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MVEW.DE vs. AW14.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MVEW.DE vs. AW14.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares Edge MSCI World Minimum Volatility ESG UCITS ETF (Acc) (MVEW.DE) and UBS ETF (IE) MSCI ACWI Climate Paris Aligned UCITS ETF (USD) Acc (AW14.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, MVEW.DE achieves a 1.17% return, which is significantly lower than AW14.DE's 9.78% return.


MVEW.DE

1D
0.07%
1M
2.04%
YTD
1.17%
6M
1.03%
1Y
0.94%
3Y*
6.53%
5Y*
6.47%
10Y*

AW14.DE

1D
0.15%
1M
3.26%
YTD
9.78%
6M
9.52%
1Y
21.86%
3Y*
15.68%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

MVEW.DE vs. AW14.DE - Yearly Performance Comparison


2026 (YTD)20252024202320222021
MVEW.DE
iShares Edge MSCI World Minimum Volatility ESG UCITS ETF (Acc)
1.17%-0.99%17.25%6.27%-5.98%8.45%
AW14.DE
UBS ETF (IE) MSCI ACWI Climate Paris Aligned UCITS ETF (USD) Acc
9.78%6.83%23.93%18.70%-16.33%8.05%

Correlation

The correlation between MVEW.DE and AW14.DE is 0.39, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.39

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

0.58

Correlation (All Time)
Calculated using the full available price history since Aug 10, 2021

0.67

Over the past year, the correlation between MVEW.DE and AW14.DE has dropped to 0.39 - well below their long-term average of 0.67, suggesting their price drivers have been diverging.

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Return for Risk

MVEW.DE vs. AW14.DE — Risk / Return Rank

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

MVEW.DE
MVEW.DE Risk / Return Rank: 1010
Overall Rank
MVEW.DE Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
MVEW.DE Sortino Ratio Rank: 99
Sortino Ratio Rank
MVEW.DE Omega Ratio Rank: 99
Omega Ratio Rank
MVEW.DE Calmar Ratio Rank: 1010
Calmar Ratio Rank
MVEW.DE Martin Ratio Rank: 1010
Martin Ratio Rank

AW14.DE
AW14.DE Risk / Return Rank: 5757
Overall Rank
AW14.DE Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
AW14.DE Sortino Ratio Rank: 5656
Sortino Ratio Rank
AW14.DE Omega Ratio Rank: 5757
Omega Ratio Rank
AW14.DE Calmar Ratio Rank: 5656
Calmar Ratio Rank
AW14.DE Martin Ratio Rank: 5959
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.

MVEW.DE vs. AW14.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Edge MSCI World Minimum Volatility ESG UCITS ETF (Acc) (MVEW.DE) and UBS ETF (IE) MSCI ACWI Climate Paris Aligned UCITS ETF (USD) Acc (AW14.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.


MVEW.DEAW14.DEDifference
Sharpe ratioReturn per unit of total volatility

-1.80

Sortino ratioReturn per unit of downside risk

-2.49

Omega ratioGain probability vs. loss probability

1.02

1.35

-0.33

Calmar ratioReturn relative to maximum drawdown

0.10

2.69

-2.59

Martin ratioReturn relative to average drawdown

0.20

10.31

-10.11

MVEW.DE vs. AW14.DE - Sharpe Ratio Comparison

The current MVEW.DE Sharpe Ratio is 0.06, which is lower than the AW14.DE Sharpe Ratio of 1.86. The chart below compares the historical Sharpe Ratios of MVEW.DE and AW14.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


MVEW.DEAW14.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.06

1.86

-1.80

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.62

Sharpe Ratio (All Time)

Calculated using the full available price history

0.63

0.66

-0.03

Drawdowns

MVEW.DE vs. AW14.DE - Drawdown Comparison

The maximum MVEW.DE drawdown since its inception was -13.19%, smaller than the maximum AW14.DE drawdown of -21.21%. Use the drawdown chart below to compare losses from any high point for MVEW.DE and AW14.DE.


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Drawdown Indicators


MVEW.DEAW14.DEDifference

Max Drawdown

Largest peak-to-trough decline

-13.19%

-21.21%

+8.02%

Max Drawdown (1Y)

Largest decline over 1 year

-4.68%

-8.23%

+3.55%

Max Drawdown (3Y)

Largest decline over 3 years

-13.19%

-21.21%

+8.02%

Max Drawdown (5Y)

Largest decline over 5 years

-13.19%

Current Drawdown

Current decline from peak

-5.75%

-0.48%

-5.27%

Average Drawdown

Average peak-to-trough decline

-3.83%

-5.50%

+1.67%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.27%

2.15%

+0.12%

Volatility

MVEW.DE vs. AW14.DE - Volatility Comparison

The current volatility for iShares Edge MSCI World Minimum Volatility ESG UCITS ETF (Acc) (MVEW.DE) is 2.58%, while UBS ETF (IE) MSCI ACWI Climate Paris Aligned UCITS ETF (USD) Acc (AW14.DE) has a volatility of 3.25%. This indicates that MVEW.DE experiences smaller price fluctuations and is considered to be less risky than AW14.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MVEW.DEAW14.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.58%

3.25%

-0.67%

Volatility (6M)

Calculated over the trailing 6-month period

5.42%

8.42%

-3.00%

Volatility (1Y)

Calculated over the trailing 1-year period

7.97%

11.90%

-3.93%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.25%

14.39%

-4.14%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

10.82%

14.39%

-3.57%

MVEW.DE vs. AW14.DE - Expense Ratio Comparison

MVEW.DE has a 0.30% expense ratio, which is higher than AW14.DE's 0.18% expense ratio.


Dividends

MVEW.DE vs. AW14.DE - Dividend Comparison

Neither MVEW.DE nor AW14.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


MVEW.DE and AW14.DE have a correlation of 0.39, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, AW14.DE is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.

AW14.DE is cheaper with a 0.18% expense ratio, compared with 0.30% for MVEW.DE.

MVEW.DE tracks MSCI ACWI NR USD, while AW14.DE tracks MSCI ACWI Climate Paris Aligned. They also come from different issuers: iShares and UBS. Their fees differ too: 0.30% for MVEW.DE and 0.18% for AW14.DE.

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