From Unofficial Handbook of the Virtue Universe

Anti-villain

Basically the opposite of an anti-hero. While the anti-hero often fights on the protagonist's team, but with selfish motives, the anti-villain plays a villain's game, but for what's at least in his eyes a noble cause. They may be personally more noble or heroic than an anti-hero but the means to achieve their ends are often considered immoral, unjust, even evil. Sometimes they may simply be a villain with gentlemanly qualities or a code of honor or some sense of justice. Often considered "grey" characters due to their moral ambiguity. Examples include Magneto from the X-Men comics.