SCWX.DE vs. MVEW.DE
Compare and contrast key facts about Scalable MSCI AC World Xtrackers UCITS ETF 1C (SCWX.DE) and iShares Edge MSCI World Minimum Volatility ESG UCITS ETF (Acc) (MVEW.DE).
SCWX.DE and MVEW.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. SCWX.DE is a passively managed fund by Xtrackers that tracks the performance of the MSCI All Country World Index. It was launched on Dec 11, 2024. MVEW.DE is a passively managed fund by iShares that tracks the performance of the MSCI ACWI NR USD. It was launched on Apr 20, 2020. Both SCWX.DE and MVEW.DE 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
SCWX.DE vs. MVEW.DE - Performance Comparison
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SCWX.DE vs. MVEW.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
SCWX.DE Scalable MSCI AC World Xtrackers UCITS ETF 1C | -0.63% | 9.28% | -0.55% |
MVEW.DE iShares Edge MSCI World Minimum Volatility ESG UCITS ETF (Acc) | 0.01% | -0.99% | -0.66% |
Returns By Period
In the year-to-date period, SCWX.DE achieves a -0.63% return, which is significantly lower than MVEW.DE's 0.01% return.
SCWX.DE
- 1D
- 2.27%
- 1M
- -3.21%
- YTD
- -0.63%
- 6M
- 2.94%
- 1Y
- 13.56%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
MVEW.DE
- 1D
- 0.41%
- 1M
- -3.01%
- YTD
- 0.01%
- 6M
- 1.51%
- 1Y
- -4.02%
- 3Y*
- 6.98%
- 5Y*
- 6.55%
- 10Y*
- —
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SCWX.DE vs. MVEW.DE - Expense Ratio Comparison
SCWX.DE has a 0.17% expense ratio, which is lower than MVEW.DE's 0.30% expense ratio.
Return for Risk
SCWX.DE vs. MVEW.DE — Risk / Return Rank
SCWX.DE
MVEW.DE
SCWX.DE vs. MVEW.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Scalable MSCI AC World Xtrackers UCITS ETF 1C (SCWX.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.
| SCWX.DE | MVEW.DE | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.83 | -0.35 | +1.19 |
Sortino ratioReturn per unit of downside risk | 1.20 | -0.39 | +1.59 |
Omega ratioGain probability vs. loss probability | 1.18 | 0.95 | +0.24 |
Calmar ratioReturn relative to maximum drawdown | 1.51 | -0.43 | +1.95 |
Martin ratioReturn relative to average drawdown | 6.77 | -1.09 | +7.87 |
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
| SCWX.DE | MVEW.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.83 | -0.35 | +1.19 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.63 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.39 | 0.63 | -0.24 |
Correlation
The correlation between SCWX.DE and MVEW.DE is 0.54, 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
SCWX.DE vs. MVEW.DE - Dividend Comparison
Neither SCWX.DE nor MVEW.DE has paid dividends to shareholders.
Drawdowns
SCWX.DE vs. MVEW.DE - Drawdown Comparison
The maximum SCWX.DE drawdown since its inception was -21.73%, 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 SCWX.DE and MVEW.DE.
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Drawdown Indicators
| SCWX.DE | MVEW.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -21.73% | -13.19% | -8.54% |
Max Drawdown (1Y)Largest decline over 1 year | -13.34% | -10.15% | -3.19% |
Max Drawdown (5Y)Largest decline over 5 years | — | -13.19% | — |
Current DrawdownCurrent decline from peak | -3.86% | -6.83% | +2.97% |
Average DrawdownAverage peak-to-trough decline | -4.44% | -3.75% | -0.69% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.02% | 3.26% | -1.24% |
Volatility
SCWX.DE vs. MVEW.DE - Volatility Comparison
Scalable MSCI AC World Xtrackers UCITS ETF 1C (SCWX.DE) has a higher volatility of 4.60% compared to iShares Edge MSCI World Minimum Volatility ESG UCITS ETF (Acc) (MVEW.DE) at 2.74%. This indicates that SCWX.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
| SCWX.DE | MVEW.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.60% | 2.74% | +1.86% |
Volatility (6M)Calculated over the trailing 6-month period | 8.74% | 5.45% | +3.29% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.27% | 11.34% | +4.93% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.96% | 10.28% | +5.68% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.96% | 10.89% | +5.07% |