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18M2.DE vs. MVEE.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

18M2.DE vs. MVEE.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Amundi ETF MSCI EMU High Dividend UCITS ETF EUR (18M2.DE) and iShares Edge MSCI Europe Minimum Volatility ESG UCITS ETF (Acc) (MVEE.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, 18M2.DE achieves a 9.78% return, which is significantly higher than MVEE.DE's 8.14% return.


18M2.DE

1D
0.58%
1M
1.74%
YTD
9.78%
6M
10.49%
1Y
22.11%
3Y*
13.49%
5Y*
9.48%
10Y*
9.74%

MVEE.DE

1D
0.92%
1M
1.27%
YTD
8.14%
6M
8.67%
1Y
11.72%
3Y*
10.33%
5Y*
6.17%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

18M2.DE vs. MVEE.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
18M2.DE
Amundi ETF MSCI EMU High Dividend UCITS ETF EUR
9.78%21.49%3.36%16.14%-6.47%16.02%27.00%
MVEE.DE
iShares Edge MSCI Europe Minimum Volatility ESG UCITS ETF (Acc)
8.14%8.71%8.75%12.46%-15.04%23.79%13.95%

Correlation

The correlation between 18M2.DE and MVEE.DE is 0.62, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.62

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

0.72

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

0.77

Correlation (All Time)
Calculated using the full available price history since Apr 17, 2020

0.80

The correlation between 18M2.DE and MVEE.DE shifts across timeframes, from 0.62 (1 year) to 0.80 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

18M2.DE vs. MVEE.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

18M2.DE
18M2.DE Risk / Return Rank: 7171
Overall Rank
18M2.DE Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
18M2.DE Sortino Ratio Rank: 7070
Sortino Ratio Rank
18M2.DE Omega Ratio Rank: 7474
Omega Ratio Rank
18M2.DE Calmar Ratio Rank: 7878
Calmar Ratio Rank
18M2.DE Martin Ratio Rank: 6161
Martin Ratio Rank

MVEE.DE
MVEE.DE Risk / Return Rank: 3535
Overall Rank
MVEE.DE Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
MVEE.DE Sortino Ratio Rank: 3535
Sortino Ratio Rank
MVEE.DE Omega Ratio Rank: 3434
Omega Ratio Rank
MVEE.DE Calmar Ratio Rank: 3434
Calmar Ratio Rank
MVEE.DE Martin Ratio Rank: 3838
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.

18M2.DE vs. MVEE.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi ETF MSCI EMU High Dividend UCITS ETF EUR (18M2.DE) and iShares Edge MSCI Europe Minimum Volatility ESG UCITS ETF (Acc) (MVEE.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.

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.


18M2.DEMVEE.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.87

Sortino ratioReturn per unit of downside risk

+1.04

Omega ratioGain probability vs. loss probability

1.38

1.22

+0.17

Calmar ratioReturn relative to maximum drawdown

3.55

1.58

+1.98

Martin ratioReturn relative to average drawdown

9.52

5.45

+4.07

18M2.DE vs. MVEE.DE - Sharpe Ratio Comparison

The current 18M2.DE Sharpe Ratio is 2.05, which is higher than the MVEE.DE Sharpe Ratio of 1.18. The chart below compares the historical Sharpe Ratios of 18M2.DE and MVEE.DE, 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

18M2.DE vs. MVEE.DE - Drawdown Comparison

The maximum 18M2.DE drawdown since its inception was -37.06%, which is greater than MVEE.DE's maximum drawdown of -20.19%. Use the drawdown chart below to compare losses from any high point for 18M2.DE and MVEE.DE.


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Drawdown Indicators


18M2.DEMVEE.DEDifference

Max Drawdown

Largest peak-to-trough decline

-37.06%

-20.19%

-16.87%

Max Drawdown (1Y)

Largest decline over 1 year

-6.19%

-7.40%

+1.21%

Max Drawdown (3Y)

Largest decline over 3 years

-14.68%

-12.19%

-2.49%

Max Drawdown (5Y)

Largest decline over 5 years

-20.81%

-20.19%

-0.62%

Max Drawdown (10Y)

Largest decline over 10 years

-37.06%

Current Drawdown

Current decline from peak

-0.14%

0.00%

-0.14%

Average Drawdown

Average peak-to-trough decline

-6.41%

-4.50%

-1.91%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.32%

2.15%

+0.17%

Volatility

18M2.DE vs. MVEE.DE - Volatility Comparison

Amundi ETF MSCI EMU High Dividend UCITS ETF EUR (18M2.DE) and iShares Edge MSCI Europe Minimum Volatility ESG UCITS ETF (Acc) (MVEE.DE) have volatilities of 2.15% and 2.19%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


18M2.DEMVEE.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.15%

2.19%

-0.04%

Volatility (6M)

Calculated over the trailing 6-month period

8.46%

8.16%

+0.30%

Volatility (1Y)

Calculated over the trailing 1-year period

10.77%

9.93%

+0.84%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.42%

12.08%

+1.34%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.17%

12.47%

+2.70%

18M2.DE vs. MVEE.DE - Expense Ratio Comparison

18M2.DE has a 0.30% expense ratio, which is higher than MVEE.DE's 0.25% expense ratio.


Dividends

18M2.DE vs. MVEE.DE - Dividend Comparison

Neither 18M2.DE nor MVEE.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


18M2.DE and MVEE.DE have a correlation of 0.62, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, MVEE.DE is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.

MVEE.DE is cheaper with a 0.25% expense ratio, compared with 0.30% for 18M2.DE.

18M2.DE tracks MSCI EMU High Dividend Yield, while MVEE.DE tracks MSCI Europe NR EUR. They also come from different issuers: Amundi and iShares. Their fees differ too: 0.30% for 18M2.DE and 0.25% for MVEE.DE.

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