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EXI3.DE vs. MIVU.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EXI3.DE vs. MIVU.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares Dow Jones Industrial Average UCITS ETF (DE) (EXI3.DE) and Amundi MSCI USA Minimum Volatility Factor UCITS ETF (MIVU.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, EXI3.DE achieves a 7.97% return, which is significantly higher than MIVU.DE's 2.88% return.


EXI3.DE

1D
1.20%
1M
4.70%
YTD
7.97%
6M
8.07%
1Y
20.04%
3Y*
13.03%
5Y*
10.15%
10Y*
11.97%

MIVU.DE

1D
-0.26%
1M
3.60%
YTD
2.88%
6M
2.79%
1Y
3.11%
3Y*
8.40%
5Y*
8.13%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

EXI3.DE vs. MIVU.DE - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
EXI3.DE
iShares Dow Jones Industrial Average UCITS ETF (DE)
7.97%1.60%20.65%11.22%-3.15%31.43%-2.14%27.50%-8.96%
MIVU.DE
Amundi MSCI USA Minimum Volatility Factor UCITS ETF
2.88%-3.87%22.89%5.36%-4.28%31.88%-5.36%30.00%-5.89%

Correlation

The correlation between EXI3.DE and MIVU.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

0.74

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

0.80

Correlation (All Time)
Calculated using the full available price history since Aug 22, 2018

0.80

Over the past year, the correlation between EXI3.DE and MIVU.DE has dropped to 0.56 - well below their long-term average of 0.80, suggesting their price drivers have been diverging.

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Return for Risk

EXI3.DE vs. MIVU.DE — Risk / Return Rank

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

EXI3.DE
EXI3.DE Risk / Return Rank: 5050
Overall Rank
EXI3.DE Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
EXI3.DE Sortino Ratio Rank: 5050
Sortino Ratio Rank
EXI3.DE Omega Ratio Rank: 4747
Omega Ratio Rank
EXI3.DE Calmar Ratio Rank: 5555
Calmar Ratio Rank
EXI3.DE Martin Ratio Rank: 5252
Martin Ratio Rank

MIVU.DE
MIVU.DE Risk / Return Rank: 1414
Overall Rank
MIVU.DE Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
MIVU.DE Sortino Ratio Rank: 1212
Sortino Ratio Rank
MIVU.DE Omega Ratio Rank: 1212
Omega Ratio Rank
MIVU.DE Calmar Ratio Rank: 1616
Calmar Ratio Rank
MIVU.DE Martin Ratio Rank: 1515
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.

EXI3.DE vs. MIVU.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Dow Jones Industrial Average UCITS ETF (DE) (EXI3.DE) and Amundi MSCI USA Minimum Volatility Factor UCITS ETF (MIVU.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.


EXI3.DEMIVU.DEDifference
Sharpe ratioReturn per unit of total volatility

+1.36

Sortino ratioReturn per unit of downside risk

+1.93

Omega ratioGain probability vs. loss probability

1.30

1.05

+0.24

Calmar ratioReturn relative to maximum drawdown

2.66

0.52

+2.13

Martin ratioReturn relative to average drawdown

8.77

1.15

+7.61

EXI3.DE vs. MIVU.DE - Sharpe Ratio Comparison

The current EXI3.DE Sharpe Ratio is 1.64, which is higher than the MIVU.DE Sharpe Ratio of 0.28. The chart below compares the historical Sharpe Ratios of EXI3.DE and MIVU.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


EXI3.DEMIVU.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.64

0.28

+1.36

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.71

0.68

+0.04

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.74

Sharpe Ratio (All Time)

Calculated using the full available price history

0.40

0.60

-0.20

Drawdowns

EXI3.DE vs. MIVU.DE - Drawdown Comparison

The maximum EXI3.DE drawdown since its inception was -53.00%, which is greater than MIVU.DE's maximum drawdown of -32.69%. Use the drawdown chart below to compare losses from any high point for EXI3.DE and MIVU.DE.


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Drawdown Indicators


EXI3.DEMIVU.DEDifference

Max Drawdown

Largest peak-to-trough decline

-53.00%

-32.69%

-20.31%

Max Drawdown (1Y)

Largest decline over 1 year

-7.45%

-4.83%

-2.62%

Max Drawdown (3Y)

Largest decline over 3 years

-21.22%

-14.89%

-6.33%

Max Drawdown (5Y)

Largest decline over 5 years

-21.22%

-14.89%

-6.33%

Max Drawdown (10Y)

Largest decline over 10 years

-36.35%

Current Drawdown

Current decline from peak

0.00%

-6.68%

+6.68%

Average Drawdown

Average peak-to-trough decline

-13.52%

-6.16%

-7.36%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.26%

2.20%

+0.06%

Volatility

EXI3.DE vs. MIVU.DE - Volatility Comparison

iShares Dow Jones Industrial Average UCITS ETF (DE) (EXI3.DE) and Amundi MSCI USA Minimum Volatility Factor UCITS ETF (MIVU.DE) have volatilities of 2.86% and 2.83%, 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


EXI3.DEMIVU.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.86%

2.83%

+0.03%

Volatility (6M)

Calculated over the trailing 6-month period

8.40%

6.02%

+2.38%

Volatility (1Y)

Calculated over the trailing 1-year period

12.05%

8.94%

+3.11%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.08%

11.89%

+2.19%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.06%

13.97%

+2.09%

EXI3.DE vs. MIVU.DE - Expense Ratio Comparison

EXI3.DE has a 0.51% expense ratio, which is higher than MIVU.DE's 0.18% expense ratio.


Dividends

EXI3.DE vs. MIVU.DE - Dividend Comparison

EXI3.DE's dividend yield for the trailing twelve months is around 0.59%, while MIVU.DE has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
EXI3.DE
iShares Dow Jones Industrial Average UCITS ETF (DE)
0.59%0.63%0.75%0.91%0.93%0.67%1.08%1.06%0.73%1.23%1.43%1.95%
MIVU.DE
Amundi MSCI USA Minimum Volatility Factor UCITS ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


EXI3.DE and MIVU.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, MIVU.DE is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.

MIVU.DE is cheaper with a 0.18% expense ratio, compared with 0.51% for EXI3.DE.

EXI3.DE tracks Dow Jones Industrial Average, while MIVU.DE tracks MSCI USA Minimum Volatility. They also come from different issuers: iShares and Amundi. Their fees differ too: 0.51% for EXI3.DE and 0.18% for MIVU.DE.

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