MVEW.DE vs. IS3S.DE
MVEW.DE (iShares Edge MSCI World Minimum Volatility ESG UCITS ETF (Acc)) and IS3S.DE (iShares Edge MSCI World Value Factor UCITS ETF) are both Global Equities funds from iShares - MVEW.DE tracks the MSCI ACWI NR USD while IS3S.DE tracks the MSCI World Enhanced Value. Both are passively managed. Over the past 5 years, MVEW.DE returned 6.47%/yr vs 17.35%/yr for IS3S.DE. A 0.66 correlation means they provide meaningful diversification when combined. Both charge a 0.30% expense ratio.
Performance
MVEW.DE vs. IS3S.DE - Performance Comparison
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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 IS3S.DE's 35.27% 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*
- —
IS3S.DE
- 1D
- -0.83%
- 1M
- 11.04%
- YTD
- 35.27%
- 6M
- 38.20%
- 1Y
- 63.38%
- 3Y*
- 26.82%
- 5Y*
- 17.35%
- 10Y*
- 12.60%
MVEW.DE vs. IS3S.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
MVEW.DE iShares Edge MSCI World Minimum Volatility ESG UCITS ETF (Acc) | 1.17% | -0.99% | 17.25% | 6.27% | -5.98% | 26.26% | 1.55% |
IS3S.DE iShares Edge MSCI World Value Factor UCITS ETF | 35.27% | 25.13% | 11.36% | 15.62% | -4.81% | 30.38% | 12.11% |
Correlation
The correlation between MVEW.DE and IS3S.DE is 0.37, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.37 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.57 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.63 |
Correlation (All Time) Calculated using the full available price history since Apr 24, 2020 | 0.66 |
Over the past year, the correlation between MVEW.DE and IS3S.DE has dropped to 0.37 - well below their long-term average of 0.66, suggesting their price drivers have been diverging.
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Return for Risk
MVEW.DE vs. IS3S.DE — Risk / Return Rank
MVEW.DE
IS3S.DE
MVEW.DE vs. IS3S.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 Edge MSCI World Value Factor UCITS ETF (IS3S.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.DE | IS3S.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -4.48 | ||
| Sortino ratioReturn per unit of downside risk | -6.00 | ||
| Omega ratioGain probability vs. loss probability | 1.02 | 1.83 | -0.82 |
| Calmar ratioReturn relative to maximum drawdown | 0.10 | 10.36 | -10.26 |
| Martin ratioReturn relative to average drawdown | 0.20 | 39.01 | -38.80 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| MVEW.DE | IS3S.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.06 | 4.53 | -4.48 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.62 | 1.24 | -0.61 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.79 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.63 | 0.68 | -0.05 |
Drawdowns
MVEW.DE vs. IS3S.DE - Drawdown Comparison
The maximum MVEW.DE drawdown since its inception was -13.19%, smaller than the maximum IS3S.DE drawdown of -35.18%. Use the drawdown chart below to compare losses from any high point for MVEW.DE and IS3S.DE.
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Drawdown Indicators
| MVEW.DE | IS3S.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -13.19% | -35.18% | +21.99% |
Max Drawdown (1Y)Largest decline over 1 year | -4.68% | -6.09% | +1.41% |
Max Drawdown (3Y)Largest decline over 3 years | -13.19% | -17.80% | +4.61% |
Max Drawdown (5Y)Largest decline over 5 years | -13.19% | -17.80% | +4.61% |
Max Drawdown (10Y)Largest decline over 10 years | — | -35.18% | — |
Current DrawdownCurrent decline from peak | -5.75% | -0.83% | -4.92% |
Average DrawdownAverage peak-to-trough decline | -3.83% | -5.82% | +1.99% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.27% | 1.62% | +0.65% |
Volatility
MVEW.DE vs. IS3S.DE - Volatility Comparison
The current volatility for iShares Edge MSCI World Minimum Volatility ESG UCITS ETF (Acc) (MVEW.DE) is 2.58%, while iShares Edge MSCI World Value Factor UCITS ETF (IS3S.DE) has a volatility of 5.62%. This indicates that MVEW.DE experiences smaller price fluctuations and is considered to be less risky than IS3S.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.DE | IS3S.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.58% | 5.62% | -3.04% |
Volatility (6M)Calculated over the trailing 6-month period | 5.42% | 11.32% | -5.90% |
Volatility (1Y)Calculated over the trailing 1-year period | 7.97% | 13.93% | -5.96% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 10.25% | 13.85% | -3.60% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 10.82% | 15.76% | -4.94% |
MVEW.DE vs. IS3S.DE - Expense Ratio Comparison
Both MVEW.DE and IS3S.DE have an expense ratio of 0.30%.
Dividends
MVEW.DE vs. IS3S.DE - Dividend Comparison
Neither MVEW.DE nor IS3S.DE has paid dividends to shareholders.
Frequently Asked Questions
MVEW.DE and IS3S.DE have a correlation of 0.37, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Both ETFs have the same 0.30% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.
MVEW.DE and IS3S.DE have the same expense ratio: 0.30% per year.
MVEW.DE tracks MSCI ACWI NR USD, while IS3S.DE tracks MSCI World Enhanced Value.
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