UIMA.DE vs. MIVA.DE
UIMA.DE (UBS ETF (LU) MSCI Europe UCITS ETF (EUR) A-dis) and MIVA.DE (Amundi MSCI Europe Minimum Volatility Factor UCITS ETF EUR (C)) are both Europe Equities funds - UIMA.DE tracks the MSCI Europe while MIVA.DE tracks the MSCI Europe Minimum Volatility. Both are passively managed. Over the past 10 years, UIMA.DE returned 9.17%/yr vs 6.51%/yr for MIVA.DE. Their correlation of 0.81 suggests significant overlap in exposure. UIMA.DE charges 0.10%/yr vs 0.23%/yr for MIVA.DE.
Performance
UIMA.DE vs. MIVA.DE - Performance Comparison
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Returns By Period
In the year-to-date period, UIMA.DE achieves a 7.64% return, which is significantly higher than MIVA.DE's 5.31% return. Over the past 10 years, UIMA.DE has outperformed MIVA.DE with an annualized return of 9.17%, while MIVA.DE has yielded a comparatively lower 6.51% annualized return.
UIMA.DE
- 1D
- 0.62%
- 1M
- 1.25%
- YTD
- 7.64%
- 6M
- 10.05%
- 1Y
- 16.12%
- 3Y*
- 13.82%
- 5Y*
- 10.02%
- 10Y*
- 9.17%
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%
UIMA.DE vs. MIVA.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
UIMA.DE UBS ETF (LU) MSCI Europe UCITS ETF (EUR) A-dis | 7.64% | 20.65% | 8.36% | 15.54% | -9.27% | 24.93% | -3.30% | 27.60% | -11.02% | 11.02% |
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 UIMA.DE and MIVA.DE is 0.77, 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 | 0.77 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.80 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.85 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.87 |
Correlation (All Time) Calculated using the full available price history since Mar 18, 2010 | 0.82 |
The correlation between UIMA.DE and MIVA.DE has been stable across timeframes, ranging from 0.77 to 0.87 - a consistent structural relationship.
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Return for Risk
UIMA.DE vs. MIVA.DE — Risk / Return Rank
UIMA.DE
MIVA.DE
UIMA.DE vs. MIVA.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for UBS ETF (LU) MSCI Europe UCITS ETF (EUR) A-dis (UIMA.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.
| UIMA.DE | MIVA.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.69 | ||
| Sortino ratioReturn per unit of downside risk | +1.03 | ||
| Omega ratioGain probability vs. loss probability | 1.24 | 1.11 | +0.13 |
| Calmar ratioReturn relative to maximum drawdown | 1.75 | 0.75 | +0.99 |
| Martin ratioReturn relative to average drawdown | 6.51 | 1.96 | +4.55 |
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
| UIMA.DE | MIVA.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.29 | 0.60 | +0.69 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.70 | 0.65 | +0.05 |
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 | 0.49 | 0.53 | -0.04 |
Drawdowns
UIMA.DE vs. MIVA.DE - Drawdown Comparison
The maximum UIMA.DE drawdown since its inception was -35.78%, 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 UIMA.DE and MIVA.DE.
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Drawdown Indicators
| UIMA.DE | MIVA.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.78% | -30.57% | -5.21% |
Max Drawdown (1Y)Largest decline over 1 year | -9.42% | -6.94% | -2.48% |
Max Drawdown (3Y)Largest decline over 3 years | -16.25% | -11.02% | -5.23% |
Max Drawdown (5Y)Largest decline over 5 years | -19.42% | -19.69% | +0.27% |
Max Drawdown (10Y)Largest decline over 10 years | -35.78% | -30.57% | -5.21% |
Current DrawdownCurrent decline from peak | -1.50% | -3.21% | +1.71% |
Average DrawdownAverage peak-to-trough decline | -5.66% | -5.64% | -0.02% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.53% | 2.67% | -0.14% |
Volatility
UIMA.DE vs. MIVA.DE - Volatility Comparison
UBS ETF (LU) MSCI Europe UCITS ETF (EUR) A-dis (UIMA.DE) has a higher volatility of 4.30% compared to Amundi MSCI Europe Minimum Volatility Factor UCITS ETF EUR (C) (MIVA.DE) at 3.14%. This indicates that UIMA.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
| UIMA.DE | MIVA.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.30% | 3.14% | +1.16% |
Volatility (6M)Calculated over the trailing 6-month period | 10.54% | 7.19% | +3.35% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.75% | 8.76% | +3.99% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.19% | 10.96% | +3.23% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.57% | 12.34% | +3.23% |
UIMA.DE vs. MIVA.DE - Expense Ratio Comparison
UIMA.DE has a 0.10% 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
UIMA.DE vs. MIVA.DE - Dividend Comparison
UIMA.DE's dividend yield for the trailing twelve months is around 3.16%, while MIVA.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
UIMA.DE UBS ETF (LU) MSCI Europe UCITS ETF (EUR) A-dis | 3.16% | 2.48% | 2.67% | 2.74% | 2.91% | 2.02% | 2.06% | 2.87% | 3.38% | 2.91% | 3.95% | 3.24% |
Frequently Asked Questions
UIMA.DE and MIVA.DE have a correlation of 0.77, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, UIMA.DE is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.
UIMA.DE is cheaper with a 0.10% expense ratio, compared with 0.23% for MIVA.DE.
UIMA.DE tracks MSCI Europe, while MIVA.DE tracks MSCI Europe Minimum Volatility. They also come from different issuers: UBS and Amundi. Their fees differ too: 0.10% for UIMA.DE and 0.23% for MIVA.DE.
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