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MXUD.L vs. XMVU.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MXUD.L vs. XMVU.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco MSCI USA UCITS ETF Dist (MXUD.L) and Xtrackers MSCI USA Minimum Volatility UCITS ETF 1D (XMVU.L). The values are adjusted to include any dividend payments, if applicable.

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MXUD.L vs. XMVU.L - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
MXUD.L
Invesco MSCI USA UCITS ETF Dist
-4.30%17.43%25.46%27.86%-19.91%26.81%18.82%3.48%
XMVU.L
Xtrackers MSCI USA Minimum Volatility UCITS ETF 1D
-1.68%7.94%15.67%9.79%-9.53%21.63%4.38%2.67%

Returns By Period

In the year-to-date period, MXUD.L achieves a -4.30% return, which is significantly lower than XMVU.L's -1.68% return.


MXUD.L

1D
2.46%
1M
-3.64%
YTD
-4.30%
6M
-1.38%
1Y
18.27%
3Y*
18.87%
5Y*
11.44%
10Y*

XMVU.L

1D
0.95%
1M
-4.25%
YTD
-1.68%
6M
-1.59%
1Y
0.40%
3Y*
10.22%
5Y*
7.39%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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MXUD.L vs. XMVU.L - Expense Ratio Comparison

MXUD.L has a 0.05% expense ratio, which is lower than XMVU.L's 0.20% 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

MXUD.L vs. XMVU.L — Risk / Return Rank

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

MXUD.L
MXUD.L Risk / Return Rank: 6565
Overall Rank
MXUD.L Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
MXUD.L Sortino Ratio Rank: 6161
Sortino Ratio Rank
MXUD.L Omega Ratio Rank: 6161
Omega Ratio Rank
MXUD.L Calmar Ratio Rank: 6969
Calmar Ratio Rank
MXUD.L Martin Ratio Rank: 7272
Martin Ratio Rank

XMVU.L
XMVU.L Risk / Return Rank: 1212
Overall Rank
XMVU.L Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
XMVU.L Sortino Ratio Rank: 1111
Sortino Ratio Rank
XMVU.L Omega Ratio Rank: 1111
Omega Ratio Rank
XMVU.L Calmar Ratio Rank: 1212
Calmar Ratio Rank
XMVU.L Martin Ratio Rank: 1212
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.

MXUD.L vs. XMVU.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco MSCI USA UCITS ETF Dist (MXUD.L) and Xtrackers MSCI USA Minimum Volatility UCITS ETF 1D (XMVU.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.


MXUD.LXMVU.LDifference

Sharpe ratio

Return per unit of total volatility

1.12

0.03

+1.09

Sortino ratio

Return per unit of downside risk

1.63

0.12

+1.51

Omega ratio

Gain probability vs. loss probability

1.24

1.02

+0.22

Calmar ratio

Return relative to maximum drawdown

1.99

0.04

+1.95

Martin ratio

Return relative to average drawdown

8.45

0.18

+8.27

MXUD.L vs. XMVU.L - Sharpe Ratio Comparison

The current MXUD.L Sharpe Ratio is 1.12, which is higher than the XMVU.L Sharpe Ratio of 0.03. The chart below compares the historical Sharpe Ratios of MXUD.L and XMVU.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


MXUD.LXMVU.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.12

0.03

+1.09

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.70

0.64

+0.07

Sharpe Ratio (All Time)

Calculated using the full available price history

0.74

0.72

+0.01

Correlation

The correlation between MXUD.L and XMVU.L is 0.78, 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

MXUD.L vs. XMVU.L - Dividend Comparison

MXUD.L's dividend yield for the trailing twelve months is around 1.21%, less than XMVU.L's 1.23% yield.


TTM202520242023202220212020
MXUD.L
Invesco MSCI USA UCITS ETF Dist
1.21%1.14%1.30%1.47%1.66%0.62%0.00%
XMVU.L
Xtrackers MSCI USA Minimum Volatility UCITS ETF 1D
1.23%1.24%1.31%1.33%1.82%1.27%1.81%

Drawdowns

MXUD.L vs. XMVU.L - Drawdown Comparison

The maximum MXUD.L drawdown since its inception was -34.70%, which is greater than XMVU.L's maximum drawdown of -32.98%. Use the drawdown chart below to compare losses from any high point for MXUD.L and XMVU.L.


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Drawdown Indicators


MXUD.LXMVU.LDifference

Max Drawdown

Largest peak-to-trough decline

-34.70%

-32.98%

-1.72%

Max Drawdown (1Y)

Largest decline over 1 year

-12.44%

-9.27%

-3.17%

Max Drawdown (5Y)

Largest decline over 5 years

-25.22%

-17.74%

-7.48%

Current Drawdown

Current decline from peak

-5.55%

-4.25%

-1.30%

Average Drawdown

Average peak-to-trough decline

-5.91%

-3.73%

-2.18%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.10%

1.83%

+0.27%

Volatility

MXUD.L vs. XMVU.L - Volatility Comparison

Invesco MSCI USA UCITS ETF Dist (MXUD.L) has a higher volatility of 4.74% compared to Xtrackers MSCI USA Minimum Volatility UCITS ETF 1D (XMVU.L) at 2.73%. This indicates that MXUD.L's price experiences larger fluctuations and is considered to be riskier than XMVU.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MXUD.LXMVU.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.74%

2.73%

+2.01%

Volatility (6M)

Calculated over the trailing 6-month period

8.78%

5.37%

+3.41%

Volatility (1Y)

Calculated over the trailing 1-year period

16.31%

11.69%

+4.62%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.22%

11.62%

+4.60%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.58%

13.20%

+5.38%