LYY7.DE vs. MIVA.DE
LYY7.DE (Amundi Dax III UCITS ETF Acc) and MIVA.DE (Amundi MSCI Europe Minimum Volatility Factor UCITS ETF EUR (C)) are both Europe Equities funds from Amundi - LYY7.DE tracks the DAX® while MIVA.DE tracks the MSCI Europe Minimum Volatility. Both are passively managed. Over the past 10 years, LYY7.DE returned 8.86%/yr vs 6.51%/yr for MIVA.DE. A 0.74 correlation means they provide meaningful diversification when combined. LYY7.DE charges 0.15%/yr vs 0.23%/yr for MIVA.DE.
Performance
LYY7.DE vs. MIVA.DE - Performance Comparison
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Returns By Period
In the year-to-date period, LYY7.DE achieves a 1.32% return, which is significantly lower than MIVA.DE's 5.31% return. Over the past 10 years, LYY7.DE has outperformed MIVA.DE with an annualized return of 8.86%, while MIVA.DE has yielded a comparatively lower 6.51% annualized return.
LYY7.DE
- 1D
- 0.49%
- 1M
- -0.07%
- YTD
- 1.32%
- 6M
- 3.35%
- 1Y
- 1.98%
- 3Y*
- 15.46%
- 5Y*
- 9.09%
- 10Y*
- 8.86%
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%
LYY7.DE vs. MIVA.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
LYY7.DE Amundi Dax III UCITS ETF Acc | 1.32% | 22.58% | 18.16% | 19.56% | -12.88% | 15.21% | 3.01% | 24.70% | -18.55% | 12.11% |
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 LYY7.DE and MIVA.DE is 0.64, 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 | 0.64 |
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 | 0.77 |
Correlation (All Time) Calculated using the full available price history since Mar 18, 2010 | 0.74 |
The correlation between LYY7.DE and MIVA.DE shifts across timeframes, from 0.64 (1 year) to 0.77 (10 years), reflecting how their relationship changes across market environments.
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Return for Risk
LYY7.DE vs. MIVA.DE — Risk / Return Rank
LYY7.DE
MIVA.DE
LYY7.DE vs. MIVA.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Amundi Dax III UCITS ETF Acc (LYY7.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.
| LYY7.DE | MIVA.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.46 | ||
| Sortino ratioReturn per unit of downside risk | -0.56 | ||
| Omega ratioGain probability vs. loss probability | 1.04 | 1.11 | -0.07 |
| Calmar ratioReturn relative to maximum drawdown | 0.18 | 0.75 | -0.57 |
| Martin ratioReturn relative to average drawdown | 0.56 | 1.96 | -1.41 |
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
| LYY7.DE | MIVA.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.14 | 0.60 | -0.46 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.52 | 0.65 | -0.13 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.48 | 0.52 | -0.04 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.35 | 0.53 | -0.18 |
Drawdowns
LYY7.DE vs. MIVA.DE - Drawdown Comparison
The maximum LYY7.DE drawdown since its inception was -55.24%, 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 LYY7.DE and MIVA.DE.
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Drawdown Indicators
| LYY7.DE | MIVA.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.24% | -30.57% | -24.67% |
Max Drawdown (1Y)Largest decline over 1 year | -12.31% | -6.94% | -5.37% |
Max Drawdown (3Y)Largest decline over 3 years | -15.92% | -11.02% | -4.90% |
Max Drawdown (5Y)Largest decline over 5 years | -26.71% | -19.69% | -7.02% |
Max Drawdown (10Y)Largest decline over 10 years | -38.74% | -30.57% | -8.17% |
Current DrawdownCurrent decline from peak | -2.28% | -3.21% | +0.93% |
Average DrawdownAverage peak-to-trough decline | -11.37% | -5.64% | -5.73% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.99% | 2.67% | +1.32% |
Volatility
LYY7.DE vs. MIVA.DE - Volatility Comparison
Amundi Dax III UCITS ETF Acc (LYY7.DE) has a higher volatility of 5.09% compared to Amundi MSCI Europe Minimum Volatility Factor UCITS ETF EUR (C) (MIVA.DE) at 3.14%. This indicates that LYY7.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
| LYY7.DE | MIVA.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.09% | 3.14% | +1.95% |
Volatility (6M)Calculated over the trailing 6-month period | 12.96% | 7.19% | +5.77% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.09% | 8.76% | +7.33% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.18% | 10.96% | +6.22% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.35% | 12.34% | +6.01% |
LYY7.DE vs. MIVA.DE - Expense Ratio Comparison
LYY7.DE has a 0.15% 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
LYY7.DE vs. MIVA.DE - Dividend Comparison
Neither LYY7.DE nor MIVA.DE has paid dividends to shareholders.
Frequently Asked Questions
LYY7.DE and MIVA.DE have a correlation of 0.64, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, LYY7.DE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.
LYY7.DE is cheaper with a 0.15% expense ratio, compared with 0.23% for MIVA.DE.
LYY7.DE tracks DAX®, while MIVA.DE tracks MSCI Europe Minimum Volatility. Their fees differ too: 0.15% for LYY7.DE and 0.23% for MIVA.DE.
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