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

Performance

MIVU.DE vs. QDVR.DE - 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 MSCI USA SRI UCITS ETF USD (Acc) (QDVR.DE). The values are adjusted to include any dividend payments, if applicable.

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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 QDVR.DE's 14.85% 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*

QDVR.DE

1D
0.06%
1M
6.37%
YTD
14.85%
6M
15.24%
1Y
22.43%
3Y*
14.58%
5Y*
12.24%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

MIVU.DE vs. QDVR.DE - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
MIVU.DE
Amundi MSCI USA Minimum Volatility Factor UCITS ETF
2.88%-3.87%22.89%5.36%-4.28%31.88%-5.36%30.00%-5.89%
QDVR.DE
iShares MSCI USA SRI UCITS ETF USD (Acc)
14.85%-0.76%20.30%20.26%-14.38%43.66%13.50%35.53%-9.58%

Correlation

The correlation between MIVU.DE and QDVR.DE is 0.47, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.47

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 22, 2018

0.78

Over the past year, the correlation between MIVU.DE and QDVR.DE has dropped to 0.47 - well below their long-term average of 0.78, suggesting their price drivers have been diverging.

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Return for Risk

MIVU.DE vs. QDVR.DE — 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: 1414
Overall Rank
MIVU.DE Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
MIVU.DE Sortino Ratio Rank: 1212
Sortino Ratio Rank
MIVU.DE Omega Ratio Rank: 1212
Omega Ratio Rank
MIVU.DE Calmar Ratio Rank: 1616
Calmar Ratio Rank
MIVU.DE Martin Ratio Rank: 1515
Martin Ratio Rank

QDVR.DE
QDVR.DE Risk / Return Rank: 5555
Overall Rank
QDVR.DE Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
QDVR.DE Sortino Ratio Rank: 5252
Sortino Ratio Rank
QDVR.DE Omega Ratio Rank: 5151
Omega Ratio Rank
QDVR.DE Calmar Ratio Rank: 6363
Calmar Ratio Rank
QDVR.DE Martin Ratio Rank: 5959
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. QDVR.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 SRI UCITS ETF USD (Acc) (QDVR.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.DEQDVR.DEDifference
Sharpe ratioReturn per unit of total volatility

-1.48

Sortino ratioReturn per unit of downside risk

-2.03

Omega ratioGain probability vs. loss probability

1.05

1.31

-0.26

Calmar ratioReturn relative to maximum drawdown

0.52

3.09

-2.56

Martin ratioReturn relative to average drawdown

1.15

10.29

-9.13

MIVU.DE vs. QDVR.DE - Sharpe Ratio Comparison

The current MIVU.DE Sharpe Ratio is 0.28, which is lower than the QDVR.DE Sharpe Ratio of 1.76. The chart below compares the historical Sharpe Ratios of MIVU.DE and QDVR.DE, 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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Sharpe Ratios by Period


MIVU.DEQDVR.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.28

1.76

-1.48

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.68

0.78

-0.10

Sharpe Ratio (All Time)

Calculated using the full available price history

0.60

0.89

-0.30

Drawdowns

MIVU.DE vs. QDVR.DE - Drawdown Comparison

The maximum MIVU.DE drawdown since its inception was -32.69%, roughly equal to the maximum QDVR.DE drawdown of -32.87%. Use the drawdown chart below to compare losses from any high point for MIVU.DE and QDVR.DE.


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Drawdown Indicators


MIVU.DEQDVR.DEDifference

Max Drawdown

Largest peak-to-trough decline

-32.69%

-32.87%

+0.18%

Max Drawdown (1Y)

Largest decline over 1 year

-4.83%

-7.24%

+2.41%

Max Drawdown (3Y)

Largest decline over 3 years

-14.89%

-23.91%

+9.02%

Max Drawdown (5Y)

Largest decline over 5 years

-14.89%

-23.91%

+9.02%

Current Drawdown

Current decline from peak

-6.68%

0.00%

-6.68%

Average Drawdown

Average peak-to-trough decline

-6.16%

-4.41%

-1.75%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.20%

2.18%

+0.02%

Volatility

MIVU.DE vs. QDVR.DE - Volatility Comparison

The current volatility for Amundi MSCI USA Minimum Volatility Factor UCITS ETF (MIVU.DE) is 2.83%, while iShares MSCI USA SRI UCITS ETF USD (Acc) (QDVR.DE) has a volatility of 3.67%. This indicates that MIVU.DE experiences smaller price fluctuations and is considered to be less risky than QDVR.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.DEQDVR.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.83%

3.67%

-0.84%

Volatility (6M)

Calculated over the trailing 6-month period

6.02%

9.02%

-3.00%

Volatility (1Y)

Calculated over the trailing 1-year period

8.94%

12.69%

-3.75%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.89%

15.53%

-3.64%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.97%

16.34%

-2.37%

MIVU.DE vs. QDVR.DE - Expense Ratio Comparison

MIVU.DE has a 0.18% expense ratio, which is lower than QDVR.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. QDVR.DE - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


MIVU.DE and QDVR.DE have a correlation of 0.47, 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 QDVR.DE.

MIVU.DE tracks MSCI USA Minimum Volatility, while QDVR.DE tracks MSCI USA SRI Select Reduced Fossil Fuels. They also come from different issuers: Amundi and iShares. Their fees differ too: 0.18% for MIVU.DE and 0.20% for QDVR.DE.

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