SXRD.DE vs. MIVA.DE
SXRD.DE (iShares MSCI UK Small Cap UCITS ETF (Acc)) and MIVA.DE (Amundi MSCI Europe Minimum Volatility Factor UCITS ETF EUR (C)) are both Europe Equities funds - SXRD.DE tracks the MSCI UK Small Cap while MIVA.DE tracks the MSCI Europe Minimum Volatility. Both are passively managed. Over the past 10 years, SXRD.DE returned 3.75%/yr vs 6.51%/yr for MIVA.DE. A 0.65 correlation means they provide meaningful diversification when combined. SXRD.DE charges 0.58%/yr vs 0.23%/yr for MIVA.DE.
Performance
SXRD.DE vs. MIVA.DE - Performance Comparison
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Returns By Period
In the year-to-date period, SXRD.DE achieves a 3.78% return, which is significantly lower than MIVA.DE's 5.31% return. Over the past 10 years, SXRD.DE has underperformed MIVA.DE with an annualized return of 3.75%, while MIVA.DE has yielded a comparatively higher 6.51% annualized return.
SXRD.DE
- 1D
- 0.80%
- 1M
- 0.85%
- YTD
- 3.78%
- 6M
- 6.49%
- 1Y
- 7.66%
- 3Y*
- 9.84%
- 5Y*
- 1.10%
- 10Y*
- 3.75%
MIVA.DE
- 1D
- 0.58%
- 1M
- -0.46%
- YTD
- 5.31%
- 6M
- 6.85%
- 1Y
- 5.14%
- 3Y*
- 10.24%
- 5Y*
- 7.20%
- 10Y*
- 6.51%
SXRD.DE vs. MIVA.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SXRD.DE iShares MSCI UK Small Cap UCITS ETF (Acc) | 3.78% | 10.75% | 9.62% | 12.01% | -27.04% | 20.49% | -10.12% | 39.79% | -17.72% | 15.74% |
MIVA.DE Amundi MSCI Europe Minimum Volatility Factor UCITS ETF EUR (C) | 5.31% | 12.05% | 11.43% | 10.68% | -13.34% | 21.25% | -4.14% | 24.17% | -4.44% | 9.03% |
Correlation
The correlation between SXRD.DE and MIVA.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 | 0.63 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.68 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.67 |
Correlation (All Time) Calculated using the full available price history since Mar 18, 2010 | 0.65 |
The correlation between SXRD.DE and MIVA.DE has been stable across timeframes, ranging from 0.61 to 0.68 - a consistent structural relationship.
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Return for Risk
SXRD.DE vs. MIVA.DE — Risk / Return Rank
SXRD.DE
MIVA.DE
SXRD.DE vs. MIVA.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI UK Small Cap UCITS ETF (Acc) (SXRD.DE) and Amundi MSCI Europe Minimum Volatility Factor UCITS ETF EUR (C) (MIVA.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.
| SXRD.DE | MIVA.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.08 | ||
| Sortino ratioReturn per unit of downside risk | -0.04 | ||
| Omega ratioGain probability vs. loss probability | 1.10 | 1.11 | -0.01 |
| Calmar ratioReturn relative to maximum drawdown | 0.65 | 0.75 | -0.10 |
| Martin ratioReturn relative to average drawdown | 2.10 | 1.96 | +0.14 |
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
| SXRD.DE | MIVA.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.52 | 0.60 | -0.08 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.06 | 0.65 | -0.59 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.19 | 0.52 | -0.34 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.47 | 0.53 | -0.06 |
Drawdowns
SXRD.DE vs. MIVA.DE - Drawdown Comparison
The maximum SXRD.DE drawdown since its inception was -47.59%, which is greater than MIVA.DE's maximum drawdown of -30.57%. Use the drawdown chart below to compare losses from any high point for SXRD.DE and MIVA.DE.
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Drawdown Indicators
| SXRD.DE | MIVA.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -47.59% | -30.57% | -17.02% |
Max Drawdown (1Y)Largest decline over 1 year | -11.69% | -6.94% | -4.75% |
Max Drawdown (3Y)Largest decline over 3 years | -19.55% | -11.02% | -8.53% |
Max Drawdown (5Y)Largest decline over 5 years | -36.75% | -19.69% | -17.06% |
Max Drawdown (10Y)Largest decline over 10 years | -47.59% | -30.57% | -17.02% |
Current DrawdownCurrent decline from peak | -2.54% | -3.21% | +0.67% |
Average DrawdownAverage peak-to-trough decline | -10.21% | -5.64% | -4.57% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.64% | 2.67% | +0.97% |
Volatility
SXRD.DE vs. MIVA.DE - Volatility Comparison
iShares MSCI UK Small Cap UCITS ETF (Acc) (SXRD.DE) has a higher volatility of 5.06% compared to Amundi MSCI Europe Minimum Volatility Factor UCITS ETF EUR (C) (MIVA.DE) at 3.14%. This indicates that SXRD.DE's price experiences larger fluctuations and is considered to be riskier than MIVA.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SXRD.DE | MIVA.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.06% | 3.14% | +1.92% |
Volatility (6M)Calculated over the trailing 6-month period | 11.86% | 7.19% | +4.67% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.83% | 8.76% | +6.07% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.46% | 10.96% | +6.50% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.88% | 12.34% | +7.54% |
SXRD.DE vs. MIVA.DE - Expense Ratio Comparison
SXRD.DE has a 0.58% expense ratio, which is higher than MIVA.DE's 0.23% expense ratio.
Dividends
SXRD.DE vs. MIVA.DE - Dividend Comparison
Neither SXRD.DE nor MIVA.DE has paid dividends to shareholders.
Frequently Asked Questions
SXRD.DE and MIVA.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, MIVA.DE is cheaper at 0.23% per year. The better choice depends on whether you care most about return, fees, risk, or income.
MIVA.DE is cheaper with a 0.23% expense ratio, compared with 0.58% for SXRD.DE.
SXRD.DE tracks MSCI UK Small Cap, while MIVA.DE tracks MSCI Europe Minimum Volatility. They also come from different issuers: iShares and Amundi. Their fees differ too: 0.58% for SXRD.DE and 0.23% for MIVA.DE.
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