MVUS.L vs. XDEB.L
Compare and contrast key facts about iShares Edge S&P 500 Minimum Volatility UCITS ETF USD (Acc) (MVUS.L) and Xtrackers MSCI World Minimum Volatility UCITS ETF 1C (XDEB.L).
MVUS.L and XDEB.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. MVUS.L is a passively managed fund by iShares that tracks the performance of the S&P 500 Index. It was launched on Feb 21, 2018. XDEB.L is a passively managed fund by DWS that tracks the performance of the MSCI ACWI NR USD. It was launched on Sep 5, 2014. Both MVUS.L and XDEB.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
MVUS.L vs. XDEB.L - Performance Comparison
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MVUS.L vs. XDEB.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MVUS.L iShares Edge S&P 500 Minimum Volatility UCITS ETF USD (Acc) | -2.89% | 3.88% | 20.71% | 3.83% | -0.36% | 26.59% | 3.87% | 26.86% | -0.36% | 6.22% |
XDEB.L Xtrackers MSCI World Minimum Volatility UCITS ETF 1C | 1.48% | 3.40% | 13.01% | 1.49% | 1.23% | 16.00% | -0.96% | 18.55% | 3.44% | 7.02% |
Returns By Period
In the year-to-date period, MVUS.L achieves a -2.89% return, which is significantly lower than XDEB.L's 1.48% return. Over the past 10 years, MVUS.L has outperformed XDEB.L with an annualized return of 10.56%, while XDEB.L has yielded a comparatively lower 8.19% annualized return.
MVUS.L
- 1D
- 0.36%
- 1M
- -4.13%
- YTD
- -2.89%
- 6M
- -0.56%
- 1Y
- 1.79%
- 3Y*
- 8.67%
- 5Y*
- 9.00%
- 10Y*
- 10.56%
XDEB.L
- 1D
- 0.22%
- 1M
- -3.03%
- YTD
- 1.48%
- 6M
- 1.53%
- 1Y
- -0.05%
- 3Y*
- 6.70%
- 5Y*
- 6.97%
- 10Y*
- 8.19%
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MVUS.L vs. XDEB.L - Expense Ratio Comparison
MVUS.L has a 0.20% expense ratio, which is lower than XDEB.L's 0.25% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Return for Risk
MVUS.L vs. XDEB.L — Risk / Return Rank
MVUS.L
XDEB.L
MVUS.L vs. XDEB.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 Xtrackers MSCI World Minimum Volatility UCITS ETF 1C (XDEB.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.L | XDEB.L | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.15 | -0.01 | +0.16 |
Sortino ratioReturn per unit of downside risk | 0.28 | 0.06 | +0.22 |
Omega ratioGain probability vs. loss probability | 1.04 | 1.01 | +0.03 |
Calmar ratioReturn relative to maximum drawdown | 0.34 | 0.08 | +0.26 |
Martin ratioReturn relative to average drawdown | 1.17 | 0.23 | +0.94 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| MVUS.L | XDEB.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.15 | -0.01 | +0.16 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.76 | 0.72 | +0.04 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.76 | 0.71 | +0.05 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.91 | 0.79 | +0.12 |
Correlation
The correlation between MVUS.L and XDEB.L is 0.89, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
MVUS.L vs. XDEB.L - Dividend Comparison
Neither MVUS.L nor XDEB.L has paid dividends to shareholders.
Drawdowns
MVUS.L vs. XDEB.L - Drawdown Comparison
The maximum MVUS.L drawdown since its inception was -24.85%, which is greater than XDEB.L's maximum drawdown of -19.61%. Use the drawdown chart below to compare losses from any high point for MVUS.L and XDEB.L.
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Drawdown Indicators
| MVUS.L | XDEB.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -24.85% | -19.61% | -5.24% |
Max Drawdown (1Y)Largest decline over 1 year | -8.87% | -6.59% | -2.28% |
Max Drawdown (5Y)Largest decline over 5 years | -14.19% | -10.19% | -4.00% |
Max Drawdown (10Y)Largest decline over 10 years | -24.85% | -19.61% | -5.24% |
Current DrawdownCurrent decline from peak | -4.13% | -3.10% | -1.03% |
Average DrawdownAverage peak-to-trough decline | -3.46% | -3.49% | +0.03% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.88% | 1.98% | -0.10% |
Volatility
MVUS.L vs. XDEB.L - Volatility Comparison
iShares Edge S&P 500 Minimum Volatility UCITS ETF USD (Acc) (MVUS.L) and Xtrackers MSCI World Minimum Volatility UCITS ETF 1C (XDEB.L) have volatilities of 2.85% and 2.96%, 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.L | XDEB.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.85% | 2.96% | -0.11% |
Volatility (6M)Calculated over the trailing 6-month period | 6.04% | 5.87% | +0.17% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.88% | 10.24% | +1.64% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.83% | 9.70% | +2.13% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.83% | 11.55% | +2.28% |