MVEW.DE vs. IXUA.DE
MVEW.DE (iShares Edge MSCI World Minimum Volatility ESG UCITS ETF (Acc)) and IXUA.DE (iShares MSCI World ex-USA UCITS ETF USD Acc) are both Global Equities funds from iShares - MVEW.DE tracks the MSCI ACWI NR USD while IXUA.DE tracks the MSCI World ex USA. Both are passively managed. Over the past year, MVEW.DE returned 0.94% vs 20.67% for IXUA.DE. At a 0.48 correlation, their price movements are largely independent. MVEW.DE charges 0.30%/yr vs 0.15%/yr for IXUA.DE.
Performance
MVEW.DE vs. IXUA.DE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, MVEW.DE achieves a 1.17% return, which is significantly lower than IXUA.DE's 9.84% 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*
- —
IXUA.DE
- 1D
- 0.20%
- 1M
- 1.58%
- YTD
- 9.84%
- 6M
- 11.80%
- 1Y
- 20.67%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
MVEW.DE vs. IXUA.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
MVEW.DE iShares Edge MSCI World Minimum Volatility ESG UCITS ETF (Acc) | 1.17% | -4.92% |
IXUA.DE iShares MSCI World ex-USA UCITS ETF USD Acc | 9.84% | 11.45% |
Correlation
The correlation between MVEW.DE and IXUA.DE is 0.40, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.40 |
Correlation (All Time) Calculated using the full available price history since Jan 31, 2025 | 0.48 |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
MVEW.DE vs. IXUA.DE — Risk / Return Rank
MVEW.DE
IXUA.DE
MVEW.DE vs. IXUA.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 MSCI World ex-USA UCITS ETF USD Acc (IXUA.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 | IXUA.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.65 | ||
| Sortino ratioReturn per unit of downside risk | -2.37 | ||
| Omega ratioGain probability vs. loss probability | 1.02 | 1.32 | -0.30 |
| Calmar ratioReturn relative to maximum drawdown | 0.10 | 2.44 | -2.34 |
| Martin ratioReturn relative to average drawdown | 0.20 | 9.50 | -9.30 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| MVEW.DE | IXUA.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.06 | 1.71 | -1.65 |
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 | 1.10 | -0.47 |
Drawdowns
MVEW.DE vs. IXUA.DE - Drawdown Comparison
The maximum MVEW.DE drawdown since its inception was -13.19%, smaller than the maximum IXUA.DE drawdown of -16.58%. Use the drawdown chart below to compare losses from any high point for MVEW.DE and IXUA.DE.
Loading charts...
Drawdown Indicators
| MVEW.DE | IXUA.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -13.19% | -16.58% | +3.39% |
Max Drawdown (1Y)Largest decline over 1 year | -4.68% | -8.53% | +3.85% |
Max Drawdown (3Y)Largest decline over 3 years | -13.19% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -13.19% | — | — |
Current DrawdownCurrent decline from peak | -5.75% | -0.74% | -5.01% |
Average DrawdownAverage peak-to-trough decline | -3.83% | -2.09% | -1.74% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.27% | 2.20% | +0.07% |
Volatility
MVEW.DE vs. IXUA.DE - Volatility Comparison
The current volatility for iShares Edge MSCI World Minimum Volatility ESG UCITS ETF (Acc) (MVEW.DE) is 2.58%, while iShares MSCI World ex-USA UCITS ETF USD Acc (IXUA.DE) has a volatility of 3.28%. This indicates that MVEW.DE experiences smaller price fluctuations and is considered to be less risky than IXUA.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| MVEW.DE | IXUA.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.58% | 3.28% | -0.70% |
Volatility (6M)Calculated over the trailing 6-month period | 5.42% | 9.95% | -4.53% |
Volatility (1Y)Calculated over the trailing 1-year period | 7.97% | 12.21% | -4.24% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 10.25% | 14.74% | -4.49% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 10.82% | 14.74% | -3.92% |
MVEW.DE vs. IXUA.DE - Expense Ratio Comparison
MVEW.DE has a 0.30% expense ratio, which is higher than IXUA.DE's 0.15% expense ratio.
Dividends
MVEW.DE vs. IXUA.DE - Dividend Comparison
Neither MVEW.DE nor IXUA.DE has paid dividends to shareholders.
Frequently Asked Questions
MVEW.DE and IXUA.DE have a correlation of 0.40, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, IXUA.DE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.
IXUA.DE is cheaper with a 0.15% expense ratio, compared with 0.30% for MVEW.DE.
MVEW.DE tracks MSCI ACWI NR USD, while IXUA.DE tracks MSCI World ex USA. Their fees differ too: 0.30% for MVEW.DE and 0.15% for IXUA.DE.
Find the right allocation for MVEW.DE and IXUA.DE
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer