Acc) (MVEE.DE) has a higher volatility of 3.51% compared to iShares STOXX Global Select Dividend 100 UCITS ETF (DE) (ISPA.DE) at 2.62%. This indicates that MVEE.DE's price experiences larger fluctuations and is considered to be riskier than ISPA.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.DEISPA.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.51%

2.62%

+0.89%

Volatility (6M)

Calculated over the trailing 6-month period

8.16%

6.51%

+1.65%

Volatility (1Y)

Calculated over the trailing 1-year period

10.01%

8.77%

+1.24%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.11%

12.00%

+0.11%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.45%

14.79%

-2.34%

MVEE.DE vs. ISPA.DE - Expense Ratio Comparison

MVEE.DE has a 0.25% expense ratio, which is lower than ISPA.DE's 0.46% expense ratio.


Dividends

MVEE.DE vs. ISPA.DE - Dividend Comparison

MVEE.DE has not paid dividends to shareholders, while ISPA.DE's dividend yield for the trailing twelve months is around 3.75%.


PositionTTM20252024202320222021202020192018201720162015
ISPA.DE
iShares STOXX Global Select Dividend 100 UCITS ETF (DE)
3.75%4.52%4.89%5.91%6.92%3.32%4.04%4.02%3.37%5.66%3.64%4.35%
MVEE.DE
iShares Edge MSCI Europe Minimum Volatility ESG UCITS ETF (Acc)
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


MVEE.DE and ISPA.DE have a correlation of 0.71, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, MVEE.DE is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.

MVEE.DE is cheaper with a 0.25% expense ratio, compared with 0.46% for ISPA.DE.

MVEE.DE is categorized as Europe Equities, while ISPA.DE is Global Equities. MVEE.DE tracks MSCI Europe NR EUR, while ISPA.DE tracks STOXX® Global Select Dividend 100 index. Their fees differ too: 0.25% for MVEE.DE and 0.46% for ISPA.DE.

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