MIVU.DE vs. QDVB.DE
MIVU.DE (Amundi MSCI USA Minimum Volatility Factor UCITS ETF) and QDVB.DE (iShares Edge MSCI USA Quality Factor UCITS ETF) are both Large Cap Blend Equities funds - MIVU.DE tracks the MSCI USA Minimum Volatility while QDVB.DE tracks the MSCI USA Sector Neutral Quality. Both are passively managed. Over the past 5 years, MIVU.DE returned 7.77%/yr vs 12.25%/yr for QDVB.DE. A 0.79 correlation means they provide meaningful diversification when combined. MIVU.DE charges 0.18%/yr vs 0.20%/yr for QDVB.DE.
Performance
MIVU.DE vs. QDVB.DE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, MIVU.DE achieves a 4.05% return, which is significantly lower than QDVB.DE's 10.48% return.
MIVU.DE
- 1D
- -0.41%
- 1M
- 0.89%
- YTD
- 4.05%
- 6M
- 4.75%
- 1Y
- 6.54%
- 3Y*
- 9.24%
- 5Y*
- 7.77%
- 10Y*
- —
QDVB.DE
- 1D
- -0.69%
- 1M
- 1.28%
- YTD
- 10.48%
- 6M
- 10.79%
- 1Y
- 22.56%
- 3Y*
- 16.85%
- 5Y*
- 12.25%
- 10Y*
- —
MIVU.DE vs. QDVB.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
MIVU.DE Amundi MSCI USA Minimum Volatility Factor UCITS ETF | 4.05% | -3.87% | 22.89% | 5.36% | -4.28% | 31.88% | -5.36% | 30.00% | -5.89% |
QDVB.DE iShares Edge MSCI USA Quality Factor UCITS ETF | 10.48% | 0.35% | 29.28% | 26.64% | -16.49% | 39.07% | 5.34% | 37.19% | -12.33% |
Correlation
The correlation between MIVU.DE and QDVB.DE is 0.55, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.55 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.64 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.73 |
Correlation (All Time) Calculated using the full available price history since Aug 21, 2018 | 0.79 |
Over the past year, the correlation between MIVU.DE and QDVB.DE has dropped to 0.55 - well below their long-term average of 0.79, suggesting their price drivers have been diverging.
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. QDVB.DE — Risk / Return Rank
MIVU.DE
QDVB.DE
MIVU.DE vs. QDVB.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 Quality Factor UCITS ETF (QDVB.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.
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.DE | QDVB.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.30 | ||
| Sortino ratioReturn per unit of downside risk | -1.83 | ||
| Omega ratioGain probability vs. loss probability | 1.13 | 1.38 | -0.25 |
| Calmar ratioReturn relative to maximum drawdown | 1.35 | 3.32 | -1.97 |
| Martin ratioReturn relative to average drawdown | 3.32 | 12.21 | -8.90 |
Loading charts...
Drawdowns
MIVU.DE vs. QDVB.DE - Drawdown Comparison
The maximum MIVU.DE drawdown since its inception was -32.68%, roughly equal to the maximum QDVB.DE drawdown of -33.25%. Use the drawdown chart below to compare losses from any high point for MIVU.DE and QDVB.DE.
Loading charts...
Drawdown Indicators
| MIVU.DE | QDVB.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.68% | -33.25% | +0.57% |
Max Drawdown (1Y)Largest decline over 1 year | -4.83% | -6.77% | +1.94% |
Max Drawdown (3Y)Largest decline over 3 years | -14.89% | -22.69% | +7.80% |
Max Drawdown (5Y)Largest decline over 5 years | -14.89% | -22.69% | +7.80% |
Current DrawdownCurrent decline from peak | -5.62% | -0.82% | -4.80% |
Average DrawdownAverage peak-to-trough decline | -6.16% | -5.02% | -1.14% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.97% | 1.84% | +0.13% |
Volatility
MIVU.DE vs. QDVB.DE - Volatility Comparison
Amundi MSCI USA Minimum Volatility Factor UCITS ETF (MIVU.DE) and iShares Edge MSCI USA Quality Factor UCITS ETF (QDVB.DE) have volatilities of 2.49% and 2.49%, 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.
Loading charts...
Volatility by Period
| MIVU.DE | QDVB.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.49% | 2.49% | 0.00% |
Volatility (6M)Calculated over the trailing 6-month period | 6.25% | 7.46% | -1.21% |
Volatility (1Y)Calculated over the trailing 1-year period | 9.08% | 11.15% | -2.07% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.90% | 15.55% | -3.65% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.94% | 17.96% | -4.02% |
MIVU.DE vs. QDVB.DE - Expense Ratio Comparison
MIVU.DE has a 0.18% expense ratio, which is lower than QDVB.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. QDVB.DE - Dividend Comparison
Neither MIVU.DE nor QDVB.DE has paid dividends to shareholders.
Frequently Asked Questions
MIVU.DE and QDVB.DE have a correlation of 0.55, 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 0.20% for QDVB.DE.
MIVU.DE tracks MSCI USA Minimum Volatility, while QDVB.DE tracks MSCI USA Sector Neutral Quality. They also come from different issuers: Amundi and iShares. Their fees differ too: 0.18% for MIVU.DE and 0.20% for QDVB.DE.
Find the right allocation for MIVU.DE and QDVB.DE
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