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MIVO.L vs. EDIV.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MIVO.L vs. EDIV.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Amundi MSCI Europe Minimum Volatility UCITS (MIVO.L) and Lyxor S&P Eurozone ESG Dividend Aristocrats (DR) UCITS ETF - Acc (EDIV.L). The values are adjusted to include any dividend payments, if applicable.

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MIVO.L vs. EDIV.L - Yearly Performance Comparison


2026 (YTD)20252024202320222021
MIVO.L
Amundi MSCI Europe Minimum Volatility UCITS
5.51%17.54%6.50%8.50%-7.95%1.48%
EDIV.L
Lyxor S&P Eurozone ESG Dividend Aristocrats (DR) UCITS ETF - Acc
4.64%22.12%4.15%13.54%-8.59%-2.44%
Different Trading Currencies

MIVO.L is traded in GBp, while EDIV.L is traded in GBP. To make them comparable, the EDIV.L values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, MIVO.L achieves a 5.51% return, which is significantly higher than EDIV.L's 4.64% return.


MIVO.L

1D
0.50%
1M
-0.34%
YTD
5.51%
6M
7.89%
1Y
13.65%
3Y*
10.70%
5Y*
8.73%
10Y*
7.84%

EDIV.L

1D
0.31%
1M
1.33%
YTD
4.64%
6M
6.49%
1Y
15.74%
3Y*
12.25%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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MIVO.L vs. EDIV.L - Expense Ratio Comparison

MIVO.L has a 0.13% expense ratio, which is lower than EDIV.L's 0.30% expense ratio.


Return for Risk

MIVO.L vs. EDIV.L — Risk / Return Rank

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

MIVO.L
MIVO.L Risk / Return Rank: 6060
Overall Rank
MIVO.L Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
MIVO.L Sortino Ratio Rank: 6363
Sortino Ratio Rank
MIVO.L Omega Ratio Rank: 6767
Omega Ratio Rank
MIVO.L Calmar Ratio Rank: 5050
Calmar Ratio Rank
MIVO.L Martin Ratio Rank: 4949
Martin Ratio Rank

EDIV.L
EDIV.L Risk / Return Rank: 5858
Overall Rank
EDIV.L Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
EDIV.L Sortino Ratio Rank: 6060
Sortino Ratio Rank
EDIV.L Omega Ratio Rank: 6161
Omega Ratio Rank
EDIV.L Calmar Ratio Rank: 5555
Calmar Ratio Rank
EDIV.L 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.

MIVO.L vs. EDIV.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi MSCI Europe Minimum Volatility UCITS (MIVO.L) and Lyxor S&P Eurozone ESG Dividend Aristocrats (DR) UCITS ETF - Acc (EDIV.L). 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.


MIVO.LEDIV.LDifference

Sharpe ratio

Return per unit of total volatility

1.29

1.23

+0.06

Sortino ratio

Return per unit of downside risk

1.69

1.63

+0.07

Omega ratio

Gain probability vs. loss probability

1.26

1.24

+0.02

Calmar ratio

Return relative to maximum drawdown

1.63

1.77

-0.14

Martin ratio

Return relative to average drawdown

6.05

6.27

-0.21

MIVO.L vs. EDIV.L - Sharpe Ratio Comparison

The current MIVO.L Sharpe Ratio is 1.29, which is comparable to the EDIV.L Sharpe Ratio of 1.23. The chart below compares the historical Sharpe Ratios of MIVO.L and EDIV.L, 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


MIVO.LEDIV.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.29

1.23

+0.06

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.80

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.64

Sharpe Ratio (All Time)

Calculated using the full available price history

0.75

0.47

+0.28

Correlation

The correlation between MIVO.L and EDIV.L 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

MIVO.L vs. EDIV.L - Dividend Comparison

Neither MIVO.L nor EDIV.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

MIVO.L vs. EDIV.L - Drawdown Comparison

The maximum MIVO.L drawdown since its inception was -24.30%, which is greater than EDIV.L's maximum drawdown of -22.80%. Use the drawdown chart below to compare losses from any high point for MIVO.L and EDIV.L.


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Drawdown Indicators


MIVO.LEDIV.LDifference

Max Drawdown

Largest peak-to-trough decline

-24.30%

-22.80%

-1.50%

Max Drawdown (1Y)

Largest decline over 1 year

-8.38%

-8.91%

+0.53%

Max Drawdown (5Y)

Largest decline over 5 years

-17.54%

Max Drawdown (10Y)

Largest decline over 10 years

-24.30%

Current Drawdown

Current decline from peak

-3.79%

-3.38%

-0.41%

Average Drawdown

Average peak-to-trough decline

-3.60%

-5.34%

+1.74%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.25%

2.51%

-0.26%

Volatility

MIVO.L vs. EDIV.L - Volatility Comparison

The current volatility for Amundi MSCI Europe Minimum Volatility UCITS (MIVO.L) is 4.18%, while Lyxor S&P Eurozone ESG Dividend Aristocrats (DR) UCITS ETF - Acc (EDIV.L) has a volatility of 4.51%. This indicates that MIVO.L experiences smaller price fluctuations and is considered to be less risky than EDIV.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MIVO.LEDIV.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.18%

4.51%

-0.33%

Volatility (6M)

Calculated over the trailing 6-month period

7.13%

8.63%

-1.50%

Volatility (1Y)

Calculated over the trailing 1-year period

11.03%

12.62%

-1.59%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.96%

14.11%

-3.15%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.26%

14.11%

-1.85%