MVOL.L vs. IQQI.DE
MVOL.L (iShares Edge MSCI World Minimum Volatility UCITS) and IQQI.DE (iShares Global Infrastructure UCITS ETF) are both Global Equities funds from iShares - MVOL.L tracks the MSCI ACWI NR USD while IQQI.DE tracks the FTSE Global Core Infrastructure Index. Both are passively managed. Over the past 10 years, MVOL.L returned 7.05%/yr vs 7.13%/yr for IQQI.DE. A 0.69 correlation means they provide meaningful diversification when combined. MVOL.L charges 0.35%/yr vs 0.65%/yr for IQQI.DE.
Performance
MVOL.L vs. IQQI.DE - Performance Comparison
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Different Trading Currencies
MVOL.L is traded in USD, while IQQI.DE is traded in EUR. To make them comparable, the IQQI.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 0.67% return, which is significantly lower than IQQI.DE's 9.09% return. Both investments have delivered pretty close results over the past 10 years, with MVOL.L having a 7.05% annualized return and IQQI.DE not far ahead at 7.13%.
MVOL.L
- 1D
- 0.04%
- 1M
- 0.76%
- YTD
- 0.67%
- 6M
- 1.44%
- 1Y
- 1.44%
- 3Y*
- 9.30%
- 5Y*
- 5.18%
- 10Y*
- 7.05%
IQQI.DE
- 1D
- -1.25%
- 1M
- -2.76%
- YTD
- 9.09%
- 6M
- 8.73%
- 1Y
- 14.24%
- 3Y*
- 11.42%
- 5Y*
- 5.77%
- 10Y*
- 7.13%
MVOL.L vs. IQQI.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MVOL.L iShares Edge MSCI World Minimum Volatility UCITS | 0.67% | 11.02% | 11.08% | 7.28% | -9.62% | 14.65% | 2.56% | 22.56% | -2.40% | 17.41% |
IQQI.DE iShares Global Infrastructure UCITS ETF | 9.09% | 13.50% | 7.96% | -0.10% | -5.86% | 16.95% | -2.12% | 25.06% | -2.60% | 14.94% |
Correlation
The correlation between MVOL.L and IQQI.DE is 0.49, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.49 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.61 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.68 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.71 |
Correlation (All Time) Calculated using the full available price history since Dec 14, 2012 | 0.69 |
The correlation between MVOL.L and IQQI.DE shifts across timeframes, from 0.49 (1 year) to 0.71 (10 years), reflecting how their relationship changes across market environments.
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Return for Risk
MVOL.L vs. IQQI.DE — Risk / Return Rank
MVOL.L
IQQI.DE
MVOL.L vs. IQQI.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 iShares Global Infrastructure UCITS ETF (IQQI.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.
| MVOL.L | IQQI.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.16 | ||
| Sortino ratioReturn per unit of downside risk | -1.65 | ||
| Omega ratioGain probability vs. loss probability | 1.04 | 1.24 | -0.20 |
| Calmar ratioReturn relative to maximum drawdown | 0.25 | 2.96 | -2.71 |
| Martin ratioReturn relative to average drawdown | 0.61 | 7.54 | -6.94 |
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
| MVOL.L | IQQI.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.19 | 1.35 | -1.16 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.49 | 0.42 | +0.07 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.60 | 0.48 | +0.12 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.73 | 0.23 | +0.50 |
Drawdowns
MVOL.L vs. IQQI.DE - Drawdown Comparison
The maximum MVOL.L drawdown since its inception was -28.82%, smaller than the maximum IQQI.DE drawdown of -49.64%. Use the drawdown chart below to compare losses from any high point for MVOL.L and IQQI.DE.
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Drawdown Indicators
| MVOL.L | IQQI.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -28.82% | -49.64% | +20.82% |
Max Drawdown (1Y)Largest decline over 1 year | -5.78% | -4.80% | -0.98% |
Max Drawdown (3Y)Largest decline over 3 years | -8.14% | -14.90% | +6.76% |
Max Drawdown (5Y)Largest decline over 5 years | -18.52% | -22.62% | +4.10% |
Max Drawdown (10Y)Largest decline over 10 years | -28.82% | -34.62% | +5.80% |
Current DrawdownCurrent decline from peak | -3.86% | -3.79% | -0.07% |
Average DrawdownAverage peak-to-trough decline | -3.34% | -11.80% | +8.46% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.36% | 1.88% | +0.48% |
Volatility
MVOL.L vs. IQQI.DE - Volatility Comparison
The current volatility for iShares Edge MSCI World Minimum Volatility UCITS (MVOL.L) is 2.01%, while iShares Global Infrastructure UCITS ETF (IQQI.DE) has a volatility of 3.63%. This indicates that MVOL.L experiences smaller price fluctuations and is considered to be less risky than IQQI.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 | IQQI.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.01% | 3.63% | -1.62% |
Volatility (6M)Calculated over the trailing 6-month period | 5.58% | 8.67% | -3.09% |
Volatility (1Y)Calculated over the trailing 1-year period | 7.74% | 10.51% | -2.77% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 10.64% | 13.73% | -3.09% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 11.65% | 14.78% | -3.13% |
MVOL.L vs. IQQI.DE - Expense Ratio Comparison
MVOL.L has a 0.35% expense ratio, which is lower than IQQI.DE's 0.65% expense ratio.
Dividends
MVOL.L vs. IQQI.DE - Dividend Comparison
MVOL.L has not paid dividends to shareholders, while IQQI.DE's dividend yield for the trailing twelve months is around 2.09%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IQQI.DE iShares Global Infrastructure UCITS ETF | 2.09% | 2.30% | 2.28% | 2.42% | 2.14% | 1.85% | 2.25% | 2.05% | 2.30% | 2.76% | 2.64% | 3.14% |
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% |
Frequently Asked Questions
MVOL.L and IQQI.DE have a correlation of 0.49, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, MVOL.L is cheaper at 0.35% per year. The better choice depends on whether you care most about return, fees, risk, or income.
MVOL.L is cheaper with a 0.35% expense ratio, compared with 0.65% for IQQI.DE.
MVOL.L tracks MSCI ACWI NR USD, while IQQI.DE tracks FTSE Global Core Infrastructure Index. Their fees differ too: 0.35% for MVOL.L and 0.65% for IQQI.DE.
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