MIVU.DE vs. SLUS.DE
MIVU.DE (Amundi MSCI USA Minimum Volatility Factor UCITS ETF) and SLUS.DE (iShares MSCI USA ESG Screened UCITS ETF USD (Dist)) are both Large Cap Blend Equities funds - MIVU.DE tracks the MSCI USA Minimum Volatility while SLUS.DE tracks the MSCI USA ESG Screened. Both are passively managed. Over the past 5 years, MIVU.DE returned 8.13%/yr vs 14.97%/yr for SLUS.DE. A 0.75 correlation means they provide meaningful diversification when combined. MIVU.DE charges 0.18%/yr vs 0.07%/yr for SLUS.DE.
Performance
MIVU.DE vs. SLUS.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 lower than SLUS.DE's 11.22% 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*
- —
SLUS.DE
- 1D
- 0.00%
- 1M
- 5.80%
- YTD
- 11.22%
- 6M
- 11.10%
- 1Y
- 26.09%
- 3Y*
- 19.85%
- 5Y*
- 14.97%
- 10Y*
- —
MIVU.DE vs. SLUS.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
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% | -5.02% |
SLUS.DE iShares MSCI USA ESG Screened UCITS ETF USD (Dist) | 11.22% | 4.97% | 33.89% | 26.23% | -17.11% | 39.38% | 10.48% | 35.11% | -7.65% |
Correlation
The correlation between MIVU.DE and SLUS.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 | 0.57 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.69 |
Correlation (All Time) Calculated using the full available price history since Oct 25, 2018 | 0.75 |
Over the past year, the correlation between MIVU.DE and SLUS.DE has dropped to 0.39 - well below their long-term average of 0.75, suggesting their price drivers have been diverging.
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Return for Risk
MIVU.DE vs. SLUS.DE — Risk / Return Rank
MIVU.DE
SLUS.DE
MIVU.DE vs. SLUS.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 (Dist) (SLUS.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 | SLUS.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.79 | ||
| Sortino ratioReturn per unit of downside risk | -2.38 | ||
| Omega ratioGain probability vs. loss probability | 1.05 | 1.38 | -0.32 |
| Calmar ratioReturn relative to maximum drawdown | 0.52 | 3.05 | -2.53 |
| Martin ratioReturn relative to average drawdown | 1.15 | 10.67 | -9.52 |
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 | SLUS.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.28 | 2.07 | -1.79 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.68 | 0.93 | -0.25 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.60 | 0.92 | -0.32 |
Drawdowns
MIVU.DE vs. SLUS.DE - Drawdown Comparison
The maximum MIVU.DE drawdown since its inception was -32.69%, roughly equal to the maximum SLUS.DE drawdown of -33.71%. Use the drawdown chart below to compare losses from any high point for MIVU.DE and SLUS.DE.
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Drawdown Indicators
| MIVU.DE | SLUS.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.69% | -33.71% | +1.02% |
Max Drawdown (1Y)Largest decline over 1 year | -4.83% | -8.51% | +3.68% |
Max Drawdown (3Y)Largest decline over 3 years | -14.89% | -24.45% | +9.56% |
Max Drawdown (5Y)Largest decline over 5 years | -14.89% | -24.45% | +9.56% |
Current DrawdownCurrent decline from peak | -6.68% | -0.43% | -6.25% |
Average DrawdownAverage peak-to-trough decline | -6.16% | -4.84% | -1.32% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.20% | 2.44% | -0.24% |
Volatility
MIVU.DE vs. SLUS.DE - Volatility Comparison
Amundi MSCI USA Minimum Volatility Factor UCITS ETF (MIVU.DE) and iShares MSCI USA ESG Screened UCITS ETF USD (Dist) (SLUS.DE) have volatilities of 2.83% and 2.97%, 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 | SLUS.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.83% | 2.97% | -0.14% |
Volatility (6M)Calculated over the trailing 6-month period | 6.02% | 8.38% | -2.36% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.94% | 12.54% | -3.60% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.89% | 15.99% | -4.10% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.97% | 17.58% | -3.61% |
MIVU.DE vs. SLUS.DE - Expense Ratio Comparison
MIVU.DE has a 0.18% expense ratio, which is higher than SLUS.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. SLUS.DE - Dividend Comparison
MIVU.DE has not paid dividends to shareholders, while SLUS.DE's dividend yield for the trailing twelve months is around 0.62%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
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% |
SLUS.DE iShares MSCI USA ESG Screened UCITS ETF USD (Dist) | 0.62% | 0.69% | 0.84% | 0.98% | 1.26% | 0.79% | 1.06% | 1.24% | 0.20% |
Frequently Asked Questions
MIVU.DE and SLUS.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, SLUS.DE is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SLUS.DE is cheaper with a 0.07% expense ratio, compared with 0.18% for MIVU.DE.
MIVU.DE tracks MSCI USA Minimum Volatility, while SLUS.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 SLUS.DE.
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