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MIVA.DE vs. PR1E.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MIVA.DE vs. PR1E.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 Amundi Prime Europe UCITS ETF DR (D) (PR1E.DE). The values are adjusted to include any dividend payments, if applicable.

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MIVA.DE vs. PR1E.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
MIVA.DE
Amundi MSCI Europe Minimum Volatility Factor UCITS ETF EUR (C)
5.07%12.05%11.43%10.68%-13.34%21.25%-4.14%13.53%
PR1E.DE
Amundi Prime Europe UCITS ETF DR (D)
1.57%20.48%8.42%15.89%-9.34%25.39%-3.59%15.15%

Returns By Period

In the year-to-date period, MIVA.DE achieves a 5.07% return, which is significantly higher than PR1E.DE's 1.57% return.


MIVA.DE

1D
1.09%
1M
-2.80%
YTD
5.07%
6M
7.64%
1Y
8.52%
3Y*
10.73%
5Y*
8.10%
10Y*
6.88%

PR1E.DE

1D
2.43%
1M
-3.76%
YTD
1.57%
6M
6.83%
1Y
13.64%
3Y*
12.36%
5Y*
9.92%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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MIVA.DE vs. PR1E.DE - Expense Ratio Comparison

MIVA.DE has a 0.23% expense ratio, which is higher than PR1E.DE's 0.05% 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%.


Return for Risk

MIVA.DE vs. PR1E.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: 3333
Overall Rank
MIVA.DE Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
MIVA.DE Sortino Ratio Rank: 3030
Sortino Ratio Rank
MIVA.DE Omega Ratio Rank: 3636
Omega Ratio Rank
MIVA.DE Calmar Ratio Rank: 3131
Calmar Ratio Rank
MIVA.DE Martin Ratio Rank: 3131
Martin Ratio Rank

PR1E.DE
PR1E.DE Risk / Return Rank: 4646
Overall Rank
PR1E.DE Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
PR1E.DE Sortino Ratio Rank: 4141
Sortino Ratio Rank
PR1E.DE Omega Ratio Rank: 4545
Omega Ratio Rank
PR1E.DE Calmar Ratio Rank: 4949
Calmar Ratio Rank
PR1E.DE Martin Ratio Rank: 5050
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. PR1E.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 Prime Europe UCITS ETF DR (D) (PR1E.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.DEPR1E.DEDifference

Sharpe ratio

Return per unit of total volatility

0.71

0.90

-0.19

Sortino ratio

Return per unit of downside risk

0.97

1.24

-0.27

Omega ratio

Gain probability vs. loss probability

1.16

1.19

-0.03

Calmar ratio

Return relative to maximum drawdown

0.97

1.44

-0.47

Martin ratio

Return relative to average drawdown

3.20

5.53

-2.33

MIVA.DE vs. PR1E.DE - Sharpe Ratio Comparison

The current MIVA.DE Sharpe Ratio is 0.71, which is comparable to the PR1E.DE Sharpe Ratio of 0.90. The chart below compares the historical Sharpe Ratios of MIVA.DE and PR1E.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


MIVA.DEPR1E.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.71

0.90

-0.19

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.73

0.68

+0.05

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.55

Sharpe Ratio (All Time)

Calculated using the full available price history

0.53

0.59

-0.06

Correlation

The correlation between MIVA.DE and PR1E.DE is 0.86, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

MIVA.DE vs. PR1E.DE - Dividend Comparison

MIVA.DE has not paid dividends to shareholders, while PR1E.DE's dividend yield for the trailing twelve months is around 2.52%.


TTM2025202420232022202120202019
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%
PR1E.DE
Amundi Prime Europe UCITS ETF DR (D)
2.52%2.56%2.87%2.91%3.15%2.25%2.17%2.73%

Drawdowns

MIVA.DE vs. PR1E.DE - Drawdown Comparison

The maximum MIVA.DE drawdown since its inception was -30.57%, smaller than the maximum PR1E.DE drawdown of -35.98%. Use the drawdown chart below to compare losses from any high point for MIVA.DE and PR1E.DE.


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Drawdown Indicators


MIVA.DEPR1E.DEDifference

Max Drawdown

Largest peak-to-trough decline

-30.57%

-35.98%

+5.41%

Max Drawdown (1Y)

Largest decline over 1 year

-9.56%

-12.50%

+2.94%

Max Drawdown (5Y)

Largest decline over 5 years

-19.69%

-19.66%

-0.03%

Max Drawdown (10Y)

Largest decline over 10 years

-30.57%

Current Drawdown

Current decline from peak

-3.43%

-5.31%

+1.88%

Average Drawdown

Average peak-to-trough decline

-5.67%

-4.96%

-0.71%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.82%

2.62%

+0.20%

Volatility

MIVA.DE vs. PR1E.DE - Volatility Comparison

The current volatility for Amundi MSCI Europe Minimum Volatility Factor UCITS ETF EUR (C) (MIVA.DE) is 4.01%, while Amundi Prime Europe UCITS ETF DR (D) (PR1E.DE) has a volatility of 5.87%. This indicates that MIVA.DE experiences smaller price fluctuations and is considered to be less risky than PR1E.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.DEPR1E.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.01%

5.87%

-1.86%

Volatility (6M)

Calculated over the trailing 6-month period

6.41%

9.19%

-2.78%

Volatility (1Y)

Calculated over the trailing 1-year period

11.99%

15.09%

-3.10%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.91%

14.33%

-3.42%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.34%

16.67%

-4.33%