MIVU.DE vs. UBUR.DE

Last updated Apr 2, 2026

Compare and contrast key facts about Amundi MSCI USA Minimum Volatility Factor UCITS ETF (MIVU.DE) and UBS ETF (IE) Factor MSCI USA Low Volatility UCITS ETF (USD) A-dis (UBUR.DE).

MIVU.DE and UBUR.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. MIVU.DE is a passively managed fund by Amundi that tracks the performance of the MSCI USA Minimum Volatility. It was launched on Apr 10, 2017. UBUR.DE is a passively managed fund by UBS that tracks the performance of the MSCI USA Select Dynamic 50% Risk Weighted. It was launched on Aug 26, 2015. Both MIVU.DE and UBUR.DE are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.

Performance

MIVU.DE vs. UBUR.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 UBS ETF (IE) Factor MSCI USA Low Volatility UCITS ETF (USD) A-dis (UBUR.DE). The values are adjusted to include any dividend payments, if applicable.

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

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018
MIVU.DE Amundi MSCI USA Minimum Volatility Factor UCITS ETF	-0.67%	-3.87%	22.89%	5.36%	-4.28%	31.88%	-5.36%	30.00%	-5.89%
UBUR.DE UBS ETF (IE) Factor MSCI USA Low Volatility UCITS ETF (USD) A-dis	2.65%	-5.64%	20.63%	2.15%	-0.28%	33.09%	-5.58%	30.74%	-3.72%

Returns By Period

In the year-to-date period, MIVU.DE achieves a -0.67% return, which is significantly lower than UBUR.DE's 2.65% return.

MIVU.DE

• 1D: 0.13%
• 1M: -3.55%
• YTD: -0.67%
• 6M: -0.47%
• 1Y: -6.35%
• 3Y*: 7.74%
• 5Y*: 7.65%
• 10Y*: —

UBUR.DE

• 1D: 0.07%
• 1M: -4.90%
• YTD: 2.65%
• 6M: 1.81%
• 1Y: -6.32%
• 3Y*: 7.49%
• 5Y*: 7.56%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

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

Both MIVU.DE and UBUR.DE have an expense ratio of 0.18%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.

MIVU.DE

Amundi MSCI USA Minimum Volatility Factor UCITS ETF

UBUR.DE

UBS ETF (IE) Factor MSCI USA Low Volatility UCITS ETF (USD) A-dis

Return for Risk

MIVU.DE vs. UBUR.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: 3
MIVU.DE Sharpe Ratio Rank: 4
MIVU.DE Sortino Ratio Rank: 4
MIVU.DE Omega Ratio Rank: 3
MIVU.DE Calmar Ratio Rank: 2
MIVU.DE Martin Ratio Rank: 1

UBUR.DE

UBUR.DE Risk / Return Rank: 5
UBUR.DE Sharpe Ratio Rank: 3
UBUR.DE Sortino Ratio Rank: 3
UBUR.DE Omega Ratio Rank: 3
UBUR.DE Calmar Ratio Rank: 8
UBUR.DE Martin Ratio Rank: 9

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. UBUR.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 UBS ETF (IE) Factor MSCI USA Low Volatility UCITS ETF (USD) A-dis (UBUR.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	UBUR.DE	Difference
Sharpe ratio Return per unit of total volatility	-0.49	-0.59	+0.10
Sortino ratio Return per unit of downside risk	-0.56	-0.73	+0.17
Omega ratio Gain probability vs. loss probability	0.92	0.91	+0.01
Calmar ratio Return relative to maximum drawdown	-0.69	-0.19	-0.50
Martin ratio Return relative to average drawdown	-1.64	-0.30	-1.34
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

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

The current MIVU.DE Sharpe Ratio is -0.49, which is comparable to the UBUR.DE Sharpe Ratio of -0.59. The chart below compares the historical Sharpe Ratios of MIVU.DE and UBUR.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	MIVU.DE	UBUR.DE	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.49	-0.59	+0.10
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.64	0.81	-0.18
Sharpe Ratio (All Time) Calculated using the full available price history	0.57	0.86	-0.29

Correlation

The correlation between MIVU.DE and UBUR.DE is 0.63, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Dividends

MIVU.DE vs. UBUR.DE - Dividend Comparison

MIVU.DE has not paid dividends to shareholders, while UBUR.DE's dividend yield for the trailing twelve months is around 1.57%.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016
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%	0.00%	0.00%
UBUR.DE UBS ETF (IE) Factor MSCI USA Low Volatility UCITS ETF (USD) A-dis	1.57%	1.87%	1.44%	1.39%	1.28%	0.93%	1.62%	1.40%	1.37%	1.48%	0.00%

Drawdowns

MIVU.DE vs. UBUR.DE - Drawdown Comparison

The maximum MIVU.DE drawdown since its inception was -32.69%, smaller than the maximum UBUR.DE drawdown of -35.34%. Use the drawdown chart below to compare losses from any high point for MIVU.DE and UBUR.DE.

Drawdown Indicators

	MIVU.DE	UBUR.DE	Difference
Max Drawdown Largest peak-to-trough decline	-32.69%	-35.34%	+2.65%
Max Drawdown (1Y) Largest decline over 1 year	-11.27%	-11.22%	-0.05%
Max Drawdown (5Y) Largest decline over 5 years	-14.89%	-14.40%	-0.49%
Current Drawdown Current decline from peak	-9.90%	-9.42%	-0.48%
Average Drawdown Average peak-to-trough decline	-6.10%	-7.23%	+1.13%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.70%	8.97%	-5.27%

Volatility

MIVU.DE vs. UBUR.DE - Volatility Comparison

The current volatility for Amundi MSCI USA Minimum Volatility Factor UCITS ETF (MIVU.DE) is 2.61%, while UBS ETF (IE) Factor MSCI USA Low Volatility UCITS ETF (USD) A-dis (UBUR.DE) has a volatility of 3.06%. This indicates that MIVU.DE experiences smaller price fluctuations and is considered to be less risky than UBUR.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	MIVU.DE	UBUR.DE	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.61%	3.06%	-0.45%
Volatility (6M) Calculated over the trailing 6-month period	5.90%	7.79%	-1.89%
Volatility (1Y) Calculated over the trailing 1-year period	12.92%	15.02%	-2.10%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	11.92%	15.78%	-3.86%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	14.07%	19.70%	-5.63%