MXUD.L vs. XMVU.L
Compare and contrast key facts about Invesco MSCI USA UCITS ETF Dist (MXUD.L) and Xtrackers MSCI USA Minimum Volatility UCITS ETF 1D (XMVU.L).
MXUD.L and XMVU.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. MXUD.L is a passively managed fund by Invesco that tracks the performance of the Russell 1000 TR USD. It was launched on Nov 11, 2019. XMVU.L is a passively managed fund by Xtrackers that tracks the performance of the Russell 1000 TR USD. It was launched on Nov 8, 2016. Both MXUD.L and XMVU.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
MXUD.L vs. XMVU.L - Performance Comparison
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MXUD.L vs. XMVU.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
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*
- —
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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
MXUD.L
XMVU.L
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.L | XMVU.L | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.12 | 0.03 | +1.09 |
Sortino ratioReturn per unit of downside risk | 1.63 | 0.12 | +1.51 |
Omega ratioGain probability vs. loss probability | 1.24 | 1.02 | +0.22 |
Calmar ratioReturn relative to maximum drawdown | 1.99 | 0.04 | +1.95 |
Martin ratioReturn relative to average drawdown | 8.45 | 0.18 | +8.27 |
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
| MXUD.L | XMVU.L | Difference | |
|---|---|---|---|
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.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
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.L | XMVU.L | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -5.55% | -4.25% | -1.30% |
Average DrawdownAverage peak-to-trough decline | -5.91% | -3.73% | -2.18% |
Ulcer IndexDepth 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.L | XMVU.L | Difference | |
|---|---|---|---|
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% |