LYSX.DE vs. MIVA.DE
LYSX.DE (Amundi EURO STOXX 50 II UCITS ETF Acc) and MIVA.DE (Amundi MSCI Europe Minimum Volatility Factor UCITS ETF EUR (C)) are both Europe Equities funds from Amundi - LYSX.DE tracks the EURO STOXX® 50 while MIVA.DE tracks the MSCI Europe Minimum Volatility. Both are passively managed. Over the past 10 years, LYSX.DE returned 10.40%/yr vs 6.51%/yr for MIVA.DE. A 0.74 correlation means they provide meaningful diversification when combined. LYSX.DE charges 0.20%/yr vs 0.23%/yr for MIVA.DE.
Performance
LYSX.DE vs. MIVA.DE - Performance Comparison
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Returns By Period
In the year-to-date period, LYSX.DE achieves a 7.10% return, which is significantly higher than MIVA.DE's 5.31% return. Over the past 10 years, LYSX.DE has outperformed MIVA.DE with an annualized return of 10.40%, while MIVA.DE has yielded a comparatively lower 6.51% annualized return.
LYSX.DE
- 1D
- 0.77%
- 1M
- 1.91%
- YTD
- 7.10%
- 6M
- 8.53%
- 1Y
- 15.65%
- 3Y*
- 15.56%
- 5Y*
- 11.43%
- 10Y*
- 10.40%
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%
LYSX.DE vs. MIVA.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
LYSX.DE Amundi EURO STOXX 50 II UCITS ETF Acc | 7.10% | 22.03% | 11.00% | 22.54% | -8.86% | 23.39% | -2.89% | 29.99% | -12.14% | 9.97% |
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 LYSX.DE and MIVA.DE is 0.65, 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 | 0.65 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.68 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.74 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.79 |
Correlation (All Time) Calculated using the full available price history since Mar 18, 2010 | 0.74 |
The correlation between LYSX.DE and MIVA.DE shifts across timeframes, from 0.65 (1 year) to 0.79 (10 years), reflecting how their relationship changes across market environments.
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Return for Risk
LYSX.DE vs. MIVA.DE — Risk / Return Rank
LYSX.DE
MIVA.DE
LYSX.DE vs. MIVA.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Amundi EURO STOXX 50 II UCITS ETF Acc (LYSX.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.
| LYSX.DE | MIVA.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.39 | ||
| Sortino ratioReturn per unit of downside risk | +0.67 | ||
| Omega ratioGain probability vs. loss probability | 1.18 | 1.11 | +0.07 |
| Calmar ratioReturn relative to maximum drawdown | 1.44 | 0.75 | +0.69 |
| Martin ratioReturn relative to average drawdown | 4.85 | 1.96 | +2.89 |
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
| LYSX.DE | MIVA.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.99 | 0.60 | +0.39 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.65 | 0.65 | 0.00 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.57 | 0.52 | +0.04 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.33 | 0.53 | -0.20 |
Drawdowns
LYSX.DE vs. MIVA.DE - Drawdown Comparison
The maximum LYSX.DE drawdown since its inception was -57.63%, 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 LYSX.DE and MIVA.DE.
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Drawdown Indicators
| LYSX.DE | MIVA.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -57.63% | -30.57% | -27.06% |
Max Drawdown (1Y)Largest decline over 1 year | -10.87% | -6.94% | -3.93% |
Max Drawdown (3Y)Largest decline over 3 years | -16.49% | -11.02% | -5.47% |
Max Drawdown (5Y)Largest decline over 5 years | -23.32% | -19.69% | -3.63% |
Max Drawdown (10Y)Largest decline over 10 years | -38.38% | -30.57% | -7.81% |
Current DrawdownCurrent decline from peak | -0.53% | -3.21% | +2.68% |
Average DrawdownAverage peak-to-trough decline | -13.15% | -5.64% | -7.51% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.24% | 2.67% | +0.57% |
Volatility
LYSX.DE vs. MIVA.DE - Volatility Comparison
Amundi EURO STOXX 50 II UCITS ETF Acc (LYSX.DE) has a higher volatility of 4.96% compared to Amundi MSCI Europe Minimum Volatility Factor UCITS ETF EUR (C) (MIVA.DE) at 3.14%. This indicates that LYSX.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
| LYSX.DE | MIVA.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.96% | 3.14% | +1.82% |
Volatility (6M)Calculated over the trailing 6-month period | 12.92% | 7.19% | +5.73% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.90% | 8.76% | +7.14% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.47% | 10.96% | +6.51% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.22% | 12.34% | +5.88% |
LYSX.DE vs. MIVA.DE - Expense Ratio Comparison
LYSX.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
LYSX.DE vs. MIVA.DE - Dividend Comparison
Neither LYSX.DE nor MIVA.DE has paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
LYSX.DE Amundi EURO STOXX 50 II UCITS ETF Acc | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 2.19% | 3.26% | 3.89% | 3.19% | 3.71% | 3.85% |
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
LYSX.DE and MIVA.DE have a correlation of 0.65, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, LYSX.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.
LYSX.DE is cheaper with a 0.20% expense ratio, compared with 0.23% for MIVA.DE.
LYSX.DE tracks EURO STOXX® 50, while MIVA.DE tracks MSCI Europe Minimum Volatility. Their fees differ too: 0.20% for LYSX.DE and 0.23% for MIVA.DE.
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