MXUS.L vs. BIRDX
Compare and contrast key facts about Invesco MSCI USA UCITS ETF (MXUS.L) and iShares Developed Real Estate Index Fund (BIRDX).
MXUS.L is a passively managed fund by Invesco that tracks the performance of the Russell 1000 TR USD. It was launched on Mar 31, 2009. BIRDX is managed by BlackRock. It was launched on Aug 12, 2015.
Performance
MXUS.L vs. BIRDX - Performance Comparison
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MXUS.L vs. BIRDX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MXUS.L Invesco MSCI USA UCITS ETF | -4.48% | 17.34% | 25.57% | 27.84% | -20.03% | 27.90% | 20.98% | 31.00% | -5.44% | 21.42% |
BIRDX iShares Developed Real Estate Index Fund | 2.82% | 10.27% | 1.49% | 10.38% | -24.68% | 26.90% | -8.24% | 22.33% | -4.80% | 7.56% |
Returns By Period
In the year-to-date period, MXUS.L achieves a -4.48% return, which is significantly lower than BIRDX's 2.82% return. Over the past 10 years, MXUS.L has outperformed BIRDX with an annualized return of 13.97%, while BIRDX has yielded a comparatively lower 3.33% annualized return.
MXUS.L
- 1D
- -0.30%
- 1M
- -2.77%
- YTD
- -4.48%
- 6M
- -1.76%
- 1Y
- 17.49%
- 3Y*
- 18.60%
- 5Y*
- 11.47%
- 10Y*
- 13.97%
BIRDX
- 1D
- 1.08%
- 1M
- -5.73%
- YTD
- 2.82%
- 6M
- 2.40%
- 1Y
- 10.31%
- 3Y*
- 7.90%
- 5Y*
- 2.41%
- 10Y*
- 3.33%
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MXUS.L vs. BIRDX - Expense Ratio Comparison
MXUS.L has a 0.05% expense ratio, which is lower than BIRDX's 0.19% 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
MXUS.L vs. BIRDX — Risk / Return Rank
MXUS.L
BIRDX
MXUS.L vs. BIRDX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco MSCI USA UCITS ETF (MXUS.L) and iShares Developed Real Estate Index Fund (BIRDX). 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.
| MXUS.L | BIRDX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.09 | 0.75 | +0.34 |
Sortino ratioReturn per unit of downside risk | 1.59 | 1.11 | +0.48 |
Omega ratioGain probability vs. loss probability | 1.23 | 1.15 | +0.08 |
Calmar ratioReturn relative to maximum drawdown | 2.66 | 1.03 | +1.63 |
Martin ratioReturn relative to average drawdown | 11.42 | 4.02 | +7.40 |
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
| MXUS.L | BIRDX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.09 | 0.75 | +0.34 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.71 | 0.13 | +0.58 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.85 | 0.17 | +0.68 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.88 | 0.20 | +0.68 |
Correlation
The correlation between MXUS.L and BIRDX is 0.37, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
MXUS.L vs. BIRDX - Dividend Comparison
MXUS.L has not paid dividends to shareholders, while BIRDX's dividend yield for the trailing twelve months is around 6.65%.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
MXUS.L Invesco MSCI USA UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
BIRDX iShares Developed Real Estate Index Fund | 6.65% | 6.84% | 23.69% | 2.99% | 1.24% | 4.18% | 1.91% | 6.67% | 4.18% | 1.70% | 2.24% |
Drawdowns
MXUS.L vs. BIRDX - Drawdown Comparison
The maximum MXUS.L drawdown since its inception was -34.38%, smaller than the maximum BIRDX drawdown of -43.03%. Use the drawdown chart below to compare losses from any high point for MXUS.L and BIRDX.
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Drawdown Indicators
| MXUS.L | BIRDX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.38% | -43.03% | +8.65% |
Max Drawdown (1Y)Largest decline over 1 year | -8.35% | -10.04% | +1.69% |
Max Drawdown (5Y)Largest decline over 5 years | -25.25% | -32.54% | +7.29% |
Max Drawdown (10Y)Largest decline over 10 years | -34.38% | -43.03% | +8.65% |
Current DrawdownCurrent decline from peak | -5.80% | -10.21% | +4.41% |
Average DrawdownAverage peak-to-trough decline | -3.86% | -10.94% | +7.08% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.95% | 2.77% | -0.82% |
Volatility
MXUS.L vs. BIRDX - Volatility Comparison
The current volatility for Invesco MSCI USA UCITS ETF (MXUS.L) is 4.49%, while iShares Developed Real Estate Index Fund (BIRDX) has a volatility of 4.77%. This indicates that MXUS.L experiences smaller price fluctuations and is considered to be less risky than BIRDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MXUS.L | BIRDX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.49% | 4.77% | -0.28% |
Volatility (6M)Calculated over the trailing 6-month period | 8.71% | 8.43% | +0.28% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.02% | 14.33% | +1.69% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.20% | 19.22% | -3.02% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.37% | 19.07% | -2.70% |