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MVEW.DE vs. XDEB.DE
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between MVEW.DE and XDEB.DE is 0.96, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.01.0

Performance

MVEW.DE vs. XDEB.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 Xtrackers MSCI World Minimum Volatility UCITS ETF 1C (XDEB.DE). The values are adjusted to include any dividend payments, if applicable.

-4.00%-2.00%0.00%2.00%4.00%SeptemberOctoberNovemberDecember2025February
2.07%
2.28%
MVEW.DE
XDEB.DE

Key characteristics

Sharpe Ratio

MVEW.DE:

2.19

XDEB.DE:

2.32

Sortino Ratio

MVEW.DE:

3.23

XDEB.DE:

3.50

Omega Ratio

MVEW.DE:

1.40

XDEB.DE:

1.43

Calmar Ratio

MVEW.DE:

4.21

XDEB.DE:

4.44

Martin Ratio

MVEW.DE:

11.60

XDEB.DE:

11.76

Ulcer Index

MVEW.DE:

1.60%

XDEB.DE:

1.66%

Daily Std Dev

MVEW.DE:

8.48%

XDEB.DE:

8.37%

Max Drawdown

MVEW.DE:

-11.70%

XDEB.DE:

-28.57%

Current Drawdown

MVEW.DE:

-0.15%

XDEB.DE:

-0.12%

Returns By Period

In the year-to-date period, MVEW.DE achieves a 4.80% return, which is significantly lower than XDEB.DE's 5.77% return.


MVEW.DE

YTD

4.80%

1M

2.51%

6M

10.24%

1Y

17.28%

5Y*

N/A

10Y*

N/A

XDEB.DE

YTD

5.77%

1M

4.16%

6M

10.47%

1Y

18.16%

5Y*

6.02%

10Y*

9.45%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


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

MVEW.DE has a 0.30% expense ratio, which is higher than XDEB.DE's 0.25% expense ratio.


MVEW.DE
iShares Edge MSCI World Minimum Volatility ESG UCITS ETF (Acc)
Expense ratio chart for MVEW.DE: current value at 0.30% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.30%
Expense ratio chart for XDEB.DE: current value at 0.25% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.25%

Risk-Adjusted Performance

MVEW.DE vs. XDEB.DE — Risk-Adjusted Performance Rank

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

MVEW.DE
The Risk-Adjusted Performance Rank of MVEW.DE is 8888
Overall Rank
The Sharpe Ratio Rank of MVEW.DE is 8888
Sharpe Ratio Rank
The Sortino Ratio Rank of MVEW.DE is 9090
Sortino Ratio Rank
The Omega Ratio Rank of MVEW.DE is 8686
Omega Ratio Rank
The Calmar Ratio Rank of MVEW.DE is 9393
Calmar Ratio Rank
The Martin Ratio Rank of MVEW.DE is 8282
Martin Ratio Rank

XDEB.DE
The Risk-Adjusted Performance Rank of XDEB.DE is 9090
Overall Rank
The Sharpe Ratio Rank of XDEB.DE is 9191
Sharpe Ratio Rank
The Sortino Ratio Rank of XDEB.DE is 9292
Sortino Ratio Rank
The Omega Ratio Rank of XDEB.DE is 8989
Omega Ratio Rank
The Calmar Ratio Rank of XDEB.DE is 9393
Calmar Ratio Rank
The Martin Ratio Rank of XDEB.DE is 8383
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

MVEW.DE vs. XDEB.DE - Risk-Adjusted Performance 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 Xtrackers MSCI World Minimum Volatility UCITS ETF 1C (XDEB.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.


Sharpe ratio
The chart of Sharpe ratio for MVEW.DE, currently valued at 1.78, compared to the broader market0.002.004.001.781.97
The chart of Sortino ratio for MVEW.DE, currently valued at 2.51, compared to the broader market0.005.0010.002.512.78
The chart of Omega ratio for MVEW.DE, currently valued at 1.31, compared to the broader market0.501.001.502.002.503.001.311.34
The chart of Calmar ratio for MVEW.DE, currently valued at 2.35, compared to the broader market0.005.0010.0015.002.352.43
The chart of Martin ratio for MVEW.DE, currently valued at 7.17, compared to the broader market0.0020.0040.0060.0080.00100.007.177.52
MVEW.DE
XDEB.DE

The current MVEW.DE Sharpe Ratio is 2.19, which is comparable to the XDEB.DE Sharpe Ratio of 2.32. The chart below compares the historical Sharpe Ratios of MVEW.DE and XDEB.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.001.502.002.503.00SeptemberOctoberNovemberDecember2025February
1.78
1.97
MVEW.DE
XDEB.DE

Dividends

MVEW.DE vs. XDEB.DE - Dividend Comparison

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


TTM20242023202220212020201920182017201620152014
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%
XDEB.DE
Xtrackers MSCI World Minimum Volatility UCITS ETF 1C
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.72%

Drawdowns

MVEW.DE vs. XDEB.DE - Drawdown Comparison

The maximum MVEW.DE drawdown since its inception was -11.70%, smaller than the maximum XDEB.DE drawdown of -28.57%. Use the drawdown chart below to compare losses from any high point for MVEW.DE and XDEB.DE. For additional features, visit the drawdowns tool.


-6.00%-5.00%-4.00%-3.00%-2.00%-1.00%0.00%SeptemberOctoberNovemberDecember2025February
-1.43%
-0.38%
MVEW.DE
XDEB.DE

Volatility

MVEW.DE vs. XDEB.DE - Volatility Comparison

iShares Edge MSCI World Minimum Volatility ESG UCITS ETF (Acc) (MVEW.DE) has a higher volatility of 1.61% compared to Xtrackers MSCI World Minimum Volatility UCITS ETF 1C (XDEB.DE) at 1.49%. This indicates that MVEW.DE's price experiences larger fluctuations and is considered to be riskier than XDEB.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


1.50%2.00%2.50%3.00%SeptemberOctoberNovemberDecember2025February
1.61%
1.49%
MVEW.DE
XDEB.DE
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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