MIVU.DE vs. SGAS.DE
MIVU.DE (Amundi MSCI USA Minimum Volatility Factor UCITS ETF) and SGAS.DE (iShares MSCI USA ESG Screened UCITS ETF USD (Acc)) are both Large Cap Blend Equities funds - MIVU.DE tracks the MSCI USA Minimum Volatility while SGAS.DE tracks the MSCI USA ESG Screened. Both are passively managed. Over the past 5 years, MIVU.DE returned 8.00%/yr vs 14.75%/yr for SGAS.DE. A 0.74 correlation means they provide meaningful diversification when combined. MIVU.DE charges 0.18%/yr vs 0.07%/yr for SGAS.DE.
Performance
MIVU.DE vs. SGAS.DE - Performance Comparison
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Returns By Period
In the year-to-date period, MIVU.DE achieves a 3.30% return, which is significantly lower than SGAS.DE's 11.05% 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*
- —
SGAS.DE
- 1D
- 1.65%
- 1M
- 2.18%
- YTD
- 11.05%
- 6M
- 12.43%
- 1Y
- 27.18%
- 3Y*
- 19.46%
- 5Y*
- 14.75%
- 10Y*
- —
MIVU.DE vs. SGAS.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
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% | -4.79% |
SGAS.DE iShares MSCI USA ESG Screened UCITS ETF USD (Acc) | 11.05% | 5.16% | 33.87% | 26.35% | -17.03% | 39.63% | 10.63% | 35.35% | -20.64% |
Correlation
The correlation between MIVU.DE and SGAS.DE is 0.39, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.39 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.56 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.68 |
Correlation (All Time) Calculated using the full available price history since Oct 19, 2018 | 0.74 |
Over the past year, the correlation between MIVU.DE and SGAS.DE has dropped to 0.39 - well below their long-term average of 0.74, suggesting their price drivers have been diverging.
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Return for Risk
MIVU.DE vs. SGAS.DE — Risk / Return Rank
MIVU.DE
SGAS.DE
MIVU.DE vs. SGAS.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 ESG Screened UCITS ETF USD (Acc) (SGAS.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 | SGAS.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.63 | ||
| Sortino ratioReturn per unit of downside risk | -2.16 | ||
| Omega ratioGain probability vs. loss probability | 1.09 | 1.38 | -0.29 |
| Calmar ratioReturn relative to maximum drawdown | 0.91 | 3.18 | -2.27 |
| Martin ratioReturn relative to average drawdown | 2.24 | 11.05 | -8.81 |
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Drawdowns
MIVU.DE vs. SGAS.DE - Drawdown Comparison
The maximum MIVU.DE drawdown since its inception was -32.68%, roughly equal to the maximum SGAS.DE drawdown of -33.50%. Use the drawdown chart below to compare losses from any high point for MIVU.DE and SGAS.DE.
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Drawdown Indicators
| MIVU.DE | SGAS.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.68% | -33.50% | +0.82% |
Max Drawdown (1Y)Largest decline over 1 year | -4.83% | -8.51% | +3.68% |
Max Drawdown (3Y)Largest decline over 3 years | -14.89% | -24.69% | +9.80% |
Max Drawdown (5Y)Largest decline over 5 years | -14.89% | -24.69% | +9.80% |
Current DrawdownCurrent decline from peak | -6.30% | -0.59% | -5.71% |
Average DrawdownAverage peak-to-trough decline | -6.16% | -5.53% | -0.63% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.97% | 2.45% | -0.48% |
Volatility
MIVU.DE vs. SGAS.DE - Volatility Comparison
The current volatility for Amundi MSCI USA Minimum Volatility Factor UCITS ETF (MIVU.DE) is 2.63%, while iShares MSCI USA ESG Screened UCITS ETF USD (Acc) (SGAS.DE) has a volatility of 3.75%. This indicates that MIVU.DE experiences smaller price fluctuations and is considered to be less risky than SGAS.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.DE | SGAS.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.63% | 3.75% | -1.12% |
Volatility (6M)Calculated over the trailing 6-month period | 6.10% | 8.87% | -2.77% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.98% | 12.79% | -3.81% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.90% | 16.08% | -4.18% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.95% | 18.24% | -4.29% |
MIVU.DE vs. SGAS.DE - Expense Ratio Comparison
MIVU.DE has a 0.18% expense ratio, which is higher than SGAS.DE's 0.07% expense ratio. However, 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. SGAS.DE - Dividend Comparison
Neither MIVU.DE nor SGAS.DE has paid dividends to shareholders.
Frequently Asked Questions
MIVU.DE and SGAS.DE have a correlation of 0.39, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SGAS.DE is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SGAS.DE is cheaper with a 0.07% expense ratio, compared with 0.18% for MIVU.DE.
MIVU.DE tracks MSCI USA Minimum Volatility, while SGAS.DE tracks MSCI USA ESG Screened. They also come from different issuers: Amundi and iShares. Their fees differ too: 0.18% for MIVU.DE and 0.07% for SGAS.DE.
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