MVOL.L vs. UBU5.DE
MVOL.L (iShares Edge MSCI World Minimum Volatility UCITS) and UBU5.DE (UBS ETF (IE) MSCI USA Value UCITS ETF (USD) A-dis) are both exchange-traded funds - MVOL.L is a Global Equities fund tracking the MSCI ACWI NR USD, while UBU5.DE is a Large Cap Value Equities fund tracking the MSCI USA Value. Both are passively managed. Over the past 10 years, MVOL.L returned 6.83%/yr vs 10.09%/yr for UBU5.DE. A 0.70 correlation means they provide meaningful diversification when combined. MVOL.L charges 0.35%/yr vs 0.20%/yr for UBU5.DE.
Performance
MVOL.L vs. UBU5.DE - Performance Comparison
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Different Trading Currencies
MVOL.L is traded in USD, while UBU5.DE is traded in EUR. To make them comparable, the UBU5.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 UBU5.DE's 11.22% return. Over the past 10 years, MVOL.L has underperformed UBU5.DE with an annualized return of 6.83%, while UBU5.DE has yielded a comparatively higher 10.09% annualized return.
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%
UBU5.DE
- 1D
- -0.31%
- 1M
- 2.34%
- 6M
- 8.30%
- YTD
- 11.22%
- 1Y
- 19.14%
- 3Y*
- 14.82%
- 5Y*
- 9.69%
- 10Y*
- 10.09%
MVOL.L vs. UBU5.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% |
UBU5.DE UBS ETF (IE) MSCI USA Value UCITS ETF (USD) A-dis | 11.22% | 14.32% | 13.25% | 8.80% | -6.90% | 27.91% | -0.83% | 25.52% | -8.73% | 15.26% |
Correlation
The correlation between MVOL.L and UBU5.DE is 0.51, 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 | 0.51 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.67 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.74 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.70 |
Correlation (All Time) Calculated using the full available price history since Nov 30, 2012 | 0.70 |
The correlation between MVOL.L and UBU5.DE shifts across timeframes, from 0.51 (1 year) to 0.74 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
MVOL.L vs. UBU5.DE — Risk / Return Rank
MVOL.L
UBU5.DE
MVOL.L vs. UBU5.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 UBS ETF (IE) MSCI USA Value UCITS ETF (USD) A-dis (UBU5.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 | UBU5.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.42 | ||
| Sortino ratioReturn per unit of downside risk | -2.06 | ||
| Omega ratioGain probability vs. loss probability | 1.11 | 1.35 | -0.24 |
| Calmar ratioReturn relative to maximum drawdown | 0.81 | 2.85 | -2.05 |
| Martin ratioReturn relative to average drawdown | 1.76 | 10.95 | -9.19 |
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Drawdowns
MVOL.L vs. UBU5.DE - Drawdown Comparison
The maximum MVOL.L drawdown since its inception was -28.82%, smaller than the maximum UBU5.DE drawdown of -37.08%. Use the drawdown chart below to compare losses from any high point for MVOL.L and UBU5.DE.
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Drawdown Indicators
| MVOL.L | UBU5.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -28.82% | -37.08% | +8.26% |
Max Drawdown (1Y)Largest decline over 1 year | -5.78% | -6.66% | +0.88% |
Max Drawdown (3Y)Largest decline over 3 years | -8.15% | -16.85% | +8.70% |
Max Drawdown (5Y)Largest decline over 5 years | -18.52% | -17.95% | -0.57% |
Max Drawdown (10Y)Largest decline over 10 years | -28.82% | -37.08% | +8.26% |
Current DrawdownCurrent decline from peak | -2.01% | -0.31% | -1.70% |
Average DrawdownAverage peak-to-trough decline | -3.30% | -5.16% | +1.86% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.65% | 1.74% | +0.91% |
Volatility
MVOL.L vs. UBU5.DE - Volatility Comparison
iShares Edge MSCI World Minimum Volatility UCITS (MVOL.L) has a higher volatility of 2.29% compared to UBS ETF (IE) MSCI USA Value UCITS ETF (USD) A-dis (UBU5.DE) at 1.64%. This indicates that MVOL.L's price experiences larger fluctuations and is considered to be riskier than UBU5.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 | UBU5.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.29% | 1.64% | +0.65% |
Volatility (6M)Calculated over the trailing 6-month period | 6.07% | 6.75% | -0.68% |
Volatility (1Y)Calculated over the trailing 1-year period | 7.87% | 9.62% | -1.75% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 10.67% | 13.94% | -3.27% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 11.62% | 15.57% | -3.95% |
MVOL.L vs. UBU5.DE - Expense Ratio Comparison
MVOL.L has a 0.35% expense ratio, which is higher than UBU5.DE's 0.20% expense ratio.
Dividends
MVOL.L vs. UBU5.DE - Dividend Comparison
MVOL.L has not paid dividends to shareholders, while UBU5.DE's dividend yield for the trailing twelve months is around 1.35%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
UBU5.DE UBS ETF (IE) MSCI USA Value UCITS ETF (USD) A-dis | 1.35% | 2.11% | 1.74% | 2.03% | 1.92% | 1.52% | 2.49% | 1.97% | 2.53% | 2.04% | 2.32% | 2.27% |
Frequently Asked Questions
MVOL.L and UBU5.DE have a correlation of 0.51, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, UBU5.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.
UBU5.DE is cheaper with a 0.20% expense ratio, compared with 0.35% for MVOL.L.
MVOL.L is categorized as Global Equities, while UBU5.DE is Large Cap Value Equities. MVOL.L tracks MSCI ACWI NR USD, while UBU5.DE tracks MSCI USA Value. They also come from different issuers: iShares and UBS. Their fees differ too: 0.35% for MVOL.L and 0.20% for UBU5.DE.
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