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MVEW.L vs. V
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


MVEW.LV
YTD Return10.10%11.44%
1Y Return12.66%19.38%
3Y Return (Ann)6.52%10.03%
Sharpe Ratio1.531.25
Daily Std Dev7.72%15.05%
Max Drawdown-10.07%-51.90%
Current Drawdown-0.87%-1.06%

Correlation

-0.50.00.51.00.4

The correlation between MVEW.L and V is 0.44, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Performance

MVEW.L vs. V - Performance Comparison

In the year-to-date period, MVEW.L achieves a 10.10% return, which is significantly lower than V's 11.44% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-10.00%-5.00%0.00%5.00%10.00%AprilMayJuneJulyAugustSeptember
7.26%
-0.27%
MVEW.L
V

Compare stocks, funds, or ETFs

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


Risk-Adjusted Performance

MVEW.L vs. V - 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.L) and Visa Inc. (V). 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.L
Sharpe ratio
The chart of Sharpe ratio for MVEW.L, currently valued at 2.41, compared to the broader market0.002.004.002.41
Sortino ratio
The chart of Sortino ratio for MVEW.L, currently valued at 3.50, compared to the broader market-2.000.002.004.006.008.0010.0012.003.50
Omega ratio
The chart of Omega ratio for MVEW.L, currently valued at 1.45, compared to the broader market0.501.001.502.002.503.001.45
Calmar ratio
The chart of Calmar ratio for MVEW.L, currently valued at 1.82, compared to the broader market0.005.0010.0015.001.82
Martin ratio
The chart of Martin ratio for MVEW.L, currently valued at 14.15, compared to the broader market0.0020.0040.0060.0080.00100.0014.15
V
Sharpe ratio
The chart of Sharpe ratio for V, currently valued at 1.81, compared to the broader market0.002.004.001.81
Sortino ratio
The chart of Sortino ratio for V, currently valued at 2.37, compared to the broader market-2.000.002.004.006.008.0010.0012.002.37
Omega ratio
The chart of Omega ratio for V, currently valued at 1.32, compared to the broader market0.501.001.502.002.503.001.32
Calmar ratio
The chart of Calmar ratio for V, currently valued at 2.14, compared to the broader market0.005.0010.0015.002.14
Martin ratio
The chart of Martin ratio for V, currently valued at 5.58, compared to the broader market0.0020.0040.0060.0080.00100.005.58

MVEW.L vs. V - Sharpe Ratio Comparison

The current MVEW.L Sharpe Ratio is 1.53, which roughly equals the V Sharpe Ratio of 1.25. The chart below compares the 12-month rolling Sharpe Ratio of MVEW.L and V.


Rolling 12-month Sharpe Ratio0.501.001.502.002.50AprilMayJuneJulyAugustSeptember
2.41
1.81
MVEW.L
V

Dividends

MVEW.L vs. V - Dividend Comparison

MVEW.L has not paid dividends to shareholders, while V's dividend yield for the trailing twelve months is around 0.72%.


TTM20232022202120202019201820172016201520142013
MVEW.L
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%
V
Visa Inc.
0.72%0.72%0.76%0.62%0.56%0.56%0.67%0.61%0.75%0.64%0.64%0.62%

Drawdowns

MVEW.L vs. V - Drawdown Comparison

The maximum MVEW.L drawdown since its inception was -10.07%, smaller than the maximum V drawdown of -51.90%. Use the drawdown chart below to compare losses from any high point for MVEW.L and V. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%AprilMayJuneJulyAugustSeptember
-1.20%
-1.06%
MVEW.L
V

Volatility

MVEW.L vs. V - Volatility Comparison

The current volatility for iShares Edge MSCI World Minimum Volatility ESG UCITS ETF (Acc) (MVEW.L) is 3.05%, while Visa Inc. (V) has a volatility of 3.66%. This indicates that MVEW.L experiences smaller price fluctuations and is considered to be less risky than V based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%AprilMayJuneJulyAugustSeptember
3.05%
3.66%
MVEW.L
V