PortfoliosLab logoPortfoliosLab logo
WMVG.L vs. MINV.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

WMVG.L vs. MINV.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares Edge MSCI World Minimum Volatility UCITS ETF GBP Hedged (Acc) (WMVG.L) and iShares Edge MSCI World Minimum Volatility UCITS ETF (MINV.L). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

WMVG.L vs. MINV.L - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
WMVG.L
iShares Edge MSCI World Minimum Volatility UCITS ETF GBP Hedged (Acc)
0.10%9.08%14.49%7.33%-8.31%16.96%-1.30%11.65%
MINV.L
iShares Edge MSCI World Minimum Volatility UCITS ETF
1.37%3.37%12.86%1.50%1.23%15.98%-1.05%13.93%
Different Trading Currencies

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

Returns By Period

In the year-to-date period, WMVG.L achieves a 0.10% return, which is significantly lower than MINV.L's 1.37% return.


WMVG.L

1D
0.04%
1M
-4.37%
YTD
0.10%
6M
1.24%
1Y
2.38%
3Y*
9.74%
5Y*
6.73%
10Y*

MINV.L

1D
-0.02%
1M
-3.17%
YTD
1.37%
6M
1.62%
1Y
0.40%
3Y*
6.61%
5Y*
6.91%
10Y*
7.97%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

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


WMVG.L vs. MINV.L - Expense Ratio Comparison

Both WMVG.L and MINV.L have an expense ratio of 0.35%.


Return for Risk

WMVG.L vs. MINV.L — Risk / Return Rank

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

WMVG.L
WMVG.L Risk / Return Rank: 1717
Overall Rank
WMVG.L Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
WMVG.L Sortino Ratio Rank: 1616
Sortino Ratio Rank
WMVG.L Omega Ratio Rank: 1717
Omega Ratio Rank
WMVG.L Calmar Ratio Rank: 1616
Calmar Ratio Rank
WMVG.L Martin Ratio Rank: 1919
Martin Ratio Rank

MINV.L
MINV.L Risk / Return Rank: 1212
Overall Rank
MINV.L Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
MINV.L Sortino Ratio Rank: 1212
Sortino Ratio Rank
MINV.L Omega Ratio Rank: 1212
Omega Ratio Rank
MINV.L Calmar Ratio Rank: 1212
Calmar Ratio Rank
MINV.L Martin Ratio Rank: 1212
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.

WMVG.L vs. MINV.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Edge MSCI World Minimum Volatility UCITS ETF GBP Hedged (Acc) (WMVG.L) and iShares Edge MSCI World Minimum Volatility UCITS ETF (MINV.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.


WMVG.LMINV.LDifference

Sharpe ratio

Return per unit of total volatility

0.22

0.04

+0.18

Sortino ratio

Return per unit of downside risk

0.36

0.12

+0.24

Omega ratio

Gain probability vs. loss probability

1.06

1.02

+0.04

Calmar ratio

Return relative to maximum drawdown

0.20

-0.03

+0.23

Martin ratio

Return relative to average drawdown

0.97

-0.08

+1.05

WMVG.L vs. MINV.L - Sharpe Ratio Comparison

The current WMVG.L Sharpe Ratio is 0.22, which is higher than the MINV.L Sharpe Ratio of 0.04. The chart below compares the historical Sharpe Ratios of WMVG.L and MINV.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


WMVG.LMINV.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.22

0.04

+0.18

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.68

0.71

-0.03

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.67

Sharpe Ratio (All Time)

Calculated using the full available price history

0.55

0.84

-0.29

Correlation

The correlation between WMVG.L and MINV.L is 0.72, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

WMVG.L vs. MINV.L - Dividend Comparison

Neither WMVG.L nor MINV.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

WMVG.L vs. MINV.L - Drawdown Comparison

The maximum WMVG.L drawdown since its inception was -28.25%, which is greater than MINV.L's maximum drawdown of -20.38%. Use the drawdown chart below to compare losses from any high point for WMVG.L and MINV.L.


Loading graphics...

Drawdown Indicators


WMVG.LMINV.LDifference

Max Drawdown

Largest peak-to-trough decline

-28.25%

-20.38%

-7.87%

Max Drawdown (1Y)

Largest decline over 1 year

-8.89%

-7.02%

-1.87%

Max Drawdown (5Y)

Largest decline over 5 years

-15.18%

-10.23%

-4.95%

Max Drawdown (10Y)

Largest decline over 10 years

-20.38%

Current Drawdown

Current decline from peak

-4.37%

-3.25%

-1.12%

Average Drawdown

Average peak-to-trough decline

-4.13%

-3.74%

-0.39%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.80%

2.38%

-0.58%

Volatility

WMVG.L vs. MINV.L - Volatility Comparison

The current volatility for iShares Edge MSCI World Minimum Volatility UCITS ETF GBP Hedged (Acc) (WMVG.L) is 2.77%, while iShares Edge MSCI World Minimum Volatility UCITS ETF (MINV.L) has a volatility of 2.92%. This indicates that WMVG.L experiences smaller price fluctuations and is considered to be less risky than MINV.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


WMVG.LMINV.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.77%

2.92%

-0.15%

Volatility (6M)

Calculated over the trailing 6-month period

5.10%

5.81%

-0.71%

Volatility (1Y)

Calculated over the trailing 1-year period

10.70%

10.04%

+0.66%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

9.97%

9.74%

+0.23%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.23%

11.87%

+0.36%