EXSA.DE vs. MIVA.DE
EXSA.DE (iShares STOXX Europe 600 UCITS ETF (DE)) and MIVA.DE (Amundi MSCI Europe Minimum Volatility Factor UCITS ETF EUR (C)) are both Europe Equities funds - EXSA.DE tracks the STOXX® Europe 600 while MIVA.DE tracks the MSCI Europe Minimum Volatility. Both are passively managed. Over the past 10 years, EXSA.DE returned 9.18%/yr vs 6.51%/yr for MIVA.DE. Their correlation of 0.81 suggests significant overlap in exposure. EXSA.DE charges 0.20%/yr vs 0.23%/yr for MIVA.DE.
Performance
EXSA.DE vs. MIVA.DE - Performance Comparison
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Returns By Period
In the year-to-date period, EXSA.DE achieves a 7.58% return, which is significantly higher than MIVA.DE's 5.31% return. Over the past 10 years, EXSA.DE has outperformed MIVA.DE with an annualized return of 9.18%, while MIVA.DE has yielded a comparatively lower 6.51% annualized return.
EXSA.DE
- 1D
- 0.61%
- 1M
- 0.91%
- YTD
- 7.58%
- 6M
- 10.05%
- 1Y
- 16.11%
- 3Y*
- 13.94%
- 5Y*
- 9.65%
- 10Y*
- 9.18%
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%
EXSA.DE vs. MIVA.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EXSA.DE iShares STOXX Europe 600 UCITS ETF (DE) | 7.58% | 20.49% | 8.50% | 15.46% | -10.09% | 24.22% | -1.80% | 28.41% | -10.99% | 10.67% |
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 EXSA.DE and MIVA.DE is 0.77, 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 | 0.77 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.80 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.85 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.87 |
Correlation (All Time) Calculated using the full available price history since Mar 18, 2010 | 0.81 |
The correlation between EXSA.DE and MIVA.DE has been stable across timeframes, ranging from 0.77 to 0.87 - a consistent structural relationship.
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Return for Risk
EXSA.DE vs. MIVA.DE — Risk / Return Rank
EXSA.DE
MIVA.DE
EXSA.DE vs. MIVA.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares STOXX Europe 600 UCITS ETF (DE) (EXSA.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.
| EXSA.DE | MIVA.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.65 | ||
| Sortino ratioReturn per unit of downside risk | +0.97 | ||
| Omega ratioGain probability vs. loss probability | 1.24 | 1.11 | +0.13 |
| Calmar ratioReturn relative to maximum drawdown | 1.68 | 0.75 | +0.93 |
| Martin ratioReturn relative to average drawdown | 6.32 | 1.96 | +4.36 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| EXSA.DE | MIVA.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.25 | 0.60 | +0.65 |
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 | 0.58 | 0.52 | +0.05 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.39 | 0.53 | -0.14 |
Drawdowns
EXSA.DE vs. MIVA.DE - Drawdown Comparison
The maximum EXSA.DE drawdown since its inception was -58.34%, 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 EXSA.DE and MIVA.DE.
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Drawdown Indicators
| EXSA.DE | MIVA.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -58.34% | -30.57% | -27.77% |
Max Drawdown (1Y)Largest decline over 1 year | -9.64% | -6.94% | -2.70% |
Max Drawdown (3Y)Largest decline over 3 years | -16.33% | -11.02% | -5.31% |
Max Drawdown (5Y)Largest decline over 5 years | -20.68% | -19.69% | -0.99% |
Max Drawdown (10Y)Largest decline over 10 years | -35.69% | -30.57% | -5.12% |
Current DrawdownCurrent decline from peak | -1.64% | -3.21% | +1.57% |
Average DrawdownAverage peak-to-trough decline | -11.13% | -5.64% | -5.49% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.57% | 2.67% | -0.10% |
Volatility
EXSA.DE vs. MIVA.DE - Volatility Comparison
iShares STOXX Europe 600 UCITS ETF (DE) (EXSA.DE) has a higher volatility of 4.33% compared to Amundi MSCI Europe Minimum Volatility Factor UCITS ETF EUR (C) (MIVA.DE) at 3.14%. This indicates that EXSA.DE's price experiences larger fluctuations and is considered to be riskier 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
| EXSA.DE | MIVA.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.33% | 3.14% | +1.19% |
Volatility (6M)Calculated over the trailing 6-month period | 10.68% | 7.19% | +3.49% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.96% | 8.76% | +4.20% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.44% | 10.96% | +3.48% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.78% | 12.34% | +3.44% |
EXSA.DE vs. MIVA.DE - Expense Ratio Comparison
EXSA.DE has a 0.20% expense ratio, which is lower than MIVA.DE's 0.23% 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
EXSA.DE vs. MIVA.DE - Dividend Comparison
EXSA.DE's dividend yield for the trailing twelve months is around 2.36%, while MIVA.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EXSA.DE iShares STOXX Europe 600 UCITS ETF (DE) | 2.36% | 2.54% | 2.79% | 2.68% | 2.76% | 2.23% | 1.85% | 2.87% | 3.03% | 4.42% | 3.42% | 2.97% |
MIVA.DE Amundi MSCI Europe Minimum Volatility Factor UCITS ETF EUR (C) | 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
EXSA.DE and MIVA.DE have a correlation of 0.77, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, EXSA.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.
EXSA.DE is cheaper with a 0.20% expense ratio, compared with 0.23% for MIVA.DE.
EXSA.DE tracks STOXX® Europe 600, while MIVA.DE tracks MSCI Europe Minimum Volatility. They also come from different issuers: iShares and Amundi. Their fees differ too: 0.20% for EXSA.DE and 0.23% for MIVA.DE.
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