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

Performance

MIVU.DE vs. UBUS.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 Prime Value UCITS ETF (USD) A-dis (UBUS.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 3.30% return, which is significantly lower than UBUS.DE's 9.37% 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*

UBUS.DE

1D
0.89%
1M
4.21%
YTD
9.37%
6M
9.60%
1Y
20.03%
3Y*
10.48%
5Y*
9.53%
10Y*
11.70%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)20252024202320222021202020192018
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%-5.89%
UBUS.DE
UBS ETF (IE) Factor MSCI USA Prime Value UCITS ETF (USD) A-dis
9.37%0.40%13.97%12.38%-2.90%41.54%-3.81%33.57%-14.14%

Correlation

The correlation between MIVU.DE and UBUS.DE is 0.61, 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

0.61

Correlation (3Y)
Calculated over the trailing 3-year period

0.75

Correlation (5Y)
Calculated over the trailing 5-year period

0.78

Correlation (All Time)
Calculated using the full available price history since Aug 21, 2018

0.66

The correlation between MIVU.DE and UBUS.DE shifts across timeframes, from 0.61 (1 year) to 0.78 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

MIVU.DE vs. UBUS.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: 1818
Overall Rank
MIVU.DE Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
MIVU.DE Sortino Ratio Rank: 1515
Sortino Ratio Rank
MIVU.DE Omega Ratio Rank: 1515
Omega Ratio Rank
MIVU.DE Calmar Ratio Rank: 2121
Calmar Ratio Rank
MIVU.DE Martin Ratio Rank: 2020
Martin Ratio Rank

UBUS.DE
UBUS.DE Risk / Return Rank: 5656
Overall Rank
UBUS.DE Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
UBUS.DE Sortino Ratio Rank: 5353
Sortino Ratio Rank
UBUS.DE Omega Ratio Rank: 4848
Omega Ratio Rank
UBUS.DE Calmar Ratio Rank: 6868
Calmar Ratio Rank
UBUS.DE Martin Ratio Rank: 6161
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. UBUS.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 Prime Value UCITS ETF (USD) A-dis (UBUS.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.DEUBUS.DEDifference
Sharpe ratioReturn per unit of total volatility

-1.20

Sortino ratioReturn per unit of downside risk

-1.69

Omega ratioGain probability vs. loss probability

1.09

1.29

-0.20

Calmar ratioReturn relative to maximum drawdown

0.91

3.26

-2.34

Martin ratioReturn relative to average drawdown

2.24

10.48

-8.24

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

The current MIVU.DE Sharpe Ratio is 0.49, which is lower than the UBUS.DE Sharpe Ratio of 1.69. The chart below compares the historical Sharpe Ratios of MIVU.DE and UBUS.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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Drawdowns

MIVU.DE vs. UBUS.DE - Drawdown Comparison

The maximum MIVU.DE drawdown since its inception was -32.68%, which is greater than UBUS.DE's maximum drawdown of -30.27%. Use the drawdown chart below to compare losses from any high point for MIVU.DE and UBUS.DE.


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Drawdown Indicators


MIVU.DEUBUS.DEDifference

Max Drawdown

Largest peak-to-trough decline

-32.68%

-30.27%

-2.41%

Max Drawdown (1Y)

Largest decline over 1 year

-4.83%

-6.12%

+1.29%

Max Drawdown (3Y)

Largest decline over 3 years

-14.89%

-21.83%

+6.94%

Max Drawdown (5Y)

Largest decline over 5 years

-14.89%

-21.83%

+6.94%

Max Drawdown (10Y)

Largest decline over 10 years

-30.27%

Current Drawdown

Current decline from peak

-6.30%

0.00%

-6.30%

Average Drawdown

Average peak-to-trough decline

-6.16%

-5.09%

-1.07%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.97%

1.91%

+0.06%

Volatility

MIVU.DE vs. UBUS.DE - Volatility Comparison

Amundi MSCI USA Minimum Volatility Factor UCITS ETF (MIVU.DE) and UBS ETF (IE) Factor MSCI USA Prime Value UCITS ETF (USD) A-dis (UBUS.DE) have volatilities of 2.63% and 2.65%, 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.DEUBUS.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.63%

2.65%

-0.02%

Volatility (6M)

Calculated over the trailing 6-month period

6.10%

8.00%

-1.90%

Volatility (1Y)

Calculated over the trailing 1-year period

8.98%

11.81%

-2.83%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.90%

14.73%

-2.83%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.95%

15.84%

-1.89%

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

MIVU.DE has a 0.18% expense ratio, which is lower than UBUS.DE's 0.25% 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. UBUS.DE - Dividend Comparison

MIVU.DE has not paid dividends to shareholders, while UBUS.DE's dividend yield for the trailing twelve months is around 1.13%.


PositionTTM2025202420232022202120202019201820172016
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%
UBUS.DE
UBS ETF (IE) Factor MSCI USA Prime Value UCITS ETF (USD) A-dis
1.13%1.24%0.67%1.52%1.62%1.56%1.89%1.30%1.93%1.60%1.41%

Frequently Asked Questions


MIVU.DE and UBUS.DE have a correlation of 0.61, 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 0.25% for UBUS.DE.

MIVU.DE is categorized as Large Cap Blend Equities, while UBUS.DE is Large Cap Value Equities. MIVU.DE tracks MSCI USA Minimum Volatility, while UBUS.DE tracks MSCI USA Prime Value. They also come from different issuers: Amundi and UBS. Their fees differ too: 0.18% for MIVU.DE and 0.25% for UBUS.DE.

Portfolio Optimizer

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