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MVEW.DE vs. EXI2.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MVEW.DE vs. EXI2.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 iShares Dow Jones Global Titans 50 UCITS ETF (DE) (EXI2.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 2.03% return, which is significantly lower than EXI2.DE's 7.94% return.


MVEW.DE

1D
-0.28%
1M
0.71%
YTD
2.03%
6M
2.62%
1Y
4.44%
3Y*
7.47%
5Y*
6.24%
10Y*

EXI2.DE

1D
-1.63%
1M
-3.01%
YTD
7.94%
6M
8.15%
1Y
27.69%
3Y*
21.68%
5Y*
15.23%
10Y*
15.87%
*Multi-year figures are annualized to reflect compound growth (CAGR)

MVEW.DE vs. EXI2.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
MVEW.DE
iShares Edge MSCI World Minimum Volatility ESG UCITS ETF (Acc)
2.03%-1.00%17.31%6.25%-5.88%26.06%1.72%
EXI2.DE
iShares Dow Jones Global Titans 50 UCITS ETF (DE)
7.94%10.38%38.84%33.44%-21.87%36.20%17.51%

Correlation

The correlation between MVEW.DE and EXI2.DE is 0.22, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.22

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

0.39

Correlation (5Y)
Calculated over the trailing 5-year period

0.56

Correlation (All Time)
Calculated using the full available price history since Apr 23, 2020

0.61

Over the past year, the correlation between MVEW.DE and EXI2.DE has dropped to 0.22 - well below their long-term average of 0.61, suggesting their price drivers have been diverging.

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Return for Risk

MVEW.DE vs. EXI2.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: 1818
Overall Rank
MVEW.DE Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
MVEW.DE Sortino Ratio Rank: 1616
Sortino Ratio Rank
MVEW.DE Omega Ratio Rank: 1616
Omega Ratio Rank
MVEW.DE Calmar Ratio Rank: 2222
Calmar Ratio Rank
MVEW.DE Martin Ratio Rank: 2121
Martin Ratio Rank

EXI2.DE
EXI2.DE Risk / Return Rank: 7171
Overall Rank
EXI2.DE Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
EXI2.DE Sortino Ratio Rank: 7070
Sortino Ratio Rank
EXI2.DE Omega Ratio Rank: 6767
Omega Ratio Rank
EXI2.DE Calmar Ratio Rank: 7575
Calmar Ratio Rank
EXI2.DE Martin Ratio Rank: 7272
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. EXI2.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 iShares Dow Jones Global Titans 50 UCITS ETF (DE) (EXI2.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.


MVEW.DEEXI2.DEDifference
Sharpe ratioReturn per unit of total volatility

-1.46

Sortino ratioReturn per unit of downside risk

-1.93

Omega ratioGain probability vs. loss probability

1.10

1.35

-0.25

Calmar ratioReturn relative to maximum drawdown

0.96

3.34

-2.39

Martin ratioReturn relative to average drawdown

2.36

11.64

-9.28

MVEW.DE vs. EXI2.DE - Sharpe Ratio Comparison

The current MVEW.DE Sharpe Ratio is 0.54, which is lower than the EXI2.DE Sharpe Ratio of 2.00. The chart below compares the historical Sharpe Ratios of MVEW.DE and EXI2.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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Drawdowns

MVEW.DE vs. EXI2.DE - Drawdown Comparison

The maximum MVEW.DE drawdown since its inception was -13.09%, smaller than the maximum EXI2.DE drawdown of -50.46%. Use the drawdown chart below to compare losses from any high point for MVEW.DE and EXI2.DE.


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Drawdown Indicators


MVEW.DEEXI2.DEDifference

Max Drawdown

Largest peak-to-trough decline

-13.09%

-50.46%

+37.37%

Max Drawdown (1Y)

Largest decline over 1 year

-4.63%

-8.25%

+3.62%

Max Drawdown (3Y)

Largest decline over 3 years

-13.09%

-24.75%

+11.66%

Max Drawdown (5Y)

Largest decline over 5 years

-13.09%

-24.75%

+11.66%

Max Drawdown (10Y)

Largest decline over 10 years

-30.01%

Current Drawdown

Current decline from peak

-4.86%

-4.89%

+0.03%

Average Drawdown

Average peak-to-trough decline

-3.82%

-9.43%

+5.61%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.88%

2.37%

-0.49%

Volatility

MVEW.DE vs. EXI2.DE - Volatility Comparison

The current volatility for iShares Edge MSCI World Minimum Volatility ESG UCITS ETF (Acc) (MVEW.DE) is 1.94%, while iShares Dow Jones Global Titans 50 UCITS ETF (DE) (EXI2.DE) has a volatility of 4.04%. This indicates that MVEW.DE experiences smaller price fluctuations and is considered to be less risky than EXI2.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.DEEXI2.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.94%

4.04%

-2.10%

Volatility (6M)

Calculated over the trailing 6-month period

5.70%

9.53%

-3.83%

Volatility (1Y)

Calculated over the trailing 1-year period

8.18%

13.77%

-5.59%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.33%

16.64%

-6.31%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

10.88%

16.57%

-5.69%

MVEW.DE vs. EXI2.DE - Expense Ratio Comparison

MVEW.DE has a 0.30% expense ratio, which is lower than EXI2.DE's 0.51% expense ratio.


Dividends

MVEW.DE vs. EXI2.DE - Dividend Comparison

MVEW.DE has not paid dividends to shareholders, while EXI2.DE's dividend yield for the trailing twelve months is around 0.35%.


PositionTTM20252024202320222021202020192018201720162015
EXI2.DE
iShares Dow Jones Global Titans 50 UCITS ETF (DE)
0.35%0.41%0.42%0.61%0.84%0.55%0.99%1.28%1.29%2.56%1.77%2.56%
MVEW.DE
iShares Edge MSCI World Minimum Volatility ESG UCITS ETF (Acc)
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


MVEW.DE and EXI2.DE have a correlation of 0.22, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, MVEW.DE is cheaper at 0.30% per year. The better choice depends on whether you care most about return, fees, risk, or income.

MVEW.DE is cheaper with a 0.30% expense ratio, compared with 0.51% for EXI2.DE.

MVEW.DE tracks MSCI ACWI NR USD, while EXI2.DE tracks Dow Jones Global Titans 50. Their fees differ too: 0.30% for MVEW.DE and 0.51% for EXI2.DE.

Portfolio Optimizer

Find the right allocation for MVEW.DE and EXI2.DE

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