IUSK.DE vs. MIVA.DE
IUSK.DE (iShares MSCI Europe SRI UCITS ETF (Acc)) and MIVA.DE (Amundi MSCI Europe Minimum Volatility Factor UCITS ETF EUR (C)) are both Europe Equities funds - IUSK.DE tracks the MSCI Europe SRI Select Reduced Fossil Fuels while MIVA.DE tracks the MSCI Europe Minimum Volatility. Both are passively managed. Over the past 10 years, IUSK.DE returned 7.86%/yr vs 6.51%/yr for MIVA.DE. Their correlation of 0.84 suggests significant overlap in exposure. IUSK.DE charges 0.20%/yr vs 0.23%/yr for MIVA.DE.
Performance
IUSK.DE vs. MIVA.DE - Performance Comparison
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Returns By Period
In the year-to-date period, IUSK.DE achieves a 6.53% return, which is significantly higher than MIVA.DE's 5.31% return. Over the past 10 years, IUSK.DE has outperformed MIVA.DE with an annualized return of 7.86%, while MIVA.DE has yielded a comparatively lower 6.51% annualized return.
IUSK.DE
- 1D
- 0.74%
- 1M
- 3.57%
- YTD
- 6.53%
- 6M
- 8.39%
- 1Y
- 5.38%
- 3Y*
- 7.02%
- 5Y*
- 5.35%
- 10Y*
- 7.86%
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%
IUSK.DE vs. MIVA.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IUSK.DE iShares MSCI Europe SRI UCITS ETF (Acc) | 6.53% | 3.95% | 5.36% | 16.45% | -15.18% | 26.73% | 4.02% | 30.88% | -7.69% | 11.41% |
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 IUSK.DE and MIVA.DE is 0.76, 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 | 0.76 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.78 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.85 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.88 |
Correlation (All Time) Calculated using the full available price history since Jul 20, 2011 | 0.84 |
The correlation between IUSK.DE and MIVA.DE shifts across timeframes, from 0.76 (1 year) to 0.88 (10 years), reflecting how their relationship changes across market environments.
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Return for Risk
IUSK.DE vs. MIVA.DE — Risk / Return Rank
IUSK.DE
MIVA.DE
IUSK.DE vs. MIVA.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Europe SRI UCITS ETF (Acc) (IUSK.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.
| IUSK.DE | MIVA.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.20 | ||
| Sortino ratioReturn per unit of downside risk | -0.22 | ||
| Omega ratioGain probability vs. loss probability | 1.08 | 1.11 | -0.03 |
| Calmar ratioReturn relative to maximum drawdown | 0.53 | 0.75 | -0.23 |
| Martin ratioReturn relative to average drawdown | 1.40 | 1.96 | -0.56 |
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
| IUSK.DE | MIVA.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.40 | 0.60 | -0.20 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.36 | 0.65 | -0.29 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.50 | 0.52 | -0.02 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.49 | 0.53 | -0.03 |
Drawdowns
IUSK.DE vs. MIVA.DE - Drawdown Comparison
The maximum IUSK.DE drawdown since its inception was -33.56%, 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 IUSK.DE and MIVA.DE.
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Drawdown Indicators
| IUSK.DE | MIVA.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.56% | -30.57% | -2.99% |
Max Drawdown (1Y)Largest decline over 1 year | -10.12% | -6.94% | -3.18% |
Max Drawdown (3Y)Largest decline over 3 years | -15.94% | -11.02% | -4.92% |
Max Drawdown (5Y)Largest decline over 5 years | -23.50% | -19.69% | -3.81% |
Max Drawdown (10Y)Largest decline over 10 years | -33.56% | -30.57% | -2.99% |
Current DrawdownCurrent decline from peak | -0.86% | -3.21% | +2.35% |
Average DrawdownAverage peak-to-trough decline | -5.91% | -5.64% | -0.27% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.83% | 2.67% | +1.16% |
Volatility
IUSK.DE vs. MIVA.DE - Volatility Comparison
iShares MSCI Europe SRI UCITS ETF (Acc) (IUSK.DE) has a higher volatility of 4.24% compared to Amundi MSCI Europe Minimum Volatility Factor UCITS ETF EUR (C) (MIVA.DE) at 3.14%. This indicates that IUSK.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
| IUSK.DE | MIVA.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.24% | 3.14% | +1.10% |
Volatility (6M)Calculated over the trailing 6-month period | 11.01% | 7.19% | +3.82% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.58% | 8.76% | +4.82% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.62% | 10.96% | +3.66% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.50% | 12.34% | +3.16% |
IUSK.DE vs. MIVA.DE - Expense Ratio Comparison
IUSK.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
IUSK.DE vs. MIVA.DE - Dividend Comparison
Neither IUSK.DE nor MIVA.DE has paid dividends to shareholders.
Frequently Asked Questions
IUSK.DE and MIVA.DE have a correlation of 0.76, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, IUSK.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.
IUSK.DE is cheaper with a 0.20% expense ratio, compared with 0.23% for MIVA.DE.
IUSK.DE tracks MSCI Europe SRI Select Reduced Fossil Fuels, while MIVA.DE tracks MSCI Europe Minimum Volatility. They also come from different issuers: iShares and Amundi. Their fees differ too: 0.20% for IUSK.DE and 0.23% for MIVA.DE.
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