MIVA.DE vs. LYMS.DE
MIVA.DE (Amundi MSCI Europe Minimum Volatility Factor UCITS ETF EUR (C)) and LYMS.DE (Amundi Nasdaq-100 II UCITS ETF Acc) are both exchange-traded funds - MIVA.DE is a Europe Equities fund tracking the MSCI Europe Minimum Volatility, while LYMS.DE is a Nasdaq-100 fund tracking the Nasdaq 100®. Both are passively managed. Over the past 10 years, MIVA.DE returned 6.51%/yr vs 21.41%/yr for LYMS.DE. A 0.54 correlation means they provide meaningful diversification when combined. MIVA.DE charges 0.23%/yr vs 0.22%/yr for LYMS.DE.
Performance
MIVA.DE vs. LYMS.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 LYMS.DE's 20.63% return. Over the past 10 years, MIVA.DE has underperformed LYMS.DE with an annualized return of 6.51%, while LYMS.DE has yielded a comparatively higher 21.41% 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%
LYMS.DE
- 1D
- -0.86%
- 1M
- 7.96%
- YTD
- 20.63%
- 6M
- 18.72%
- 1Y
- 37.20%
- 3Y*
- 24.71%
- 5Y*
- 18.88%
- 10Y*
- 21.41%
MIVA.DE vs. LYMS.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% |
LYMS.DE Amundi Nasdaq-100 II UCITS ETF Acc | 20.63% | 7.15% | 33.72% | 51.52% | -29.87% | 39.59% | 34.60% | 42.84% | 3.18% | 15.91% |
Correlation
The correlation between MIVA.DE and LYMS.DE is 0.21, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.21 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.27 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.42 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.52 |
Correlation (All Time) Calculated using the full available price history since Mar 18, 2010 | 0.54 |
Over the past year, the correlation between MIVA.DE and LYMS.DE has dropped to 0.21 - well below their long-term average of 0.54, suggesting their price drivers have been diverging.
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Return for Risk
MIVA.DE vs. LYMS.DE — Risk / Return Rank
MIVA.DE
LYMS.DE
MIVA.DE vs. LYMS.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 Nasdaq-100 II UCITS ETF Acc (LYMS.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 | LYMS.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.80 | ||
| Sortino ratioReturn per unit of downside risk | -2.31 | ||
| Omega ratioGain probability vs. loss probability | 1.11 | 1.42 | -0.31 |
| Calmar ratioReturn relative to maximum drawdown | 0.75 | 3.77 | -3.01 |
| Martin ratioReturn relative to average drawdown | 1.96 | 11.23 | -9.27 |
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 | LYMS.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.60 | 2.40 | -1.80 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.65 | 0.94 | -0.29 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.52 | 1.08 | -0.56 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.53 | 0.77 | -0.25 |
Drawdowns
MIVA.DE vs. LYMS.DE - Drawdown Comparison
The maximum MIVA.DE drawdown since its inception was -30.57%, smaller than the maximum LYMS.DE drawdown of -50.00%. Use the drawdown chart below to compare losses from any high point for MIVA.DE and LYMS.DE.
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Drawdown Indicators
| MIVA.DE | LYMS.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -30.57% | -50.00% | +19.43% |
Max Drawdown (1Y)Largest decline over 1 year | -6.94% | -10.02% | +3.08% |
Max Drawdown (3Y)Largest decline over 3 years | -11.02% | -26.74% | +15.72% |
Max Drawdown (5Y)Largest decline over 5 years | -19.69% | -31.12% | +11.43% |
Max Drawdown (10Y)Largest decline over 10 years | -30.57% | -31.12% | +0.55% |
Current DrawdownCurrent decline from peak | -3.21% | -0.86% | -2.35% |
Average DrawdownAverage peak-to-trough decline | -5.64% | -8.78% | +3.14% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.67% | 3.37% | -0.70% |
Volatility
MIVA.DE vs. LYMS.DE - Volatility Comparison
The current volatility for Amundi MSCI Europe Minimum Volatility Factor UCITS ETF EUR (C) (MIVA.DE) is 3.14%, while Amundi Nasdaq-100 II UCITS ETF Acc (LYMS.DE) has a volatility of 4.37%. This indicates that MIVA.DE experiences smaller price fluctuations and is considered to be less risky than LYMS.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 | LYMS.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.14% | 4.37% | -1.23% |
Volatility (6M)Calculated over the trailing 6-month period | 7.19% | 10.99% | -3.80% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.76% | 15.73% | -6.97% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 10.96% | 19.91% | -8.95% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.34% | 19.68% | -7.34% |
MIVA.DE vs. LYMS.DE - Expense Ratio Comparison
MIVA.DE has a 0.23% expense ratio, which is higher than LYMS.DE's 0.22% 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. LYMS.DE - Dividend Comparison
Neither MIVA.DE nor LYMS.DE has paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
LYMS.DE Amundi Nasdaq-100 II UCITS ETF Acc | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.65% | 0.69% | 0.76% | 1.09% | 1.18% |
MIVA.DE Amundi MSCI Europe Minimum Volatility Factor UCITS ETF EUR (C) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
MIVA.DE and LYMS.DE have a correlation of 0.21, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, LYMS.DE is cheaper at 0.22% per year. The better choice depends on whether you care most about return, fees, risk, or income.
LYMS.DE is cheaper with a 0.22% expense ratio, compared with 0.23% for MIVA.DE.
MIVA.DE is categorized as Europe Equities, while LYMS.DE is Nasdaq-100. MIVA.DE tracks MSCI Europe Minimum Volatility, while LYMS.DE tracks Nasdaq 100®. Their fees differ too: 0.23% for MIVA.DE and 0.22% for LYMS.DE.
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