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UIM4.DE vs. MIVA.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

UIM4.DE vs. MIVA.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in UBS ETF (LU) MSCI EMU UCITS ETF (EUR) A-dis (UIM4.DE) and Amundi MSCI Europe Minimum Volatility Factor UCITS ETF EUR (C) (MIVA.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, UIM4.DE achieves a 8.95% return, which is significantly higher than MIVA.DE's 5.31% return. Over the past 10 years, UIM4.DE has outperformed MIVA.DE with an annualized return of 10.00%, while MIVA.DE has yielded a comparatively lower 6.51% annualized return.


UIM4.DE

1D
0.60%
1M
4.76%
YTD
8.95%
6M
10.84%
1Y
18.11%
3Y*
16.13%
5Y*
10.60%
10Y*
10.00%

MIVA.DE

1D
0.58%
1M
0.53%
YTD
5.31%
6M
6.68%
1Y
5.26%
3Y*
10.24%
5Y*
7.20%
10Y*
6.51%
*Multi-year figures are annualized to reflect compound growth (CAGR)

UIM4.DE vs. MIVA.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
UIM4.DE
UBS ETF (LU) MSCI EMU UCITS ETF (EUR) A-dis
8.95%24.73%9.53%18.91%-11.89%21.97%-0.72%27.27%-12.97%13.08%
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 UIM4.DE and MIVA.DE is 0.68, 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

0.68

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

0.71

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

0.77

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

0.79

Correlation (All Time)
Calculated using the full available price history since Mar 18, 2010

0.69

The correlation between UIM4.DE and MIVA.DE shifts across timeframes, from 0.68 (1 year) to 0.79 (10 years), reflecting how their relationship changes across market environments.

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Return for Risk

UIM4.DE vs. MIVA.DE — Risk / Return Rank

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

UIM4.DE
UIM4.DE Risk / Return Rank: 3737
Overall Rank
UIM4.DE Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
UIM4.DE Sortino Ratio Rank: 3737
Sortino Ratio Rank
UIM4.DE Omega Ratio Rank: 3535
Omega Ratio Rank
UIM4.DE Calmar Ratio Rank: 3737
Calmar Ratio Rank
UIM4.DE Martin Ratio Rank: 4141
Martin Ratio Rank

MIVA.DE
MIVA.DE Risk / Return Rank: 1919
Overall Rank
MIVA.DE Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
MIVA.DE Sortino Ratio Rank: 1818
Sortino Ratio Rank
MIVA.DE Omega Ratio Rank: 1919
Omega Ratio Rank
MIVA.DE Calmar Ratio Rank: 1919
Calmar Ratio Rank
MIVA.DE Martin Ratio Rank: 1818
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.

UIM4.DE vs. MIVA.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for UBS ETF (LU) MSCI EMU UCITS ETF (EUR) A-dis (UIM4.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.


UIM4.DEMIVA.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.64

Sortino ratioReturn per unit of downside risk

+1.00

Omega ratioGain probability vs. loss probability

1.23

1.11

+0.12

Calmar ratioReturn relative to maximum drawdown

1.78

0.75

+1.03

Martin ratioReturn relative to average drawdown

6.46

1.96

+4.50

UIM4.DE vs. MIVA.DE - Sharpe Ratio Comparison

The current UIM4.DE Sharpe Ratio is 1.23, which is higher than the MIVA.DE Sharpe Ratio of 0.60. The chart below compares the historical Sharpe Ratios of UIM4.DE and MIVA.DE, 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


UIM4.DEMIVA.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.23

0.60

+0.64

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.65

0.65

0.00

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.59

0.52

+0.06

Sharpe Ratio (All Time)

Calculated using the full available price history

0.44

0.53

-0.08

Drawdowns

UIM4.DE vs. MIVA.DE - Drawdown Comparison

The maximum UIM4.DE drawdown since its inception was -57.87%, 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 UIM4.DE and MIVA.DE.


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Drawdown Indicators


UIM4.DEMIVA.DEDifference

Max Drawdown

Largest peak-to-trough decline

-57.87%

-30.57%

-27.30%

Max Drawdown (1Y)

Largest decline over 1 year

-10.11%

-6.94%

-3.17%

Max Drawdown (3Y)

Largest decline over 3 years

-15.21%

-11.02%

-4.19%

Max Drawdown (5Y)

Largest decline over 5 years

-24.54%

-19.69%

-4.85%

Max Drawdown (10Y)

Largest decline over 10 years

-38.32%

-30.57%

-7.75%

Current Drawdown

Current decline from peak

-0.54%

-3.21%

+2.67%

Average Drawdown

Average peak-to-trough decline

-11.29%

-5.64%

-5.65%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.79%

2.67%

+0.12%

Volatility

UIM4.DE vs. MIVA.DE - Volatility Comparison

UBS ETF (LU) MSCI EMU UCITS ETF (EUR) A-dis (UIM4.DE) has a higher volatility of 4.77% compared to Amundi MSCI Europe Minimum Volatility Factor UCITS ETF EUR (C) (MIVA.DE) at 3.14%. This indicates that UIM4.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


UIM4.DEMIVA.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.77%

3.14%

+1.63%

Volatility (6M)

Calculated over the trailing 6-month period

11.99%

7.19%

+4.80%

Volatility (1Y)

Calculated over the trailing 1-year period

14.61%

8.76%

+5.85%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.30%

10.96%

+5.34%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.33%

12.34%

+4.99%

UIM4.DE vs. MIVA.DE - Expense Ratio Comparison

UIM4.DE has a 0.12% expense ratio, which is lower than MIVA.DE's 0.23% 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

UIM4.DE vs. MIVA.DE - Dividend Comparison

UIM4.DE's dividend yield for the trailing twelve months is around 2.46%, while MIVA.DE has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
MIVA.DE
Amundi MSCI Europe Minimum Volatility Factor UCITS ETF EUR (C)
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
UIM4.DE
UBS ETF (LU) MSCI EMU UCITS ETF (EUR) A-dis
2.46%2.52%2.71%2.69%2.84%1.83%1.58%2.66%3.26%2.51%2.57%2.99%

Frequently Asked Questions


UIM4.DE and MIVA.DE have a correlation of 0.68, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, UIM4.DE is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.

UIM4.DE is cheaper with a 0.12% expense ratio, compared with 0.23% for MIVA.DE.

UIM4.DE tracks MSCI EMU, while MIVA.DE tracks MSCI Europe Minimum Volatility. They also come from different issuers: UBS and Amundi. Their fees differ too: 0.12% for UIM4.DE and 0.23% for MIVA.DE.

Portfolio Optimizer

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