S6DW.DE vs. MVEW.DE
S6DW.DE (iShares MSCI World ESG Screened UCITS ETF USD (Dist)) and MVEW.DE (iShares Edge MSCI World Minimum Volatility ESG UCITS ETF (Acc)) are both Global Equities funds from iShares - S6DW.DE tracks the MSCI World ESG Screened while MVEW.DE tracks the MSCI ACWI NR USD. Both are passively managed. Over the past 5 years, S6DW.DE returned 13.09%/yr vs 6.47%/yr for MVEW.DE. A 0.74 correlation means they provide meaningful diversification when combined. S6DW.DE charges 0.20%/yr vs 0.30%/yr for MVEW.DE.
Performance
S6DW.DE vs. MVEW.DE - Performance Comparison
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Returns By Period
In the year-to-date period, S6DW.DE achieves a 10.73% return, which is significantly higher than MVEW.DE's 1.17% return.
S6DW.DE
- 1D
- -0.04%
- 1M
- 3.95%
- YTD
- 10.73%
- 6M
- 10.58%
- 1Y
- 23.93%
- 3Y*
- 18.05%
- 5Y*
- 13.09%
- 10Y*
- —
MVEW.DE
- 1D
- 0.07%
- 1M
- 2.04%
- YTD
- 1.17%
- 6M
- 1.03%
- 1Y
- 0.94%
- 3Y*
- 6.53%
- 5Y*
- 6.47%
- 10Y*
- —
S6DW.DE vs. MVEW.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
S6DW.DE iShares MSCI World ESG Screened UCITS ETF USD (Dist) | 10.73% | 7.69% | 27.33% | 22.28% | -15.33% | 32.91% | 21.22% |
MVEW.DE iShares Edge MSCI World Minimum Volatility ESG UCITS ETF (Acc) | 1.17% | -0.99% | 17.25% | 6.27% | -5.98% | 26.26% | 1.55% |
Correlation
The correlation between S6DW.DE and MVEW.DE is 0.39, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.39 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.59 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.70 |
Correlation (All Time) Calculated using the full available price history since Apr 24, 2020 | 0.74 |
Over the past year, the correlation between S6DW.DE and MVEW.DE has dropped to 0.39 - well below their long-term average of 0.74, suggesting their price drivers have been diverging.
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Return for Risk
S6DW.DE vs. MVEW.DE — Risk / Return Rank
S6DW.DE
MVEW.DE
S6DW.DE vs. MVEW.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI World ESG Screened UCITS ETF USD (Dist) (S6DW.DE) and iShares Edge MSCI World Minimum Volatility ESG UCITS ETF (Acc) (MVEW.DE). 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.
| S6DW.DE | MVEW.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.95 | ||
| Sortino ratioReturn per unit of downside risk | +2.69 | ||
| Omega ratioGain probability vs. loss probability | 1.37 | 1.02 | +0.36 |
| Calmar ratioReturn relative to maximum drawdown | 3.09 | 0.10 | +3.00 |
| Martin ratioReturn relative to average drawdown | 12.18 | 0.20 | +11.97 |
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
| S6DW.DE | MVEW.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.01 | 0.06 | +1.95 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.89 | 0.62 | +0.26 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.86 | 0.63 | +0.23 |
Drawdowns
S6DW.DE vs. MVEW.DE - Drawdown Comparison
The maximum S6DW.DE drawdown since its inception was -33.13%, which is greater than MVEW.DE's maximum drawdown of -13.19%. Use the drawdown chart below to compare losses from any high point for S6DW.DE and MVEW.DE.
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Drawdown Indicators
| S6DW.DE | MVEW.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.13% | -13.19% | -19.94% |
Max Drawdown (1Y)Largest decline over 1 year | -7.74% | -4.68% | -3.06% |
Max Drawdown (3Y)Largest decline over 3 years | -22.30% | -13.19% | -9.11% |
Max Drawdown (5Y)Largest decline over 5 years | -22.30% | -13.19% | -9.11% |
Current DrawdownCurrent decline from peak | -0.44% | -5.75% | +5.31% |
Average DrawdownAverage peak-to-trough decline | -4.67% | -3.83% | -0.84% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.97% | 2.27% | -0.30% |
Volatility
S6DW.DE vs. MVEW.DE - Volatility Comparison
iShares MSCI World ESG Screened UCITS ETF USD (Dist) (S6DW.DE) has a higher volatility of 2.85% compared to iShares Edge MSCI World Minimum Volatility ESG UCITS ETF (Acc) (MVEW.DE) at 2.58%. This indicates that S6DW.DE's price experiences larger fluctuations and is considered to be riskier than MVEW.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| S6DW.DE | MVEW.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.85% | 2.58% | +0.27% |
Volatility (6M)Calculated over the trailing 6-month period | 8.39% | 5.42% | +2.97% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.91% | 7.97% | +3.94% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.58% | 10.25% | +4.33% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.37% | 10.82% | +5.55% |
S6DW.DE vs. MVEW.DE - Expense Ratio Comparison
S6DW.DE has a 0.20% expense ratio, which is lower than MVEW.DE's 0.30% expense ratio.
Dividends
S6DW.DE vs. MVEW.DE - Dividend Comparison
S6DW.DE's dividend yield for the trailing twelve months is around 0.87%, while MVEW.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
MVEW.DE iShares Edge MSCI World Minimum Volatility ESG UCITS ETF (Acc) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
S6DW.DE iShares MSCI World ESG Screened UCITS ETF USD (Dist) | 0.87% | 0.96% | 1.18% | 1.31% | 1.59% | 1.01% | 1.15% | 1.56% | 0.18% |
Frequently Asked Questions
S6DW.DE and MVEW.DE have a correlation of 0.39, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, S6DW.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.
S6DW.DE is cheaper with a 0.20% expense ratio, compared with 0.30% for MVEW.DE.
S6DW.DE tracks MSCI World ESG Screened, while MVEW.DE tracks MSCI ACWI NR USD. Their fees differ too: 0.20% for S6DW.DE and 0.30% for MVEW.DE.
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