MIVA.DE vs. LYBK.DE
MIVA.DE (Amundi MSCI Europe Minimum Volatility Factor UCITS ETF EUR (C)) and LYBK.DE (Amundi Euro Stoxx Banks UCITS ETF Acc) are both exchange-traded funds - MIVA.DE is a Europe Equities fund tracking the MSCI Europe Minimum Volatility, while LYBK.DE is a Financials Equities fund tracking the EURO STOXX® Banks. Both are passively managed. Over the past 5 years, MIVA.DE returned 7.20%/yr vs 29.06%/yr for LYBK.DE. At a 0.46 correlation, their price movements are largely independent. MIVA.DE charges 0.23%/yr vs 0.30%/yr for LYBK.DE.
Performance
MIVA.DE vs. LYBK.DE - Performance Comparison
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Returns By Period
The year-to-date returns for both investments are quite close, with MIVA.DE having a 5.31% return and LYBK.DE slightly higher at 5.35%.
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%
LYBK.DE
- 1D
- 0.92%
- 1M
- 2.70%
- YTD
- 5.35%
- 6M
- 12.73%
- 1Y
- 39.28%
- 3Y*
- 45.91%
- 5Y*
- 29.06%
- 10Y*
- —
MIVA.DE vs. LYBK.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
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% | -5.10% |
LYBK.DE Amundi Euro Stoxx Banks UCITS ETF Acc | 5.35% | 91.46% | 30.53% | 30.34% | 0.78% | 39.97% | -22.43% | 17.74% | -35.74% |
Correlation
The correlation between MIVA.DE and LYBK.DE is 0.45, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.45 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.48 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.47 |
Correlation (All Time) Calculated using the full available price history since Jan 15, 2018 | 0.46 |
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Return for Risk
MIVA.DE vs. LYBK.DE — Risk / Return Rank
MIVA.DE
LYBK.DE
MIVA.DE vs. LYBK.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 Euro Stoxx Banks UCITS ETF Acc (LYBK.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 | LYBK.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.13 | ||
| Sortino ratioReturn per unit of downside risk | -1.54 | ||
| Omega ratioGain probability vs. loss probability | 1.11 | 1.29 | -0.18 |
| Calmar ratioReturn relative to maximum drawdown | 0.75 | 2.41 | -1.66 |
| Martin ratioReturn relative to average drawdown | 1.96 | 7.56 | -5.60 |
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 | LYBK.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.60 | 1.72 | -1.13 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.65 | 1.13 | -0.48 |
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 | 0.46 | +0.06 |
Drawdowns
MIVA.DE vs. LYBK.DE - Drawdown Comparison
The maximum MIVA.DE drawdown since its inception was -30.57%, smaller than the maximum LYBK.DE drawdown of -62.22%. Use the drawdown chart below to compare losses from any high point for MIVA.DE and LYBK.DE.
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Drawdown Indicators
| MIVA.DE | LYBK.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -30.57% | -62.22% | +31.65% |
Max Drawdown (1Y)Largest decline over 1 year | -6.94% | -17.12% | +10.18% |
Max Drawdown (3Y)Largest decline over 3 years | -11.02% | -19.90% | +8.88% |
Max Drawdown (5Y)Largest decline over 5 years | -19.69% | -34.32% | +14.63% |
Max Drawdown (10Y)Largest decline over 10 years | -30.57% | — | — |
Current DrawdownCurrent decline from peak | -3.21% | -1.83% | -1.38% |
Average DrawdownAverage peak-to-trough decline | -5.64% | -19.62% | +13.98% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.67% | 5.47% | -2.80% |
Volatility
MIVA.DE vs. LYBK.DE - Volatility Comparison
The current volatility for Amundi MSCI Europe Minimum Volatility Factor UCITS ETF EUR (C) (MIVA.DE) is 3.14%, while Amundi Euro Stoxx Banks UCITS ETF Acc (LYBK.DE) has a volatility of 5.84%. This indicates that MIVA.DE experiences smaller price fluctuations and is considered to be less risky than LYBK.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 | LYBK.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.14% | 5.84% | -2.70% |
Volatility (6M)Calculated over the trailing 6-month period | 7.19% | 19.19% | -12.00% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.76% | 23.95% | -15.19% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 10.96% | 25.45% | -14.49% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.34% | 28.55% | -16.21% |
MIVA.DE vs. LYBK.DE - Expense Ratio Comparison
MIVA.DE has a 0.23% expense ratio, which is lower than LYBK.DE's 0.30% expense ratio.
Dividends
MIVA.DE vs. LYBK.DE - Dividend Comparison
Neither MIVA.DE nor LYBK.DE has paid dividends to shareholders.
Frequently Asked Questions
MIVA.DE and LYBK.DE have a correlation of 0.45, 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 0.30% for LYBK.DE.
MIVA.DE is categorized as Europe Equities, while LYBK.DE is Financials Equities. MIVA.DE tracks MSCI Europe Minimum Volatility, while LYBK.DE tracks EURO STOXX® Banks. Their fees differ too: 0.23% for MIVA.DE and 0.30% for LYBK.DE.
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