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

Performance

MVUS.L vs. IESU.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 S&P 500 Energy Sector UCITS ETF USD (Acc) (IESU.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 4.26% return, which is significantly lower than IESU.L's 28.61% return. Over the past 10 years, MVUS.L has outperformed IESU.L with an annualized return of 9.71%, while IESU.L has yielded a comparatively lower 8.50% annualized return.


MVUS.L

1D
0.02%
1M
-0.20%
6M
3.90%
YTD
4.26%
1Y
10.17%
3Y*
11.71%
5Y*
8.80%
10Y*
9.71%

IESU.L

1D
1.07%
1M
4.80%
6M
20.56%
YTD
28.61%
1Y
35.99%
3Y*
13.44%
5Y*
22.82%
10Y*
8.50%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
MVUS.L
iShares Edge S&P 500 Minimum Volatility UCITS ETF USD (Acc)
4.26%3.88%20.71%3.83%-0.36%26.59%3.87%26.86%-0.36%6.22%
IESU.L
iShares S&P 500 Energy Sector UCITS ETF USD (Acc)
28.61%2.26%5.45%-5.96%83.53%53.82%-35.62%5.37%-13.39%-10.01%

Correlation

The correlation between MVUS.L and IESU.L is 0.09, 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

0.09

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

0.28

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

0.27

Correlation (10Y)
Calculated over the trailing 10-year period

0.40

Correlation (All Time)
Calculated using the full available price history since Nov 20, 2015

0.40

Over the past year, the correlation between MVUS.L and IESU.L has dropped to 0.09 - well below their long-term average of 0.40, suggesting their price drivers have been diverging.

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Return for Risk

MVUS.L vs. IESU.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: 4444
Overall Rank
MVUS.L Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
MVUS.L Sortino Ratio Rank: 4242
Sortino Ratio Rank
MVUS.L Omega Ratio Rank: 4343
Omega Ratio Rank
MVUS.L Calmar Ratio Rank: 4646
Calmar Ratio Rank
MVUS.L Martin Ratio Rank: 4545
Martin Ratio Rank

IESU.L
IESU.L Risk / Return Rank: 5252
Overall Rank
IESU.L Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
IESU.L Sortino Ratio Rank: 5151
Sortino Ratio Rank
IESU.L Omega Ratio Rank: 5656
Omega Ratio Rank
IESU.L Calmar Ratio Rank: 5555
Calmar Ratio Rank
IESU.L Martin Ratio Rank: 4242
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. IESU.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 S&P 500 Energy Sector UCITS ETF USD (Acc) (IESU.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.

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.


MVUS.LIESU.LDifference
Sharpe ratioReturn per unit of total volatility

-0.20

Sortino ratioReturn per unit of downside risk

-0.16

Omega ratioGain probability vs. loss probability

1.22

1.26

-0.04

Calmar ratioReturn relative to maximum drawdown

1.88

2.07

-0.19

Martin ratioReturn relative to average drawdown

5.84

5.01

+0.83

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

The current MVUS.L Sharpe Ratio is 1.26, which is comparable to the IESU.L Sharpe Ratio of 1.46. The chart below compares the historical Sharpe Ratios of MVUS.L and IESU.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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Drawdowns

MVUS.L vs. IESU.L - Drawdown Comparison

The maximum MVUS.L drawdown since its inception was -39.22%, smaller than the maximum IESU.L drawdown of -63.88%. Use the drawdown chart below to compare losses from any high point for MVUS.L and IESU.L.


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Drawdown Indicators


MVUS.LIESU.LDifference

Max Drawdown

Largest peak-to-trough decline

-39.22%

-63.88%

+24.66%

Max Drawdown (1Y)

Largest decline over 1 year

-5.39%

-17.34%

+11.95%

Max Drawdown (3Y)

Largest decline over 3 years

-20.40%

-26.36%

+5.96%

Max Drawdown (5Y)

Largest decline over 5 years

-20.40%

-26.36%

+5.96%

Max Drawdown (10Y)

Largest decline over 10 years

-24.85%

-62.16%

+37.31%

Current Drawdown

Current decline from peak

-1.52%

-10.65%

+9.13%

Average Drawdown

Average peak-to-trough decline

-7.15%

-20.50%

+13.35%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.74%

7.16%

-5.42%

Volatility

MVUS.L vs. IESU.L - Volatility Comparison

The current volatility for iShares Edge S&P 500 Minimum Volatility UCITS ETF USD (Acc) (MVUS.L) is 2.28%, while iShares S&P 500 Energy Sector UCITS ETF USD (Acc) (IESU.L) has a volatility of 7.50%. This indicates that MVUS.L experiences smaller price fluctuations and is considered to be less risky than IESU.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MVUS.LIESU.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.28%

7.50%

-5.22%

Volatility (6M)

Calculated over the trailing 6-month period

5.74%

21.74%

-16.00%

Volatility (1Y)

Calculated over the trailing 1-year period

8.14%

24.54%

-16.40%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.32%

29.08%

-10.76%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.76%

29.16%

-12.40%

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

MVUS.L has a 0.20% expense ratio, which is higher than IESU.L's 0.15% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

MVUS.L vs. IESU.L - Dividend Comparison

Neither MVUS.L nor IESU.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


MVUS.L and IESU.L have a correlation of 0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, IESU.L is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IESU.L is cheaper with a 0.15% expense ratio, compared with 0.20% for MVUS.L.

MVUS.L is categorized as S&P 500, while IESU.L is Energy Equities. MVUS.L tracks S&P 500 Index, while IESU.L tracks S&P 500 Capped 35/20 Energy Index NTR. Their fees differ too: 0.20% for MVUS.L and 0.15% for IESU.L.

Portfolio Optimizer

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