MIVA.DE vs. CHSR.DE
MIVA.DE (Amundi MSCI Europe Minimum Volatility Factor UCITS ETF EUR (C)) and CHSR.DE (UBS ETF (LU) MSCI Switzerland IMI Socially Responsible UCITS ETF (CHF) Acc) are both Europe Equities funds - MIVA.DE tracks the MSCI Europe Minimum Volatility while CHSR.DE tracks the MSCI Switzerland IMI Extended SRI Low Carbon Select 5% Issuer Capped. Both are passively managed. Over the past 5 years, MIVA.DE returned 7.20%/yr vs 5.78%/yr for CHSR.DE. Their correlation of 0.83 suggests significant overlap in exposure. MIVA.DE charges 0.23%/yr vs 0.28%/yr for CHSR.DE.
Performance
MIVA.DE vs. CHSR.DE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, MIVA.DE achieves a 5.31% return, which is significantly higher than CHSR.DE's 2.12% 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%
CHSR.DE
- 1D
- 0.93%
- 1M
- 0.02%
- YTD
- 2.12%
- 6M
- 4.87%
- 1Y
- 6.29%
- 3Y*
- 8.81%
- 5Y*
- 5.78%
- 10Y*
- —
MIVA.DE vs. CHSR.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
MIVA.DE Amundi MSCI Europe Minimum Volatility Factor UCITS ETF EUR (C) | 5.31% | 12.05% | 11.43% | 10.68% | -13.34% | 20.28% |
CHSR.DE UBS ETF (LU) MSCI Switzerland IMI Socially Responsible UCITS ETF (CHF) Acc | 2.12% | 12.43% | 6.02% | 15.54% | -16.93% | 26.11% |
Correlation
The correlation between MIVA.DE and CHSR.DE is 0.77, 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 | 0.77 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.79 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.84 |
Correlation (All Time) Calculated using the full available price history since Mar 22, 2021 | 0.83 |
The correlation between MIVA.DE and CHSR.DE has been stable across timeframes, ranging from 0.77 to 0.84 - a consistent structural relationship.
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. CHSR.DE — Risk / Return Rank
MIVA.DE
CHSR.DE
MIVA.DE vs. CHSR.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 UBS ETF (LU) MSCI Switzerland IMI Socially Responsible UCITS ETF (CHF) Acc (CHSR.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 | CHSR.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.23 | ||
| Sortino ratioReturn per unit of downside risk | +0.23 | ||
| Omega ratioGain probability vs. loss probability | 1.11 | 1.09 | +0.02 |
| Calmar ratioReturn relative to maximum drawdown | 0.75 | 0.55 | +0.20 |
| Martin ratioReturn relative to average drawdown | 1.96 | 1.55 | +0.41 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| MIVA.DE | CHSR.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.60 | 0.37 | +0.23 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.65 | 0.39 | +0.26 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.52 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.53 | 0.53 | 0.00 |
Drawdowns
MIVA.DE vs. CHSR.DE - Drawdown Comparison
The maximum MIVA.DE drawdown since its inception was -30.57%, which is greater than CHSR.DE's maximum drawdown of -21.84%. Use the drawdown chart below to compare losses from any high point for MIVA.DE and CHSR.DE.
Loading charts...
Drawdown Indicators
| MIVA.DE | CHSR.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -30.57% | -21.84% | -8.73% |
Max Drawdown (1Y)Largest decline over 1 year | -6.94% | -11.10% | +4.16% |
Max Drawdown (3Y)Largest decline over 3 years | -11.02% | -14.70% | +3.68% |
Max Drawdown (5Y)Largest decline over 5 years | -19.69% | -21.84% | +2.15% |
Max Drawdown (10Y)Largest decline over 10 years | -30.57% | — | — |
Current DrawdownCurrent decline from peak | -3.21% | -4.76% | +1.55% |
Average DrawdownAverage peak-to-trough decline | -5.64% | -6.24% | +0.60% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.67% | 3.97% | -1.30% |
Volatility
MIVA.DE vs. CHSR.DE - Volatility Comparison
The current volatility for Amundi MSCI Europe Minimum Volatility Factor UCITS ETF EUR (C) (MIVA.DE) is 3.14%, while UBS ETF (LU) MSCI Switzerland IMI Socially Responsible UCITS ETF (CHF) Acc (CHSR.DE) has a volatility of 3.98%. This indicates that MIVA.DE experiences smaller price fluctuations and is considered to be less risky than CHSR.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| MIVA.DE | CHSR.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.14% | 3.98% | -0.84% |
Volatility (6M)Calculated over the trailing 6-month period | 7.19% | 10.39% | -3.20% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.76% | 16.58% | -7.82% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 10.96% | 14.62% | -3.66% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.34% | 14.53% | -2.19% |
MIVA.DE vs. CHSR.DE - Expense Ratio Comparison
MIVA.DE has a 0.23% expense ratio, which is lower than CHSR.DE's 0.28% expense ratio.
Dividends
MIVA.DE vs. CHSR.DE - Dividend Comparison
Neither MIVA.DE nor CHSR.DE has paid dividends to shareholders.
Frequently Asked Questions
MIVA.DE and CHSR.DE have a correlation of 0.77, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, MIVA.DE is cheaper at 0.23% per year. The better choice depends on whether you care most about return, fees, risk, or income.
MIVA.DE is cheaper with a 0.23% expense ratio, compared with 0.28% for CHSR.DE.
MIVA.DE tracks MSCI Europe Minimum Volatility, while CHSR.DE tracks MSCI Switzerland IMI Extended SRI Low Carbon Select 5% Issuer Capped. They also come from different issuers: Amundi and UBS. Their fees differ too: 0.23% for MIVA.DE and 0.28% for CHSR.DE.
Find the right allocation for MIVA.DE and CHSR.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