MIVU.DE vs. USCP.DE
Compare and contrast key facts about Amundi MSCI USA Minimum Volatility Factor UCITS ETF (MIVU.DE) and Ossiam Shiller Barclays CAPE® US Sector Value TR UCITS ETF (EUR) (USCP.DE).
MIVU.DE and USCP.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. USCP.DE is a passively managed fund by Natixis that tracks the performance of the Shiller Barclays CAPE® US Sector Value. It was launched on Jun 22, 2015. Both MIVU.DE and USCP.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. USCP.DE - Performance Comparison
Loading graphics...
MIVU.DE vs. USCP.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% |
USCP.DE Ossiam Shiller Barclays CAPE® US Sector Value TR UCITS ETF (EUR) | -1.49% | -3.26% | 22.70% | 25.56% | -10.80% | 38.73% | 7.54% | 33.98% | -11.79% |
Returns By Period
In the year-to-date period, MIVU.DE achieves a -0.67% return, which is significantly higher than USCP.DE's -1.49% 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*
- —
USCP.DE
- 1D
- 0.88%
- 1M
- -5.66%
- YTD
- -1.49%
- 6M
- -0.46%
- 1Y
- -1.75%
- 3Y*
- 10.66%
- 5Y*
- 9.82%
- 10Y*
- 13.09%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
MIVU.DE vs. USCP.DE - Expense Ratio Comparison
MIVU.DE has a 0.18% expense ratio, which is lower than USCP.DE's 0.65% expense ratio.
Return for Risk
MIVU.DE vs. USCP.DE — Risk / Return Rank
MIVU.DE
USCP.DE
MIVU.DE vs. USCP.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 Ossiam Shiller Barclays CAPE® US Sector Value TR UCITS ETF (EUR) (USCP.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 | USCP.DE | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.49 | -0.12 | -0.37 |
Sortino ratioReturn per unit of downside risk | -0.56 | -0.07 | -0.49 |
Omega ratioGain probability vs. loss probability | 0.92 | 0.99 | -0.07 |
Calmar ratioReturn relative to maximum drawdown | -0.69 | -0.16 | -0.53 |
Martin ratioReturn relative to average drawdown | -1.64 | -0.57 | -1.07 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| MIVU.DE | USCP.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.49 | -0.12 | -0.37 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.64 | 0.67 | -0.04 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.80 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.57 | 0.73 | -0.16 |
Correlation
The correlation between MIVU.DE and USCP.DE is 0.80, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
MIVU.DE vs. USCP.DE - Dividend Comparison
Neither MIVU.DE nor USCP.DE has paid dividends to shareholders.
Drawdowns
MIVU.DE vs. USCP.DE - Drawdown Comparison
The maximum MIVU.DE drawdown since its inception was -32.69%, smaller than the maximum USCP.DE drawdown of -34.80%. Use the drawdown chart below to compare losses from any high point for MIVU.DE and USCP.DE.
Loading graphics...
Drawdown Indicators
| MIVU.DE | USCP.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.69% | -34.80% | +2.11% |
Max Drawdown (1Y)Largest decline over 1 year | -11.27% | -11.63% | +0.36% |
Max Drawdown (5Y)Largest decline over 5 years | -14.89% | -19.22% | +4.33% |
Max Drawdown (10Y)Largest decline over 10 years | — | -34.80% | — |
Current DrawdownCurrent decline from peak | -9.90% | -9.83% | -0.07% |
Average DrawdownAverage peak-to-trough decline | -6.10% | -4.85% | -1.25% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.70% | 2.36% | +1.34% |
Volatility
MIVU.DE vs. USCP.DE - Volatility Comparison
The current volatility for Amundi MSCI USA Minimum Volatility Factor UCITS ETF (MIVU.DE) is 2.61%, while Ossiam Shiller Barclays CAPE® US Sector Value TR UCITS ETF (EUR) (USCP.DE) has a volatility of 3.48%. This indicates that MIVU.DE experiences smaller price fluctuations and is considered to be less risky than USCP.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| MIVU.DE | USCP.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.61% | 3.48% | -0.87% |
Volatility (6M)Calculated over the trailing 6-month period | 5.90% | 6.87% | -0.97% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.92% | 14.09% | -1.17% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.92% | 14.48% | -2.56% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.07% | 16.15% | -2.08% |