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EUN0.DE vs. MIVA.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EUN0.DE vs. MIVA.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares Edge MSCI Europe Minimum Volatility UCITS ETF (EUN0.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

In the year-to-date period, EUN0.DE achieves a 5.60% return, which is significantly higher than MIVA.DE's 5.31% return. Both investments have delivered pretty close results over the past 10 years, with EUN0.DE having a 6.66% annualized return and MIVA.DE not far behind at 6.51%.


EUN0.DE

1D
0.54%
1M
-0.19%
YTD
5.60%
6M
7.10%
1Y
5.26%
3Y*
10.39%
5Y*
7.36%
10Y*
6.66%

MIVA.DE

1D
0.58%
1M
-0.46%
YTD
5.31%
6M
6.85%
1Y
5.14%
3Y*
10.24%
5Y*
7.20%
10Y*
6.51%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EUN0.DE vs. MIVA.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EUN0.DE
iShares Edge MSCI Europe Minimum Volatility UCITS ETF
5.60%12.27%11.42%10.79%-13.21%21.54%-4.02%24.17%-4.36%9.14%
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 EUN0.DE and MIVA.DE is 0.99 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


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

0.99

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

0.99

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

0.99

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

0.99

Correlation (All Time)
Calculated using the full available price history since Feb 12, 2013

0.96

The correlation between EUN0.DE and MIVA.DE has been stable across timeframes, ranging from 0.96 to 0.99 - a consistent structural relationship.

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Return for Risk

EUN0.DE vs. MIVA.DE — Risk / Return Rank

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

EUN0.DE
EUN0.DE Risk / Return Rank: 1919
Overall Rank
EUN0.DE Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
EUN0.DE Sortino Ratio Rank: 1818
Sortino Ratio Rank
EUN0.DE Omega Ratio Rank: 1919
Omega Ratio Rank
EUN0.DE Calmar Ratio Rank: 1919
Calmar Ratio Rank
EUN0.DE Martin Ratio Rank: 1919
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.

EUN0.DE vs. MIVA.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Edge MSCI Europe Minimum Volatility UCITS ETF (EUN0.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.


EUN0.DEMIVA.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.02

Sortino ratioReturn per unit of downside risk

+0.03

Omega ratioGain probability vs. loss probability

1.11

1.11

0.00

Calmar ratioReturn relative to maximum drawdown

0.76

0.75

0.00

Martin ratioReturn relative to average drawdown

1.97

1.96

+0.01

EUN0.DE vs. MIVA.DE - Sharpe Ratio Comparison

The current EUN0.DE Sharpe Ratio is 0.62, which is comparable to the MIVA.DE Sharpe Ratio of 0.60. The chart below compares the historical Sharpe Ratios of EUN0.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


EUN0.DEMIVA.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.62

0.60

+0.02

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.66

0.65

+0.01

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.53

0.52

0.00

Sharpe Ratio (All Time)

Calculated using the full available price history

0.63

0.53

+0.11

Drawdowns

EUN0.DE vs. MIVA.DE - Drawdown Comparison

The maximum EUN0.DE drawdown since its inception was -30.68%, roughly equal to the maximum MIVA.DE drawdown of -30.57%. Use the drawdown chart below to compare losses from any high point for EUN0.DE and MIVA.DE.


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Drawdown Indicators


EUN0.DEMIVA.DEDifference

Max Drawdown

Largest peak-to-trough decline

-30.68%

-30.57%

-0.11%

Max Drawdown (1Y)

Largest decline over 1 year

-7.16%

-6.94%

-0.22%

Max Drawdown (3Y)

Largest decline over 3 years

-10.73%

-11.02%

+0.29%

Max Drawdown (5Y)

Largest decline over 5 years

-19.64%

-19.69%

+0.05%

Max Drawdown (10Y)

Largest decline over 10 years

-30.68%

-30.57%

-0.11%

Current Drawdown

Current decline from peak

-3.12%

-3.21%

+0.09%

Average Drawdown

Average peak-to-trough decline

-4.69%

-5.64%

+0.95%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.76%

2.67%

+0.09%

Volatility

EUN0.DE vs. MIVA.DE - Volatility Comparison

iShares Edge MSCI Europe Minimum Volatility UCITS ETF (EUN0.DE) and Amundi MSCI Europe Minimum Volatility Factor UCITS ETF EUR (C) (MIVA.DE) have volatilities of 3.03% and 3.14%, 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


EUN0.DEMIVA.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.03%

3.14%

-0.11%

Volatility (6M)

Calculated over the trailing 6-month period

7.20%

7.19%

+0.01%

Volatility (1Y)

Calculated over the trailing 1-year period

8.77%

8.76%

+0.01%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.02%

10.96%

+0.06%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.51%

12.34%

+0.17%

EUN0.DE vs. MIVA.DE - Expense Ratio Comparison

EUN0.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

EUN0.DE vs. MIVA.DE - Dividend Comparison

Neither EUN0.DE nor MIVA.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 0.99, EUN0.DE and MIVA.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

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 EUN0.DE.

Both ETFs track MSCI Europe Minimum Volatility. They also come from different issuers: iShares and Amundi. Their fees differ too: 0.25% for EUN0.DE and 0.23% for MIVA.DE.

Portfolio Optimizer

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