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MIVA.DE vs. EUN0.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MIVA.DE vs. EUN0.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Amundi MSCI Europe Minimum Volatility Factor UCITS ETF EUR (C) (MIVA.DE) and iShares Edge MSCI Europe Minimum Volatility UCITS ETF (EUN0.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, MIVA.DE achieves a 5.31% return, which is significantly lower than EUN0.DE's 5.60% return. Both investments have delivered pretty close results over the past 10 years, with MIVA.DE having a 6.51% annualized return and EUN0.DE not far ahead at 6.66%.


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%

EUN0.DE

1D
0.54%
1M
-0.19%
YTD
5.60%
6M
7.10%
1Y
5.26%
3Y*
10.39%
5Y*
7.36%
10Y*
6.66%
*Multi-year figures are annualized to reflect compound growth (CAGR)

MIVA.DE vs. EUN0.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
EUN0.DE
iShares Edge MSCI Europe Minimum Volatility UCITS ETF
5.60%12.27%11.42%10.79%-13.21%21.54%-4.02%24.17%-4.36%9.14%

Correlation

The correlation between MIVA.DE and EUN0.DE is 0.99 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.99

Correlation (3Y)
Calculated over the trailing 3-year period

0.99

Correlation (5Y)
Calculated over the trailing 5-year period

0.99

Correlation (10Y)
Calculated over the trailing 10-year period

0.99

Correlation (All Time)
Calculated using the full available price history since Feb 12, 2013

0.96

The correlation between MIVA.DE and EUN0.DE has been stable across timeframes, ranging from 0.96 to 0.99 - a consistent structural relationship.

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Return for Risk

MIVA.DE vs. EUN0.DE — Risk / Return Rank

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

MIVA.DE
MIVA.DE Risk / Return Rank: 1919
Overall Rank
MIVA.DE Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
MIVA.DE Sortino Ratio Rank: 1818
Sortino Ratio Rank
MIVA.DE Omega Ratio Rank: 1919
Omega Ratio Rank
MIVA.DE Calmar Ratio Rank: 1919
Calmar Ratio Rank
MIVA.DE Martin Ratio Rank: 1818
Martin Ratio Rank

EUN0.DE
EUN0.DE Risk / Return Rank: 1919
Overall Rank
EUN0.DE Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
EUN0.DE Sortino Ratio Rank: 1818
Sortino Ratio Rank
EUN0.DE Omega Ratio Rank: 1919
Omega Ratio Rank
EUN0.DE Calmar Ratio Rank: 1919
Calmar Ratio Rank
EUN0.DE Martin Ratio Rank: 1919
Martin Ratio Rank
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.

MIVA.DE vs. EUN0.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 iShares Edge MSCI Europe Minimum Volatility UCITS ETF (EUN0.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.DEEUN0.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.02

Sortino ratioReturn per unit of downside risk

-0.03

Omega ratioGain probability vs. loss probability

1.11

1.11

0.00

Calmar ratioReturn relative to maximum drawdown

0.75

0.76

0.00

Martin ratioReturn relative to average drawdown

1.96

1.97

-0.01

MIVA.DE vs. EUN0.DE - Sharpe Ratio Comparison

The current MIVA.DE Sharpe Ratio is 0.60, which is comparable to the EUN0.DE Sharpe Ratio of 0.62. The chart below compares the historical Sharpe Ratios of MIVA.DE and EUN0.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


MIVA.DEEUN0.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.60

0.62

-0.02

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.65

0.66

-0.01

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.52

0.53

0.00

Sharpe Ratio (All Time)

Calculated using the full available price history

0.53

0.63

-0.11

Drawdowns

MIVA.DE vs. EUN0.DE - Drawdown Comparison

The maximum MIVA.DE drawdown since its inception was -30.57%, roughly equal to the maximum EUN0.DE drawdown of -30.68%. Use the drawdown chart below to compare losses from any high point for MIVA.DE and EUN0.DE.


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Drawdown Indicators


MIVA.DEEUN0.DEDifference

Max Drawdown

Largest peak-to-trough decline

-30.57%

-30.68%

+0.11%

Max Drawdown (1Y)

Largest decline over 1 year

-6.94%

-7.16%

+0.22%

Max Drawdown (3Y)

Largest decline over 3 years

-11.02%

-10.73%

-0.29%

Max Drawdown (5Y)

Largest decline over 5 years

-19.69%

-19.64%

-0.05%

Max Drawdown (10Y)

Largest decline over 10 years

-30.57%

-30.68%

+0.11%

Current Drawdown

Current decline from peak

-3.21%

-3.12%

-0.09%

Average Drawdown

Average peak-to-trough decline

-5.64%

-4.69%

-0.95%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.67%

2.76%

-0.09%

Volatility

MIVA.DE vs. EUN0.DE - Volatility Comparison

Amundi MSCI Europe Minimum Volatility Factor UCITS ETF EUR (C) (MIVA.DE) and iShares Edge MSCI Europe Minimum Volatility UCITS ETF (EUN0.DE) have volatilities of 3.14% and 3.03%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MIVA.DEEUN0.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.14%

3.03%

+0.11%

Volatility (6M)

Calculated over the trailing 6-month period

7.19%

7.20%

-0.01%

Volatility (1Y)

Calculated over the trailing 1-year period

8.76%

8.77%

-0.01%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.96%

11.02%

-0.06%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.34%

12.51%

-0.17%

MIVA.DE vs. EUN0.DE - Expense Ratio Comparison

MIVA.DE has a 0.23% expense ratio, which is lower than EUN0.DE's 0.25% 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

MIVA.DE vs. EUN0.DE - Dividend Comparison

Neither MIVA.DE nor EUN0.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 0.99, MIVA.DE and EUN0.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

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 0.25% for EUN0.DE.

Both ETFs track MSCI Europe Minimum Volatility. They also come from different issuers: Amundi and iShares. Their fees differ too: 0.23% for MIVA.DE and 0.25% for EUN0.DE.

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