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MWEQ.L vs. MINV.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MWEQ.L vs. MINV.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco MSCI World Equal Weight UCITS ETF Acc (MWEQ.L) and iShares Edge MSCI World Minimum Volatility UCITS ETF (MINV.L). The values are adjusted to include any dividend payments, if applicable.

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MWEQ.L vs. MINV.L - Yearly Performance Comparison


Different Trading Currencies

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

Returns By Period

In the year-to-date period, MWEQ.L achieves a 1.49% return, which is significantly higher than MINV.L's 0.23% return.


MWEQ.L

1D
3.02%
1M
-3.82%
YTD
1.49%
6M
4.34%
1Y
19.73%
3Y*
5Y*
10Y*

MINV.L

1D
0.66%
1M
-3.97%
YTD
0.23%
6M
0.15%
1Y
2.77%
3Y*
9.35%
5Y*
6.09%
10Y*
7.25%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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MWEQ.L vs. MINV.L - Expense Ratio Comparison

MWEQ.L has a 0.20% expense ratio, which is lower than MINV.L's 0.35% expense ratio.


Return for Risk

MWEQ.L vs. MINV.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

MWEQ.L
MWEQ.L Risk / Return Rank: 7272
Overall Rank
MWEQ.L Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
MWEQ.L Sortino Ratio Rank: 7070
Sortino Ratio Rank
MWEQ.L Omega Ratio Rank: 6868
Omega Ratio Rank
MWEQ.L Calmar Ratio Rank: 7777
Calmar Ratio Rank
MWEQ.L Martin Ratio Rank: 7575
Martin Ratio Rank

MINV.L
MINV.L Risk / Return Rank: 1111
Overall Rank
MINV.L Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
MINV.L Sortino Ratio Rank: 1010
Sortino Ratio Rank
MINV.L Omega Ratio Rank: 1010
Omega Ratio Rank
MINV.L Calmar Ratio Rank: 1313
Calmar Ratio Rank
MINV.L Martin Ratio Rank: 1313
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.

MWEQ.L vs. MINV.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco MSCI World Equal Weight UCITS ETF Acc (MWEQ.L) and iShares Edge MSCI World Minimum Volatility UCITS ETF (MINV.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.


MWEQ.LMINV.LDifference

Sharpe ratio

Return per unit of total volatility

1.33

0.24

+1.09

Sortino ratio

Return per unit of downside risk

1.83

0.39

+1.44

Omega ratio

Gain probability vs. loss probability

1.26

1.06

+0.20

Calmar ratio

Return relative to maximum drawdown

2.25

0.33

+1.92

Martin ratio

Return relative to average drawdown

8.51

1.32

+7.19

MWEQ.L vs. MINV.L - Sharpe Ratio Comparison

The current MWEQ.L Sharpe Ratio is 1.33, which is higher than the MINV.L Sharpe Ratio of 0.24. The chart below compares the historical Sharpe Ratios of MWEQ.L and MINV.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


MWEQ.LMINV.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.33

0.24

+1.09

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.56

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.60

Sharpe Ratio (All Time)

Calculated using the full available price history

1.03

0.71

+0.32

Correlation

The correlation between MWEQ.L and MINV.L is 0.53, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

MWEQ.L vs. MINV.L - Dividend Comparison

Neither MWEQ.L nor MINV.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

MWEQ.L vs. MINV.L - Drawdown Comparison

The maximum MWEQ.L drawdown since its inception was -12.95%, smaller than the maximum MINV.L drawdown of -28.90%. Use the drawdown chart below to compare losses from any high point for MWEQ.L and MINV.L.


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Drawdown Indicators


MWEQ.LMINV.LDifference

Max Drawdown

Largest peak-to-trough decline

-12.95%

-20.38%

+7.43%

Max Drawdown (1Y)

Largest decline over 1 year

-10.50%

-6.60%

-3.90%

Max Drawdown (5Y)

Largest decline over 5 years

-10.23%

Max Drawdown (10Y)

Largest decline over 10 years

-20.38%

Current Drawdown

Current decline from peak

-5.24%

-3.25%

-1.99%

Average Drawdown

Average peak-to-trough decline

-1.69%

-3.74%

+2.05%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.33%

1.99%

+0.34%

Volatility

MWEQ.L vs. MINV.L - Volatility Comparison

Invesco MSCI World Equal Weight UCITS ETF Acc (MWEQ.L) has a higher volatility of 5.81% compared to iShares Edge MSCI World Minimum Volatility UCITS ETF (MINV.L) at 2.96%. This indicates that MWEQ.L's price experiences larger fluctuations and is considered to be riskier than MINV.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MWEQ.LMINV.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.81%

2.96%

+2.85%

Volatility (6M)

Calculated over the trailing 6-month period

9.45%

5.82%

+3.63%

Volatility (1Y)

Calculated over the trailing 1-year period

14.85%

11.54%

+3.31%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.08%

10.92%

+3.16%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.08%

12.08%

+2.00%