MIVU.DE vs. MVEA.DE
MIVU.DE (Amundi MSCI USA Minimum Volatility Factor UCITS ETF) and MVEA.DE (iShares Edge MSCI USA Minimum Volatility ESG UCITS ETF) are both Large Cap Blend Equities funds - MIVU.DE tracks the MSCI USA Minimum Volatility while MVEA.DE tracks the Russell 1000 TR USD. Both are passively managed. Over the past 5 years, MIVU.DE returned 8.13%/yr vs 6.87%/yr for MVEA.DE. With a 0.97 correlation, they move nearly in lockstep. MIVU.DE charges 0.18%/yr vs 0.20%/yr for MVEA.DE.
Performance
MIVU.DE vs. MVEA.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 higher than MVEA.DE's 2.43% 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*
- —
MVEA.DE
- 1D
- -0.13%
- 1M
- 2.84%
- YTD
- 2.43%
- 6M
- 2.57%
- 1Y
- 0.83%
- 3Y*
- 6.69%
- 5Y*
- 6.87%
- 10Y*
- —
MIVU.DE vs. MVEA.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
MIVU.DE Amundi MSCI USA Minimum Volatility Factor UCITS ETF | 2.88% | -3.87% | 22.89% | 5.36% | -4.28% | 31.88% | 2.32% |
MVEA.DE iShares Edge MSCI USA Minimum Volatility ESG UCITS ETF | 2.43% | -7.09% | 19.73% | 8.74% | -6.83% | 34.90% | 5.86% |
Correlation
The correlation between MIVU.DE and MVEA.DE is 0.95, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.95 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.96 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.97 |
Correlation (All Time) Calculated using the full available price history since Apr 24, 2020 | 0.97 |
The correlation between MIVU.DE and MVEA.DE has been stable across timeframes, ranging from 0.95 to 0.97 - a consistent structural relationship.
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Return for Risk
MIVU.DE vs. MVEA.DE — Risk / Return Rank
MIVU.DE
MVEA.DE
MIVU.DE vs. MVEA.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 USA Minimum Volatility ESG UCITS ETF (MVEA.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 | MVEA.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.19 | ||
| Sortino ratioReturn per unit of downside risk | +0.27 | ||
| Omega ratioGain probability vs. loss probability | 1.05 | 1.02 | +0.03 |
| Calmar ratioReturn relative to maximum drawdown | 0.52 | 0.17 | +0.35 |
| Martin ratioReturn relative to average drawdown | 1.15 | 0.35 | +0.81 |
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 | MVEA.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.28 | 0.09 | +0.19 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.68 | 0.55 | +0.12 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.60 | 0.66 | -0.07 |
Drawdowns
MIVU.DE vs. MVEA.DE - Drawdown Comparison
The maximum MIVU.DE drawdown since its inception was -32.69%, which is greater than MVEA.DE's maximum drawdown of -17.47%. Use the drawdown chart below to compare losses from any high point for MIVU.DE and MVEA.DE.
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Drawdown Indicators
| MIVU.DE | MVEA.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.69% | -17.47% | -15.22% |
Max Drawdown (1Y)Largest decline over 1 year | -4.83% | -4.92% | +0.09% |
Max Drawdown (3Y)Largest decline over 3 years | -14.89% | -17.47% | +2.58% |
Max Drawdown (5Y)Largest decline over 5 years | -14.89% | -17.47% | +2.58% |
Current DrawdownCurrent decline from peak | -6.68% | -10.27% | +3.59% |
Average DrawdownAverage peak-to-trough decline | -6.16% | -5.38% | -0.78% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.20% | 2.39% | -0.19% |
Volatility
MIVU.DE vs. MVEA.DE - Volatility Comparison
Amundi MSCI USA Minimum Volatility Factor UCITS ETF (MIVU.DE) and iShares Edge MSCI USA Minimum Volatility ESG UCITS ETF (MVEA.DE) have volatilities of 2.83% and 2.72%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MIVU.DE | MVEA.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.83% | 2.72% | +0.11% |
Volatility (6M)Calculated over the trailing 6-month period | 6.02% | 5.90% | +0.12% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.94% | 8.97% | -0.03% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.89% | 12.27% | -0.38% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.97% | 12.79% | +1.18% |
MIVU.DE vs. MVEA.DE - Expense Ratio Comparison
MIVU.DE has a 0.18% expense ratio, which is lower than MVEA.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. MVEA.DE - Dividend Comparison
Neither MIVU.DE nor MVEA.DE has paid dividends to shareholders.
Frequently Asked Questions
With a correlation of 0.95, MIVU.DE and MVEA.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
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 MVEA.DE.
MIVU.DE tracks MSCI USA Minimum Volatility, while MVEA.DE tracks Russell 1000 TR USD. They also come from different issuers: Amundi and iShares. Their fees differ too: 0.18% for MIVU.DE and 0.20% for MVEA.DE.
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