MIVA.DE vs. AUM5.DE
MIVA.DE (Amundi MSCI Europe Minimum Volatility Factor UCITS ETF EUR (C)) and AUM5.DE (Amundi S&P 500 UCITS ETF EUR) are both exchange-traded funds - MIVA.DE is a Europe Equities fund tracking the MSCI Europe Minimum Volatility, while AUM5.DE is a S&P 500 fund tracking the S&P 500 Index. Both are passively managed. Over the past 10 years, MIVA.DE returned 6.51%/yr vs 15.11%/yr for AUM5.DE. A 0.61 correlation means they provide meaningful diversification when combined. MIVA.DE charges 0.23%/yr vs 0.15%/yr for AUM5.DE.
Performance
MIVA.DE vs. AUM5.DE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, MIVA.DE achieves a 5.31% return, which is significantly lower than AUM5.DE's 11.38% return. Over the past 10 years, MIVA.DE has underperformed AUM5.DE with an annualized return of 6.51%, while AUM5.DE has yielded a comparatively higher 15.11% annualized return.
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%
AUM5.DE
- 1D
- -0.16%
- 1M
- 4.40%
- YTD
- 11.38%
- 6M
- 10.89%
- 1Y
- 25.63%
- 3Y*
- 18.95%
- 5Y*
- 14.88%
- 10Y*
- 15.11%
MIVA.DE vs. AUM5.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
AUM5.DE Amundi S&P 500 UCITS ETF EUR | 11.38% | 4.80% | 32.39% | 22.64% | -14.14% | 40.96% | 7.10% | 34.94% | -1.01% | 6.82% |
Correlation
The correlation between MIVA.DE and AUM5.DE is 0.34, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.34 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.38 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.52 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.60 |
Correlation (All Time) Calculated using the full available price history since Sep 15, 2010 | 0.61 |
Over the past year, the correlation between MIVA.DE and AUM5.DE has dropped to 0.34 - well below their long-term average of 0.61, suggesting their price drivers have been diverging.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
MIVA.DE vs. AUM5.DE — Risk / Return Rank
MIVA.DE
AUM5.DE
MIVA.DE vs. AUM5.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Amundi MSCI Europe Minimum Volatility Factor UCITS ETF EUR (C) (MIVA.DE) and Amundi S&P 500 UCITS ETF EUR (AUM5.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.
| MIVA.DE | AUM5.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.60 | ||
| Sortino ratioReturn per unit of downside risk | -2.13 | ||
| Omega ratioGain probability vs. loss probability | 1.11 | 1.41 | -0.30 |
| Calmar ratioReturn relative to maximum drawdown | 0.75 | 3.57 | -2.82 |
| Martin ratioReturn relative to average drawdown | 1.96 | 12.74 | -10.78 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| MIVA.DE | AUM5.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.60 | 2.20 | -1.60 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.65 | 0.97 | -0.32 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.52 | 0.93 | -0.41 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.53 | 0.96 | -0.44 |
Drawdowns
MIVA.DE vs. AUM5.DE - Drawdown Comparison
The maximum MIVA.DE drawdown since its inception was -30.57%, smaller than the maximum AUM5.DE drawdown of -33.66%. Use the drawdown chart below to compare losses from any high point for MIVA.DE and AUM5.DE.
Loading charts...
Drawdown Indicators
| MIVA.DE | AUM5.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -30.57% | -33.66% | +3.09% |
Max Drawdown (1Y)Largest decline over 1 year | -6.94% | -7.15% | +0.21% |
Max Drawdown (3Y)Largest decline over 3 years | -11.02% | -23.30% | +12.28% |
Max Drawdown (5Y)Largest decline over 5 years | -19.69% | -23.30% | +3.61% |
Max Drawdown (10Y)Largest decline over 10 years | -30.57% | -33.66% | +3.09% |
Current DrawdownCurrent decline from peak | -3.21% | -0.46% | -2.75% |
Average DrawdownAverage peak-to-trough decline | -5.64% | -4.00% | -1.64% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.67% | 2.01% | +0.66% |
Volatility
MIVA.DE vs. AUM5.DE - Volatility Comparison
Amundi MSCI Europe Minimum Volatility Factor UCITS ETF EUR (C) (MIVA.DE) has a higher volatility of 3.14% compared to Amundi S&P 500 UCITS ETF EUR (AUM5.DE) at 2.63%. This indicates that MIVA.DE's price experiences larger fluctuations and is considered to be riskier than AUM5.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| MIVA.DE | AUM5.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.14% | 2.63% | +0.51% |
Volatility (6M)Calculated over the trailing 6-month period | 7.19% | 7.61% | -0.42% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.76% | 11.64% | -2.88% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 10.96% | 15.19% | -4.23% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.34% | 16.07% | -3.73% |
MIVA.DE vs. AUM5.DE - Expense Ratio Comparison
MIVA.DE has a 0.23% expense ratio, which is higher than AUM5.DE's 0.15% 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
MIVA.DE vs. AUM5.DE - Dividend Comparison
Neither MIVA.DE nor AUM5.DE has paid dividends to shareholders.
Frequently Asked Questions
MIVA.DE and AUM5.DE have a correlation of 0.34, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, AUM5.DE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.
AUM5.DE is cheaper with a 0.15% expense ratio, compared with 0.23% for MIVA.DE.
MIVA.DE is categorized as Europe Equities, while AUM5.DE is S&P 500. MIVA.DE tracks MSCI Europe Minimum Volatility, while AUM5.DE tracks S&P 500 Index. Their fees differ too: 0.23% for MIVA.DE and 0.15% for AUM5.DE.
Find the right allocation for MIVA.DE and AUM5.DE
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer