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VOOM.DE vs. MVEW.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VOOM.DE vs. MVEW.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Lyxor Global Gender Equality (DR) UCITS ETF - Acc (VOOM.DE) and iShares Edge MSCI World Minimum Volatility ESG UCITS ETF (Acc) (MVEW.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, VOOM.DE achieves a 4.22% return, which is significantly higher than MVEW.DE's 1.17% return.


VOOM.DE

1D
-0.16%
1M
-0.12%
YTD
4.22%
6M
5.06%
1Y
11.74%
3Y*
11.60%
5Y*
7.08%
10Y*

MVEW.DE

1D
0.07%
1M
2.04%
YTD
1.17%
6M
1.03%
1Y
0.94%
3Y*
6.53%
5Y*
6.47%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

VOOM.DE vs. MVEW.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
VOOM.DE
Lyxor Global Gender Equality (DR) UCITS ETF - Acc
4.22%9.47%13.86%13.15%-10.99%25.76%23.11%
MVEW.DE
iShares Edge MSCI World Minimum Volatility ESG UCITS ETF (Acc)
1.17%-0.99%17.25%6.27%-5.98%26.26%1.55%

Correlation

The correlation between VOOM.DE and MVEW.DE is 0.50, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.50

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

0.62

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

0.68

Correlation (All Time)
Calculated using the full available price history since Apr 24, 2020

0.71

Over the past year, the correlation between VOOM.DE and MVEW.DE has dropped to 0.50 - well below their long-term average of 0.71, suggesting their price drivers have been diverging.

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Return for Risk

VOOM.DE vs. MVEW.DE — Risk / Return Rank

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

VOOM.DE
VOOM.DE Risk / Return Rank: 3232
Overall Rank
VOOM.DE Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
VOOM.DE Sortino Ratio Rank: 2727
Sortino Ratio Rank
VOOM.DE Omega Ratio Rank: 2525
Omega Ratio Rank
VOOM.DE Calmar Ratio Rank: 3939
Calmar Ratio Rank
VOOM.DE Martin Ratio Rank: 4040
Martin Ratio Rank

MVEW.DE
MVEW.DE Risk / Return Rank: 1010
Overall Rank
MVEW.DE Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
MVEW.DE Sortino Ratio Rank: 99
Sortino Ratio Rank
MVEW.DE Omega Ratio Rank: 99
Omega Ratio Rank
MVEW.DE Calmar Ratio Rank: 1010
Calmar Ratio Rank
MVEW.DE Martin Ratio Rank: 1010
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.

VOOM.DE vs. MVEW.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Lyxor Global Gender Equality (DR) UCITS ETF - Acc (VOOM.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.


VOOM.DEMVEW.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.94

Sortino ratioReturn per unit of downside risk

+1.29

Omega ratioGain probability vs. loss probability

1.17

1.02

+0.15

Calmar ratioReturn relative to maximum drawdown

1.88

0.10

+1.79

Martin ratioReturn relative to average drawdown

6.21

0.20

+6.01

VOOM.DE vs. MVEW.DE - Sharpe Ratio Comparison

The current VOOM.DE Sharpe Ratio is 1.00, which is higher than the MVEW.DE Sharpe Ratio of 0.06. The chart below compares the historical Sharpe Ratios of VOOM.DE and MVEW.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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Sharpe Ratios by Period


VOOM.DEMVEW.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.00

0.06

+0.94

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.51

0.62

-0.12

Sharpe Ratio (All Time)

Calculated using the full available price history

0.58

0.63

-0.05

Drawdowns

VOOM.DE vs. MVEW.DE - Drawdown Comparison

The maximum VOOM.DE drawdown since its inception was -36.78%, 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 VOOM.DE and MVEW.DE.


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Drawdown Indicators


VOOM.DEMVEW.DEDifference

Max Drawdown

Largest peak-to-trough decline

-36.78%

-13.19%

-23.59%

Max Drawdown (1Y)

Largest decline over 1 year

-6.54%

-4.68%

-1.86%

Max Drawdown (3Y)

Largest decline over 3 years

-18.04%

-13.19%

-4.85%

Max Drawdown (5Y)

Largest decline over 5 years

-18.04%

-13.19%

-4.85%

Current Drawdown

Current decline from peak

-1.45%

-5.75%

+4.30%

Average Drawdown

Average peak-to-trough decline

-5.32%

-3.83%

-1.49%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.99%

2.27%

-0.28%

Volatility

VOOM.DE vs. MVEW.DE - Volatility Comparison

Lyxor Global Gender Equality (DR) UCITS ETF - Acc (VOOM.DE) and iShares Edge MSCI World Minimum Volatility ESG UCITS ETF (Acc) (MVEW.DE) have volatilities of 2.54% and 2.58%, 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.


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Volatility by Period


VOOM.DEMVEW.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.54%

2.58%

-0.04%

Volatility (6M)

Calculated over the trailing 6-month period

7.34%

5.42%

+1.92%

Volatility (1Y)

Calculated over the trailing 1-year period

12.37%

7.97%

+4.40%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.79%

10.25%

+3.54%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.04%

10.82%

+5.22%

VOOM.DE vs. MVEW.DE - Expense Ratio Comparison

VOOM.DE has a 0.20% expense ratio, which is lower than MVEW.DE's 0.30% expense ratio.


Dividends

VOOM.DE vs. MVEW.DE - Dividend Comparison

Neither VOOM.DE nor MVEW.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


VOOM.DE and MVEW.DE have a correlation of 0.50, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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

VOOM.DE is cheaper with a 0.20% expense ratio, compared with 0.30% for MVEW.DE.

VOOM.DE tracks Solactive Equileap Global Gender Equality, while MVEW.DE tracks MSCI ACWI NR USD. They also come from different issuers: Amundi and iShares. Their fees differ too: 0.20% for VOOM.DE and 0.30% for MVEW.DE.

Portfolio Optimizer

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