MIVA.DE vs. EUPE.DE
MIVA.DE (Amundi MSCI Europe Minimum Volatility Factor UCITS ETF EUR (C)) and EUPE.DE (Ossiam Shiller Barclays CAPE® Europe Sector Value TR UCITS ETF 1C (EUR)) are both Europe Equities funds - MIVA.DE tracks the MSCI Europe Minimum Volatility while EUPE.DE tracks the Shiller Barclays CAPE® Europe Sector Value. Both are passively managed. Over the past 10 years, MIVA.DE returned 6.51%/yr vs 8.97%/yr for EUPE.DE. Their correlation of 0.86 suggests significant overlap in exposure. MIVA.DE charges 0.23%/yr vs 0.65%/yr for EUPE.DE.
Performance
MIVA.DE vs. EUPE.DE - Performance Comparison
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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 EUPE.DE's 15.44% return. Over the past 10 years, MIVA.DE has underperformed EUPE.DE with an annualized return of 6.51%, while EUPE.DE has yielded a comparatively higher 8.97% 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%
EUPE.DE
- 1D
- 0.35%
- 1M
- 0.49%
- YTD
- 15.44%
- 6M
- 15.81%
- 1Y
- 24.47%
- 3Y*
- 11.71%
- 5Y*
- 8.60%
- 10Y*
- 8.97%
MIVA.DE vs. EUPE.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% |
EUPE.DE Ossiam Shiller Barclays CAPE® Europe Sector Value TR UCITS ETF 1C (EUR) | 15.44% | 12.45% | 2.14% | 12.84% | -6.14% | 25.64% | 2.80% | 24.48% | -7.47% | 5.56% |
Correlation
The correlation between MIVA.DE and EUPE.DE is 0.68, 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 | 0.68 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.77 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.82 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.86 |
Correlation (All Time) Calculated using the full available price history since Feb 17, 2015 | 0.86 |
The correlation between MIVA.DE and EUPE.DE shifts across timeframes, from 0.68 (1 year) to 0.86 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
MIVA.DE vs. EUPE.DE — Risk / Return Rank
MIVA.DE
EUPE.DE
MIVA.DE vs. EUPE.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 Ossiam Shiller Barclays CAPE® Europe Sector Value TR UCITS ETF 1C (EUR) (EUPE.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 | EUPE.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.57 | ||
| Sortino ratioReturn per unit of downside risk | -2.21 | ||
| Omega ratioGain probability vs. loss probability | 1.11 | 1.37 | -0.26 |
| Calmar ratioReturn relative to maximum drawdown | 0.75 | 4.19 | -3.44 |
| Martin ratioReturn relative to average drawdown | 1.96 | 11.50 | -9.53 |
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
| MIVA.DE | EUPE.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.60 | 2.17 | -1.57 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.65 | 0.65 | 0.00 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.52 | 0.60 | -0.07 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.53 | 0.46 | +0.06 |
Drawdowns
MIVA.DE vs. EUPE.DE - Drawdown Comparison
The maximum MIVA.DE drawdown since its inception was -30.57%, smaller than the maximum EUPE.DE drawdown of -32.64%. Use the drawdown chart below to compare losses from any high point for MIVA.DE and EUPE.DE.
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Drawdown Indicators
| MIVA.DE | EUPE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -30.57% | -32.64% | +2.07% |
Max Drawdown (1Y)Largest decline over 1 year | -6.94% | -5.82% | -1.12% |
Max Drawdown (3Y)Largest decline over 3 years | -11.02% | -15.63% | +4.61% |
Max Drawdown (5Y)Largest decline over 5 years | -19.69% | -15.63% | -4.06% |
Max Drawdown (10Y)Largest decline over 10 years | -30.57% | -32.64% | +2.07% |
Current DrawdownCurrent decline from peak | -3.21% | -3.04% | -0.17% |
Average DrawdownAverage peak-to-trough decline | -5.64% | -4.95% | -0.69% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.67% | 2.13% | +0.54% |
Volatility
MIVA.DE vs. EUPE.DE - Volatility Comparison
The current volatility for Amundi MSCI Europe Minimum Volatility Factor UCITS ETF EUR (C) (MIVA.DE) is 3.14%, while Ossiam Shiller Barclays CAPE® Europe Sector Value TR UCITS ETF 1C (EUR) (EUPE.DE) has a volatility of 3.64%. This indicates that MIVA.DE experiences smaller price fluctuations and is considered to be less risky than EUPE.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MIVA.DE | EUPE.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.14% | 3.64% | -0.50% |
Volatility (6M)Calculated over the trailing 6-month period | 7.19% | 8.56% | -1.37% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.76% | 11.27% | -2.51% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 10.96% | 13.17% | -2.21% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.34% | 14.99% | -2.65% |
MIVA.DE vs. EUPE.DE - Expense Ratio Comparison
MIVA.DE has a 0.23% expense ratio, which is lower than EUPE.DE's 0.65% expense ratio.
Dividends
MIVA.DE vs. EUPE.DE - Dividend Comparison
Neither MIVA.DE nor EUPE.DE has paid dividends to shareholders.
Frequently Asked Questions
MIVA.DE and EUPE.DE have a correlation of 0.68, 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 0.65% for EUPE.DE.
MIVA.DE tracks MSCI Europe Minimum Volatility, while EUPE.DE tracks Shiller Barclays CAPE® Europe Sector Value. They also come from different issuers: Amundi and Natixis. Their fees differ too: 0.23% for MIVA.DE and 0.65% for EUPE.DE.
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