XWEB.DE vs. MVEW.DE
XWEB.DE (Xtrackers MSCI World Minimum Volatility ESG UCITS ETF 1C) and MVEW.DE (iShares Edge MSCI World Minimum Volatility ESG UCITS ETF (Acc)) are both Global Equities funds - XWEB.DE tracks the MSCI World Minimum Volatility Low Carbon SRI Screened Select while MVEW.DE tracks the MSCI ACWI NR USD. Both are passively managed. Over the past year, XWEB.DE returned 3.21% vs 0.46% for MVEW.DE. Their correlation of 0.93 suggests significant overlap in exposure. XWEB.DE charges 0.25%/yr vs 0.30%/yr for MVEW.DE.
Performance
XWEB.DE vs. MVEW.DE - Performance Comparison
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Returns By Period
In the year-to-date period, XWEB.DE achieves a 1.64% return, which is significantly higher than MVEW.DE's 1.17% return.
XWEB.DE
- 1D
- 0.38%
- 1M
- 1.45%
- YTD
- 1.64%
- 6M
- 1.85%
- 1Y
- 3.21%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
MVEW.DE
- 1D
- 0.07%
- 1M
- 1.79%
- YTD
- 1.17%
- 6M
- 1.16%
- 1Y
- 0.46%
- 3Y*
- 6.53%
- 5Y*
- 6.47%
- 10Y*
- —
XWEB.DE vs. MVEW.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
XWEB.DE Xtrackers MSCI World Minimum Volatility ESG UCITS ETF 1C | 1.64% | 1.61% | 16.94% | 4.70% |
MVEW.DE iShares Edge MSCI World Minimum Volatility ESG UCITS ETF (Acc) | 1.17% | -0.99% | 17.25% | 5.40% |
Correlation
The correlation between XWEB.DE and MVEW.DE is 0.89, 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 | 0.89 |
Correlation (All Time) Calculated using the full available price history since Jul 18, 2023 | 0.93 |
The correlation between XWEB.DE and MVEW.DE has been stable across timeframes, ranging from 0.89 to 0.93 - a consistent structural relationship.
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Return for Risk
XWEB.DE vs. MVEW.DE — Risk / Return Rank
XWEB.DE
MVEW.DE
XWEB.DE vs. MVEW.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI World Minimum Volatility ESG UCITS ETF 1C (XWEB.DE) and iShares Edge MSCI World Minimum Volatility ESG UCITS ETF (Acc) (MVEW.DE). 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.
| XWEB.DE | MVEW.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.35 | ||
| Sortino ratioReturn per unit of downside risk | +0.48 | ||
| Omega ratioGain probability vs. loss probability | 1.07 | 1.02 | +0.06 |
| Calmar ratioReturn relative to maximum drawdown | 0.63 | 0.10 | +0.54 |
| Martin ratioReturn relative to average drawdown | 1.53 | 0.20 | +1.32 |
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
| XWEB.DE | MVEW.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.41 | 0.06 | +0.35 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.62 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.89 | 0.63 | +0.26 |
Drawdowns
XWEB.DE vs. MVEW.DE - Drawdown Comparison
The maximum XWEB.DE drawdown since its inception was -14.46%, which is greater than MVEW.DE's maximum drawdown of -13.19%. Use the drawdown chart below to compare losses from any high point for XWEB.DE and MVEW.DE.
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Drawdown Indicators
| XWEB.DE | MVEW.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -14.46% | -13.19% | -1.27% |
Max Drawdown (1Y)Largest decline over 1 year | -5.03% | -4.68% | -0.35% |
Max Drawdown (3Y)Largest decline over 3 years | — | -13.19% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -13.19% | — |
Current DrawdownCurrent decline from peak | -3.10% | -5.75% | +2.65% |
Average DrawdownAverage peak-to-trough decline | -3.02% | -3.83% | +0.81% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.10% | 2.27% | -0.17% |
Volatility
XWEB.DE vs. MVEW.DE - Volatility Comparison
The current volatility for Xtrackers MSCI World Minimum Volatility ESG UCITS ETF 1C (XWEB.DE) is 2.21%, while iShares Edge MSCI World Minimum Volatility ESG UCITS ETF (Acc) (MVEW.DE) has a volatility of 2.58%. This indicates that XWEB.DE experiences smaller price fluctuations and is considered to be less risky than MVEW.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| XWEB.DE | MVEW.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.21% | 2.58% | -0.37% |
Volatility (6M)Calculated over the trailing 6-month period | 5.37% | 5.42% | -0.05% |
Volatility (1Y)Calculated over the trailing 1-year period | 7.78% | 7.97% | -0.19% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 9.49% | 10.25% | -0.76% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 9.49% | 10.82% | -1.33% |
XWEB.DE vs. MVEW.DE - Expense Ratio Comparison
XWEB.DE has a 0.25% expense ratio, which is lower than MVEW.DE's 0.30% expense ratio.
Dividends
XWEB.DE vs. MVEW.DE - Dividend Comparison
Neither XWEB.DE nor MVEW.DE has paid dividends to shareholders.
Frequently Asked Questions
XWEB.DE and MVEW.DE have a correlation of 0.89, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XWEB.DE is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XWEB.DE is cheaper with a 0.25% expense ratio, compared with 0.30% for MVEW.DE.
XWEB.DE tracks MSCI World Minimum Volatility Low Carbon SRI Screened Select, while MVEW.DE tracks MSCI ACWI NR USD. They also come from different issuers: Xtrackers and iShares. Their fees differ too: 0.25% for XWEB.DE and 0.30% for MVEW.DE.
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