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SELD.DE vs. MVEE.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SELD.DE vs. MVEE.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Lyxor STOXX Europe Select Dividend 30 UCITS ETF Dist (SELD.DE) and iShares Edge MSCI Europe Minimum Volatility ESG UCITS ETF (Acc) (MVEE.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SELD.DE achieves a 14.27% return, which is significantly higher than MVEE.DE's 8.14% return.


SELD.DE

1D
0.43%
1M
-0.64%
YTD
14.27%
6M
15.23%
1Y
34.15%
3Y*
24.51%
5Y*
12.85%
10Y*
10.62%

MVEE.DE

1D
0.92%
1M
1.27%
YTD
8.14%
6M
8.67%
1Y
11.72%
3Y*
10.33%
5Y*
6.17%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SELD.DE vs. MVEE.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
SELD.DE
Lyxor STOXX Europe Select Dividend 30 UCITS ETF Dist
14.27%44.48%5.76%10.24%-10.11%24.11%34.00%
MVEE.DE
iShares Edge MSCI Europe Minimum Volatility ESG UCITS ETF (Acc)
8.14%8.71%8.75%12.46%-15.04%23.79%13.95%

Correlation

The correlation between SELD.DE and MVEE.DE is 0.58, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.58

Correlation (3Y)
Calculated over the trailing 3-year period

0.71

Correlation (5Y)
Calculated over the trailing 5-year period

0.74

Correlation (All Time)
Calculated using the full available price history since Apr 17, 2020

0.74

The correlation between SELD.DE and MVEE.DE shifts across timeframes, from 0.58 (1 year) to 0.74 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

SELD.DE vs. MVEE.DE — Risk / Return Rank

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

SELD.DE
SELD.DE Risk / Return Rank: 9191
Overall Rank
SELD.DE Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
SELD.DE Sortino Ratio Rank: 9292
Sortino Ratio Rank
SELD.DE Omega Ratio Rank: 9090
Omega Ratio Rank
SELD.DE Calmar Ratio Rank: 9191
Calmar Ratio Rank
SELD.DE Martin Ratio Rank: 8888
Martin Ratio Rank

MVEE.DE
MVEE.DE Risk / Return Rank: 3535
Overall Rank
MVEE.DE Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
MVEE.DE Sortino Ratio Rank: 3535
Sortino Ratio Rank
MVEE.DE Omega Ratio Rank: 3434
Omega Ratio Rank
MVEE.DE Calmar Ratio Rank: 3434
Calmar Ratio Rank
MVEE.DE Martin Ratio Rank: 3838
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.

SELD.DE vs. MVEE.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Lyxor STOXX Europe Select Dividend 30 UCITS ETF Dist (SELD.DE) and iShares Edge MSCI Europe Minimum Volatility ESG UCITS ETF (Acc) (MVEE.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


SELD.DEMVEE.DEDifference
Sharpe ratioReturn per unit of total volatility

+1.63

Sortino ratioReturn per unit of downside risk

+2.15

Omega ratioGain probability vs. loss probability

1.49

1.22

+0.28

Calmar ratioReturn relative to maximum drawdown

5.06

1.58

+3.48

Martin ratioReturn relative to average drawdown

16.70

5.45

+11.25

SELD.DE vs. MVEE.DE - Sharpe Ratio Comparison

The current SELD.DE Sharpe Ratio is 2.82, which is higher than the MVEE.DE Sharpe Ratio of 1.18. The chart below compares the historical Sharpe Ratios of SELD.DE and MVEE.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

SELD.DE vs. MVEE.DE - Drawdown Comparison

The maximum SELD.DE drawdown since its inception was -68.61%, which is greater than MVEE.DE's maximum drawdown of -20.19%. Use the drawdown chart below to compare losses from any high point for SELD.DE and MVEE.DE.


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Drawdown Indicators


SELD.DEMVEE.DEDifference

Max Drawdown

Largest peak-to-trough decline

-68.61%

-20.19%

-48.42%

Max Drawdown (1Y)

Largest decline over 1 year

-6.72%

-7.40%

+0.68%

Max Drawdown (3Y)

Largest decline over 3 years

-14.12%

-12.19%

-1.93%

Max Drawdown (5Y)

Largest decline over 5 years

-23.02%

-20.19%

-2.83%

Max Drawdown (10Y)

Largest decline over 10 years

-40.63%

Current Drawdown

Current decline from peak

-1.64%

0.00%

-1.64%

Average Drawdown

Average peak-to-trough decline

-39.53%

-4.50%

-35.03%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.04%

2.15%

-0.11%

Volatility

SELD.DE vs. MVEE.DE - Volatility Comparison

Lyxor STOXX Europe Select Dividend 30 UCITS ETF Dist (SELD.DE) has a higher volatility of 3.17% compared to iShares Edge MSCI Europe Minimum Volatility ESG UCITS ETF (Acc) (MVEE.DE) at 2.19%. This indicates that SELD.DE's price experiences larger fluctuations and is considered to be riskier than MVEE.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SELD.DEMVEE.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.17%

2.19%

+0.98%

Volatility (6M)

Calculated over the trailing 6-month period

9.86%

8.16%

+1.70%

Volatility (1Y)

Calculated over the trailing 1-year period

12.10%

9.93%

+2.17%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.64%

12.08%

+2.56%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.22%

12.47%

+4.75%

SELD.DE vs. MVEE.DE - Expense Ratio Comparison

SELD.DE has a 0.30% expense ratio, which is higher than MVEE.DE's 0.25% expense ratio.


Dividends

SELD.DE vs. MVEE.DE - Dividend Comparison

SELD.DE's dividend yield for the trailing twelve months is around 5.67%, while MVEE.DE has not paid dividends to shareholders.


PositionTTM202520242023202220212020201920182017
MVEE.DE
iShares Edge MSCI Europe Minimum Volatility ESG UCITS ETF (Acc)
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SELD.DE
Lyxor STOXX Europe Select Dividend 30 UCITS ETF Dist
5.67%6.48%6.46%5.97%7.70%4.52%5.09%5.34%5.60%4.75%

Frequently Asked Questions


SELD.DE and MVEE.DE have a correlation of 0.58, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, MVEE.DE is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.

MVEE.DE is cheaper with a 0.25% expense ratio, compared with 0.30% for SELD.DE.

SELD.DE tracks STOXX® Europe Select Dividend 30, while MVEE.DE tracks MSCI Europe NR EUR. They also come from different issuers: Amundi and iShares. Their fees differ too: 0.30% for SELD.DE and 0.25% for MVEE.DE.

Portfolio Optimizer

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