MIVU.DE vs. 5MVL.DE
MIVU.DE (Amundi MSCI USA Minimum Volatility Factor UCITS ETF) and 5MVL.DE (iShares Edge MSCI EM Value Factor UCITS ETF USD(Acc)) are both exchange-traded funds - MIVU.DE is a Large Cap Blend Equities fund tracking the MSCI USA Minimum Volatility, while 5MVL.DE is a Emerging Markets Equities fund tracking the MSCI Emerging Markets Select Value Factor Focus. Both are passively managed. Over the past 5 years, MIVU.DE returned 8.13%/yr vs 17.27%/yr for 5MVL.DE. At a 0.35 correlation, their price movements are largely independent. MIVU.DE charges 0.18%/yr vs 0.40%/yr for 5MVL.DE.
Performance
MIVU.DE vs. 5MVL.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 5MVL.DE's 45.83% return.
MIVU.DE
- 1D
- -0.26%
- 1M
- 3.04%
- YTD
- 2.88%
- 6M
- 3.17%
- 1Y
- 2.54%
- 3Y*
- 8.40%
- 5Y*
- 8.13%
- 10Y*
- —
5MVL.DE
- 1D
- -2.48%
- 1M
- 11.27%
- YTD
- 45.83%
- 6M
- 48.36%
- 1Y
- 82.90%
- 3Y*
- 33.99%
- 5Y*
- 17.27%
- 10Y*
- —
MIVU.DE vs. 5MVL.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
MIVU.DE Amundi MSCI USA Minimum Volatility Factor UCITS ETF | 2.88% | -3.87% | 22.89% | 5.36% | -4.28% | 31.88% | -5.36% | 30.00% | -5.69% |
5MVL.DE iShares Edge MSCI EM Value Factor UCITS ETF USD(Acc) | 45.83% | 27.25% | 21.00% | 14.58% | -10.54% | 13.07% | -2.40% | 20.39% | -2.61% |
Correlation
The correlation between MIVU.DE and 5MVL.DE is 0.08, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.08 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.20 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.25 |
Correlation (All Time) Calculated using the full available price history since Dec 17, 2018 | 0.35 |
Over the past year, the correlation between MIVU.DE and 5MVL.DE has dropped to 0.08 - well below their long-term average of 0.35, suggesting their price drivers have been diverging.
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Return for Risk
MIVU.DE vs. 5MVL.DE — Risk / Return Rank
MIVU.DE
5MVL.DE
MIVU.DE vs. 5MVL.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 Edge MSCI EM Value Factor UCITS ETF USD(Acc) (5MVL.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 | 5MVL.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -4.03 | ||
| Sortino ratioReturn per unit of downside risk | -4.72 | ||
| Omega ratioGain probability vs. loss probability | 1.05 | 1.73 | -0.68 |
| Calmar ratioReturn relative to maximum drawdown | 0.52 | 8.86 | -8.34 |
| Martin ratioReturn relative to average drawdown | 1.15 | 28.83 | -27.68 |
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 | 5MVL.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.28 | 4.31 | -4.03 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.68 | 1.02 | -0.34 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.60 | 0.83 | -0.23 |
Drawdowns
MIVU.DE vs. 5MVL.DE - Drawdown Comparison
The maximum MIVU.DE drawdown since its inception was -32.69%, roughly equal to the maximum 5MVL.DE drawdown of -32.25%. Use the drawdown chart below to compare losses from any high point for MIVU.DE and 5MVL.DE.
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Drawdown Indicators
| MIVU.DE | 5MVL.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.69% | -32.25% | -0.44% |
Max Drawdown (1Y)Largest decline over 1 year | -4.83% | -9.30% | +4.47% |
Max Drawdown (3Y)Largest decline over 3 years | -14.89% | -19.15% | +4.26% |
Max Drawdown (5Y)Largest decline over 5 years | -14.89% | -20.60% | +5.71% |
Current DrawdownCurrent decline from peak | -6.68% | -3.88% | -2.80% |
Average DrawdownAverage peak-to-trough decline | -6.16% | -6.27% | +0.11% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.20% | 2.87% | -0.67% |
Volatility
MIVU.DE vs. 5MVL.DE - Volatility Comparison
The current volatility for Amundi MSCI USA Minimum Volatility Factor UCITS ETF (MIVU.DE) is 2.83%, while iShares Edge MSCI EM Value Factor UCITS ETF USD(Acc) (5MVL.DE) has a volatility of 8.71%. This indicates that MIVU.DE experiences smaller price fluctuations and is considered to be less risky than 5MVL.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 | 5MVL.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.83% | 8.71% | -5.88% |
Volatility (6M)Calculated over the trailing 6-month period | 6.02% | 15.83% | -9.81% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.94% | 19.13% | -10.19% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.89% | 16.78% | -4.89% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.97% | 18.84% | -4.87% |
MIVU.DE vs. 5MVL.DE - Expense Ratio Comparison
MIVU.DE has a 0.18% expense ratio, which is lower than 5MVL.DE's 0.40% expense ratio.
Dividends
MIVU.DE vs. 5MVL.DE - Dividend Comparison
Neither MIVU.DE nor 5MVL.DE has paid dividends to shareholders.
Frequently Asked Questions
MIVU.DE and 5MVL.DE have a correlation of 0.08, 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 0.40% for 5MVL.DE.
MIVU.DE is categorized as Large Cap Blend Equities, while 5MVL.DE is Emerging Markets Equities. MIVU.DE tracks MSCI USA Minimum Volatility, while 5MVL.DE tracks MSCI Emerging Markets Select Value Factor Focus. They also come from different issuers: Amundi and iShares. Their fees differ too: 0.18% for MIVU.DE and 0.40% for 5MVL.DE.
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