XMCX.L vs. IMV.L

Last updated Apr 2, 2026

Compare and contrast key facts about Xtrackers FTSE 250 UCITS ETF 1D (XMCX.L) and iShares Edge MSCI Europe Min Volatility UCITS (IMV.L).

XMCX.L and IMV.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. XMCX.L is a passively managed fund by Xtrackers that tracks the performance of the FTSE 250 Ex Investment Trust TR GBP. It was launched on Jun 15, 2007. IMV.L is a passively managed fund by iShares that tracks the performance of the MSCI Europe NR EUR. It was launched on Nov 30, 2012. Both XMCX.L and IMV.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.

Performance

XMCX.L vs. IMV.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Xtrackers FTSE 250 UCITS ETF 1D (XMCX.L) and iShares Edge MSCI Europe Min Volatility UCITS (IMV.L). The values are adjusted to include any dividend payments, if applicable.

XMCX.L vs. IMV.L - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
XMCX.L Xtrackers FTSE 250 UCITS ETF 1D	-3.01%	12.97%	7.75%	6.88%	-16.91%	16.28%	-5.13%	29.27%	-13.42%	17.78%
IMV.L iShares Edge MSCI Europe Min Volatility UCITS	4.98%	17.66%	6.63%	8.56%	-7.83%	13.68%	1.50%	16.37%	-2.91%	13.29%

Returns By Period

In the year-to-date period, XMCX.L achieves a -3.01% return, which is significantly lower than IMV.L's 4.98% return. Over the past 10 years, XMCX.L has underperformed IMV.L with an annualized return of 5.25%, while IMV.L has yielded a comparatively higher 7.89% annualized return.

XMCX.L

• 1D: 2.12%
• 1M: -7.12%
• YTD: -3.01%
• 6M: -0.42%
• 1Y: 14.67%
• 3Y*: 8.01%
• 5Y*: 2.72%
• 10Y*: 5.25%

IMV.L

• 1D: 0.74%
• 1M: -3.05%
• YTD: 4.98%
• 6M: 7.74%
• 1Y: 13.17%
• 3Y*: 10.52%
• 5Y*: 8.77%
• 10Y*: 7.89%

*Multi-year figures are annualized to reflect compound growth (CAGR)

XMCX.L vs. IMV.L - Expense Ratio Comparison

XMCX.L has a 0.15% 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%.

IMV.L

iShares Edge MSCI Europe Min Volatility UCITS

XMCX.L

Xtrackers FTSE 250 UCITS ETF 1D

Return for Risk

XMCX.L vs. IMV.L — Risk / Return Rank

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

XMCX.L

XMCX.L Risk / Return Rank: 51
XMCX.L Sharpe Ratio Rank: 57
XMCX.L Sortino Ratio Rank: 54
XMCX.L Omega Ratio Rank: 54
XMCX.L Calmar Ratio Rank: 45
XMCX.L Martin Ratio Rank: 48

IMV.L

IMV.L Risk / Return Rank: 58
IMV.L Sharpe Ratio Rank: 63
IMV.L Sortino Ratio Rank: 57
IMV.L Omega Ratio Rank: 61
IMV.L Calmar Ratio Rank: 57
IMV.L Martin Ratio Rank: 54

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.

XMCX.L vs. IMV.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers FTSE 250 UCITS ETF 1D (XMCX.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.

	XMCX.L	IMV.L	Difference
Sharpe ratio Return per unit of total volatility	1.06	1.18	-0.12
Sortino ratio Return per unit of downside risk	1.50	1.56	-0.07
Omega ratio Gain probability vs. loss probability	1.21	1.24	-0.03
Calmar ratio Return relative to maximum drawdown	1.28	1.60	-0.32
Martin ratio Return relative to average drawdown	5.03	5.75	-0.72
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

XMCX.L vs. IMV.L - Sharpe Ratio Comparison

The current XMCX.L Sharpe Ratio is 1.06, which is comparable to the IMV.L Sharpe Ratio of 1.18. The chart below compares the historical Sharpe Ratios of XMCX.L and IMV.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.

Sharpe Ratios by Period

	XMCX.L	IMV.L	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.06	1.18	-0.12
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.18	0.80	-0.61
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.33	0.64	-0.31
Sharpe Ratio (All Time) Calculated using the full available price history	0.36	0.72	-0.36

Correlation

The correlation between XMCX.L and IMV.L is 0.59, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Dividends

XMCX.L vs. IMV.L - Dividend Comparison

XMCX.L's dividend yield for the trailing twelve months is around 3.95%, while IMV.L has not paid dividends to shareholders.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
XMCX.L Xtrackers FTSE 250 UCITS ETF 1D	3.95%	3.61%	4.07%	3.17%	5.34%	1.37%	2.96%	3.44%	3.97%	2.80%	2.84%	0.41%
IMV.L iShares Edge MSCI Europe Min Volatility UCITS	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Drawdowns

XMCX.L vs. IMV.L - Drawdown Comparison

The maximum XMCX.L drawdown since its inception was -49.09%, 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 XMCX.L and IMV.L.

Drawdown Indicators

	XMCX.L	IMV.L	Difference
Max Drawdown Largest peak-to-trough decline	-49.09%	-24.48%	-24.61%
Max Drawdown (1Y) Largest decline over 1 year	-11.95%	-8.50%	-3.45%
Max Drawdown (5Y) Largest decline over 5 years	-29.77%	-17.42%	-12.35%
Max Drawdown (10Y) Largest decline over 10 years	-41.35%	-24.48%	-16.87%
Current Drawdown Current decline from peak	-8.73%	-4.39%	-4.34%
Average Drawdown Average peak-to-trough decline	-8.53%	-3.56%	-4.97%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.04%	2.37%	+0.67%

Volatility

XMCX.L vs. IMV.L - Volatility Comparison

Xtrackers FTSE 250 UCITS ETF 1D (XMCX.L) has a higher volatility of 5.30% compared to iShares Edge MSCI Europe Min Volatility UCITS (IMV.L) at 4.31%. This indicates that XMCX.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.

Volatility by Period

	XMCX.L	IMV.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.30%	4.31%	+0.99%
Volatility (6M) Calculated over the trailing 6-month period	8.80%	7.30%	+1.50%
Volatility (1Y) Calculated over the trailing 1-year period	13.92%	11.14%	+2.78%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.91%	10.99%	+3.92%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.23%	12.31%	+3.92%