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CEMT.DE vs. MIVA.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CEMT.DE vs. MIVA.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares Edge MSCI Europe Size Factor UCITS ETF (CEMT.DE) and Amundi MSCI Europe Minimum Volatility Factor UCITS ETF EUR (C) (MIVA.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

Both investments have delivered pretty close results over the past 10 years, with CEMT.DE having a 6.44% annualized return and MIVA.DE not far ahead at 6.51%.


CEMT.DE

1D
0.00%
1M
0.00%
YTD
0.00%
6M
0.00%
1Y
4.36%
3Y*
9.41%
5Y*
4.08%
10Y*
6.44%

MIVA.DE

1D
0.58%
1M
0.53%
YTD
5.31%
6M
6.68%
1Y
5.26%
3Y*
10.24%
5Y*
7.20%
10Y*
6.51%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CEMT.DE vs. MIVA.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CEMT.DE
iShares Edge MSCI Europe Size Factor UCITS ETF
0.00%17.53%5.08%14.19%-18.24%19.63%1.61%28.81%-13.99%13.62%
MIVA.DE
Amundi MSCI Europe Minimum Volatility Factor UCITS ETF EUR (C)
5.31%12.05%11.43%10.68%-13.34%21.25%-4.14%24.17%-4.44%9.03%

Correlation

The correlation between CEMT.DE and MIVA.DE is 0.37, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.37

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

0.65

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

0.75

Correlation (10Y)
Calculated over the trailing 10-year period

0.80

Correlation (All Time)
Calculated using the full available price history since Jan 21, 2015

0.82

Over the past year, the correlation between CEMT.DE and MIVA.DE has dropped to 0.37 - well below their long-term average of 0.82, suggesting their price drivers have been diverging.

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Return for Risk

CEMT.DE vs. MIVA.DE — Risk / Return Rank

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

CEMT.DE
CEMT.DE Risk / Return Rank: 2626
Overall Rank
CEMT.DE Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
CEMT.DE Sortino Ratio Rank: 2121
Sortino Ratio Rank
CEMT.DE Omega Ratio Rank: 3232
Omega Ratio Rank
CEMT.DE Calmar Ratio Rank: 2424
Calmar Ratio Rank
CEMT.DE Martin Ratio Rank: 2929
Martin Ratio Rank

MIVA.DE
MIVA.DE Risk / Return Rank: 1919
Overall Rank
MIVA.DE Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
MIVA.DE Sortino Ratio Rank: 1818
Sortino Ratio Rank
MIVA.DE Omega Ratio Rank: 1919
Omega Ratio Rank
MIVA.DE Calmar Ratio Rank: 1919
Calmar Ratio Rank
MIVA.DE Martin Ratio Rank: 1818
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.

CEMT.DE vs. MIVA.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Edge MSCI Europe Size Factor UCITS ETF (CEMT.DE) and Amundi MSCI Europe Minimum Volatility Factor UCITS ETF EUR (C) (MIVA.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.


CEMT.DEMIVA.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.17

Sortino ratioReturn per unit of downside risk

+0.19

Omega ratioGain probability vs. loss probability

1.21

1.11

+0.10

Calmar ratioReturn relative to maximum drawdown

1.10

0.75

+0.34

Martin ratioReturn relative to average drawdown

4.03

1.96

+2.07

CEMT.DE vs. MIVA.DE - Sharpe Ratio Comparison

The current CEMT.DE Sharpe Ratio is 0.77, which is comparable to the MIVA.DE Sharpe Ratio of 0.60. The chart below compares the historical Sharpe Ratios of CEMT.DE and MIVA.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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Sharpe Ratios by Period


CEMT.DEMIVA.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.77

0.60

+0.17

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.28

0.65

-0.37

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.40

0.52

-0.13

Sharpe Ratio (All Time)

Calculated using the full available price history

0.37

0.53

-0.15

Drawdowns

CEMT.DE vs. MIVA.DE - Drawdown Comparison

The maximum CEMT.DE drawdown since its inception was -37.66%, which is greater than MIVA.DE's maximum drawdown of -30.57%. Use the drawdown chart below to compare losses from any high point for CEMT.DE and MIVA.DE.


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Drawdown Indicators


CEMT.DEMIVA.DEDifference

Max Drawdown

Largest peak-to-trough decline

-37.66%

-30.57%

-7.09%

Max Drawdown (1Y)

Largest decline over 1 year

-4.26%

-6.94%

+2.68%

Max Drawdown (3Y)

Largest decline over 3 years

-14.36%

-11.02%

-3.34%

Max Drawdown (5Y)

Largest decline over 5 years

-29.23%

-19.69%

-9.54%

Max Drawdown (10Y)

Largest decline over 10 years

-37.66%

-30.57%

-7.09%

Current Drawdown

Current decline from peak

-0.39%

-3.21%

+2.82%

Average Drawdown

Average peak-to-trough decline

-7.08%

-5.64%

-1.44%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.16%

2.67%

-1.51%

Volatility

CEMT.DE vs. MIVA.DE - Volatility Comparison

The current volatility for iShares Edge MSCI Europe Size Factor UCITS ETF (CEMT.DE) is 0.00%, while Amundi MSCI Europe Minimum Volatility Factor UCITS ETF EUR (C) (MIVA.DE) has a volatility of 3.14%. This indicates that CEMT.DE experiences smaller price fluctuations and is considered to be less risky than MIVA.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CEMT.DEMIVA.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.00%

3.14%

-3.14%

Volatility (6M)

Calculated over the trailing 6-month period

0.00%

7.19%

-7.19%

Volatility (1Y)

Calculated over the trailing 1-year period

6.11%

8.76%

-2.65%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.61%

10.96%

+3.65%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.11%

12.34%

+3.77%

CEMT.DE vs. MIVA.DE - Expense Ratio Comparison

CEMT.DE has a 0.25% expense ratio, which is higher than MIVA.DE's 0.23% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

CEMT.DE vs. MIVA.DE - Dividend Comparison

Neither CEMT.DE nor MIVA.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


CEMT.DE and MIVA.DE have a correlation of 0.37, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, MIVA.DE is cheaper at 0.23% per year. The better choice depends on whether you care most about return, fees, risk, or income.

MIVA.DE is cheaper with a 0.23% expense ratio, compared with 0.25% for CEMT.DE.

CEMT.DE tracks MSCI Europe Mid Cap Equal Weighted, while MIVA.DE tracks MSCI Europe Minimum Volatility. They also come from different issuers: iShares and Amundi. Their fees differ too: 0.25% for CEMT.DE and 0.23% for MIVA.DE.

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