SXR4.DE vs. MIVU.DE
SXR4.DE (iShares MSCI USA UCITS ETF (Acc)) and MIVU.DE (Amundi MSCI USA Minimum Volatility Factor UCITS ETF) are both Large Cap Blend Equities funds - SXR4.DE tracks the MSCI USA while MIVU.DE tracks the MSCI USA Minimum Volatility. Both are passively managed. Over the past 5 years, SXR4.DE returned 14.32%/yr vs 8.13%/yr for MIVU.DE. A 0.77 correlation means they provide meaningful diversification when combined. SXR4.DE charges 0.07%/yr vs 0.18%/yr for MIVU.DE.
Performance
SXR4.DE vs. MIVU.DE - Performance Comparison
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Returns By Period
In the year-to-date period, SXR4.DE achieves a 11.29% return, which is significantly higher than MIVU.DE's 2.88% return.
SXR4.DE
- 1D
- -0.10%
- 1M
- 4.53%
- YTD
- 11.29%
- 6M
- 10.68%
- 1Y
- 25.15%
- 3Y*
- 19.00%
- 5Y*
- 14.32%
- 10Y*
- 14.76%
MIVU.DE
- 1D
- -0.26%
- 1M
- 3.04%
- YTD
- 2.88%
- 6M
- 3.17%
- 1Y
- 2.54%
- 3Y*
- 8.40%
- 5Y*
- 8.13%
- 10Y*
- —
SXR4.DE vs. MIVU.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
SXR4.DE iShares MSCI USA UCITS ETF (Acc) | 11.29% | 4.62% | 32.33% | 23.44% | -15.85% | 38.32% | 9.25% | 34.28% | -11.84% |
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% | -5.89% |
Correlation
The correlation between SXR4.DE and MIVU.DE is 0.43, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.43 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.61 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.71 |
Correlation (All Time) Calculated using the full available price history since Aug 22, 2018 | 0.77 |
Over the past year, the correlation between SXR4.DE and MIVU.DE has dropped to 0.43 - well below their long-term average of 0.77, suggesting their price drivers have been diverging.
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Return for Risk
SXR4.DE vs. MIVU.DE — Risk / Return Rank
SXR4.DE
MIVU.DE
SXR4.DE vs. MIVU.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI USA UCITS ETF (Acc) (SXR4.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.
| SXR4.DE | MIVU.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.87 | ||
| Sortino ratioReturn per unit of downside risk | +2.47 | ||
| Omega ratioGain probability vs. loss probability | 1.40 | 1.05 | +0.34 |
| Calmar ratioReturn relative to maximum drawdown | 3.42 | 0.52 | +2.89 |
| Martin ratioReturn relative to average drawdown | 11.92 | 1.15 | +10.76 |
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
| SXR4.DE | MIVU.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.15 | 0.28 | +1.87 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.92 | 0.68 | +0.24 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.90 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.77 | 0.60 | +0.18 |
Drawdowns
SXR4.DE vs. MIVU.DE - Drawdown Comparison
The maximum SXR4.DE drawdown since its inception was -34.16%, roughly equal to the maximum MIVU.DE drawdown of -32.69%. Use the drawdown chart below to compare losses from any high point for SXR4.DE and MIVU.DE.
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Drawdown Indicators
| SXR4.DE | MIVU.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.16% | -32.69% | -1.47% |
Max Drawdown (1Y)Largest decline over 1 year | -7.36% | -4.83% | -2.53% |
Max Drawdown (3Y)Largest decline over 3 years | -23.63% | -14.89% | -8.74% |
Max Drawdown (5Y)Largest decline over 5 years | -23.63% | -14.89% | -8.74% |
Max Drawdown (10Y)Largest decline over 10 years | -34.16% | — | — |
Current DrawdownCurrent decline from peak | -0.40% | -6.68% | +6.28% |
Average DrawdownAverage peak-to-trough decline | -5.25% | -6.16% | +0.91% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.11% | 2.20% | -0.09% |
Volatility
SXR4.DE vs. MIVU.DE - Volatility Comparison
iShares MSCI USA UCITS ETF (Acc) (SXR4.DE) and Amundi MSCI USA Minimum Volatility Factor UCITS ETF (MIVU.DE) have volatilities of 2.73% and 2.83%, 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
| SXR4.DE | MIVU.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.73% | 2.83% | -0.10% |
Volatility (6M)Calculated over the trailing 6-month period | 7.68% | 6.02% | +1.66% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.70% | 8.94% | +2.76% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.42% | 11.89% | +3.53% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.23% | 13.97% | +2.26% |
SXR4.DE vs. MIVU.DE - Expense Ratio Comparison
SXR4.DE has a 0.07% 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
SXR4.DE vs. MIVU.DE - Dividend Comparison
Neither SXR4.DE nor MIVU.DE has paid dividends to shareholders.
Frequently Asked Questions
SXR4.DE and MIVU.DE have a correlation of 0.43, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SXR4.DE is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SXR4.DE is cheaper with a 0.07% expense ratio, compared with 0.18% for MIVU.DE.
SXR4.DE tracks MSCI USA, while MIVU.DE tracks MSCI USA Minimum Volatility. They also come from different issuers: iShares and Amundi. Their fees differ too: 0.07% for SXR4.DE and 0.18% for MIVU.DE.
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