MVEE.DE vs. XB4A.DE
MVEE.DE (iShares Edge MSCI Europe Minimum Volatility ESG UCITS ETF (Acc)) and XB4A.DE (Xtrackers ATX UCITS ETF (Acc)) are both Europe Equities funds - MVEE.DE tracks the MSCI Europe NR EUR while XB4A.DE tracks the ATX Index. Both are passively managed. Over the past 5 years, MVEE.DE returned 6.08%/yr vs 18.18%/yr for XB4A.DE. A 0.60 correlation means they provide meaningful diversification when combined. Both charge a 0.25% expense ratio.
Performance
MVEE.DE vs. XB4A.DE - Performance Comparison
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Returns By Period
In the year-to-date period, MVEE.DE achieves a 9.49% return, which is significantly lower than XB4A.DE's 24.81% return.
MVEE.DE
- 1D
- 0.11%
- 1M
- 2.19%
- 6M
- 8.03%
- YTD
- 9.49%
- 1Y
- 12.98%
- 3Y*
- 10.17%
- 5Y*
- 6.08%
- 10Y*
- —
XB4A.DE
- 1D
- -0.62%
- 1M
- 1.14%
- 6M
- 22.10%
- YTD
- 24.81%
- 1Y
- 48.60%
- 3Y*
- 31.52%
- 5Y*
- 18.18%
- 10Y*
- 14.71%
MVEE.DE vs. XB4A.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
MVEE.DE iShares Edge MSCI Europe Minimum Volatility ESG UCITS ETF (Acc) | 9.49% | 8.71% | 8.75% | 12.46% | -15.04% | 23.79% | 13.95% |
XB4A.DE Xtrackers ATX UCITS ETF (Acc) | 24.81% | 51.29% | 11.01% | 14.27% | -16.45% | 42.39% | 41.22% |
Correlation
The correlation between MVEE.DE and XB4A.DE is 0.45, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.45 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.53 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.58 |
Correlation (All Time) Calculated using the full available price history since Apr 17, 2020 | 0.60 |
The correlation between MVEE.DE and XB4A.DE shifts across timeframes, from 0.45 (1 year) to 0.60 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
MVEE.DE vs. XB4A.DE — Risk / Return Rank
MVEE.DE
XB4A.DE
MVEE.DE vs. XB4A.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 Xtrackers ATX UCITS ETF (Acc) (XB4A.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.
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.
| MVEE.DE | XB4A.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.46 | ||
| Sortino ratioReturn per unit of downside risk | -2.00 | ||
| Omega ratioGain probability vs. loss probability | 1.23 | 1.46 | -0.23 |
| Calmar ratioReturn relative to maximum drawdown | 1.75 | 4.44 | -2.70 |
| Martin ratioReturn relative to average drawdown | 6.08 | 15.07 | -8.98 |
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Drawdowns
MVEE.DE vs. XB4A.DE - Drawdown Comparison
The maximum MVEE.DE drawdown since its inception was -20.19%, smaller than the maximum XB4A.DE drawdown of -53.54%. Use the drawdown chart below to compare losses from any high point for MVEE.DE and XB4A.DE.
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Drawdown Indicators
| MVEE.DE | XB4A.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -20.19% | -53.54% | +33.35% |
Max Drawdown (1Y)Largest decline over 1 year | -7.40% | -10.88% | +3.48% |
Max Drawdown (3Y)Largest decline over 3 years | -12.19% | -16.26% | +4.07% |
Max Drawdown (5Y)Largest decline over 5 years | -20.19% | -32.50% | +12.31% |
Max Drawdown (10Y)Largest decline over 10 years | — | -53.54% | — |
Current DrawdownCurrent decline from peak | -0.78% | -1.85% | +1.07% |
Average DrawdownAverage peak-to-trough decline | -4.46% | -9.88% | +5.42% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.13% | 3.22% | -1.09% |
Volatility
MVEE.DE vs. XB4A.DE - Volatility Comparison
The current volatility for iShares Edge MSCI Europe Minimum Volatility ESG UCITS ETF (Acc) (MVEE.DE) is 2.78%, while Xtrackers ATX UCITS ETF (Acc) (XB4A.DE) has a volatility of 5.22%. This indicates that MVEE.DE experiences smaller price fluctuations and is considered to be less risky than XB4A.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 | XB4A.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.78% | 5.22% | -2.44% |
Volatility (6M)Calculated over the trailing 6-month period | 8.37% | 14.88% | -6.51% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.06% | 17.61% | -7.55% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.08% | 19.15% | -7.07% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.45% | 20.15% | -7.70% |
MVEE.DE vs. XB4A.DE - Expense Ratio Comparison
Both MVEE.DE and XB4A.DE have an expense ratio of 0.25%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Dividends
MVEE.DE vs. XB4A.DE - Dividend Comparison
Neither MVEE.DE nor XB4A.DE has paid dividends to shareholders.
Frequently Asked Questions
MVEE.DE and XB4A.DE have a correlation of 0.45, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Both ETFs have the same 0.25% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.
MVEE.DE and XB4A.DE have the same expense ratio: 0.25% per year.
MVEE.DE tracks MSCI Europe NR EUR, while XB4A.DE tracks ATX Index. They also come from different issuers: iShares and Xtrackers.
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