MWOJ.DE vs. MIVU.DE
MWOJ.DE (Amundi MSCI USA ESG Leaders Extra UCITS ETF USD Acc) and MIVU.DE (Amundi MSCI USA Minimum Volatility Factor UCITS ETF) are both Large Cap Blend Equities funds from Amundi - MWOJ.DE tracks the MSCI USA Select ESG Rating and Trend Leaders while MIVU.DE tracks the MSCI USA Minimum Volatility. Both are passively managed. Over the past 3 years, MWOJ.DE returned 18.57%/yr vs 8.40%/yr for MIVU.DE. A 0.56 correlation means they provide meaningful diversification when combined. MWOJ.DE charges 0.10%/yr vs 0.18%/yr for MIVU.DE.
Performance
MWOJ.DE vs. MIVU.DE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, MWOJ.DE achieves a 9.96% return, which is significantly higher than MIVU.DE's 2.88% return.
MWOJ.DE
- 1D
- 0.72%
- 1M
- 3.96%
- YTD
- 9.96%
- 6M
- 10.02%
- 1Y
- 23.95%
- 3Y*
- 18.57%
- 5Y*
- —
- 10Y*
- —
MIVU.DE
- 1D
- -0.26%
- 1M
- 3.60%
- YTD
- 2.88%
- 6M
- 2.79%
- 1Y
- 3.11%
- 3Y*
- 8.40%
- 5Y*
- 8.13%
- 10Y*
- —
MWOJ.DE vs. MIVU.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
MWOJ.DE Amundi MSCI USA ESG Leaders Extra UCITS ETF USD Acc | 9.96% | 4.55% | 31.40% | 25.52% | -6.87% |
MIVU.DE Amundi MSCI USA Minimum Volatility Factor UCITS ETF | 2.88% | -3.87% | 22.89% | 5.36% | -5.04% |
Correlation
The correlation between MWOJ.DE and MIVU.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 (All Time) Calculated using the full available price history since Nov 23, 2022 | 0.56 |
The correlation between MWOJ.DE and MIVU.DE shifts across timeframes, from 0.39 (1 year) to 0.56 (all time), reflecting how their relationship changes across market environments.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
MWOJ.DE vs. MIVU.DE — Risk / Return Rank
MWOJ.DE
MIVU.DE
MWOJ.DE vs. MIVU.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Amundi MSCI USA ESG Leaders Extra UCITS ETF USD Acc (MWOJ.DE) and Amundi MSCI USA Minimum Volatility Factor UCITS ETF (MIVU.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.
| MWOJ.DE | MIVU.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.67 | ||
| Sortino ratioReturn per unit of downside risk | +1.11 | ||
| Omega ratioGain probability vs. loss probability | 1.31 | 1.05 | +0.26 |
| Calmar ratioReturn relative to maximum drawdown | 1.20 | 0.52 | +0.67 |
| Martin ratioReturn relative to average drawdown | 2.31 | 1.15 | +1.16 |
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 charts...
Sharpe Ratios by Period
| MWOJ.DE | MIVU.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.96 | 0.28 | +0.67 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.68 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.93 | 0.60 | +0.33 |
Drawdowns
MWOJ.DE vs. MIVU.DE - Drawdown Comparison
The maximum MWOJ.DE drawdown since its inception was -24.58%, smaller than the maximum MIVU.DE drawdown of -32.69%. Use the drawdown chart below to compare losses from any high point for MWOJ.DE and MIVU.DE.
Loading charts...
Drawdown Indicators
| MWOJ.DE | MIVU.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -24.58% | -32.69% | +8.11% |
Max Drawdown (1Y)Largest decline over 1 year | -20.06% | -4.83% | -15.23% |
Max Drawdown (3Y)Largest decline over 3 years | -24.58% | -14.89% | -9.69% |
Max Drawdown (5Y)Largest decline over 5 years | — | -14.89% | — |
Current DrawdownCurrent decline from peak | -4.53% | -6.68% | +2.15% |
Average DrawdownAverage peak-to-trough decline | -5.34% | -6.16% | +0.82% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 10.40% | 2.20% | +8.20% |
Volatility
MWOJ.DE vs. MIVU.DE - Volatility Comparison
Amundi MSCI USA ESG Leaders Extra UCITS ETF USD Acc (MWOJ.DE) has a higher volatility of 3.32% compared to Amundi MSCI USA Minimum Volatility Factor UCITS ETF (MIVU.DE) at 2.83%. This indicates that MWOJ.DE's price experiences larger fluctuations and is considered to be riskier than MIVU.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| MWOJ.DE | MIVU.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.32% | 2.83% | +0.49% |
Volatility (6M)Calculated over the trailing 6-month period | 9.03% | 6.02% | +3.01% |
Volatility (1Y)Calculated over the trailing 1-year period | 25.12% | 8.94% | +16.18% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.34% | 11.89% | +7.45% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.34% | 13.97% | +5.37% |
MWOJ.DE vs. MIVU.DE - Expense Ratio Comparison
MWOJ.DE has a 0.10% expense ratio, which is lower than MIVU.DE's 0.18% 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
MWOJ.DE vs. MIVU.DE - Dividend Comparison
Neither MWOJ.DE nor MIVU.DE has paid dividends to shareholders.
Frequently Asked Questions
MWOJ.DE and MIVU.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, MWOJ.DE is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.
MWOJ.DE is cheaper with a 0.10% expense ratio, compared with 0.18% for MIVU.DE.
MWOJ.DE tracks MSCI USA Select ESG Rating and Trend Leaders, while MIVU.DE tracks MSCI USA Minimum Volatility. Their fees differ too: 0.10% for MWOJ.DE and 0.18% for MIVU.DE.
Find the right allocation for MWOJ.DE and MIVU.DE
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer