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

Performance

EXSH.DE vs. MIVA.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares STOXX Europe Select Dividend 30 UCITS ETF (DE) (EXSH.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, EXSH.DE achieves a 13.96% return, which is significantly higher than MIVA.DE's 5.31% return. Over the past 10 years, EXSH.DE has outperformed MIVA.DE with an annualized return of 10.31%, while MIVA.DE has yielded a comparatively lower 6.51% annualized return.


EXSH.DE

1D
0.47%
1M
4.04%
YTD
13.96%
6M
19.08%
1Y
32.41%
3Y*
23.40%
5Y*
12.78%
10Y*
10.31%

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)

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


2026 (YTD)202520242023202220212020201920182017
EXSH.DE
iShares STOXX Europe Select Dividend 30 UCITS ETF (DE)
13.96%44.94%5.72%10.87%-9.92%23.55%-9.64%27.73%-4.87%5.22%
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 EXSH.DE and MIVA.DE is 0.67, 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

0.67

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

0.68

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

0.70

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

0.74

Correlation (All Time)
Calculated using the full available price history since Mar 18, 2010

0.71

The correlation between EXSH.DE and MIVA.DE has been stable across timeframes, ranging from 0.67 to 0.74 - a consistent structural relationship.

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Return for Risk

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

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

EXSH.DE
EXSH.DE Risk / Return Rank: 8383
Overall Rank
EXSH.DE Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
EXSH.DE Sortino Ratio Rank: 8383
Sortino Ratio Rank
EXSH.DE Omega Ratio Rank: 8181
Omega Ratio Rank
EXSH.DE Calmar Ratio Rank: 8787
Calmar Ratio Rank
EXSH.DE Martin Ratio Rank: 8282
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.

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

This table presents a comparison of risk-adjusted performance metrics for iShares STOXX Europe Select Dividend 30 UCITS ETF (DE) (EXSH.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.


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

+2.09

Sortino ratioReturn per unit of downside risk

+2.83

Omega ratioGain probability vs. loss probability

1.48

1.11

+0.37

Calmar ratioReturn relative to maximum drawdown

4.85

0.75

+4.10

Martin ratioReturn relative to average drawdown

16.10

1.96

+14.13

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

The current EXSH.DE Sharpe Ratio is 2.69, which is higher than the MIVA.DE Sharpe Ratio of 0.60. The chart below compares the historical Sharpe Ratios of EXSH.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


EXSH.DEMIVA.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.69

0.60

+2.09

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.86

0.65

+0.21

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.60

0.52

+0.07

Sharpe Ratio (All Time)

Calculated using the full available price history

0.32

0.53

-0.21

Drawdowns

EXSH.DE vs. MIVA.DE - Drawdown Comparison

The maximum EXSH.DE drawdown since its inception was -70.20%, 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 EXSH.DE and MIVA.DE.


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Drawdown Indicators


EXSH.DEMIVA.DEDifference

Max Drawdown

Largest peak-to-trough decline

-70.20%

-30.57%

-39.63%

Max Drawdown (1Y)

Largest decline over 1 year

-6.65%

-6.94%

+0.29%

Max Drawdown (3Y)

Largest decline over 3 years

-14.43%

-11.02%

-3.41%

Max Drawdown (5Y)

Largest decline over 5 years

-22.98%

-19.69%

-3.29%

Max Drawdown (10Y)

Largest decline over 10 years

-40.34%

-30.57%

-9.77%

Current Drawdown

Current decline from peak

-1.87%

-3.21%

+1.34%

Average Drawdown

Average peak-to-trough decline

-22.15%

-5.64%

-16.51%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.01%

2.67%

-0.66%

Volatility

EXSH.DE vs. MIVA.DE - Volatility Comparison

iShares STOXX Europe Select Dividend 30 UCITS ETF (DE) (EXSH.DE) has a higher volatility of 3.90% compared to Amundi MSCI Europe Minimum Volatility Factor UCITS ETF EUR (C) (MIVA.DE) at 3.14%. This indicates that EXSH.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


EXSH.DEMIVA.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.90%

3.14%

+0.76%

Volatility (6M)

Calculated over the trailing 6-month period

9.77%

7.19%

+2.58%

Volatility (1Y)

Calculated over the trailing 1-year period

11.99%

8.76%

+3.23%

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

17.15%

12.34%

+4.81%

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

EXSH.DE has a 0.32% expense ratio, which is higher than MIVA.DE's 0.23% expense ratio.


Dividends

EXSH.DE vs. MIVA.DE - Dividend Comparison

EXSH.DE's dividend yield for the trailing twelve months is around 4.47%, while MIVA.DE has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
EXSH.DE
iShares STOXX Europe Select Dividend 30 UCITS ETF (DE)
4.47%5.15%5.86%6.39%6.06%3.77%3.58%4.50%4.42%5.03%4.99%3.96%
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


EXSH.DE and MIVA.DE have a correlation of 0.67, 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 0.32% for EXSH.DE.

EXSH.DE tracks STOXX® Europe Select Dividend 30, while MIVA.DE tracks MSCI Europe Minimum Volatility. They also come from different issuers: iShares and Amundi. Their fees differ too: 0.32% for EXSH.DE and 0.23% for MIVA.DE.

Portfolio Optimizer

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