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

MVUS.L vs. VXUS

Last updated Jun 9, 2026

MVUS.L (iShares Edge S&P 500 Minimum Volatility UCITS ETF USD (Acc)) and VXUS (Vanguard Total International Stock ETF) are both exchange-traded funds - MVUS.L is a S&P 500 fund tracking the S&P 500 Index, while VXUS is a Global Equities fund tracking the FTSE Global All Cap ex US Index. Both are passively managed. Over the past 10 years, MVUS.L returned 11.19%/yr vs 10.41%/yr for VXUS. At a 0.44 correlation, their price movements are largely independent. MVUS.L charges 0.20%/yr vs 0.05%/yr for VXUS.

Performance

MVUS.L vs. VXUS - 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 Vanguard Total International Stock ETF (VXUS). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

MVUS.L is traded in GBp, while VXUS is traded in USD. To make them comparable, the VXUS values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, MVUS.L achieves a 4.03% return, which is significantly lower than VXUS's 12.20% return. Over the past 10 years, MVUS.L has outperformed VXUS with an annualized return of 11.19%, while VXUS has yielded a comparatively lower 10.41% annualized 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%

VXUS

1D
0.82%
1M
0.14%
YTD
12.20%
6M
13.30%
1Y
28.79%
3Y*
15.66%
5Y*
9.17%
10Y*
10.41%
*Multi-year figures are annualized to reflect compound growth (CAGR)

MVUS.L vs. VXUS - 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%6.22%
VXUS
Vanguard Total International Stock ETF		12.20%22.92%6.91%10.07%-6.10%10.02%7.41%17.11%-9.35%16.43%

Correlation

The correlation between MVUS.L and VXUS is 0.20, which is low. Their price movements are largely independent, making them effective diversification partners.

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

0.20

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

0.26

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

0.30

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

0.42

Correlation (All Time)
Calculated using the full available price history since Dec 3, 2012

0.44

Over the past year, the correlation between MVUS.L and VXUS has dropped to 0.20 - well below their long-term average of 0.44, suggesting their price drivers have been diverging.

MVUS.L vs. VXUS - Sectors Allocation Comparison

Sectors
MVUS.L
VXUS

Technology

29.0%
18.1%

Financial Services

17.8%
22.3%

Healthcare

13.3%
7.1%

Consumer Defensive

10.4%
5.0%

Consumer Cyclical

6.9%
8.4%

Communication Services

6.5%
4.4%

Industrials

5.7%
16.1%

Energy

5.2%
5.2%

Utilities

2.9%
3.2%

Basic Materials

2.3%
7.6%

Real Estate

0.2%
2.6%

Technology

MVUS.L
29.0%
VXUS
18.1%

Financial Services

MVUS.L
17.8%
VXUS
22.3%

Healthcare

MVUS.L
13.3%
VXUS
7.1%

Consumer Defensive

MVUS.L
10.4%
VXUS
5.0%

Consumer Cyclical

MVUS.L
6.9%
VXUS
8.4%

Communication Services

MVUS.L
6.5%
VXUS
4.4%

Industrials

MVUS.L
5.7%
VXUS
16.1%

Energy

MVUS.L
5.2%
VXUS
5.2%

Utilities

MVUS.L
2.9%
VXUS
3.2%

Basic Materials

MVUS.L
2.3%
VXUS
7.6%

Real Estate

MVUS.L
0.2%
VXUS
2.6%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

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

Vanguard Total International Stock ETF

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 VXUS:
VXUS vs. VTIVXUS vs. VOOVXUS vs. VTVXUS vs. VEAVXUS vs. FZILXVXUS vs. VEUVXUS vs. SCHF

Return for Risk

MVUS.L vs. VXUS — 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
VXUS
VXUS Risk / Return Rank: 5656
Overall Rank
VXUS Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
VXUS Sortino Ratio Rank: 5454
Sortino Ratio Rank
VXUS Omega Ratio Rank: 5757
Omega Ratio Rank
VXUS Calmar Ratio Rank: 5454
Calmar Ratio Rank
VXUS Martin Ratio Rank: 5858
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. VXUS - 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 Vanguard Total International Stock ETF (VXUS). 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.LVXUSDifference
Sharpe ratioReturn per unit of total volatility
1.46
2.21

-0.75

Sortino ratioReturn per unit of downside risk
2.07
2.90

-0.83

Omega ratioGain probability vs. loss probability

1.26

1.43

-0.17

Calmar ratioReturn relative to maximum drawdown

2.18

2.89

-0.72

Martin ratioReturn relative to average drawdown

6.82

11.70

-4.88

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. VXUS - Sharpe Ratio Comparison

The current MVUS.L Sharpe Ratio is 1.46, which is lower than the VXUS Sharpe Ratio of 2.21. The chart below compares the historical Sharpe Ratios of MVUS.L and VXUS, 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.LVXUSDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.46

2.21

-0.75

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.54

0.71

-0.16

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.66

0.68

-0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.49

0.49

0.00

Drawdowns

MVUS.L vs. VXUS - Drawdown Comparison

The maximum MVUS.L drawdown since its inception was -39.22%, which is greater than VXUS's maximum drawdown of -28.73%. Use the drawdown chart below to compare losses from any high point for MVUS.L and VXUS.

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Drawdown Indicators

MVUS.LVXUSDifference

Max Drawdown

Largest peak-to-trough decline

-39.22%

-28.73%

-10.49%

Max Drawdown (1Y)

Largest decline over 1 year

-5.39%

-9.99%

+4.60%

Max Drawdown (3Y)

Largest decline over 3 years

-20.40%

-13.06%

-7.34%

Max Drawdown (5Y)

Largest decline over 5 years

-20.40%

-14.57%

-5.83%

Max Drawdown (10Y)

Largest decline over 10 years

-24.85%

-28.73%

+3.88%

Current Drawdown

Current decline from peak

-0.44%

-2.81%

+2.37%

Average Drawdown

Average peak-to-trough decline

-7.21%

-5.11%

-2.10%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.72%

2.47%

-0.75%

Volatility

MVUS.L vs. VXUS - Volatility Comparison

The current volatility for iShares Edge S&P 500 Minimum Volatility UCITS ETF USD (Acc) (MVUS.L) is 2.34%, while Vanguard Total International Stock ETF (VXUS) has a volatility of 5.01%. This indicates that MVUS.L experiences smaller price fluctuations and is considered to be less risky than VXUS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

MVUS.LVXUSDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.34%

5.01%

-2.67%

Volatility (6M)

Calculated over the trailing 6-month period

5.60%

11.33%

-5.73%

Volatility (1Y)

Calculated over the trailing 1-year period

8.05%

13.12%

-5.07%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.31%

13.01%

+5.30%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.99%

15.48%

+1.51%

MVUS.L vs. VXUS - Expense Ratio Comparison

MVUS.L has a 0.20% expense ratio, which is higher than VXUS's 0.05% 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. VXUS - Dividend Comparison

MVUS.L has not paid dividends to shareholders, while VXUS's dividend yield for the trailing twelve months is around 2.73%.

PositionTTM20252024202320222021202020192018201720162015
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%0.00%0.00%
VXUS
Vanguard Total International Stock ETF		2.73%3.18%3.37%3.24%3.09%3.10%2.14%3.06%3.18%2.73%2.93%2.83%

Frequently Asked Questions

MVUS.L and VXUS have a correlation of 0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, VXUS is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.

VXUS is cheaper with a 0.05% expense ratio, compared with 0.20% for MVUS.L.

MVUS.L is categorized as S&P 500, while VXUS is Global Equities. MVUS.L tracks S&P 500 Index, while VXUS tracks FTSE Global All Cap ex US Index. They also come from different issuers: iShares and Vanguard. Their fees differ too: 0.20% for MVUS.L and 0.05% for VXUS.

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