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UB03.L vs. MIVO.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

UB03.L vs. MIVO.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in UBS ETF (LU) FTSE 100 UCITS ETF (GBP) A-dis (UB03.L) and Amundi MSCI Europe Minimum Volatility UCITS (MIVO.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, UB03.L achieves a 5.64% return, which is significantly higher than MIVO.L's 4.24% return. Over the past 10 years, UB03.L has outperformed MIVO.L with an annualized return of 8.91%, while MIVO.L has yielded a comparatively lower 7.53% annualized return.


UB03.L

1D
0.29%
1M
1.62%
YTD
5.64%
6M
8.14%
1Y
20.72%
3Y*
15.41%
5Y*
11.59%
10Y*
8.91%

MIVO.L

1D
0.44%
1M
0.62%
YTD
4.24%
6M
5.52%
1Y
7.85%
3Y*
10.28%
5Y*
7.34%
10Y*
7.53%
*Multi-year figures are annualized to reflect compound growth (CAGR)

UB03.L vs. MIVO.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
UB03.L
UBS ETF (LU) FTSE 100 UCITS ETF (GBP) A-dis
5.64%26.20%9.58%8.35%3.14%16.12%-10.39%17.37%-7.12%9.91%
MIVO.L
Amundi MSCI Europe Minimum Volatility UCITS
4.24%17.54%6.50%8.50%-7.95%13.43%1.38%16.36%-3.04%13.15%

Correlation

The correlation between UB03.L and MIVO.L is 0.63, 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

0.63

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

0.44

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

0.42

Correlation (10Y)
Calculated over the trailing 10-year period

0.40

Correlation (All Time)
Calculated using the full available price history since Jul 31, 2012

0.41

Over the past year, UB03.L and MIVO.L have become more correlated (0.63) than their long-term average of 0.41, meaning their price movements have been converging.

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Return for Risk

UB03.L vs. MIVO.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

UB03.L
UB03.L Risk / Return Rank: 5858
Overall Rank
UB03.L Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
UB03.L Sortino Ratio Rank: 6161
Sortino Ratio Rank
UB03.L Omega Ratio Rank: 6161
Omega Ratio Rank
UB03.L Calmar Ratio Rank: 5555
Calmar Ratio Rank
UB03.L Martin Ratio Rank: 5151
Martin Ratio Rank

MIVO.L
MIVO.L Risk / Return Rank: 2323
Overall Rank
MIVO.L Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
MIVO.L Sortino Ratio Rank: 2323
Sortino Ratio Rank
MIVO.L Omega Ratio Rank: 2525
Omega Ratio Rank
MIVO.L Calmar Ratio Rank: 2121
Calmar Ratio Rank
MIVO.L Martin Ratio Rank: 2222
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.

UB03.L vs. MIVO.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for UBS ETF (LU) FTSE 100 UCITS ETF (GBP) A-dis (UB03.L) and Amundi MSCI Europe Minimum Volatility UCITS (MIVO.L). 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.


UB03.LMIVO.LDifference
Sharpe ratioReturn per unit of total volatility

+1.12

Sortino ratioReturn per unit of downside risk

+1.58

Omega ratioGain probability vs. loss probability

1.37

1.16

+0.20

Calmar ratioReturn relative to maximum drawdown

2.66

0.93

+1.73

Martin ratioReturn relative to average drawdown

8.61

2.76

+5.85

UB03.L vs. MIVO.L - Sharpe Ratio Comparison

The current UB03.L Sharpe Ratio is 2.00, which is higher than the MIVO.L Sharpe Ratio of 0.88. The chart below compares the historical Sharpe Ratios of UB03.L and MIVO.L, 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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Sharpe Ratios by Period


UB03.LMIVO.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.00

0.88

+1.12

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.28

0.67

+0.61

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.87

0.62

+0.25

Sharpe Ratio (All Time)

Calculated using the full available price history

0.83

0.74

+0.09

Drawdowns

UB03.L vs. MIVO.L - Drawdown Comparison

The maximum UB03.L drawdown since its inception was -33.84%, which is greater than MIVO.L's maximum drawdown of -24.30%. Use the drawdown chart below to compare losses from any high point for UB03.L and MIVO.L.


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Drawdown Indicators


UB03.LMIVO.LDifference

Max Drawdown

Largest peak-to-trough decline

-33.84%

-24.30%

-9.54%

Max Drawdown (1Y)

Largest decline over 1 year

-9.09%

-8.38%

-0.71%

Max Drawdown (3Y)

Largest decline over 3 years

-12.11%

-8.38%

-3.73%

Max Drawdown (5Y)

Largest decline over 5 years

-12.11%

-17.54%

+5.43%

Max Drawdown (10Y)

Largest decline over 10 years

-33.84%

-24.30%

-9.54%

Current Drawdown

Current decline from peak

-4.00%

-4.95%

+0.95%

Average Drawdown

Average peak-to-trough decline

-4.91%

-3.61%

-1.30%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.11%

2.84%

+0.27%

Volatility

UB03.L vs. MIVO.L - Volatility Comparison

UBS ETF (LU) FTSE 100 UCITS ETF (GBP) A-dis (UB03.L) has a higher volatility of 4.06% compared to Amundi MSCI Europe Minimum Volatility UCITS (MIVO.L) at 2.77%. This indicates that UB03.L's price experiences larger fluctuations and is considered to be riskier than MIVO.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


UB03.LMIVO.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.06%

2.77%

+1.29%

Volatility (6M)

Calculated over the trailing 6-month period

9.74%

7.44%

+2.30%

Volatility (1Y)

Calculated over the trailing 1-year period

12.08%

8.91%

+3.17%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.53%

10.94%

+6.59%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.97%

12.25%

+8.72%

UB03.L vs. MIVO.L - Expense Ratio Comparison

UB03.L has a 0.20% expense ratio, which is higher than MIVO.L's 0.13% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

UB03.L vs. MIVO.L - Dividend Comparison

UB03.L's dividend yield for the trailing twelve months is around 2.71%, while MIVO.L has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
MIVO.L
Amundi MSCI Europe Minimum Volatility UCITS
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
UB03.L
UBS ETF (LU) FTSE 100 UCITS ETF (GBP) A-dis
2.71%2.92%3.75%3.63%3.69%3.10%3.72%4.13%4.21%3.30%3.61%4.14%

Frequently Asked Questions


UB03.L and MIVO.L have a correlation of 0.63, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, MIVO.L is cheaper at 0.13% per year. The better choice depends on whether you care most about return, fees, risk, or income.

MIVO.L is cheaper with a 0.13% expense ratio, compared with 0.20% for UB03.L.

UB03.L tracks FTSE AllSh TR GBP, while MIVO.L tracks MSCI Europe NR EUR. They also come from different issuers: UBS and Amundi. Their fees differ too: 0.20% for UB03.L and 0.13% for MIVO.L.

Portfolio Optimizer

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