PortfoliosLab logoPortfoliosLab logo

Documentation

Upgrade your plan
XMVU.L vs. MVEA.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

XMVU.L vs. MVEA.L

Last updated Jun 5, 2026

XMVU.L (Xtrackers MSCI USA Minimum Volatility UCITS ETF 1D) and MVEA.L (iShares Edge MSCI USA Minimum Volatility ESG UCITS ETF) are both Large Cap Blend Equities funds tracking the Russell 1000 TR USD, from Xtrackers and iShares respectively. Both are passively managed. Over the past 5 years, XMVU.L returned 7.23%/yr vs 5.89%/yr for MVEA.L. Their correlation of 0.88 suggests significant overlap in exposure. Both charge a 0.20% expense ratio.

Performance

XMVU.L vs. MVEA.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Xtrackers MSCI USA Minimum Volatility UCITS ETF 1D (XMVU.L) and iShares Edge MSCI USA Minimum Volatility ESG UCITS ETF (MVEA.L). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Different Trading Currencies

XMVU.L is traded in USD, while MVEA.L is traded in GBP. To make them comparable, the MVEA.L values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, XMVU.L achieves a 2.14% return, which is significantly higher than MVEA.L's 1.48% return.

XMVU.L

1D
-0.11%
1M
2.27%
YTD
2.14%
6M
2.82%
1Y
4.34%
3Y*
11.56%
5Y*
7.23%
10Y*
—

MVEA.L

1D
0.08%
1M
2.17%
YTD
1.48%
6M
2.36%
1Y
2.62%
3Y*
9.57%
5Y*
5.89%
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

XMVU.L vs. MVEA.L - Yearly Performance Comparison

2026 (YTD)202520242023202220212020
XMVU.L
Xtrackers MSCI USA Minimum Volatility UCITS ETF 1D		2.14%7.94%15.67%9.79%-9.53%21.63%8.23%
MVEA.L
iShares Edge MSCI USA Minimum Volatility ESG UCITS ETF		1.48%4.62%13.03%11.96%-11.86%24.60%9.51%

Correlation

The correlation between XMVU.L and MVEA.L is 0.83, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

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

0.83

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

0.85

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

0.88

Correlation (All Time)
Calculated using the full available price history since Jul 20, 2020

0.88

The correlation between XMVU.L and MVEA.L has been stable across timeframes, ranging from 0.83 to 0.88 - a consistent structural relationship.

XMVU.L vs. MVEA.L - Sectors Allocation Comparison

Sectors
XMVU.L
MVEA.L

Technology

29.6%
30.2%

Financial Services

13.7%
12.7%

Healthcare

12.7%
15.0%

Consumer Defensive

10.0%
9.3%

Utilities

7.6%
4.7%

Consumer Cyclical

6.4%
6.6%

Industrials

6.2%
5.7%

Communication Services

6.0%
6.2%

Energy

3.5%
3.4%

Real Estate

2.2%
3.1%

Basic Materials

2.2%
3.2%

Technology

XMVU.L
29.6%
MVEA.L
30.2%

Financial Services

XMVU.L
13.7%
MVEA.L
12.7%

Healthcare

XMVU.L
12.7%
MVEA.L
15.0%

Consumer Defensive

XMVU.L
10.0%
MVEA.L
9.3%

Utilities

XMVU.L
7.6%
MVEA.L
4.7%

Consumer Cyclical

XMVU.L
6.4%
MVEA.L
6.6%

Industrials

XMVU.L
6.2%
MVEA.L
5.7%

Communication Services

XMVU.L
6.0%
MVEA.L
6.2%

Energy

XMVU.L
3.5%
MVEA.L
3.4%

Real Estate

XMVU.L
2.2%
MVEA.L
3.1%

Basic Materials

XMVU.L
2.2%
MVEA.L
3.2%

Compare stocks, funds, or ETFs

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

Xtrackers MSCI USA Minimum Volatility UCITS ETF 1D

iShares Edge MSCI USA Minimum Volatility ESG UCITS ETF

Often compared with XMVU.L:
XMVU.L vs. USMVXMVU.L vs. VIGXMVU.L vs. SCHDXMVU.L vs. HIUS.LXMVU.L vs. USFM.LXMVU.L vs. HSUS.LXMVU.L vs. ISDU.L
Often compared with MVEA.L:
MVEA.L vs. MVUS.LMVEA.L vs. MINV.LMVEA.L vs. XDEQ.LMVEA.L vs. FLXU.LMVEA.L vs. MXUD.LMVEA.L vs. XMUS.LMVEA.L vs. XZMD.L

Return for Risk

XMVU.L vs. MVEA.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
XMVU.L
XMVU.L Risk / Return Rank: 1919
Overall Rank
XMVU.L Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
XMVU.L Sortino Ratio Rank: 1717
Sortino Ratio Rank
XMVU.L Omega Ratio Rank: 1717
Omega Ratio Rank
XMVU.L Calmar Ratio Rank: 1919
Calmar Ratio Rank
XMVU.L Martin Ratio Rank: 2121
Martin Ratio Rank
MVEA.L
MVEA.L Risk / Return Rank: 1616
Overall Rank
MVEA.L Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
MVEA.L Sortino Ratio Rank: 1515
Sortino Ratio Rank
MVEA.L Omega Ratio Rank: 1515
Omega Ratio Rank
MVEA.L Calmar Ratio Rank: 1717
Calmar Ratio Rank
MVEA.L Martin Ratio Rank: 1717
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.

XMVU.L vs. MVEA.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI USA Minimum Volatility UCITS ETF 1D (XMVU.L) and iShares Edge MSCI USA Minimum Volatility ESG UCITS ETF (MVEA.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.

XMVU.LMVEA.LDifference
Sharpe ratioReturn per unit of total volatility
0.56
0.32

+0.25

Sortino ratioReturn per unit of downside risk
0.83
0.49

+0.34

Omega ratioGain probability vs. loss probability

1.10

1.06

+0.04

Calmar ratioReturn relative to maximum drawdown

0.80

0.40

+0.40

Martin ratioReturn relative to average drawdown

2.49

1.23

+1.26

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

XMVU.L vs. MVEA.L - Sharpe Ratio Comparison

The current XMVU.L Sharpe Ratio is 0.56, which is higher than the MVEA.L Sharpe Ratio of 0.32. The chart below compares the historical Sharpe Ratios of XMVU.L and MVEA.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.

Loading charts...

Sharpe Ratios by Period

XMVU.LMVEA.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.56

0.32

+0.25

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.63

0.47

+0.15

Sharpe Ratio (All Time)

Calculated using the full available price history

0.75

0.68

+0.07

Drawdowns

XMVU.L vs. MVEA.L - Drawdown Comparison

The maximum XMVU.L drawdown since its inception was -32.98%, which is greater than MVEA.L's maximum drawdown of -20.92%. Use the drawdown chart below to compare losses from any high point for XMVU.L and MVEA.L.

Loading charts...

Drawdown Indicators

XMVU.LMVEA.LDifference

Max Drawdown

Largest peak-to-trough decline

-32.98%

-20.92%

-12.06%

Max Drawdown (1Y)

Largest decline over 1 year

-5.39%

-6.53%

+1.14%

Max Drawdown (3Y)

Largest decline over 3 years

-10.00%

-13.07%

+3.07%

Max Drawdown (5Y)

Largest decline over 5 years

-17.74%

-20.92%

+3.18%

Current Drawdown

Current decline from peak

-0.54%

-1.07%

+0.53%

Average Drawdown

Average peak-to-trough decline

-3.70%

-4.96%

+1.26%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.74%

2.12%

-0.38%

Volatility

XMVU.L vs. MVEA.L - Volatility Comparison

Xtrackers MSCI USA Minimum Volatility UCITS ETF 1D (XMVU.L) has a higher volatility of 2.22% compared to iShares Edge MSCI USA Minimum Volatility ESG UCITS ETF (MVEA.L) at 2.00%. This indicates that XMVU.L's price experiences larger fluctuations and is considered to be riskier than MVEA.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Loading charts...

Volatility by Period

XMVU.LMVEA.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.22%

2.00%

+0.22%

Volatility (6M)

Calculated over the trailing 6-month period

5.35%

5.68%

-0.33%

Volatility (1Y)

Calculated over the trailing 1-year period

7.67%

8.22%

-0.55%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.57%

12.41%

-0.84%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.12%

12.63%

+0.49%

XMVU.L vs. MVEA.L - Expense Ratio Comparison

Both XMVU.L and MVEA.L have an expense ratio of 0.20%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.

Dividends

XMVU.L vs. MVEA.L - Dividend Comparison

XMVU.L's dividend yield for the trailing twelve months is around 1.18%, while MVEA.L has not paid dividends to shareholders.

PositionTTM202520242023202220212020
MVEA.L
iShares Edge MSCI USA Minimum Volatility ESG UCITS ETF		0.00%0.00%0.00%0.00%0.00%0.00%0.00%
XMVU.L
Xtrackers MSCI USA Minimum Volatility UCITS ETF 1D		1.18%1.24%1.31%1.33%1.82%1.27%1.81%

Frequently Asked Questions

XMVU.L and MVEA.L have a correlation of 0.83, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.20% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

XMVU.L and MVEA.L have the same expense ratio: 0.20% per year.

Both ETFs track Russell 1000 TR USD. They also come from different issuers: Xtrackers and iShares.

Portfolio Optimizer

Find the right allocation for XMVU.L and MVEA.L

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer