MVOL.L vs. TFLO
Compare and contrast key facts about iShares Edge MSCI World Minimum Volatility UCITS (MVOL.L) and iShares Treasury Floating Rate Bond ETF (TFLO).
MVOL.L and TFLO 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. TFLO is a passively managed fund by iShares that tracks the performance of the Barclays U.S. Treasury Floating Rate Index. It was launched on Feb 3, 2014. Both MVOL.L and TFLO 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 TFLO.
Performance
MVOL.L vs. TFLO - Performance Comparison
Returns By Period
In the year-to-date period, MVOL.L achieves a 13.48% return, which is significantly higher than TFLO's 4.71% return. Over the past 10 years, MVOL.L has outperformed TFLO with an annualized return of 7.44%, while TFLO has yielded a comparatively lower 1.86% annualized return.
MVOL.L
13.48%
-2.41%
7.29%
18.40%
5.56%
7.44%
TFLO
4.71%
0.43%
2.48%
5.31%
2.47%
1.86%
Key characteristics
| MVOL.L | TFLO | |
|---|---|---|
| Sharpe Ratio | 2.47 | 16.36 |
| Sortino Ratio | 3.49 | 66.73 |
| Omega Ratio | 1.43 | 17.77 |
| Calmar Ratio | 2.70 | 206.51 |
| Martin Ratio | 13.68 | 1,016.07 |
| Ulcer Index | 1.32% | 0.01% |
| Daily Std Dev | 7.32% | 0.32% |
| Max Drawdown | -28.82% | -5.01% |
| Current Drawdown | -2.41% | 0.00% |
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MVOL.L vs. TFLO - Expense Ratio Comparison
MVOL.L has a 0.35% expense ratio, which is higher than TFLO's 0.15% expense ratio.
Correlation
The correlation between MVOL.L and TFLO is -0.03. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.
Risk-Adjusted Performance
MVOL.L vs. TFLO - 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 Treasury Floating Rate Bond ETF (TFLO). 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. TFLO - Dividend Comparison
MVOL.L has not paid dividends to shareholders, while TFLO's dividend yield for the trailing twelve months is around 5.34%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
TFLO iShares Treasury Floating Rate Bond ETF | 5.34% | 4.89% | 1.67% | 0.00% | 0.36% | 2.08% | 1.65% | 0.86% | 0.30% | 0.15% | 0.08% |
Drawdowns
MVOL.L vs. TFLO - Drawdown Comparison
The maximum MVOL.L drawdown since its inception was -28.82%, which is greater than TFLO's maximum drawdown of -5.01%. Use the drawdown chart below to compare losses from any high point for MVOL.L and TFLO. For additional features, visit the drawdowns tool.
Volatility
MVOL.L vs. TFLO - Volatility Comparison
iShares Edge MSCI World Minimum Volatility UCITS (MVOL.L) has a higher volatility of 2.33% compared to iShares Treasury Floating Rate Bond ETF (TFLO) at 0.07%. This indicates that MVOL.L's price experiences larger fluctuations and is considered to be riskier than TFLO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.