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MVUS.L vs. EQDS.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

MVUS.L vs. EQDS.L

Last updated Jun 9, 2026

MVUS.L (iShares Edge S&P 500 Minimum Volatility UCITS ETF USD (Acc)) and EQDS.L (iShares MSCI Europe Quality Dividend ESG UCITS ETF EUR (Dist)) are both exchange-traded funds - MVUS.L is a S&P 500 fund tracking the S&P 500 Index, while EQDS.L is a Europe Equities fund tracking the MSCI Europe High Div Yld NR EUR. Both are passively managed. Over the past 5 years, MVUS.L returned 9.95%/yr vs 10.24%/yr for EQDS.L. A 0.57 correlation means they provide meaningful diversification when combined. MVUS.L charges 0.20%/yr vs 0.28%/yr for EQDS.L.

Performance

MVUS.L vs. EQDS.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares Edge S&P 500 Minimum Volatility UCITS ETF USD (Acc) (MVUS.L) and iShares MSCI Europe Quality Dividend ESG UCITS ETF EUR (Dist) (EQDS.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, MVUS.L achieves a 4.03% return, which is significantly lower than EQDS.L's 4.39% return.

MVUS.L

1D
-0.44%
1M
4.47%
YTD
4.03%
6M
4.68%
1Y
11.77%
3Y*
11.21%
5Y*
9.95%
10Y*
11.19%

EQDS.L

1D
0.09%
1M
1.69%
YTD
4.39%
6M
6.37%
1Y
10.63%
3Y*
11.63%
5Y*
10.24%
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

MVUS.L vs. EQDS.L - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
MVUS.L
iShares Edge S&P 500 Minimum Volatility UCITS ETF USD (Acc)		4.03%3.88%20.71%3.83%-0.36%26.59%3.87%26.86%-0.36%3.78%
EQDS.L
iShares MSCI Europe Quality Dividend ESG UCITS ETF EUR (Dist)		4.39%16.53%6.00%12.95%7.23%11.21%-5.09%18.71%-4.79%-11.35%

Correlation

The correlation between MVUS.L and EQDS.L is 0.46, which is low. Their price movements are largely independent, making them effective diversification partners.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.46

Correlation (3Y)
Calculated over the trailing 3-year period

0.42

Correlation (5Y)
Calculated over the trailing 5-year period

0.47

Correlation (All Time)
Calculated using the full available price history since Jun 12, 2017

0.57

The correlation between MVUS.L and EQDS.L shifts across timeframes, from 0.42 (3 years) to 0.57 (all time), reflecting how their relationship changes across market environments.

MVUS.L vs. EQDS.L - Sectors Allocation Comparison

Sectors
MVUS.L
EQDS.L

Technology

29.0%
3.7%

Financial Services

17.8%
28.6%

Healthcare

13.3%
8.1%

Consumer Defensive

10.4%
12.0%

Consumer Cyclical

6.9%
5.5%

Communication Services

6.5%
4.3%

Industrials

5.7%
17.4%

Energy

5.2%
4.8%

Utilities

2.9%
10.7%

Basic Materials

2.3%
1.7%

Real Estate

0.2%
3.3%

Technology

MVUS.L
29.0%
EQDS.L
3.7%

Financial Services

MVUS.L
17.8%
EQDS.L
28.6%

Healthcare

MVUS.L
13.3%
EQDS.L
8.1%

Consumer Defensive

MVUS.L
10.4%
EQDS.L
12.0%

Consumer Cyclical

MVUS.L
6.9%
EQDS.L
5.5%

Communication Services

MVUS.L
6.5%
EQDS.L
4.3%

Industrials

MVUS.L
5.7%
EQDS.L
17.4%

Energy

MVUS.L
5.2%
EQDS.L
4.8%

Utilities

MVUS.L
2.9%
EQDS.L
10.7%

Basic Materials

MVUS.L
2.3%
EQDS.L
1.7%

Real Estate

MVUS.L
0.2%
EQDS.L
3.3%

Compare stocks, funds, or ETFs

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iShares Edge S&P 500 Minimum Volatility UCITS ETF USD (Acc)

iShares MSCI Europe Quality Dividend ESG UCITS ETF EUR (Dist)

Often compared with MVUS.L:
MVUS.L vs. USMVMVUS.L vs. XDEB.LMVUS.L vs. MVEA.LMVUS.L vs. GLTS.LMVUS.L vs. HMUD.LMVUS.L vs. XLPP.LMVUS.L vs. JURE.L
Often compared with EQDS.L:
EQDS.L vs. VHYL.ASEQDS.L vs. FLXD.LEQDS.L vs. IQQA.DEEQDS.L vs. LDEG.LEQDS.L vs. CB5.LEQDS.L vs. SCHDEQDS.L vs. VYM

Return for Risk

MVUS.L vs. EQDS.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
MVUS.L
MVUS.L Risk / Return Rank: 4646
Overall Rank
MVUS.L Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
MVUS.L Sortino Ratio Rank: 4646
Sortino Ratio Rank
MVUS.L Omega Ratio Rank: 4545
Omega Ratio Rank
MVUS.L Calmar Ratio Rank: 4848
Calmar Ratio Rank
MVUS.L Martin Ratio Rank: 4646
Martin Ratio Rank
EQDS.L
EQDS.L Risk / Return Rank: 2828
Overall Rank
EQDS.L Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
EQDS.L Sortino Ratio Rank: 2828
Sortino Ratio Rank
EQDS.L Omega Ratio Rank: 2929
Omega Ratio Rank
EQDS.L Calmar Ratio Rank: 2626
Calmar Ratio Rank
EQDS.L Martin Ratio Rank: 2828
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

MVUS.L vs. EQDS.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Edge S&P 500 Minimum Volatility UCITS ETF USD (Acc) (MVUS.L) and iShares MSCI Europe Quality Dividend ESG UCITS ETF EUR (Dist) (EQDS.L). 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.

MVUS.LEQDS.LDifference
Sharpe ratioReturn per unit of total volatility
1.46
0.98

+0.48

Sortino ratioReturn per unit of downside risk
2.07
1.42

+0.65

Omega ratioGain probability vs. loss probability

1.26

1.18

+0.08

Calmar ratioReturn relative to maximum drawdown

2.18

1.10

+1.07

Martin ratioReturn relative to average drawdown

6.82

3.49

+3.34

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

MVUS.L vs. EQDS.L - Sharpe Ratio Comparison

The current MVUS.L Sharpe Ratio is 1.46, which is higher than the EQDS.L Sharpe Ratio of 0.98. The chart below compares the historical Sharpe Ratios of MVUS.L and EQDS.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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Sharpe Ratios by Period

MVUS.LEQDS.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.46

0.98

+0.48

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.54

0.83

-0.29

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.66

—

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.49

0.38

+0.11

Drawdowns

MVUS.L vs. EQDS.L - Drawdown Comparison

The maximum MVUS.L drawdown since its inception was -39.22%, which is greater than EQDS.L's maximum drawdown of -32.52%. Use the drawdown chart below to compare losses from any high point for MVUS.L and EQDS.L.

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Drawdown Indicators

MVUS.LEQDS.LDifference

Max Drawdown

Largest peak-to-trough decline

-39.22%

-32.52%

-6.70%

Max Drawdown (1Y)

Largest decline over 1 year

-5.39%

-9.60%

+4.21%

Max Drawdown (3Y)

Largest decline over 3 years

-20.40%

-10.33%

-10.07%

Max Drawdown (5Y)

Largest decline over 5 years

-20.40%

-11.74%

-8.66%

Max Drawdown (10Y)

Largest decline over 10 years

-24.85%

—

—

Current Drawdown

Current decline from peak

-0.44%

-2.74%

+2.30%

Average Drawdown

Average peak-to-trough decline

-7.21%

-6.11%

-1.10%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.72%

3.04%

-1.32%

Volatility

MVUS.L vs. EQDS.L - Volatility Comparison

iShares Edge S&P 500 Minimum Volatility UCITS ETF USD (Acc) (MVUS.L) and iShares MSCI Europe Quality Dividend ESG UCITS ETF EUR (Dist) (EQDS.L) have volatilities of 2.34% and 2.26%, 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.

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Volatility by Period

MVUS.LEQDS.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.34%

2.26%

+0.08%

Volatility (6M)

Calculated over the trailing 6-month period

5.60%

8.56%

-2.96%

Volatility (1Y)

Calculated over the trailing 1-year period

8.05%

10.81%

-2.76%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.31%

12.33%

+5.98%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.99%

15.03%

+1.96%

MVUS.L vs. EQDS.L - Expense Ratio Comparison

MVUS.L has a 0.20% expense ratio, which is lower than EQDS.L's 0.28% expense ratio.

Dividends

MVUS.L vs. EQDS.L - Dividend Comparison

MVUS.L has not paid dividends to shareholders, while EQDS.L's dividend yield for the trailing twelve months is around 3.20%.

PositionTTM202520242023202220212020201920182017
EQDS.L
iShares MSCI Europe Quality Dividend ESG UCITS ETF EUR (Dist)		3.20%2.96%3.16%3.58%4.14%4.63%3.25%4.54%5.06%0.75%
MVUS.L
iShares Edge S&P 500 Minimum Volatility UCITS ETF USD (Acc)		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions

MVUS.L and EQDS.L have a correlation of 0.46, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, MVUS.L is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.

MVUS.L is cheaper with a 0.20% expense ratio, compared with 0.28% for EQDS.L.

MVUS.L is categorized as S&P 500, while EQDS.L is Europe Equities. MVUS.L tracks S&P 500 Index, while EQDS.L tracks MSCI Europe High Div Yld NR EUR. Their fees differ too: 0.20% for MVUS.L and 0.28% for EQDS.L.

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