MVOL.L vs. ACWV
Compare and contrast key facts about iShares Edge MSCI World Minimum Volatility UCITS (MVOL.L) and iShares MSCI Global Min Vol Factor ETF (ACWV).
MVOL.L and ACWV are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. MVOL.L is a passively managed fund by iShares that tracks the performance of the MSCI ACWI NR USD. It was launched on Nov 30, 2012. ACWV is a passively managed fund by iShares that tracks the performance of the MSCI AC World Minimum Volatility (USD). It was launched on Oct 18, 2011. Both MVOL.L and ACWV are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: MVOL.L or ACWV.
Performance
MVOL.L vs. ACWV - Performance Comparison
Returns By Period
The year-to-date returns for both stocks are quite close, with MVOL.L having a 13.04% return and ACWV slightly lower at 12.48%. Both investments have delivered pretty close results over the past 10 years, with MVOL.L having a 7.43% annualized return and ACWV not far behind at 7.24%.
MVOL.L
13.04%
-2.50%
7.25%
18.42%
5.62%
7.43%
ACWV
12.48%
-2.97%
6.28%
17.69%
5.43%
7.24%
Key characteristics
| MVOL.L | ACWV | |
|---|---|---|
| Sharpe Ratio | 2.45 | 2.40 |
| Sortino Ratio | 3.46 | 3.31 |
| Omega Ratio | 1.43 | 1.43 |
| Calmar Ratio | 2.56 | 2.39 |
| Martin Ratio | 13.66 | 15.06 |
| Ulcer Index | 1.31% | 1.19% |
| Daily Std Dev | 7.32% | 7.47% |
| Max Drawdown | -28.82% | -28.82% |
| Current Drawdown | -2.78% | -2.97% |
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MVOL.L vs. ACWV - Expense Ratio Comparison
MVOL.L has a 0.35% expense ratio, which is higher than ACWV's 0.20% expense ratio.
Correlation
The correlation between MVOL.L and ACWV is 0.59, 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.
Risk-Adjusted Performance
MVOL.L vs. ACWV - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Edge MSCI World Minimum Volatility UCITS (MVOL.L) and iShares MSCI Global Min Vol Factor ETF (ACWV). 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.
Dividends
MVOL.L vs. ACWV - Dividend Comparison
MVOL.L has not paid dividends to shareholders, while ACWV's dividend yield for the trailing twelve months is around 2.21%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MVOL.L iShares Edge MSCI World Minimum Volatility UCITS | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
ACWV iShares MSCI Global Min Vol Factor ETF | 2.21% | 2.41% | 2.18% | 1.92% | 1.77% | 2.54% | 2.32% | 2.04% | 2.56% | 2.28% | 2.23% | 2.47% |
Drawdowns
MVOL.L vs. ACWV - Drawdown Comparison
The maximum MVOL.L drawdown since its inception was -28.82%, roughly equal to the maximum ACWV drawdown of -28.82%. Use the drawdown chart below to compare losses from any high point for MVOL.L and ACWV. For additional features, visit the drawdowns tool.
Volatility
MVOL.L vs. ACWV - Volatility Comparison
iShares Edge MSCI World Minimum Volatility UCITS (MVOL.L) and iShares MSCI Global Min Vol Factor ETF (ACWV) have volatilities of 2.28% and 2.32%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.