MVOL.L vs. C024.DE
MVOL.L (iShares Edge MSCI World Minimum Volatility UCITS) and C024.DE (Amundi MSCI China A II UCITS ETF Dist) are both exchange-traded funds - MVOL.L is a Global Equities fund tracking the MSCI ACWI NR USD, while C024.DE is a China Equities fund tracking the MSCI China A. Both are passively managed. Over the past 10 years, MVOL.L returned 6.83%/yr vs 6.76%/yr for C024.DE. At a 0.26 correlation, their price movements are largely independent. MVOL.L charges 0.35%/yr vs 0.25%/yr for C024.DE.
Performance
MVOL.L vs. C024.DE - Performance Comparison
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Different Trading Currencies
MVOL.L is traded in USD, while C024.DE is traded in EUR. To make them comparable, the C024.DE values have been converted to USD using the latest available exchange rates.
Returns By Period
In the year-to-date period, MVOL.L achieves a 2.60% return, which is significantly lower than C024.DE's 3.51% return. Both investments have delivered pretty close results over the past 10 years, with MVOL.L having a 6.83% annualized return and C024.DE not far behind at 6.76%.
MVOL.L
- 1D
- 0.65%
- 1M
- 3.64%
- 6M
- 2.88%
- YTD
- 2.60%
- 1Y
- 4.44%
- 3Y*
- 9.17%
- 5Y*
- 5.10%
- 10Y*
- 6.83%
C024.DE
- 1D
- -3.41%
- 1M
- -8.16%
- 6M
- 0.76%
- YTD
- 3.51%
- 1Y
- 25.88%
- 3Y*
- 12.27%
- 5Y*
- 0.33%
- 10Y*
- 6.76%
MVOL.L vs. C024.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MVOL.L iShares Edge MSCI World Minimum Volatility UCITS | 2.60% | 11.02% | 11.08% | 7.28% | -9.62% | 14.65% | 2.56% | 22.56% | -2.40% | 17.39% |
C024.DE Amundi MSCI China A II UCITS ETF Dist | 3.51% | 29.79% | 15.85% | -15.18% | -20.78% | -4.74% | 33.41% | 37.74% | -25.93% | 41.39% |
Correlation
The correlation between MVOL.L and C024.DE is 0.05, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.05 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.06 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.16 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.27 |
Correlation (All Time) Calculated using the full available price history since Sep 30, 2013 | 0.26 |
Over the past year, the correlation between MVOL.L and C024.DE has dropped to 0.05 - well below their long-term average of 0.26, suggesting their price drivers have been diverging.
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Return for Risk
MVOL.L vs. C024.DE — Risk / Return Rank
MVOL.L
C024.DE
MVOL.L vs. C024.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Edge MSCI World Minimum Volatility UCITS (MVOL.L) and Amundi MSCI China A II UCITS ETF Dist (C024.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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| MVOL.L | C024.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.80 | ||
| Sortino ratioReturn per unit of downside risk | -1.08 | ||
| Omega ratioGain probability vs. loss probability | 1.11 | 1.25 | -0.14 |
| Calmar ratioReturn relative to maximum drawdown | 0.81 | 2.51 | -1.71 |
| Martin ratioReturn relative to average drawdown | 1.76 | 9.52 | -7.77 |
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Drawdowns
MVOL.L vs. C024.DE - Drawdown Comparison
The maximum MVOL.L drawdown since its inception was -28.82%, smaller than the maximum C024.DE drawdown of -52.95%. Use the drawdown chart below to compare losses from any high point for MVOL.L and C024.DE.
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Drawdown Indicators
| MVOL.L | C024.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -28.82% | -52.95% | +24.13% |
Max Drawdown (1Y)Largest decline over 1 year | -5.78% | -10.52% | +4.74% |
Max Drawdown (3Y)Largest decline over 3 years | -8.15% | -26.28% | +18.13% |
Max Drawdown (5Y)Largest decline over 5 years | -18.52% | -42.06% | +23.54% |
Max Drawdown (10Y)Largest decline over 10 years | -28.82% | -52.95% | +24.13% |
Current DrawdownCurrent decline from peak | -2.01% | -18.16% | +16.15% |
Average DrawdownAverage peak-to-trough decline | -3.30% | -28.30% | +25.00% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.65% | 2.78% | -0.13% |
Volatility
MVOL.L vs. C024.DE - Volatility Comparison
The current volatility for iShares Edge MSCI World Minimum Volatility UCITS (MVOL.L) is 2.29%, while Amundi MSCI China A II UCITS ETF Dist (C024.DE) has a volatility of 9.70%. This indicates that MVOL.L experiences smaller price fluctuations and is considered to be less risky than C024.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MVOL.L | C024.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.29% | 9.70% | -7.41% |
Volatility (6M)Calculated over the trailing 6-month period | 6.07% | 15.16% | -9.09% |
Volatility (1Y)Calculated over the trailing 1-year period | 7.87% | 18.98% | -11.11% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 10.67% | 24.31% | -13.64% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 11.62% | 25.06% | -13.44% |
MVOL.L vs. C024.DE - Expense Ratio Comparison
MVOL.L has a 0.35% expense ratio, which is higher than C024.DE's 0.25% expense ratio.
Dividends
MVOL.L vs. C024.DE - Dividend Comparison
MVOL.L has not paid dividends to shareholders, while C024.DE's dividend yield for the trailing twelve months is around 1.78%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
C024.DE Amundi MSCI China A II UCITS ETF Dist | 1.78% | 1.89% | 2.19% | 1.98% | 1.34% | 1.22% | 1.42% | 1.88% | 2.49% |
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% |
Frequently Asked Questions
MVOL.L and C024.DE have a correlation of 0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, C024.DE is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.
C024.DE is cheaper with a 0.25% expense ratio, compared with 0.35% for MVOL.L.
MVOL.L is categorized as Global Equities, while C024.DE is China Equities. MVOL.L tracks MSCI ACWI NR USD, while C024.DE tracks MSCI China A. They also come from different issuers: iShares and Amundi. Their fees differ too: 0.35% for MVOL.L and 0.25% for C024.DE.
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