XRSS.L vs. MVEA.L
Compare and contrast key facts about Xtrackers MSCI USA ESG Screened UCITS ETF 1C (XRSS.L) and iShares Edge MSCI USA Minimum Volatility ESG UCITS ETF (MVEA.L).
XRSS.L and MVEA.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. XRSS.L is a passively managed fund by Xtrackers that tracks the performance of the Russell 1000 TR USD. It was launched on Mar 6, 2015. MVEA.L is a passively managed fund by iShares that tracks the performance of the Russell 1000 TR USD. It was launched on Apr 20, 2020. Both XRSS.L and MVEA.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
XRSS.L vs. MVEA.L - Performance Comparison
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XRSS.L vs. MVEA.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
XRSS.L Xtrackers MSCI USA ESG Screened UCITS ETF 1C | -4.48% | 9.60% | 28.26% | 22.69% | -11.96% | 29.11% | 13.40% |
MVEA.L iShares Edge MSCI USA Minimum Volatility ESG UCITS ETF | -1.73% | -2.72% | 14.94% | 6.35% | -1.55% | 26.04% | 0.75% |
Different Trading Currencies
XRSS.L is traded in GBp, while MVEA.L is traded in GBP. To make them comparable, the MVEA.L values have been converted to GBp using the latest available exchange rates.
Returns By Period
In the year-to-date period, XRSS.L achieves a -4.48% return, which is significantly lower than MVEA.L's -1.73% return.
XRSS.L
- 1D
- 1.88%
- 1M
- -3.22%
- YTD
- -4.48%
- 6M
- -1.08%
- 1Y
- 15.09%
- 3Y*
- 16.11%
- 5Y*
- 11.71%
- 10Y*
- 13.19%
MVEA.L
- 1D
- 0.23%
- 1M
- -4.39%
- YTD
- -1.73%
- 6M
- -1.38%
- 1Y
- -4.20%
- 3Y*
- 5.61%
- 5Y*
- 6.85%
- 10Y*
- —
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XRSS.L vs. MVEA.L - Expense Ratio Comparison
XRSS.L has a 0.07% expense ratio, which is lower than MVEA.L's 0.20% 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%.
Return for Risk
XRSS.L vs. MVEA.L — Risk / Return Rank
XRSS.L
MVEA.L
XRSS.L vs. MVEA.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI USA ESG Screened UCITS ETF 1C (XRSS.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.
| XRSS.L | MVEA.L | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.90 | -0.36 | +1.26 |
Sortino ratioReturn per unit of downside risk | 1.34 | -0.41 | +1.75 |
Omega ratioGain probability vs. loss probability | 1.19 | 0.95 | +0.25 |
Calmar ratioReturn relative to maximum drawdown | 1.66 | -0.63 | +2.29 |
Martin ratioReturn relative to average drawdown | 5.68 | -1.80 | +7.47 |
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
| XRSS.L | MVEA.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.90 | -0.36 | +1.26 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.76 | 0.59 | +0.17 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.79 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.70 | 0.58 | +0.12 |
Correlation
The correlation between XRSS.L and MVEA.L is 0.73, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
XRSS.L vs. MVEA.L - Dividend Comparison
Neither XRSS.L nor MVEA.L has paid dividends to shareholders.
Drawdowns
XRSS.L vs. MVEA.L - Drawdown Comparison
The maximum XRSS.L drawdown since its inception was -33.00%, which is greater than MVEA.L's maximum drawdown of -14.36%. Use the drawdown chart below to compare losses from any high point for XRSS.L and MVEA.L.
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Drawdown Indicators
| XRSS.L | MVEA.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.00% | -14.36% | -18.64% |
Max Drawdown (1Y)Largest decline over 1 year | -10.81% | -8.57% | -2.24% |
Max Drawdown (5Y)Largest decline over 5 years | -22.42% | -14.36% | -8.06% |
Max Drawdown (10Y)Largest decline over 10 years | -33.00% | — | — |
Current DrawdownCurrent decline from peak | -6.39% | -10.12% | +3.73% |
Average DrawdownAverage peak-to-trough decline | -4.70% | -4.30% | -0.40% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.63% | 2.25% | +0.38% |
Volatility
XRSS.L vs. MVEA.L - Volatility Comparison
Xtrackers MSCI USA ESG Screened UCITS ETF 1C (XRSS.L) has a higher volatility of 4.12% compared to iShares Edge MSCI USA Minimum Volatility ESG UCITS ETF (MVEA.L) at 2.77%. This indicates that XRSS.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.
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Volatility by Period
| XRSS.L | MVEA.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.12% | 2.77% | +1.35% |
Volatility (6M)Calculated over the trailing 6-month period | 8.99% | 6.11% | +2.88% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.77% | 11.65% | +5.12% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.40% | 11.66% | +3.74% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.78% | 12.02% | +4.76% |