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XMCX.L vs. MVEU.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

XMCX.L vs. MVEU.L

Last updated Jun 26, 2026

XMCX.L (Xtrackers FTSE 250 UCITS ETF 1D) and MVEU.L (iShares Edge MSCI Europe Minimum Volatility UCITS ETF EUR (Acc)) are both Europe Equities funds - XMCX.L tracks the FTSE 250 Ex Investment Trust TR GBP while MVEU.L tracks the MSCI Europe NR EUR. Both are passively managed. Over the past 10 years, XMCX.L returned 7.21%/yr vs 8.04%/yr for MVEU.L. A 0.60 correlation means they provide meaningful diversification when combined. XMCX.L charges 0.15%/yr vs 0.25%/yr for MVEU.L.

Performance

XMCX.L vs. MVEU.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 Minimum Volatility UCITS ETF EUR (Acc) (MVEU.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

XMCX.L is traded in GBp, while MVEU.L is traded in EUR. To make them comparable, the MVEU.L values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, XMCX.L achieves a 4.74% return, which is significantly lower than MVEU.L's 6.38% return. Over the past 10 years, XMCX.L has underperformed MVEU.L with an annualized return of 7.21%, while MVEU.L has yielded a comparatively higher 8.04% annualized return.

XMCX.L

1D
0.52%
1M
-0.51%
YTD
4.74%
6M
5.46%
1Y
12.31%
3Y*
12.34%
5Y*
3.44%
10Y*
7.21%

MVEU.L

1D
0.26%
1M
0.18%
YTD
6.38%
6M
6.68%
1Y
11.85%
3Y*
11.79%
5Y*
7.21%
10Y*
8.04%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

2026 (YTD)202520242023202220212020201920182017
XMCX.L
Xtrackers FTSE 250 UCITS ETF 1D		4.74%12.97%7.76%7.59%-17.47%16.28%-5.13%29.27%-13.42%17.78%
MVEU.L
iShares Edge MSCI Europe Minimum Volatility UCITS ETF EUR (Acc)		6.38%17.63%6.71%8.45%-8.16%14.46%1.57%15.47%-2.87%14.16%

Correlation

The correlation between XMCX.L and MVEU.L is 0.46, which is low. Their price movements are largely independent, making them effective diversification partners.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.46

Correlation (3Y)
Calculated over the trailing 3-year period

0.52

Correlation (5Y)
Calculated over the trailing 5-year period

0.58

Correlation (10Y)
Calculated over the trailing 10-year period

0.57

Correlation (All Time)
Calculated using the full available price history since Nov 30, 2012

0.60

The correlation between XMCX.L and MVEU.L shifts across timeframes, from 0.46 (1 year) to 0.60 (all time), reflecting how their relationship changes across market environments.

XMCX.L vs. MVEU.L - Sectors Allocation Comparison

Sectors
XMCX.L
MVEU.L

Industrials

20.1%
15.6%

Financial Services

19.6%
17.6%

Consumer Cyclical

13.4%
3.6%

Technology

9.5%
3.4%

Real Estate

9.1%
1.5%

Basic Materials

6.7%
5.1%

Communication Services

6.0%
9.0%

Consumer Defensive

5.5%
14.1%

Healthcare

4.5%
12.3%

Utilities

3.1%
10.1%

Energy

2.6%
6.9%

Industrials

XMCX.L
20.1%
MVEU.L
15.6%

Financial Services

XMCX.L
19.6%
MVEU.L
17.6%

Consumer Cyclical

XMCX.L
13.4%
MVEU.L
3.6%

Technology

XMCX.L
9.5%
MVEU.L
3.4%

Real Estate

XMCX.L
9.1%
MVEU.L
1.5%

Basic Materials

XMCX.L
6.7%
MVEU.L
5.1%

Communication Services

XMCX.L
6.0%
MVEU.L
9.0%

Consumer Defensive

XMCX.L
5.5%
MVEU.L
14.1%

Healthcare

XMCX.L
4.5%
MVEU.L
12.3%

Utilities

XMCX.L
3.1%
MVEU.L
10.1%

Energy

XMCX.L
2.6%
MVEU.L
6.9%

Compare stocks, funds, or ETFs

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

Xtrackers FTSE 250 UCITS ETF 1D

iShares Edge MSCI Europe Minimum Volatility UCITS ETF EUR (Acc)

Often compared with XMCX.L:
XMCX.L vs. VMID.LXMCX.L vs. TDGB.LXMCX.L vs. IMV.LXMCX.L vs. WDEP.LXMCX.L vs. FLXD.LXMCX.L vs. NKE.DEXMCX.L vs. XCX5.L
Often compared with MVEU.L:
MVEU.L vs. SVOLMVEU.L vs. VTMVEU.L vs. FLXD.LMVEU.L vs. EUHD.LMVEU.L vs. CS1.LMVEU.L vs. CSP1.LMVEU.L vs. IITU.L

Return for Risk

XMCX.L vs. MVEU.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: 2828
Overall Rank
XMCX.L Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
XMCX.L Sortino Ratio Rank: 3030
Sortino Ratio Rank
XMCX.L Omega Ratio Rank: 2929
Omega Ratio Rank
XMCX.L Calmar Ratio Rank: 2323
Calmar Ratio Rank
XMCX.L Martin Ratio Rank: 2828
Martin Ratio Rank
MVEU.L
MVEU.L Risk / Return Rank: 3535
Overall Rank
MVEU.L Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
MVEU.L Sortino Ratio Rank: 3636
Sortino Ratio Rank
MVEU.L Omega Ratio Rank: 3636
Omega Ratio Rank
MVEU.L Calmar Ratio Rank: 3333
Calmar Ratio Rank
MVEU.L Martin Ratio Rank: 3434
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.

XMCX.L vs. MVEU.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 Minimum Volatility UCITS ETF EUR (Acc) (MVEU.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.

XMCX.LMVEU.LDifference
Sharpe ratioReturn per unit of total volatility
1.00
1.33

-0.33

Sortino ratioReturn per unit of downside risk
1.51
1.84

-0.34

Omega ratioGain probability vs. loss probability

1.18

1.24

-0.06

Calmar ratioReturn relative to maximum drawdown

1.03

1.42

-0.39

Martin ratioReturn relative to average drawdown

3.67

4.19

-0.51

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

The current XMCX.L Sharpe Ratio is 1.00, which is comparable to the MVEU.L Sharpe Ratio of 1.33. The chart below compares the historical Sharpe Ratios of XMCX.L and MVEU.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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Drawdowns

XMCX.L vs. MVEU.L - Drawdown Comparison

The maximum XMCX.L drawdown since its inception was -50.04%, which is greater than MVEU.L's maximum drawdown of -23.74%. Use the drawdown chart below to compare losses from any high point for XMCX.L and MVEU.L.

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Drawdown Indicators

XMCX.LMVEU.LDifference

Max Drawdown

Largest peak-to-trough decline

-50.04%

-23.74%

-26.30%

Max Drawdown (1Y)

Largest decline over 1 year

-11.95%

-8.32%

-3.63%

Max Drawdown (3Y)

Largest decline over 3 years

-16.34%

-8.32%

-8.02%

Max Drawdown (5Y)

Largest decline over 5 years

-29.77%

-17.42%

-12.35%

Max Drawdown (10Y)

Largest decline over 10 years

-41.35%

-23.74%

-17.61%

Current Drawdown

Current decline from peak

-1.43%

-3.10%

+1.67%

Average Drawdown

Average peak-to-trough decline

-9.15%

-3.52%

-5.63%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.34%

2.82%

+0.52%

Volatility

XMCX.L vs. MVEU.L - Volatility Comparison

Xtrackers FTSE 250 UCITS ETF 1D (XMCX.L) has a higher volatility of 3.34% compared to iShares Edge MSCI Europe Minimum Volatility UCITS ETF EUR (Acc) (MVEU.L) at 1.93%. This indicates that XMCX.L's price experiences larger fluctuations and is considered to be riskier than MVEU.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

XMCX.LMVEU.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.34%

1.93%

+1.41%

Volatility (6M)

Calculated over the trailing 6-month period

10.28%

7.32%

+2.96%

Volatility (1Y)

Calculated over the trailing 1-year period

12.29%

8.92%

+3.37%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.96%

11.28%

+3.68%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.92%

12.62%

+3.30%

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

XMCX.L has a 0.15% expense ratio, which is lower than MVEU.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

XMCX.L vs. MVEU.L - Dividend Comparison

XMCX.L's dividend yield for the trailing twelve months is around 3.69%, while MVEU.L has not paid dividends to shareholders.

PositionTTM20252024202320222021202020192018201720162015
MVEU.L
iShares Edge MSCI Europe Minimum Volatility UCITS ETF EUR (Acc)		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
XMCX.L
Xtrackers FTSE 250 UCITS ETF 1D		3.69%3.61%4.07%3.17%5.37%1.37%2.96%3.44%3.97%2.80%2.84%0.41%

Frequently Asked Questions

XMCX.L and MVEU.L have a correlation of 0.46, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, XMCX.L is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XMCX.L is cheaper with a 0.15% expense ratio, compared with 0.25% for MVEU.L.

XMCX.L tracks FTSE 250 Ex Investment Trust TR GBP, while MVEU.L tracks MSCI Europe NR EUR. They also come from different issuers: Xtrackers and iShares. Their fees differ too: 0.15% for XMCX.L and 0.25% for MVEU.L.

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