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MVEE.L vs. IMV.L
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between MVEE.L and IMV.L is 0.96, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.01.0

Performance

MVEE.L vs. IMV.L - 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.L) and iShares Edge MSCI Europe Min Volatility UCITS (IMV.L). The values are adjusted to include any dividend payments, if applicable.

-8.00%-6.00%-4.00%-2.00%0.00%2.00%4.00%SeptemberOctoberNovemberDecember2025February
-1.08%
0.62%
MVEE.L
IMV.L

Key characteristics

Sharpe Ratio

MVEE.L:

1.00

IMV.L:

1.57

Sortino Ratio

MVEE.L:

1.46

IMV.L:

2.29

Omega Ratio

MVEE.L:

1.17

IMV.L:

1.27

Calmar Ratio

MVEE.L:

1.49

IMV.L:

2.47

Martin Ratio

MVEE.L:

3.75

IMV.L:

7.14

Ulcer Index

MVEE.L:

2.35%

IMV.L:

1.74%

Daily Std Dev

MVEE.L:

8.80%

IMV.L:

7.88%

Max Drawdown

MVEE.L:

-17.89%

IMV.L:

-24.48%

Current Drawdown

MVEE.L:

-1.22%

IMV.L:

-1.17%

Returns By Period

In the year-to-date period, MVEE.L achieves a 5.38% return, which is significantly lower than IMV.L's 6.49% return.


MVEE.L

YTD

5.38%

1M

1.03%

6M

2.21%

1Y

9.48%

5Y*

N/A

10Y*

N/A

IMV.L

YTD

6.49%

1M

1.64%

6M

3.96%

1Y

12.73%

5Y*

4.74%

10Y*

7.00%

*Annualized

Compare stocks, funds, or ETFs

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


MVEE.L vs. IMV.L - Expense Ratio Comparison

Both MVEE.L and IMV.L 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%.


MVEE.L
iShares Edge MSCI Europe Minimum Volatility ESG UCITS ETF (Acc)
Expense ratio chart for MVEE.L: current value at 0.25% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.25%
Expense ratio chart for IMV.L: current value at 0.25% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.25%

Risk-Adjusted Performance

MVEE.L vs. IMV.L — Risk-Adjusted Performance Rank

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

MVEE.L
The Risk-Adjusted Performance Rank of MVEE.L is 4242
Overall Rank
The Sharpe Ratio Rank of MVEE.L is 3939
Sharpe Ratio Rank
The Sortino Ratio Rank of MVEE.L is 3939
Sortino Ratio Rank
The Omega Ratio Rank of MVEE.L is 3636
Omega Ratio Rank
The Calmar Ratio Rank of MVEE.L is 5454
Calmar Ratio Rank
The Martin Ratio Rank of MVEE.L is 4040
Martin Ratio Rank

IMV.L
The Risk-Adjusted Performance Rank of IMV.L is 6666
Overall Rank
The Sharpe Ratio Rank of IMV.L is 6565
Sharpe Ratio Rank
The Sortino Ratio Rank of IMV.L is 6767
Sortino Ratio Rank
The Omega Ratio Rank of IMV.L is 6262
Omega Ratio Rank
The Calmar Ratio Rank of IMV.L is 7272
Calmar Ratio Rank
The Martin Ratio Rank of IMV.L is 6363
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

MVEE.L vs. IMV.L - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Edge MSCI Europe Minimum Volatility ESG UCITS ETF (Acc) (MVEE.L) and iShares Edge MSCI Europe Min Volatility UCITS (IMV.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.


Sharpe ratio
The chart of Sharpe ratio for MVEE.L, currently valued at 0.78, compared to the broader market0.002.004.000.781.22
The chart of Sortino ratio for MVEE.L, currently valued at 1.13, compared to the broader market-2.000.002.004.006.008.0010.0012.001.131.70
The chart of Omega ratio for MVEE.L, currently valued at 1.14, compared to the broader market0.501.001.502.002.503.001.141.21
The chart of Calmar ratio for MVEE.L, currently valued at 0.73, compared to the broader market0.005.0010.0015.000.731.20
The chart of Martin ratio for MVEE.L, currently valued at 1.72, compared to the broader market0.0020.0040.0060.0080.00100.001.723.04
MVEE.L
IMV.L

The current MVEE.L Sharpe Ratio is 1.00, which is lower than the IMV.L Sharpe Ratio of 1.57. The chart below compares the historical Sharpe Ratios of MVEE.L and IMV.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.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.503.00SeptemberOctoberNovemberDecember2025February
0.78
1.22
MVEE.L
IMV.L

Dividends

MVEE.L vs. IMV.L - Dividend Comparison

Neither MVEE.L nor IMV.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

MVEE.L vs. IMV.L - Drawdown Comparison

The maximum MVEE.L drawdown since its inception was -17.89%, smaller than the maximum IMV.L drawdown of -24.48%. Use the drawdown chart below to compare losses from any high point for MVEE.L and IMV.L. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%SeptemberOctoberNovemberDecember2025February
-4.69%
-2.27%
MVEE.L
IMV.L

Volatility

MVEE.L vs. IMV.L - Volatility Comparison

iShares Edge MSCI Europe Minimum Volatility ESG UCITS ETF (Acc) (MVEE.L) has a higher volatility of 2.97% compared to iShares Edge MSCI Europe Min Volatility UCITS (IMV.L) at 2.82%. This indicates that MVEE.L's price experiences larger fluctuations and is considered to be riskier than IMV.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%2.50%3.00%3.50%4.00%4.50%SeptemberOctoberNovemberDecember2025February
2.97%
2.82%
MVEE.L
IMV.L
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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