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CG1G.DE vs. MVEE.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CG1G.DE vs. MVEE.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Amundi ETF DAX UCITS ETF DR (Acc) (CG1G.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, CG1G.DE achieves a 4.76% return, which is significantly lower than MVEE.DE's 9.62% return.


CG1G.DE

1D
0.77%
1M
3.96%
6M
4.67%
YTD
4.76%
1Y
7.31%
3Y*
16.60%
5Y*
9.93%
10Y*
9.92%

MVEE.DE

1D
0.57%
1M
4.22%
6M
9.21%
YTD
9.62%
1Y
12.53%
3Y*
10.05%
5Y*
6.33%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

CG1G.DE vs. MVEE.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
CG1G.DE
Amundi ETF DAX UCITS ETF DR (Acc)
4.76%22.68%18.23%19.47%-12.77%15.19%32.42%
MVEE.DE
iShares Edge MSCI Europe Minimum Volatility ESG UCITS ETF (Acc)
9.62%8.71%8.75%12.46%-15.04%23.79%13.95%

Correlation

The correlation between CG1G.DE and MVEE.DE is 0.56, 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

0.56

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

0.71

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

0.79

Over the past year, the correlation between CG1G.DE and MVEE.DE has dropped to 0.56 - well below their long-term average of 0.79, suggesting their price drivers have been diverging.

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Return for Risk

CG1G.DE vs. MVEE.DE — Risk / Return Rank

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

CG1G.DE
CG1G.DE Risk / Return Rank: 1717
Overall Rank
CG1G.DE Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
CG1G.DE Sortino Ratio Rank: 1616
Sortino Ratio Rank
CG1G.DE Omega Ratio Rank: 1515
Omega Ratio Rank
CG1G.DE Calmar Ratio Rank: 1717
Calmar Ratio Rank
CG1G.DE Martin Ratio Rank: 1919
Martin Ratio Rank

MVEE.DE
MVEE.DE Risk / Return Rank: 4141
Overall Rank
MVEE.DE Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
MVEE.DE Sortino Ratio Rank: 4141
Sortino Ratio Rank
MVEE.DE Omega Ratio Rank: 4040
Omega Ratio Rank
MVEE.DE Calmar Ratio Rank: 3939
Calmar Ratio Rank
MVEE.DE Martin Ratio Rank: 4343
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.

CG1G.DE vs. MVEE.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi ETF DAX UCITS ETF DR (Acc) (CG1G.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.


CG1G.DEMVEE.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.80

Sortino ratioReturn per unit of downside risk

-1.05

Omega ratioGain probability vs. loss probability

1.09

1.23

-0.14

Calmar ratioReturn relative to maximum drawdown

0.59

1.69

-1.10

Martin ratioReturn relative to average drawdown

1.83

5.83

-3.99

CG1G.DE vs. MVEE.DE - Sharpe Ratio Comparison

The current CG1G.DE Sharpe Ratio is 0.45, which is lower than the MVEE.DE Sharpe Ratio of 1.25. The chart below compares the historical Sharpe Ratios of CG1G.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

CG1G.DE vs. MVEE.DE - Drawdown Comparison

The maximum CG1G.DE drawdown since its inception was -38.41%, 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 CG1G.DE and MVEE.DE.


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Drawdown Indicators


CG1G.DEMVEE.DEDifference

Max Drawdown

Largest peak-to-trough decline

-38.41%

-20.19%

-18.22%

Max Drawdown (1Y)

Largest decline over 1 year

-12.34%

-7.40%

-4.94%

Max Drawdown (3Y)

Largest decline over 3 years

-15.88%

-12.19%

-3.69%

Max Drawdown (5Y)

Largest decline over 5 years

-26.68%

-20.19%

-6.49%

Max Drawdown (10Y)

Largest decline over 10 years

-38.41%

Current Drawdown

Current decline from peak

0.00%

0.00%

0.00%

Average Drawdown

Average peak-to-trough decline

-7.19%

-4.48%

-2.71%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.98%

2.15%

+1.83%

Volatility

CG1G.DE vs. MVEE.DE - Volatility Comparison

Amundi ETF DAX UCITS ETF DR (Acc) (CG1G.DE) has a higher volatility of 4.39% compared to iShares Edge MSCI Europe Minimum Volatility ESG UCITS ETF (Acc) (MVEE.DE) at 2.62%. This indicates that CG1G.DE's price experiences larger fluctuations and is considered to be riskier than MVEE.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CG1G.DEMVEE.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.39%

2.62%

+1.77%

Volatility (6M)

Calculated over the trailing 6-month period

13.40%

8.34%

+5.06%

Volatility (1Y)

Calculated over the trailing 1-year period

16.30%

10.00%

+6.30%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.24%

12.10%

+5.14%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.04%

12.47%

+5.57%

CG1G.DE vs. MVEE.DE - Expense Ratio Comparison

CG1G.DE has a 0.10% expense ratio, which is lower than MVEE.DE's 0.25% 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%.


Dividends

CG1G.DE vs. MVEE.DE - Dividend Comparison

Neither CG1G.DE nor MVEE.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


CG1G.DE and MVEE.DE have a correlation of 0.56, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, CG1G.DE is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.

CG1G.DE is cheaper with a 0.10% expense ratio, compared with 0.25% for MVEE.DE.

CG1G.DE tracks DAX Index, while MVEE.DE tracks MSCI Europe NR EUR. They also come from different issuers: Amundi and iShares. Their fees differ too: 0.10% for CG1G.DE and 0.25% for MVEE.DE.

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