PortfoliosLab logoPortfoliosLab logo

Documentation

Upgrade your plan
USFM.L vs. MVEA.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

USFM.L vs. MVEA.L

Last updated Jun 5, 2026

USFM.L (UBS ETF (IE) MSCI USA Select Factor Mix UCITS ETF (USD) A-dis) and MVEA.L (iShares Edge MSCI USA Minimum Volatility ESG UCITS ETF) are both Large Cap Blend Equities funds tracking the Russell 1000 TR USD, from UBS and iShares respectively. Both are passively managed. Over the past 5 years, USFM.L returned 11.61%/yr vs 7.01%/yr for MVEA.L. Their correlation of 0.84 suggests significant overlap in exposure. USFM.L charges 0.25%/yr vs 0.20%/yr for MVEA.L.

Performance

USFM.L vs. MVEA.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in UBS ETF (IE) MSCI USA Select Factor Mix UCITS ETF (USD) A-dis (USFM.L) and iShares Edge MSCI USA Minimum Volatility ESG UCITS ETF (MVEA.L). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Different Trading Currencies

USFM.L is traded in GBp, while MVEA.L is traded in GBP. To make them comparable, the MVEA.L values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, USFM.L achieves a 12.16% return, which is significantly higher than MVEA.L's 1.73% return.

USFM.L

1D
0.33%
1M
5.20%
YTD
12.16%
6M
12.28%
1Y
24.78%
3Y*
16.00%
5Y*
11.61%
10Y*
—

MVEA.L

1D
0.03%
1M
3.05%
YTD
1.73%
6M
1.61%
1Y
3.60%
3Y*
6.81%
5Y*
7.01%
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

USFM.L vs. MVEA.L - Yearly Performance Comparison

2026 (YTD)202520242023202220212020
USFM.L
UBS ETF (IE) MSCI USA Select Factor Mix UCITS ETF (USD) A-dis		12.16%5.73%20.11%10.47%-3.22%26.12%8.75%
MVEA.L
iShares Edge MSCI USA Minimum Volatility ESG UCITS ETF		1.73%-2.72%14.94%6.35%-1.55%26.04%0.75%

Correlation

The correlation between USFM.L and MVEA.L is 0.65, 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

0.65

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

0.79

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

0.83

Correlation (All Time)
Calculated using the full available price history since Jul 20, 2020

0.84

The correlation between USFM.L and MVEA.L shifts across timeframes, from 0.65 (1 year) to 0.84 (all time), reflecting how their relationship changes across market environments.

USFM.L vs. MVEA.L - Sectors Allocation Comparison

Sectors
USFM.L
MVEA.L

Technology

20.8%
30.2%

Industrials

15.3%
5.7%

Financial Services

15.2%
12.7%

Healthcare

13.9%
15.0%

Consumer Defensive

8.7%
9.3%

Communication Services

6.4%
6.2%

Consumer Cyclical

6.4%
6.6%

Utilities

4.0%
4.7%

Energy

3.3%
3.4%

Basic Materials

3.2%
3.2%

Real Estate

2.9%
3.1%

Technology

USFM.L
20.8%
MVEA.L
30.2%

Industrials

USFM.L
15.3%
MVEA.L
5.7%

Financial Services

USFM.L
15.2%
MVEA.L
12.7%

Healthcare

USFM.L
13.9%
MVEA.L
15.0%

Consumer Defensive

USFM.L
8.7%
MVEA.L
9.3%

Communication Services

USFM.L
6.4%
MVEA.L
6.2%

Consumer Cyclical

USFM.L
6.4%
MVEA.L
6.6%

Utilities

USFM.L
4.0%
MVEA.L
4.7%

Energy

USFM.L
3.3%
MVEA.L
3.4%

Basic Materials

USFM.L
3.2%
MVEA.L
3.2%

Real Estate

USFM.L
2.9%
MVEA.L
3.1%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

UBS ETF (IE) MSCI USA Select Factor Mix UCITS ETF (USD) A-dis

iShares Edge MSCI USA Minimum Volatility ESG UCITS ETF

Often compared with USFM.L:
USFM.L vs. SMGB.LUSFM.L vs. HIUS.LUSFM.L vs. UC04.LUSFM.L vs. UC95.LUSFM.L vs. CAPS.LUSFM.L vs. UDVD.LUSFM.L vs. XMVU.L
Often compared with MVEA.L:
MVEA.L vs. MVUS.LMVEA.L vs. MINV.LMVEA.L vs. XDEQ.LMVEA.L vs. FLXU.LMVEA.L vs. MXUD.LMVEA.L vs. XMUS.LMVEA.L vs. XZMD.L

Return for Risk

USFM.L vs. MVEA.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
USFM.L
USFM.L Risk / Return Rank: 8282
Overall Rank
USFM.L Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
USFM.L Sortino Ratio Rank: 8181
Sortino Ratio Rank
USFM.L Omega Ratio Rank: 7979
Omega Ratio Rank
USFM.L Calmar Ratio Rank: 8484
Calmar Ratio Rank
USFM.L Martin Ratio Rank: 8282
Martin Ratio Rank
MVEA.L
MVEA.L Risk / Return Rank: 1616
Overall Rank
MVEA.L Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
MVEA.L Sortino Ratio Rank: 1515
Sortino Ratio Rank
MVEA.L Omega Ratio Rank: 1515
Omega Ratio Rank
MVEA.L Calmar Ratio Rank: 1717
Calmar Ratio Rank
MVEA.L Martin Ratio Rank: 1717
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.

USFM.L vs. MVEA.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for UBS ETF (IE) MSCI USA Select Factor Mix UCITS ETF (USD) A-dis (USFM.L) and iShares Edge MSCI USA Minimum Volatility ESG UCITS ETF (MVEA.L). 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.

USFM.LMVEA.LDifference
Sharpe ratioReturn per unit of total volatility
2.61
0.42

+2.19

Sortino ratioReturn per unit of downside risk
3.57
0.65

+2.92

Omega ratioGain probability vs. loss probability

1.46

1.08

+0.39

Calmar ratioReturn relative to maximum drawdown

4.51

0.66

+3.85

Martin ratioReturn relative to average drawdown

16.06

1.64

+14.43

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

USFM.L vs. MVEA.L - Sharpe Ratio Comparison

The current USFM.L Sharpe Ratio is 2.61, which is higher than the MVEA.L Sharpe Ratio of 0.42. The chart below compares the historical Sharpe Ratios of USFM.L and MVEA.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Loading charts...

Sharpe Ratios by Period

USFM.LMVEA.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.61

0.42

+2.19

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.88

0.60

+0.28

Sharpe Ratio (All Time)

Calculated using the full available price history

0.84

0.62

+0.22

Drawdowns

USFM.L vs. MVEA.L - Drawdown Comparison

The maximum USFM.L drawdown since its inception was -27.52%, which is greater than MVEA.L's maximum drawdown of -14.36%. Use the drawdown chart below to compare losses from any high point for USFM.L and MVEA.L.

Loading charts...

Drawdown Indicators

USFM.LMVEA.LDifference

Max Drawdown

Largest peak-to-trough decline

-27.52%

-14.36%

-13.16%

Max Drawdown (1Y)

Largest decline over 1 year

-5.47%

-5.43%

-0.04%

Max Drawdown (3Y)

Largest decline over 3 years

-17.40%

-14.36%

-3.04%

Max Drawdown (5Y)

Largest decline over 5 years

-17.40%

-14.36%

-3.04%

Current Drawdown

Current decline from peak

0.00%

-6.95%

+6.95%

Average Drawdown

Average peak-to-trough decline

-3.49%

-4.43%

+0.94%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.54%

2.19%

-0.65%

Volatility

USFM.L vs. MVEA.L - Volatility Comparison

UBS ETF (IE) MSCI USA Select Factor Mix UCITS ETF (USD) A-dis (USFM.L) and iShares Edge MSCI USA Minimum Volatility ESG UCITS ETF (MVEA.L) have volatilities of 2.78% and 2.87%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Loading charts...

Volatility by Period

USFM.LMVEA.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.78%

2.87%

-0.09%

Volatility (6M)

Calculated over the trailing 6-month period

6.77%

6.11%

+0.66%

Volatility (1Y)

Calculated over the trailing 1-year period

9.46%

8.60%

+0.86%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.21%

11.61%

+1.60%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.32%

11.94%

+3.38%

USFM.L vs. MVEA.L - Expense Ratio Comparison

USFM.L has a 0.25% expense ratio, which is higher than MVEA.L's 0.20% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.

Dividends

USFM.L vs. MVEA.L - Dividend Comparison

USFM.L's dividend yield for the trailing twelve months is around 1.07%, while MVEA.L has not paid dividends to shareholders.

PositionTTM202520242023202220212020201920182017
MVEA.L
iShares Edge MSCI USA Minimum Volatility ESG UCITS ETF		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
USFM.L
UBS ETF (IE) MSCI USA Select Factor Mix UCITS ETF (USD) A-dis		1.07%1.20%1.14%1.37%1.22%1.01%1.34%1.30%1.37%0.30%

Frequently Asked Questions

USFM.L and MVEA.L have a correlation of 0.65, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, MVEA.L is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.

MVEA.L is cheaper with a 0.20% expense ratio, compared with 0.25% for USFM.L.

Both ETFs track Russell 1000 TR USD. They also come from different issuers: UBS and iShares. Their fees differ too: 0.25% for USFM.L and 0.20% for MVEA.L.

Portfolio Optimizer

Find the right allocation for USFM.L and MVEA.L

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer