XDEW.DE vs. MVOL.L
XDEW.DE (Xtrackers S&P 500 Equal Weight UCITS ETF 1C) and MVOL.L (iShares Edge MSCI World Minimum Volatility UCITS) are both exchange-traded funds - XDEW.DE is a S&P 500 fund tracking the S&P 500 Equal Weight Index, while MVOL.L is a Global Equities fund tracking the MSCI ACWI NR USD. Both are passively managed. Over the past 10 years, XDEW.DE returned 11.04%/yr vs 6.43%/yr for MVOL.L. A 0.72 correlation means they provide meaningful diversification when combined. XDEW.DE charges 0.20%/yr vs 0.35%/yr for MVOL.L.
Performance
XDEW.DE vs. MVOL.L - Performance Comparison
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Different Trading Currencies
XDEW.DE is traded in EUR, while MVOL.L is traded in USD. To make them comparable, the MVOL.L values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, XDEW.DE achieves a 14.50% return, which is significantly higher than MVOL.L's 5.36% return. Over the past 10 years, XDEW.DE has outperformed MVOL.L with an annualized return of 11.04%, while MVOL.L has yielded a comparatively lower 6.43% annualized return.
XDEW.DE
- 1D
- -0.34%
- 1M
- 2.42%
- 6M
- 9.75%
- YTD
- 14.50%
- 1Y
- 20.12%
- 3Y*
- 12.62%
- 5Y*
- 9.52%
- 10Y*
- 11.04%
MVOL.L
- 1D
- 0.69%
- 1M
- 2.55%
- 6M
- 4.32%
- YTD
- 5.36%
- 1Y
- 6.10%
- 3Y*
- 8.50%
- 5Y*
- 5.77%
- 10Y*
- 6.43%
XDEW.DE vs. MVOL.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
XDEW.DE Xtrackers S&P 500 Equal Weight UCITS ETF 1C | 14.50% | -0.46% | 18.66% | 10.08% | -6.94% | 41.59% | 1.18% | 31.27% | -4.53% | 4.00% |
MVOL.L iShares Edge MSCI World Minimum Volatility UCITS | 5.36% | -2.16% | 18.41% | 4.07% | -4.02% | 23.22% | -5.89% | 25.33% | 2.18% | 2.96% |
Correlation
The correlation between XDEW.DE and MVOL.L is 0.57, 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 | 0.57 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.67 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.69 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.70 |
Correlation (All Time) Calculated using the full available price history since Aug 15, 2014 | 0.72 |
The correlation between XDEW.DE and MVOL.L shifts across timeframes, from 0.57 (1 year) to 0.72 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
XDEW.DE vs. MVOL.L — Risk / Return Rank
XDEW.DE
MVOL.L
XDEW.DE vs. MVOL.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers S&P 500 Equal Weight UCITS ETF 1C (XDEW.DE) and iShares Edge MSCI World Minimum Volatility UCITS (MVOL.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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| XDEW.DE | MVOL.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.27 | ||
| Sortino ratioReturn per unit of downside risk | +1.71 | ||
| Omega ratioGain probability vs. loss probability | 1.35 | 1.12 | +0.23 |
| Calmar ratioReturn relative to maximum drawdown | 3.91 | 1.16 | +2.75 |
| Martin ratioReturn relative to average drawdown | 12.05 | 2.83 | +9.22 |
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Drawdowns
XDEW.DE vs. MVOL.L - Drawdown Comparison
The maximum XDEW.DE drawdown since its inception was -38.79%, which is greater than MVOL.L's maximum drawdown of -28.24%. Use the drawdown chart below to compare losses from any high point for XDEW.DE and MVOL.L.
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Drawdown Indicators
| XDEW.DE | MVOL.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.79% | -28.24% | -10.55% |
Max Drawdown (1Y)Largest decline over 1 year | -5.06% | -5.24% | +0.18% |
Max Drawdown (3Y)Largest decline over 3 years | -22.70% | -11.81% | -10.89% |
Max Drawdown (5Y)Largest decline over 5 years | -22.70% | -12.55% | -10.15% |
Max Drawdown (10Y)Largest decline over 10 years | -38.79% | -28.24% | -10.55% |
Current DrawdownCurrent decline from peak | -0.61% | -3.38% | +2.77% |
Average DrawdownAverage peak-to-trough decline | -5.33% | -4.59% | -0.74% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.65% | 2.15% | -0.50% |
Volatility
XDEW.DE vs. MVOL.L - Volatility Comparison
Xtrackers S&P 500 Equal Weight UCITS ETF 1C (XDEW.DE) and iShares Edge MSCI World Minimum Volatility UCITS (MVOL.L) have volatilities of 2.81% 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
| XDEW.DE | MVOL.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.81% | 2.85% | -0.04% |
Volatility (6M)Calculated over the trailing 6-month period | 6.82% | 6.90% | -0.08% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.43% | 8.87% | +1.56% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.90% | 10.75% | +4.15% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.80% | 12.14% | +4.66% |
XDEW.DE vs. MVOL.L - Expense Ratio Comparison
XDEW.DE has a 0.20% expense ratio, which is lower than MVOL.L's 0.35% expense ratio.
Dividends
XDEW.DE vs. MVOL.L - Dividend Comparison
Neither XDEW.DE nor MVOL.L has paid dividends to shareholders.
Frequently Asked Questions
XDEW.DE and MVOL.L have a correlation of 0.57, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XDEW.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XDEW.DE is cheaper with a 0.20% expense ratio, compared with 0.35% for MVOL.L.
XDEW.DE is categorized as S&P 500, while MVOL.L is Global Equities. XDEW.DE tracks S&P 500 Equal Weight Index, while MVOL.L tracks MSCI ACWI NR USD. They also come from different issuers: Xtrackers and iShares. Their fees differ too: 0.20% for XDEW.DE and 0.35% for MVOL.L.
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