UEEH.DE vs. IXUA.DE
UEEH.DE (iShares Edge MSCI World Minimum Volatility UCITS ETF USD Dist) and IXUA.DE (iShares MSCI World ex-USA UCITS ETF USD Acc) are both Global Equities funds from iShares - UEEH.DE tracks the MSCI World Minimum Volatility while IXUA.DE tracks the MSCI World ex USA. Both are passively managed. Over the past year, UEEH.DE returned 0.02% vs 20.67% for IXUA.DE. At a 0.42 correlation, their price movements are largely independent. UEEH.DE charges 0.30%/yr vs 0.15%/yr for IXUA.DE.
Performance
UEEH.DE vs. IXUA.DE - Performance Comparison
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Returns By Period
In the year-to-date period, UEEH.DE achieves a 1.54% return, which is significantly lower than IXUA.DE's 9.84% return.
UEEH.DE
- 1D
- -0.04%
- 1M
- 1.86%
- YTD
- 1.54%
- 6M
- 1.53%
- 1Y
- 0.02%
- 3Y*
- 6.19%
- 5Y*
- 5.98%
- 10Y*
- —
IXUA.DE
- 1D
- 0.20%
- 1M
- 1.58%
- YTD
- 9.84%
- 6M
- 11.80%
- 1Y
- 20.67%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
UEEH.DE vs. IXUA.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
UEEH.DE iShares Edge MSCI World Minimum Volatility UCITS ETF USD Dist | 1.54% | -5.47% |
IXUA.DE iShares MSCI World ex-USA UCITS ETF USD Acc | 9.84% | 11.45% |
Correlation
The correlation between UEEH.DE and IXUA.DE is 0.33, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.33 |
Correlation (All Time) Calculated using the full available price history since Jan 31, 2025 | 0.42 |
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Return for Risk
UEEH.DE vs. IXUA.DE — Risk / Return Rank
UEEH.DE
IXUA.DE
UEEH.DE vs. IXUA.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Edge MSCI World Minimum Volatility UCITS ETF USD Dist (UEEH.DE) and iShares MSCI World ex-USA UCITS ETF USD Acc (IXUA.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.
| UEEH.DE | IXUA.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.78 | ||
| Sortino ratioReturn per unit of downside risk | -2.55 | ||
| Omega ratioGain probability vs. loss probability | 1.00 | 1.32 | -0.32 |
| Calmar ratioReturn relative to maximum drawdown | -0.10 | 2.44 | -2.54 |
| Martin ratioReturn relative to average drawdown | -0.22 | 9.50 | -9.72 |
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
| UEEH.DE | IXUA.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.07 | 1.71 | -1.78 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.59 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.65 | 1.10 | -0.45 |
Drawdowns
UEEH.DE vs. IXUA.DE - Drawdown Comparison
The maximum UEEH.DE drawdown since its inception was -12.82%, smaller than the maximum IXUA.DE drawdown of -16.58%. Use the drawdown chart below to compare losses from any high point for UEEH.DE and IXUA.DE.
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Drawdown Indicators
| UEEH.DE | IXUA.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -12.82% | -16.58% | +3.76% |
Max Drawdown (1Y)Largest decline over 1 year | -5.49% | -8.53% | +3.04% |
Max Drawdown (3Y)Largest decline over 3 years | -12.82% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -12.82% | — | — |
Current DrawdownCurrent decline from peak | -6.93% | -0.74% | -6.19% |
Average DrawdownAverage peak-to-trough decline | -4.41% | -2.09% | -2.32% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.52% | 2.20% | +0.32% |
Volatility
UEEH.DE vs. IXUA.DE - Volatility Comparison
The current volatility for iShares Edge MSCI World Minimum Volatility UCITS ETF USD Dist (UEEH.DE) is 2.62%, while iShares MSCI World ex-USA UCITS ETF USD Acc (IXUA.DE) has a volatility of 3.28%. This indicates that UEEH.DE experiences smaller price fluctuations and is considered to be less risky than IXUA.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| UEEH.DE | IXUA.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.62% | 3.28% | -0.66% |
Volatility (6M)Calculated over the trailing 6-month period | 5.56% | 9.95% | -4.39% |
Volatility (1Y)Calculated over the trailing 1-year period | 7.88% | 12.21% | -4.33% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 10.11% | 14.74% | -4.63% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 10.26% | 14.74% | -4.48% |
UEEH.DE vs. IXUA.DE - Expense Ratio Comparison
UEEH.DE has a 0.30% expense ratio, which is higher than IXUA.DE's 0.15% expense ratio.
Dividends
UEEH.DE vs. IXUA.DE - Dividend Comparison
UEEH.DE's dividend yield for the trailing twelve months is around 1.45%, while IXUA.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 |
|---|---|---|---|---|---|---|
IXUA.DE iShares MSCI World ex-USA UCITS ETF USD Acc | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
UEEH.DE iShares Edge MSCI World Minimum Volatility UCITS ETF USD Dist | 1.45% | 1.49% | 1.59% | 1.76% | 1.70% | 1.37% |
Frequently Asked Questions
UEEH.DE and IXUA.DE have a correlation of 0.33, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, IXUA.DE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.
IXUA.DE is cheaper with a 0.15% expense ratio, compared with 0.30% for UEEH.DE.
UEEH.DE tracks MSCI World Minimum Volatility, while IXUA.DE tracks MSCI World ex USA. Their fees differ too: 0.30% for UEEH.DE and 0.15% for IXUA.DE.
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