MVEE.L vs. IMV.L
Compare and contrast key facts about iShares Edge MSCI Europe Minimum Volatility ESG UCITS ETF (Acc) (MVEE.L) and iShares Edge MSCI Europe Min Volatility UCITS (IMV.L).
MVEE.L and IMV.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. MVEE.L is a passively managed fund by iShares that tracks the performance of the MSCI Europe NR EUR. It was launched on Apr 17, 2020. IMV.L is a passively managed fund by iShares that tracks the performance of the MSCI Europe NR EUR. It was launched on Nov 30, 2012. Both MVEE.L and IMV.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: MVEE.L or IMV.L.
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.
Performance
MVEE.L vs. IMV.L - Performance Comparison
Key characteristics
MVEE.L:
1.00
IMV.L:
1.57
MVEE.L:
1.46
IMV.L:
2.29
MVEE.L:
1.17
IMV.L:
1.27
MVEE.L:
1.49
IMV.L:
2.47
MVEE.L:
3.75
IMV.L:
7.14
MVEE.L:
2.35%
IMV.L:
1.74%
MVEE.L:
8.80%
IMV.L:
7.88%
MVEE.L:
-17.89%
IMV.L:
-24.48%
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
5.38%
1.03%
2.21%
9.48%
N/A
N/A
IMV.L
6.49%
1.64%
3.96%
12.73%
4.74%
7.00%
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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%.
Risk-Adjusted Performance
MVEE.L vs. IMV.L — Risk-Adjusted Performance Rank
MVEE.L
IMV.L
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.
Dividends
MVEE.L vs. IMV.L - Dividend Comparison
Neither MVEE.L nor IMV.L has paid dividends to shareholders.
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.
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.