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XDEB.L vs. MVUS.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

XDEB.L vs. MVUS.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Xtrackers MSCI World Minimum Volatility UCITS ETF 1C (XDEB.L) and iShares Edge S&P 500 Minimum Volatility UCITS ETF USD (Acc) (MVUS.L). The values are adjusted to include any dividend payments, if applicable.

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XDEB.L vs. MVUS.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
XDEB.L
Xtrackers MSCI World Minimum Volatility UCITS ETF 1C
1.48%3.40%13.01%1.49%1.23%16.00%-0.96%18.55%3.44%7.02%
MVUS.L
iShares Edge S&P 500 Minimum Volatility UCITS ETF USD (Acc)
-2.89%3.88%20.71%3.83%-0.36%26.59%3.87%26.86%-0.36%6.22%

Returns By Period

In the year-to-date period, XDEB.L achieves a 1.48% return, which is significantly higher than MVUS.L's -2.89% return. Over the past 10 years, XDEB.L has underperformed MVUS.L with an annualized return of 8.19%, while MVUS.L has yielded a comparatively higher 10.56% annualized return.


XDEB.L

1D
0.22%
1M
-3.03%
YTD
1.48%
6M
1.53%
1Y
-0.05%
3Y*
6.70%
5Y*
6.97%
10Y*
8.19%

MVUS.L

1D
0.36%
1M
-4.13%
YTD
-2.89%
6M
-0.56%
1Y
1.79%
3Y*
8.67%
5Y*
9.00%
10Y*
10.56%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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XDEB.L vs. MVUS.L - Expense Ratio Comparison

XDEB.L has a 0.25% expense ratio, which is higher than MVUS.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%.


Return for Risk

XDEB.L vs. MVUS.L — Risk / Return Rank

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

XDEB.L
XDEB.L Risk / Return Rank: 1212
Overall Rank
XDEB.L Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
XDEB.L Sortino Ratio Rank: 1010
Sortino Ratio Rank
XDEB.L Omega Ratio Rank: 1010
Omega Ratio Rank
XDEB.L Calmar Ratio Rank: 1313
Calmar Ratio Rank
XDEB.L Martin Ratio Rank: 1313
Martin Ratio Rank

MVUS.L
MVUS.L Risk / Return Rank: 1616
Overall Rank
MVUS.L Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
MVUS.L Sortino Ratio Rank: 1313
Sortino Ratio Rank
MVUS.L Omega Ratio Rank: 1414
Omega Ratio Rank
MVUS.L Calmar Ratio Rank: 1919
Calmar Ratio Rank
MVUS.L Martin Ratio Rank: 2020
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.

XDEB.L vs. MVUS.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI World Minimum Volatility UCITS ETF 1C (XDEB.L) and iShares Edge S&P 500 Minimum Volatility UCITS ETF USD (Acc) (MVUS.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.


XDEB.LMVUS.LDifference

Sharpe ratio

Return per unit of total volatility

-0.01

0.15

-0.16

Sortino ratio

Return per unit of downside risk

0.06

0.28

-0.22

Omega ratio

Gain probability vs. loss probability

1.01

1.04

-0.03

Calmar ratio

Return relative to maximum drawdown

0.08

0.34

-0.26

Martin ratio

Return relative to average drawdown

0.23

1.17

-0.94

XDEB.L vs. MVUS.L - Sharpe Ratio Comparison

The current XDEB.L Sharpe Ratio is -0.01, which is lower than the MVUS.L Sharpe Ratio of 0.15. The chart below compares the historical Sharpe Ratios of XDEB.L and MVUS.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.


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Sharpe Ratios by Period


XDEB.LMVUS.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.01

0.15

-0.16

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.72

0.76

-0.04

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.71

0.76

-0.05

Sharpe Ratio (All Time)

Calculated using the full available price history

0.79

0.91

-0.12

Correlation

The correlation between XDEB.L and MVUS.L is 0.89, 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

XDEB.L vs. MVUS.L - Dividend Comparison

Neither XDEB.L nor MVUS.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

XDEB.L vs. MVUS.L - Drawdown Comparison

The maximum XDEB.L drawdown since its inception was -19.61%, smaller than the maximum MVUS.L drawdown of -24.85%. Use the drawdown chart below to compare losses from any high point for XDEB.L and MVUS.L.


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Drawdown Indicators


XDEB.LMVUS.LDifference

Max Drawdown

Largest peak-to-trough decline

-19.61%

-24.85%

+5.24%

Max Drawdown (1Y)

Largest decline over 1 year

-6.59%

-8.87%

+2.28%

Max Drawdown (5Y)

Largest decline over 5 years

-10.19%

-14.19%

+4.00%

Max Drawdown (10Y)

Largest decline over 10 years

-19.61%

-24.85%

+5.24%

Current Drawdown

Current decline from peak

-3.10%

-4.13%

+1.03%

Average Drawdown

Average peak-to-trough decline

-3.49%

-3.46%

-0.03%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.98%

1.88%

+0.10%

Volatility

XDEB.L vs. MVUS.L - Volatility Comparison

Xtrackers MSCI World Minimum Volatility UCITS ETF 1C (XDEB.L) and iShares Edge S&P 500 Minimum Volatility UCITS ETF USD (Acc) (MVUS.L) have volatilities of 2.96% and 2.85%, 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


XDEB.LMVUS.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.96%

2.85%

+0.11%

Volatility (6M)

Calculated over the trailing 6-month period

5.87%

6.04%

-0.17%

Volatility (1Y)

Calculated over the trailing 1-year period

10.24%

11.88%

-1.64%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

9.70%

11.83%

-2.13%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

11.55%

13.83%

-2.28%