MIVU.DE vs. 36B6.DE
MIVU.DE (Amundi MSCI USA Minimum Volatility Factor UCITS ETF) and 36B6.DE (iShares MSCI USA SRI UCITS ETF USD Dist) are both Large Cap Blend Equities funds - MIVU.DE tracks the MSCI USA Minimum Volatility while 36B6.DE tracks the MSCI USA SRI Select Reduced Fossil Fuels. Both are passively managed. Over the past 5 years, MIVU.DE returned 8.13%/yr vs 12.25%/yr for 36B6.DE. A 0.78 correlation means they provide meaningful diversification when combined. MIVU.DE charges 0.18%/yr vs 0.20%/yr for 36B6.DE.
Performance
MIVU.DE vs. 36B6.DE - Performance Comparison
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Returns By Period
In the year-to-date period, MIVU.DE achieves a 2.88% return, which is significantly lower than 36B6.DE's 14.86% return.
MIVU.DE
- 1D
- -0.26%
- 1M
- 3.60%
- YTD
- 2.88%
- 6M
- 2.79%
- 1Y
- 3.11%
- 3Y*
- 8.40%
- 5Y*
- 8.13%
- 10Y*
- —
36B6.DE
- 1D
- 0.12%
- 1M
- 4.77%
- YTD
- 14.86%
- 6M
- 14.34%
- 1Y
- 22.45%
- 3Y*
- 14.59%
- 5Y*
- 12.25%
- 10Y*
- —
MIVU.DE vs. 36B6.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
MIVU.DE Amundi MSCI USA Minimum Volatility Factor UCITS ETF | 2.88% | -3.87% | 22.89% | 5.36% | -4.28% | 31.88% | -5.36% | 17.95% |
36B6.DE iShares MSCI USA SRI UCITS ETF USD Dist | 14.86% | -0.74% | 20.34% | 20.20% | -14.25% | 43.41% | 13.54% | 20.91% |
Correlation
The correlation between MIVU.DE and 36B6.DE is 0.47, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.47 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.64 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.73 |
Correlation (All Time) Calculated using the full available price history since Feb 28, 2019 | 0.78 |
Over the past year, the correlation between MIVU.DE and 36B6.DE has dropped to 0.47 - well below their long-term average of 0.78, suggesting their price drivers have been diverging.
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Return for Risk
MIVU.DE vs. 36B6.DE — Risk / Return Rank
MIVU.DE
36B6.DE
MIVU.DE vs. 36B6.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Amundi MSCI USA Minimum Volatility Factor UCITS ETF (MIVU.DE) and iShares MSCI USA SRI UCITS ETF USD Dist (36B6.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.
| MIVU.DE | 36B6.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.47 | ||
| Sortino ratioReturn per unit of downside risk | -2.03 | ||
| Omega ratioGain probability vs. loss probability | 1.05 | 1.31 | -0.26 |
| Calmar ratioReturn relative to maximum drawdown | 0.52 | 3.10 | -2.57 |
| Martin ratioReturn relative to average drawdown | 1.15 | 10.29 | -9.14 |
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
| MIVU.DE | 36B6.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.28 | 1.76 | -1.47 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.68 | 0.78 | -0.11 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.60 | 0.86 | -0.26 |
Drawdowns
MIVU.DE vs. 36B6.DE - Drawdown Comparison
The maximum MIVU.DE drawdown since its inception was -32.69%, roughly equal to the maximum 36B6.DE drawdown of -34.21%. Use the drawdown chart below to compare losses from any high point for MIVU.DE and 36B6.DE.
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Drawdown Indicators
| MIVU.DE | 36B6.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.69% | -34.21% | +1.52% |
Max Drawdown (1Y)Largest decline over 1 year | -4.83% | -7.21% | +2.38% |
Max Drawdown (3Y)Largest decline over 3 years | -14.89% | -23.75% | +8.86% |
Max Drawdown (5Y)Largest decline over 5 years | -14.89% | -23.75% | +8.86% |
Current DrawdownCurrent decline from peak | -6.68% | 0.00% | -6.68% |
Average DrawdownAverage peak-to-trough decline | -6.16% | -4.98% | -1.18% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.20% | 2.17% | +0.03% |
Volatility
MIVU.DE vs. 36B6.DE - Volatility Comparison
The current volatility for Amundi MSCI USA Minimum Volatility Factor UCITS ETF (MIVU.DE) is 2.83%, while iShares MSCI USA SRI UCITS ETF USD Dist (36B6.DE) has a volatility of 3.79%. This indicates that MIVU.DE experiences smaller price fluctuations and is considered to be less risky than 36B6.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MIVU.DE | 36B6.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.83% | 3.79% | -0.96% |
Volatility (6M)Calculated over the trailing 6-month period | 6.02% | 9.08% | -3.06% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.94% | 12.71% | -3.77% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.89% | 15.45% | -3.56% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.97% | 17.54% | -3.57% |
MIVU.DE vs. 36B6.DE - Expense Ratio Comparison
MIVU.DE has a 0.18% expense ratio, which is lower than 36B6.DE's 0.20% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
MIVU.DE vs. 36B6.DE - Dividend Comparison
MIVU.DE has not paid dividends to shareholders, while 36B6.DE's dividend yield for the trailing twelve months is around 0.85%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
36B6.DE iShares MSCI USA SRI UCITS ETF USD Dist | 0.85% | 0.97% | 1.10% | 1.27% | 1.40% | 0.91% | 1.05% | 1.17% |
MIVU.DE Amundi MSCI USA Minimum Volatility Factor UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
MIVU.DE and 36B6.DE have a correlation of 0.47, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, MIVU.DE is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.
MIVU.DE is cheaper with a 0.18% expense ratio, compared with 0.20% for 36B6.DE.
MIVU.DE tracks MSCI USA Minimum Volatility, while 36B6.DE tracks MSCI USA SRI Select Reduced Fossil Fuels. They also come from different issuers: Amundi and iShares. Their fees differ too: 0.18% for MIVU.DE and 0.20% for 36B6.DE.
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