MVEU.L vs. SVOL
Compare and contrast key facts about iShares Edge MSCI Europe Minimum Volatility UCITS ETF EUR (Acc) (MVEU.L) and Simplify Volatility Premium ETF (SVOL).
MVEU.L and SVOL are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. MVEU.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. SVOL is an actively managed fund by Simplify Asset Management Inc.. It was launched on May 12, 2021.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: MVEU.L or SVOL.
Correlation
The correlation between MVEU.L and SVOL is 0.38, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
MVEU.L vs. SVOL - Performance Comparison
Key characteristics
MVEU.L:
1.83
SVOL:
0.71
MVEU.L:
2.56
SVOL:
1.02
MVEU.L:
1.33
SVOL:
1.17
MVEU.L:
3.47
SVOL:
0.94
MVEU.L:
9.56
SVOL:
5.06
MVEU.L:
1.68%
SVOL:
2.03%
MVEU.L:
8.75%
SVOL:
14.56%
MVEU.L:
-30.56%
SVOL:
-15.62%
MVEU.L:
-0.60%
SVOL:
-0.14%
Returns By Period
In the year-to-date period, MVEU.L achieves a 7.18% return, which is significantly higher than SVOL's 4.98% return.
MVEU.L
7.18%
4.16%
6.57%
16.52%
4.96%
5.72%
SVOL
4.98%
1.56%
4.24%
10.77%
N/A
N/A
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MVEU.L vs. SVOL - Expense Ratio Comparison
MVEU.L has a 0.25% expense ratio, which is lower than SVOL's 0.50% expense ratio.
Risk-Adjusted Performance
MVEU.L vs. SVOL — Risk-Adjusted Performance Rank
MVEU.L
SVOL
MVEU.L vs. SVOL - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Edge MSCI Europe Minimum Volatility UCITS ETF EUR (Acc) (MVEU.L) and Simplify Volatility Premium ETF (SVOL). 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
MVEU.L vs. SVOL - Dividend Comparison
MVEU.L has not paid dividends to shareholders, while SVOL's dividend yield for the trailing twelve months is around 16.06%.
| TTM | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|
MVEU.L iShares Edge MSCI Europe Minimum Volatility UCITS ETF EUR (Acc) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SVOL Simplify Volatility Premium ETF | 16.06% | 16.79% | 16.37% | 18.32% | 4.65% |
Drawdowns
MVEU.L vs. SVOL - Drawdown Comparison
The maximum MVEU.L drawdown since its inception was -30.56%, which is greater than SVOL's maximum drawdown of -15.62%. Use the drawdown chart below to compare losses from any high point for MVEU.L and SVOL. For additional features, visit the drawdowns tool.
Volatility
MVEU.L vs. SVOL - Volatility Comparison
iShares Edge MSCI Europe Minimum Volatility UCITS ETF EUR (Acc) (MVEU.L) and Simplify Volatility Premium ETF (SVOL) have volatilities of 3.03% and 2.98%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.