XDUK.L vs. IMV.L
XDUK.L (Xtrackers FTSE 100 UCITS ETF 1C) and IMV.L (iShares Edge MSCI Europe Min Volatility UCITS) are both Europe Equities funds - XDUK.L tracks the FTSE AllSh TR GBP while IMV.L tracks the MSCI Europe NR EUR. Both are passively managed. Over the past 10 years, XDUK.L returned 9.01%/yr vs 7.68%/yr for IMV.L. A 0.77 correlation means they provide meaningful diversification when combined. XDUK.L charges 0.09%/yr vs 0.25%/yr for IMV.L.
Performance
XDUK.L vs. IMV.L - Performance Comparison
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Returns By Period
In the year-to-date period, XDUK.L achieves a 5.82% return, which is significantly higher than IMV.L's 4.72% return. Over the past 10 years, XDUK.L has outperformed IMV.L with an annualized return of 9.01%, while IMV.L has yielded a comparatively lower 7.68% annualized return.
XDUK.L
- 1D
- 0.13%
- 1M
- -0.31%
- YTD
- 5.82%
- 6M
- 8.72%
- 1Y
- 20.63%
- 3Y*
- 14.75%
- 5Y*
- 11.68%
- 10Y*
- 9.01%
IMV.L
- 1D
- 0.51%
- 1M
- -0.33%
- YTD
- 4.72%
- 6M
- 6.08%
- 1Y
- 8.16%
- 3Y*
- 10.49%
- 5Y*
- 7.54%
- 10Y*
- 7.68%
XDUK.L vs. IMV.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
XDUK.L Xtrackers FTSE 100 UCITS ETF 1C | 5.82% | 25.82% | 9.40% | 7.51% | 4.63% | 17.70% | -11.21% | 17.28% | -9.34% | 12.34% |
IMV.L iShares Edge MSCI Europe Min Volatility UCITS | 4.72% | 17.66% | 6.63% | 8.56% | -7.83% | 13.68% | 1.50% | 16.37% | -2.91% | 13.29% |
Correlation
The correlation between XDUK.L and IMV.L is 0.72, 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 | 0.72 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.76 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.73 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.76 |
Correlation (All Time) Calculated using the full available price history since Jan 4, 2013 | 0.77 |
The correlation between XDUK.L and IMV.L has been stable across timeframes, ranging from 0.72 to 0.77 - a consistent structural relationship.
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Return for Risk
XDUK.L vs. IMV.L — Risk / Return Rank
XDUK.L
IMV.L
XDUK.L vs. IMV.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers FTSE 100 UCITS ETF 1C (XDUK.L) and iShares Edge MSCI Europe Min Volatility UCITS (IMV.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.
| XDUK.L | IMV.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.97 | ||
| Sortino ratioReturn per unit of downside risk | +1.33 | ||
| Omega ratioGain probability vs. loss probability | 1.35 | 1.17 | +0.18 |
| Calmar ratioReturn relative to maximum drawdown | 2.24 | 0.97 | +1.27 |
| Martin ratioReturn relative to average drawdown | 7.78 | 2.92 | +4.86 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| XDUK.L | IMV.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.87 | 0.91 | +0.97 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.91 | 0.69 | +0.23 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.60 | 0.62 | -0.03 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.53 | 0.71 | -0.18 |
Drawdowns
XDUK.L vs. IMV.L - Drawdown Comparison
The maximum XDUK.L drawdown since its inception was -34.28%, which is greater than IMV.L's maximum drawdown of -24.48%. Use the drawdown chart below to compare losses from any high point for XDUK.L and IMV.L.
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Drawdown Indicators
| XDUK.L | IMV.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.28% | -24.48% | -9.80% |
Max Drawdown (1Y)Largest decline over 1 year | -9.20% | -8.50% | -0.70% |
Max Drawdown (3Y)Largest decline over 3 years | -12.84% | -8.50% | -4.34% |
Max Drawdown (5Y)Largest decline over 5 years | -12.84% | -17.42% | +4.58% |
Max Drawdown (10Y)Largest decline over 10 years | -34.28% | -24.48% | -9.80% |
Current DrawdownCurrent decline from peak | -4.10% | -4.62% | +0.52% |
Average DrawdownAverage peak-to-trough decline | -4.51% | -3.57% | -0.94% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.66% | 2.83% | -0.17% |
Volatility
XDUK.L vs. IMV.L - Volatility Comparison
Xtrackers FTSE 100 UCITS ETF 1C (XDUK.L) has a higher volatility of 4.04% compared to iShares Edge MSCI Europe Min Volatility UCITS (IMV.L) at 2.89%. This indicates that XDUK.L's price experiences larger fluctuations and is considered to be riskier than IMV.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| XDUK.L | IMV.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.04% | 2.89% | +1.15% |
Volatility (6M)Calculated over the trailing 6-month period | 9.64% | 7.71% | +1.93% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.01% | 9.13% | +1.88% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.78% | 10.97% | +1.81% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.11% | 12.31% | +2.80% |
XDUK.L vs. IMV.L - Expense Ratio Comparison
XDUK.L has a 0.09% expense ratio, which is lower than IMV.L's 0.25% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
XDUK.L vs. IMV.L - Dividend Comparison
Neither XDUK.L nor IMV.L has paid dividends to shareholders.
Frequently Asked Questions
XDUK.L and IMV.L have a correlation of 0.72, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XDUK.L is cheaper at 0.09% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XDUK.L is cheaper with a 0.09% expense ratio, compared with 0.25% for IMV.L.
XDUK.L tracks FTSE AllSh TR GBP, while IMV.L tracks MSCI Europe NR EUR. They also come from different issuers: Xtrackers and iShares. Their fees differ too: 0.09% for XDUK.L and 0.25% for IMV.L.
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