UBUR.DE vs. MIVU.DE

Last updated Apr 3, 2026

Compare and contrast key facts about UBS ETF (IE) Factor MSCI USA Low Volatility UCITS ETF (USD) A-dis (UBUR.DE) and Amundi MSCI USA Minimum Volatility Factor UCITS ETF (MIVU.DE).

UBUR.DE and MIVU.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. UBUR.DE is a passively managed fund by UBS that tracks the performance of the MSCI USA Select Dynamic 50% Risk Weighted. It was launched on Aug 26, 2015. 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. Both UBUR.DE and MIVU.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

UBUR.DE vs. MIVU.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in UBS ETF (IE) Factor MSCI USA Low Volatility UCITS ETF (USD) A-dis (UBUR.DE) and Amundi MSCI USA Minimum Volatility Factor UCITS ETF (MIVU.DE). The values are adjusted to include any dividend payments, if applicable.

UBUR.DE vs. MIVU.DE - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018
UBUR.DE UBS ETF (IE) Factor MSCI USA Low Volatility UCITS ETF (USD) A-dis	3.82%	-5.64%	20.63%	2.15%	-0.28%	33.09%	-5.58%	30.74%	-3.72%
MIVU.DE Amundi MSCI USA Minimum Volatility Factor UCITS ETF	0.24%	-3.87%	22.89%	5.36%	-4.28%	31.88%	-5.36%	30.00%	-5.89%

Returns By Period

In the year-to-date period, UBUR.DE achieves a 3.82% return, which is significantly higher than MIVU.DE's 0.24% return.

UBUR.DE

• 1D: 1.14%
• 1M: -3.43%
• YTD: 3.82%
• 6M: 3.16%
• 1Y: -4.99%
• 3Y*: 7.16%
• 5Y*: 7.81%
• 10Y*: —

MIVU.DE

• 1D: 0.91%
• 1M: -2.63%
• YTD: 0.24%
• 6M: 0.44%
• 1Y: -5.21%
• 3Y*: 7.91%
• 5Y*: 7.85%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

UBUR.DE vs. MIVU.DE - Expense Ratio Comparison

Both UBUR.DE and MIVU.DE have an expense ratio of 0.18%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.

UBUR.DE

UBS ETF (IE) Factor MSCI USA Low Volatility UCITS ETF (USD) A-dis

MIVU.DE

Amundi MSCI USA Minimum Volatility Factor UCITS ETF

Return for Risk

UBUR.DE vs. MIVU.DE — Risk / Return Rank

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

UBUR.DE

UBUR.DE Risk / Return Rank: 6
UBUR.DE Sharpe Ratio Rank: 4
UBUR.DE Sortino Ratio Rank: 4
UBUR.DE Omega Ratio Rank: 4
UBUR.DE Calmar Ratio Rank: 8
UBUR.DE Martin Ratio Rank: 9

MIVU.DE

MIVU.DE Risk / Return Rank: 5
MIVU.DE Sharpe Ratio Rank: 5
MIVU.DE Sortino Ratio Rank: 5
MIVU.DE Omega Ratio Rank: 5
MIVU.DE Calmar Ratio Rank: 5
MIVU.DE Martin Ratio Rank: 5

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.

UBUR.DE vs. MIVU.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for UBS ETF (IE) Factor MSCI USA Low Volatility UCITS ETF (USD) A-dis (UBUR.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.

	UBUR.DE	MIVU.DE	Difference
Sharpe ratio Return per unit of total volatility	-0.47	-0.40	-0.06
Sortino ratio Return per unit of downside risk	-0.55	-0.44	-0.11
Omega ratio Gain probability vs. loss probability	0.93	0.94	-0.01
Calmar ratio Return relative to maximum drawdown	-0.10	-0.44	+0.34
Martin ratio Return relative to average drawdown	-0.16	-0.82	+0.66
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

UBUR.DE vs. MIVU.DE - Sharpe Ratio Comparison

The current UBUR.DE Sharpe Ratio is -0.47, which is comparable to the MIVU.DE Sharpe Ratio of -0.40. The chart below compares the historical Sharpe Ratios of UBUR.DE and MIVU.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	UBUR.DE	MIVU.DE	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.47	-0.40	-0.06
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.84	0.65	+0.19
Sharpe Ratio (All Time) Calculated using the full available price history	0.87	0.58	+0.29

Correlation

The correlation between UBUR.DE and MIVU.DE is 0.63, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Dividends

UBUR.DE vs. MIVU.DE - Dividend Comparison

UBUR.DE's dividend yield for the trailing twelve months is around 1.55%, while MIVU.DE has not paid dividends to shareholders.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016
UBUR.DE UBS ETF (IE) Factor MSCI USA Low Volatility UCITS ETF (USD) A-dis	1.55%	1.87%	1.44%	1.39%	1.28%	0.93%	1.62%	1.40%	1.37%	1.48%	0.00%
MIVU.DE Amundi MSCI USA Minimum Volatility Factor UCITS ETF	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Drawdowns

UBUR.DE vs. MIVU.DE - Drawdown Comparison

The maximum UBUR.DE drawdown since its inception was -35.34%, which is greater than MIVU.DE's maximum drawdown of -32.69%. Use the drawdown chart below to compare losses from any high point for UBUR.DE and MIVU.DE.

Drawdown Indicators

	UBUR.DE	MIVU.DE	Difference
Max Drawdown Largest peak-to-trough decline	-35.34%	-32.69%	-2.65%
Max Drawdown (1Y) Largest decline over 1 year	-9.21%	-8.83%	-0.38%
Max Drawdown (5Y) Largest decline over 5 years	-14.40%	-14.89%	+0.49%
Current Drawdown Current decline from peak	-8.39%	-9.08%	+0.69%
Average Drawdown Average peak-to-trough decline	-7.23%	-6.11%	-1.12%
Ulcer Index Depth and duration of drawdowns from previous peaks	8.99%	3.17%	+5.82%

Volatility

UBUR.DE vs. MIVU.DE - Volatility Comparison

UBS ETF (IE) Factor MSCI USA Low Volatility UCITS ETF (USD) A-dis (UBUR.DE) has a higher volatility of 3.34% compared to Amundi MSCI USA Minimum Volatility Factor UCITS ETF (MIVU.DE) at 2.80%. This indicates that UBUR.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.

Volatility by Period

	UBUR.DE	MIVU.DE	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.34%	2.80%	+0.54%
Volatility (6M) Calculated over the trailing 6-month period	7.86%	5.96%	+1.90%
Volatility (1Y) Calculated over the trailing 1-year period	15.08%	12.94%	+2.14%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.78%	11.92%	+3.86%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	19.70%	14.07%	+5.63%