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MIVU.DE vs. IGM
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MIVU.DE vs. IGM - 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 Expanded Tech Sector ETF (IGM). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

MIVU.DE is traded in EUR, while IGM is traded in USD. To make them comparable, the IGM 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 lower than IGM's 29.60% 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*

IGM

1D
3.41%
1M
7.41%
YTD
29.60%
6M
31.07%
1Y
55.58%
3Y*
33.85%
5Y*
21.78%
10Y*
24.77%
*Multi-year figures are annualized to reflect compound growth (CAGR)

MIVU.DE vs. IGM - 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%
IGM
iShares Expanded Tech Sector ETF
29.60%11.72%46.04%55.86%-31.86%35.13%33.15%45.01%-14.33%

Correlation

The correlation between MIVU.DE and IGM is 0.04, 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

0.04

Correlation (3Y)
Calculated over the trailing 3-year period

0.15

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

0.24

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

0.30

Over the past year, the correlation between MIVU.DE and IGM has dropped to 0.04 - well below their long-term average of 0.30, suggesting their price drivers have been diverging.

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Return for Risk

MIVU.DE vs. IGM — 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

IGM
IGM Risk / Return Rank: 7878
Overall Rank
IGM Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
IGM Sortino Ratio Rank: 7979
Sortino Ratio Rank
IGM Omega Ratio Rank: 8080
Omega Ratio Rank
IGM Calmar Ratio Rank: 7474
Calmar Ratio Rank
IGM Martin Ratio Rank: 7070
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. IGM - 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 Expanded Tech Sector ETF (IGM). 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.DEIGMDifference
Sharpe ratioReturn per unit of total volatility

-2.07

Sortino ratioReturn per unit of downside risk

-2.35

Omega ratioGain probability vs. loss probability

1.09

1.43

-0.34

Calmar ratioReturn relative to maximum drawdown

0.91

3.62

-2.71

Martin ratioReturn relative to average drawdown

2.24

10.86

-8.62

MIVU.DE vs. IGM - Sharpe Ratio Comparison

The current MIVU.DE Sharpe Ratio is 0.49, which is lower than the IGM Sharpe Ratio of 2.56. The chart below compares the historical Sharpe Ratios of MIVU.DE and IGM, 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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Drawdowns

MIVU.DE vs. IGM - Drawdown Comparison

The maximum MIVU.DE drawdown since its inception was -32.68%, smaller than the maximum IGM drawdown of -47.57%. Use the drawdown chart below to compare losses from any high point for MIVU.DE and IGM.


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Drawdown Indicators


MIVU.DEIGMDifference

Max Drawdown

Largest peak-to-trough decline

-32.68%

-47.57%

+14.89%

Max Drawdown (1Y)

Largest decline over 1 year

-4.83%

-15.41%

+10.58%

Max Drawdown (3Y)

Largest decline over 3 years

-14.89%

-30.63%

+15.74%

Max Drawdown (5Y)

Largest decline over 5 years

-14.89%

-35.24%

+20.35%

Max Drawdown (10Y)

Largest decline over 10 years

-35.24%

Current Drawdown

Current decline from peak

-6.30%

-3.11%

-3.19%

Average Drawdown

Average peak-to-trough decline

-6.16%

-8.50%

+2.34%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.97%

5.13%

-3.16%

Volatility

MIVU.DE vs. IGM - Volatility Comparison

The current volatility for Amundi MSCI USA Minimum Volatility Factor UCITS ETF (MIVU.DE) is 2.63%, while iShares Expanded Tech Sector ETF (IGM) has a volatility of 9.68%. This indicates that MIVU.DE experiences smaller price fluctuations and is considered to be less risky than IGM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MIVU.DEIGMDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.63%

9.68%

-7.05%

Volatility (6M)

Calculated over the trailing 6-month period

6.10%

17.34%

-11.24%

Volatility (1Y)

Calculated over the trailing 1-year period

8.98%

21.85%

-12.87%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.90%

25.49%

-13.59%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.95%

24.89%

-10.94%

MIVU.DE vs. IGM - Expense Ratio Comparison

MIVU.DE has a 0.18% expense ratio, which is lower than IGM's 0.39% expense ratio.


Dividends

MIVU.DE vs. IGM - Dividend Comparison

MIVU.DE has not paid dividends to shareholders, while IGM's dividend yield for the trailing twelve months is around 0.17%.


PositionTTM20252024202320222021202020192018201720162015
IGM
iShares Expanded Tech Sector ETF
0.17%0.17%0.22%0.33%0.66%0.16%0.32%0.50%0.57%0.57%0.90%0.79%
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%0.00%0.00%0.00%0.00%

Frequently Asked Questions


MIVU.DE and IGM have a correlation of 0.04, 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 0.39% for IGM.

MIVU.DE is categorized as Large Cap Blend Equities, while IGM is Technology Equities. MIVU.DE tracks MSCI USA Minimum Volatility, while IGM tracks S&P North American Expanded Technology Sector Index. They also come from different issuers: Amundi and iShares. Their fees differ too: 0.18% for MIVU.DE and 0.39% for IGM.

Portfolio Optimizer

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