MVEW.L vs. XUCS.DE
MVEW.L (iShares Edge MSCI World Minimum Volatility ESG UCITS ETF (Acc)) and XUCS.DE (Xtrackers MSCI USA Consumer Staples UCITS ETF 1D) are both exchange-traded funds - MVEW.L is a Global Equities fund tracking the MSCI ACWI NR USD, while XUCS.DE is a Consumer Staples Equities fund tracking the MSCI USA Consumer Staples. Both are passively managed. Over the past 3 years, MVEW.L returned 7.19%/yr vs 5.73%/yr for XUCS.DE. A 0.65 correlation means they provide meaningful diversification when combined. MVEW.L charges 0.30%/yr vs 0.12%/yr for XUCS.DE.
Performance
MVEW.L vs. XUCS.DE - Performance Comparison
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Different Trading Currencies
MVEW.L is traded in GBP, while XUCS.DE is traded in EUR. To make them comparable, the XUCS.DE values have been converted to GBP using the latest available exchange rates.
Returns By Period
In the year-to-date period, MVEW.L achieves a 0.66% return, which is significantly lower than XUCS.DE's 7.09% return.
MVEW.L
- 1D
- -0.16%
- 1M
- 3.06%
- YTD
- 0.66%
- 6M
- 0.83%
- 1Y
- 3.24%
- 3Y*
- 7.19%
- 5Y*
- —
- 10Y*
- —
XUCS.DE
- 1D
- 0.16%
- 1M
- -2.31%
- YTD
- 7.09%
- 6M
- 7.00%
- 1Y
- 5.13%
- 3Y*
- 5.73%
- 5Y*
- 8.28%
- 10Y*
- —
MVEW.L vs. XUCS.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
MVEW.L iShares Edge MSCI World Minimum Volatility ESG UCITS ETF (Acc) | 0.66% | 3.61% | 12.60% | 3.91% | -0.44% | 12.49% |
XUCS.DE Xtrackers MSCI USA Consumer Staples UCITS ETF 1D | 7.09% | -3.18% | 16.18% | -3.74% | 11.28% | 16.57% |
Correlation
The correlation between MVEW.L and XUCS.DE is 0.56, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.56 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.61 |
Correlation (All Time) Calculated using the full available price history since Jun 15, 2021 | 0.65 |
The correlation between MVEW.L and XUCS.DE has been stable across timeframes, ranging from 0.56 to 0.65 - a consistent structural relationship.
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Return for Risk
MVEW.L vs. XUCS.DE — Risk / Return Rank
MVEW.L
XUCS.DE
MVEW.L vs. XUCS.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.L) and Xtrackers MSCI USA Consumer Staples UCITS ETF 1D (XUCS.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.L | XUCS.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.14 | ||
| Sortino ratioReturn per unit of downside risk | +0.15 | ||
| Omega ratioGain probability vs. loss probability | 1.07 | 1.05 | +0.02 |
| Calmar ratioReturn relative to maximum drawdown | 0.56 | 0.41 | +0.14 |
| Martin ratioReturn relative to average drawdown | 1.46 | 0.99 | +0.47 |
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.L | XUCS.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.40 | 0.26 | +0.14 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.60 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.66 | 0.56 | +0.09 |
Drawdowns
MVEW.L vs. XUCS.DE - Drawdown Comparison
The maximum MVEW.L drawdown since its inception was -10.07%, smaller than the maximum XUCS.DE drawdown of -15.90%. Use the drawdown chart below to compare losses from any high point for MVEW.L and XUCS.DE.
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Drawdown Indicators
| MVEW.L | XUCS.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -10.07% | -15.90% | +5.83% |
Max Drawdown (1Y)Largest decline over 1 year | -5.78% | -8.79% | +3.01% |
Max Drawdown (3Y)Largest decline over 3 years | -8.99% | -11.60% | +2.61% |
Max Drawdown (5Y)Largest decline over 5 years | — | -12.19% | — |
Current DrawdownCurrent decline from peak | -2.73% | -6.96% | +4.23% |
Average DrawdownAverage peak-to-trough decline | -2.66% | -4.42% | +1.76% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.22% | 3.69% | -1.47% |
Volatility
MVEW.L vs. XUCS.DE - Volatility Comparison
The current volatility for iShares Edge MSCI World Minimum Volatility ESG UCITS ETF (Acc) (MVEW.L) is 2.70%, while Xtrackers MSCI USA Consumer Staples UCITS ETF 1D (XUCS.DE) has a volatility of 6.20%. This indicates that MVEW.L experiences smaller price fluctuations and is considered to be less risky than XUCS.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.L | XUCS.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.70% | 6.20% | -3.50% |
Volatility (6M)Calculated over the trailing 6-month period | 5.97% | 11.61% | -5.64% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.11% | 14.15% | -6.04% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 9.86% | 13.57% | -3.71% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 9.86% | 14.76% | -4.90% |
MVEW.L vs. XUCS.DE - Expense Ratio Comparison
MVEW.L has a 0.30% expense ratio, which is higher than XUCS.DE's 0.12% expense ratio.
Dividends
MVEW.L vs. XUCS.DE - Dividend Comparison
MVEW.L has not paid dividends to shareholders, while XUCS.DE's dividend yield for the trailing twelve months is around 1.94%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
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% |
XUCS.DE Xtrackers MSCI USA Consumer Staples UCITS ETF 1D | 1.94% | 2.17% | 2.09% | 3.35% | 3.11% | 1.88% | 3.02% | 2.37% | 0.78% |
Frequently Asked Questions
MVEW.L and XUCS.DE have a correlation of 0.56, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XUCS.DE is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XUCS.DE is cheaper with a 0.12% expense ratio, compared with 0.30% for MVEW.L.
MVEW.L is categorized as Global Equities, while XUCS.DE is Consumer Staples Equities. MVEW.L tracks MSCI ACWI NR USD, while XUCS.DE tracks MSCI USA Consumer Staples. They also come from different issuers: iShares and Xtrackers. Their fees differ too: 0.30% for MVEW.L and 0.12% for XUCS.DE.
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