PortfoliosLab logoPortfoliosLab logo
MIVU.DE vs. IAU
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MIVU.DE vs. IAU - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Amundi MSCI USA Minimum Volatility Factor UCITS ETF (MIVU.DE) and iShares Gold Trust (IAU). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Different Trading Currencies

MIVU.DE is traded in EUR, while IAU is traded in USD. To make them comparable, the IAU values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, MIVU.DE achieves a 3.30% return, which is significantly higher than IAU's 1.43% return.


MIVU.DE

1D
0.49%
1M
1.92%
YTD
3.30%
6M
4.32%
1Y
4.43%
3Y*
8.39%
5Y*
8.00%
10Y*

IAU

1D
2.39%
1M
-4.69%
YTD
1.43%
6M
1.60%
1Y
25.05%
3Y*
27.41%
5Y*
19.28%
10Y*
12.18%
*Multi-year figures are annualized to reflect compound growth (CAGR)

MIVU.DE vs. IAU - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
MIVU.DE
Amundi MSCI USA Minimum Volatility Factor UCITS ETF
3.30%-3.87%22.89%5.36%-4.28%31.88%-5.36%30.00%-5.89%
IAU
iShares Gold Trust
1.43%44.49%35.22%9.45%5.53%3.18%14.73%20.65%7.96%

Correlation

The correlation between MIVU.DE and IAU 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

0.07

Correlation (5Y)
Calculated over the trailing 5-year period

0.06

Correlation (All Time)
Calculated using the full available price history since Aug 21, 2018

0.05

The correlation between MIVU.DE and IAU shifts across timeframes, from -0.08 (1 year) to 0.07 (3 years), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

MIVU.DE vs. IAU — Risk / Return Rank

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

MIVU.DE
MIVU.DE Risk / Return Rank: 1818
Overall Rank
MIVU.DE Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
MIVU.DE Sortino Ratio Rank: 1515
Sortino Ratio Rank
MIVU.DE Omega Ratio Rank: 1515
Omega Ratio Rank
MIVU.DE Calmar Ratio Rank: 2121
Calmar Ratio Rank
MIVU.DE Martin Ratio Rank: 2020
Martin Ratio Rank

IAU
IAU Risk / Return Rank: 2727
Overall Rank
IAU Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
IAU Sortino Ratio Rank: 2626
Sortino Ratio Rank
IAU Omega Ratio Rank: 3131
Omega Ratio Rank
IAU Calmar Ratio Rank: 2424
Calmar Ratio Rank
IAU Martin Ratio Rank: 2525
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.

MIVU.DE vs. IAU - 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 Gold Trust (IAU). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


MIVU.DEIAUDifference
Sharpe ratioReturn per unit of total volatility

-0.49

Sortino ratioReturn per unit of downside risk

-0.61

Omega ratioGain probability vs. loss probability

1.09

1.20

-0.11

Calmar ratioReturn relative to maximum drawdown

0.91

1.12

-0.21

Martin ratioReturn relative to average drawdown

2.24

3.22

-0.98

MIVU.DE vs. IAU - Sharpe Ratio Comparison

The current MIVU.DE Sharpe Ratio is 0.49, which is lower than the IAU Sharpe Ratio of 0.98. The chart below compares the historical Sharpe Ratios of MIVU.DE and IAU, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

MIVU.DE vs. IAU - Drawdown Comparison

The maximum MIVU.DE drawdown since its inception was -32.68%, smaller than the maximum IAU drawdown of -37.42%. Use the drawdown chart below to compare losses from any high point for MIVU.DE and IAU.


Loading charts...

Drawdown Indicators


MIVU.DEIAUDifference

Max Drawdown

Largest peak-to-trough decline

-32.68%

-37.42%

+4.74%

Max Drawdown (1Y)

Largest decline over 1 year

-4.83%

-22.47%

+17.64%

Max Drawdown (3Y)

Largest decline over 3 years

-14.89%

-22.47%

+7.58%

Max Drawdown (5Y)

Largest decline over 5 years

-14.89%

-22.47%

+7.58%

Max Drawdown (10Y)

Largest decline over 10 years

-22.47%

Current Drawdown

Current decline from peak

-6.30%

-18.38%

+12.08%

Average Drawdown

Average peak-to-trough decline

-6.16%

-12.04%

+5.88%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.97%

7.86%

-5.89%

Volatility

MIVU.DE vs. IAU - Volatility Comparison

The current volatility for Amundi MSCI USA Minimum Volatility Factor UCITS ETF (MIVU.DE) is 2.63%, while iShares Gold Trust (IAU) has a volatility of 7.39%. This indicates that MIVU.DE experiences smaller price fluctuations and is considered to be less risky than IAU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


MIVU.DEIAUDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.63%

7.39%

-4.76%

Volatility (6M)

Calculated over the trailing 6-month period

6.10%

22.57%

-16.47%

Volatility (1Y)

Calculated over the trailing 1-year period

8.98%

25.77%

-16.79%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.90%

16.87%

-4.97%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.95%

14.98%

-1.03%

MIVU.DE vs. IAU - Expense Ratio Comparison

MIVU.DE has a 0.18% expense ratio, which is lower than IAU's 0.25% 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. IAU - Dividend Comparison

Neither MIVU.DE nor IAU has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


MIVU.DE and IAU 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 0.25% for IAU.

MIVU.DE is categorized as Large Cap Blend Equities, while IAU is Gold. MIVU.DE tracks MSCI USA Minimum Volatility, while IAU tracks LBMA Gold Price. They also come from different issuers: Amundi and iShares. Their fees differ too: 0.18% for MIVU.DE and 0.25% for IAU.

Portfolio Optimizer

Find the right allocation for MIVU.DE and IAU

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer