MIDE vs. VFMV

Last updated Jul 15, 2026

MIDE (Xtrackers S&P MidCap 400 ESG ETF) and VFMV (Vanguard U.S. Minimum Volatility ETF) are both Mid Cap Blend Equities funds. MIDE is passively managed, while VFMV is actively managed. Over the past 5 years, MIDE returned 8.99%/yr vs 9.27%/yr for VFMV. A 0.79 correlation means they provide meaningful diversification when combined. MIDE charges 0.15%/yr vs 0.13%/yr for VFMV.

Performance

MIDE vs. VFMV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Xtrackers S&P MidCap 400 ESG ETF (MIDE) and Vanguard U.S. Minimum Volatility ETF (VFMV). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, MIDE achieves a 15.01% return, which is significantly higher than VFMV's 8.99% return.

MIDE

• 1D: 0.45%
• 1M: -0.09%
• 6M: 10.70%
• YTD: 15.01%
• 1Y: 22.02%
• 3Y*: 13.92%
• 5Y*: 8.99%
• 10Y*: —

VFMV

• 1D: -0.57%
• 1M: 0.39%
• 6M: 6.63%
• YTD: 8.99%
• 1Y: 12.36%
• 3Y*: 14.20%
• 5Y*: 9.27%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

MIDE vs. VFMV - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
MIDE Xtrackers S&P MidCap 400 ESG ETF	15.01%	9.81%	11.21%	15.20%	-11.63%	11.80%
VFMV Vanguard U.S. Minimum Volatility ETF	8.99%	10.52%	16.91%	8.86%	-5.73%	17.96%

Correlation

The correlation between MIDE and VFMV is 0.74, 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	0.74
Correlation (3Y) Calculated over the trailing 3-year period	0.78
Correlation (5Y) Calculated over the trailing 5-year period	0.80
Correlation (All Time) Calculated using the full available price history since Feb 24, 2021	0.79

The correlation between MIDE and VFMV has been stable across timeframes, ranging from 0.74 to 0.80 - a consistent structural relationship.

MIDE vs. VFMV - Sectors Allocation Comparison

Sectors	MIDE	VFMV
Industrials	22.6%	10.1%
Financial Services	15.6%	10.6%
Technology	14.5%	25.1%
Consumer Cyclical	10.1%	6.9%
Healthcare	9.3%	10.1%
Real Estate	8.6%	6.4%
Energy	6.0%	3.9%
Basic Materials	5.2%	-
Consumer Defensive	4.0%	9.5%
Utilities	1.7%	6.7%
Communication Services	1.1%	10.7%

Return for Risk

MIDE vs. VFMV — Risk / Return Rank

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

MIDE

MIDE Risk / Return Rank: 53
MIDE Sharpe Ratio Rank: 49
MIDE Sortino Ratio Rank: 52
MIDE Omega Ratio Rank: 47
MIDE Calmar Ratio Rank: 59
MIDE Martin Ratio Rank: 60

VFMV

VFMV Risk / Return Rank: 52
VFMV Sharpe Ratio Rank: 52
VFMV Sortino Ratio Rank: 52
VFMV Omega Ratio Rank: 49
VFMV Calmar Ratio Rank: 52
VFMV Martin Ratio Rank: 57

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.

MIDE vs. VFMV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers S&P MidCap 400 ESG ETF (MIDE) and Vanguard U.S. Minimum Volatility ETF (VFMV). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	MIDE	VFMV	Difference
Sharpe ratio: Return per unit of total volatility	1.38	1.42	-0.03
Sortino ratio: Return per unit of downside risk	2.05	2.05	0.00
Omega ratio: Gain probability vs. loss probability	1.25	1.25	-0.01
Calmar ratio: Return relative to maximum drawdown	2.36	2.07	+0.29
Martin ratio: Return relative to average drawdown	8.38	7.95	+0.43

MIDE vs. VFMV - Sharpe Ratio Comparison

The current MIDE Sharpe Ratio is 1.38, which is comparable to the VFMV Sharpe Ratio of 1.42. The chart below compares the historical Sharpe Ratios of MIDE and VFMV, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

MIDE vs. VFMV - Drawdown Comparison

The maximum MIDE drawdown since its inception was -24.59%, smaller than the maximum VFMV drawdown of -33.64%. Use the drawdown chart below to compare losses from any high point for MIDE and VFMV.

Drawdown Indicators

	MIDE	VFMV	Difference
Max Drawdown Largest peak-to-trough decline	-24.59%	-33.64%	+9.05%
Max Drawdown (1Y) Largest decline over 1 year	-9.36%	-6.00%	-3.36%
Max Drawdown (3Y) Largest decline over 3 years	-24.59%	-10.35%	-14.24%
Max Drawdown (5Y) Largest decline over 5 years	-24.59%	-15.41%	-9.18%
Current Drawdown Current decline from peak	-1.51%	-0.60%	-0.91%
Average Drawdown Average peak-to-trough decline	-6.38%	-3.61%	-2.77%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.64%	1.56%	+1.08%

Volatility

MIDE vs. VFMV - Volatility Comparison

Xtrackers S&P MidCap 400 ESG ETF (MIDE) has a higher volatility of 3.47% compared to Vanguard U.S. Minimum Volatility ETF (VFMV) at 2.16%. This indicates that MIDE's price experiences larger fluctuations and is considered to be riskier than VFMV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	MIDE	VFMV	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.47%	2.16%	+1.31%
Volatility (6M) Calculated over the trailing 6-month period	11.65%	6.34%	+5.31%
Volatility (1Y) Calculated over the trailing 1-year period	16.00%	8.77%	+7.23%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	19.68%	11.74%	+7.94%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	19.58%	14.18%	+5.40%

MIDE vs. VFMV - Expense Ratio Comparison

MIDE has a 0.15% expense ratio, which is higher than VFMV's 0.13% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.

Dividends

MIDE vs. VFMV - Dividend Comparison

MIDE's dividend yield for the trailing twelve months is around 1.26%, less than VFMV's 1.78% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018
MIDE Xtrackers S&P MidCap 400 ESG ETF	1.26%	1.52%	1.45%	1.36%	1.33%	0.93%	0.00%	0.00%	0.00%
VFMV Vanguard U.S. Minimum Volatility ETF	1.78%	2.12%	1.46%	2.20%	2.08%	1.31%	2.14%	2.43%	2.29%

Frequently Asked Questions

Can I hold both MIDE and VFMV in my portfolio?

MIDE and VFMV have a correlation of 0.74, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, MIDE or VFMV?

MIDE has higher volatility (3.47%) compared to VFMV (2.16%). In terms of maximum drawdown, MIDE dropped -24.59% vs VFMV's -33.64%.

Which ETF is better, MIDE or VFMV?

On 5-year performance, VFMV leads with 9.27% vs 8.99% for MIDE. On fees, VFMV is cheaper at 0.13% per year. On volatility, VFMV has been the lower-risk option at 2.16%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, MIDE or VFMV?

Over the 5-year period, VFMV has performed better with a 9.27% return vs 8.99%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, MIDE or VFMV?

VFMV is cheaper with a 0.13% expense ratio, compared with 0.15% for MIDE.

Which ETF pays a higher dividend yield, MIDE or VFMV?

VFMV has the higher dividend yield at 1.78%, compared with 1.26% for MIDE.

What is the main difference between MIDE and VFMV?

They also come from different issuers: Deutsche Bank and Vanguard. Their fees differ too: 0.15% for MIDE and 0.13% for VFMV.

Which has better risk-adjusted returns?

VFMV currently has the higher Sharpe Ratio (1.42 vs 1.38), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.