SGAS.DE vs. MVEA.DE
SGAS.DE (iShares MSCI USA ESG Screened UCITS ETF USD (Acc)) and MVEA.DE (iShares Edge MSCI USA Minimum Volatility ESG UCITS ETF) are both Large Cap Blend Equities funds from iShares - SGAS.DE tracks the MSCI USA ESG Screened while MVEA.DE tracks the Russell 1000 TR USD. Both are passively managed. Over the past 5 years, SGAS.DE returned 15.10%/yr vs 6.87%/yr for MVEA.DE. A 0.78 correlation means they provide meaningful diversification when combined. SGAS.DE charges 0.07%/yr vs 0.20%/yr for MVEA.DE.
Performance
SGAS.DE vs. MVEA.DE - Performance Comparison
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Returns By Period
In the year-to-date period, SGAS.DE achieves a 11.26% return, which is significantly higher than MVEA.DE's 2.43% return.
SGAS.DE
- 1D
- -0.42%
- 1M
- 5.79%
- YTD
- 11.26%
- 6M
- 11.24%
- 1Y
- 26.36%
- 3Y*
- 20.20%
- 5Y*
- 15.10%
- 10Y*
- —
MVEA.DE
- 1D
- -0.13%
- 1M
- 2.84%
- YTD
- 2.43%
- 6M
- 2.57%
- 1Y
- 0.83%
- 3Y*
- 6.69%
- 5Y*
- 6.87%
- 10Y*
- —
SGAS.DE vs. MVEA.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
SGAS.DE iShares MSCI USA ESG Screened UCITS ETF USD (Acc) | 11.26% | 5.13% | 33.97% | 26.37% | -17.05% | 39.63% | 21.37% |
MVEA.DE iShares Edge MSCI USA Minimum Volatility ESG UCITS ETF | 2.43% | -7.09% | 19.73% | 8.74% | -6.83% | 34.90% | 5.86% |
Correlation
The correlation between SGAS.DE and MVEA.DE is 0.46, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.46 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.65 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.75 |
Correlation (All Time) Calculated using the full available price history since Apr 24, 2020 | 0.78 |
Over the past year, the correlation between SGAS.DE and MVEA.DE has dropped to 0.46 - well below their long-term average of 0.78, suggesting their price drivers have been diverging.
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Return for Risk
SGAS.DE vs. MVEA.DE — Risk / Return Rank
SGAS.DE
MVEA.DE
SGAS.DE vs. MVEA.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI USA ESG Screened UCITS ETF USD (Acc) (SGAS.DE) and iShares Edge MSCI USA Minimum Volatility ESG UCITS ETF (MVEA.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.
| SGAS.DE | MVEA.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.01 | ||
| Sortino ratioReturn per unit of downside risk | +2.69 | ||
| Omega ratioGain probability vs. loss probability | 1.38 | 1.02 | +0.36 |
| Calmar ratioReturn relative to maximum drawdown | 3.08 | 0.17 | +2.91 |
| Martin ratioReturn relative to average drawdown | 10.78 | 0.35 | +10.43 |
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
| SGAS.DE | MVEA.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.11 | 0.09 | +2.01 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.93 | 0.55 | +0.38 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.92 | 0.66 | +0.26 |
Drawdowns
SGAS.DE vs. MVEA.DE - Drawdown Comparison
The maximum SGAS.DE drawdown since its inception was -33.55%, which is greater than MVEA.DE's maximum drawdown of -17.47%. Use the drawdown chart below to compare losses from any high point for SGAS.DE and MVEA.DE.
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Drawdown Indicators
| SGAS.DE | MVEA.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.55% | -17.47% | -16.08% |
Max Drawdown (1Y)Largest decline over 1 year | -8.51% | -4.92% | -3.59% |
Max Drawdown (3Y)Largest decline over 3 years | -24.66% | -17.47% | -7.19% |
Max Drawdown (5Y)Largest decline over 5 years | -24.66% | -17.47% | -7.19% |
Current DrawdownCurrent decline from peak | -0.42% | -10.27% | +9.85% |
Average DrawdownAverage peak-to-trough decline | -4.83% | -5.38% | +0.55% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.44% | 2.39% | +0.05% |
Volatility
SGAS.DE vs. MVEA.DE - Volatility Comparison
iShares MSCI USA ESG Screened UCITS ETF USD (Acc) (SGAS.DE) has a higher volatility of 3.03% compared to iShares Edge MSCI USA Minimum Volatility ESG UCITS ETF (MVEA.DE) at 2.72%. This indicates that SGAS.DE's price experiences larger fluctuations and is considered to be riskier than MVEA.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SGAS.DE | MVEA.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.03% | 2.72% | +0.31% |
Volatility (6M)Calculated over the trailing 6-month period | 8.33% | 5.90% | +2.43% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.53% | 8.97% | +3.56% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.02% | 12.27% | +3.75% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.61% | 12.79% | +4.82% |
SGAS.DE vs. MVEA.DE - Expense Ratio Comparison
SGAS.DE has a 0.07% expense ratio, which is lower than MVEA.DE'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%.
Dividends
SGAS.DE vs. MVEA.DE - Dividend Comparison
Neither SGAS.DE nor MVEA.DE has paid dividends to shareholders.
Frequently Asked Questions
SGAS.DE and MVEA.DE have a correlation of 0.46, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SGAS.DE is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SGAS.DE is cheaper with a 0.07% expense ratio, compared with 0.20% for MVEA.DE.
SGAS.DE tracks MSCI USA ESG Screened, while MVEA.DE tracks Russell 1000 TR USD. Their fees differ too: 0.07% for SGAS.DE and 0.20% for MVEA.DE.
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