MIVU.DE vs. EDMU.DE
MIVU.DE (Amundi MSCI USA Minimum Volatility Factor UCITS ETF) and EDMU.DE (iShares MSCI USA ESG Enhanced UCITS ETF USD Acc) are both Large Cap Blend Equities funds - MIVU.DE tracks the MSCI USA Minimum Volatility while EDMU.DE tracks the MSCI USA ESG Enhanced Focus. Both are passively managed. Over the past 5 years, MIVU.DE returned 8.13%/yr vs 12.84%/yr for EDMU.DE. A 0.76 correlation means they provide meaningful diversification when combined. MIVU.DE charges 0.18%/yr vs 0.07%/yr for EDMU.DE.
Performance
MIVU.DE vs. EDMU.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 EDMU.DE's 10.40% 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*
- —
EDMU.DE
- 1D
- -0.09%
- 1M
- 5.49%
- YTD
- 10.40%
- 6M
- 10.34%
- 1Y
- 23.34%
- 3Y*
- 17.44%
- 5Y*
- 12.84%
- 10Y*
- —
MIVU.DE vs. EDMU.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% | 13.21% |
EDMU.DE iShares MSCI USA ESG Enhanced UCITS ETF USD Acc | 10.40% | 2.64% | 31.12% | 22.05% | -17.35% | 38.97% | 10.90% | 13.90% |
Correlation
The correlation between MIVU.DE and EDMU.DE is 0.44, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.44 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.61 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.71 |
Correlation (All Time) Calculated using the full available price history since Apr 23, 2019 | 0.76 |
Over the past year, the correlation between MIVU.DE and EDMU.DE has dropped to 0.44 - well below their long-term average of 0.76, suggesting their price drivers have been diverging.
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Return for Risk
MIVU.DE vs. EDMU.DE — Risk / Return Rank
MIVU.DE
EDMU.DE
MIVU.DE vs. EDMU.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 ESG Enhanced UCITS ETF USD Acc (EDMU.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 | EDMU.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.67 | ||
| Sortino ratioReturn per unit of downside risk | -2.22 | ||
| Omega ratioGain probability vs. loss probability | 1.05 | 1.36 | -0.31 |
| Calmar ratioReturn relative to maximum drawdown | 0.52 | 2.85 | -2.33 |
| Martin ratioReturn relative to average drawdown | 1.15 | 9.88 | -8.72 |
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 | EDMU.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.28 | 1.95 | -1.67 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.68 | 0.82 | -0.14 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.60 | 0.83 | -0.23 |
Drawdowns
MIVU.DE vs. EDMU.DE - Drawdown Comparison
The maximum MIVU.DE drawdown since its inception was -32.69%, roughly equal to the maximum EDMU.DE drawdown of -33.43%. Use the drawdown chart below to compare losses from any high point for MIVU.DE and EDMU.DE.
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Drawdown Indicators
| MIVU.DE | EDMU.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.69% | -33.43% | +0.74% |
Max Drawdown (1Y)Largest decline over 1 year | -4.83% | -8.15% | +3.32% |
Max Drawdown (3Y)Largest decline over 3 years | -14.89% | -24.12% | +9.23% |
Max Drawdown (5Y)Largest decline over 5 years | -14.89% | -24.12% | +9.23% |
Current DrawdownCurrent decline from peak | -6.68% | -0.41% | -6.27% |
Average DrawdownAverage peak-to-trough decline | -6.16% | -5.36% | -0.80% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.20% | 2.36% | -0.16% |
Volatility
MIVU.DE vs. EDMU.DE - Volatility Comparison
Amundi MSCI USA Minimum Volatility Factor UCITS ETF (MIVU.DE) has a higher volatility of 2.83% compared to iShares MSCI USA ESG Enhanced UCITS ETF USD Acc (EDMU.DE) at 2.69%. This indicates that MIVU.DE's price experiences larger fluctuations and is considered to be riskier than EDMU.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 | EDMU.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.83% | 2.69% | +0.14% |
Volatility (6M)Calculated over the trailing 6-month period | 6.02% | 7.80% | -1.78% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.94% | 11.93% | -2.99% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.89% | 15.55% | -3.66% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.97% | 17.39% | -3.42% |
MIVU.DE vs. EDMU.DE - Expense Ratio Comparison
MIVU.DE has a 0.18% expense ratio, which is higher than EDMU.DE's 0.07% 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
MIVU.DE vs. EDMU.DE - Dividend Comparison
Neither MIVU.DE nor EDMU.DE has paid dividends to shareholders.
Frequently Asked Questions
MIVU.DE and EDMU.DE have a correlation of 0.44, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, EDMU.DE is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.
EDMU.DE is cheaper with a 0.07% expense ratio, compared with 0.18% for MIVU.DE.
MIVU.DE tracks MSCI USA Minimum Volatility, while EDMU.DE tracks MSCI USA ESG Enhanced Focus. They also come from different issuers: Amundi and iShares. Their fees differ too: 0.18% for MIVU.DE and 0.07% for EDMU.DE.
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