USCP.DE vs. MIVU.DE
Compare and contrast key facts about Ossiam Shiller Barclays CAPE® US Sector Value TR UCITS ETF (EUR) (USCP.DE) and Amundi MSCI USA Minimum Volatility Factor UCITS ETF (MIVU.DE).
USCP.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. USCP.DE is a passively managed fund by Natixis that tracks the performance of the Shiller Barclays CAPE® US Sector Value. It was launched on Jun 22, 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 USCP.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
USCP.DE vs. MIVU.DE - Performance Comparison
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USCP.DE vs. MIVU.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
USCP.DE Ossiam Shiller Barclays CAPE® US Sector Value TR UCITS ETF (EUR) | -1.49% | -3.26% | 22.70% | 25.56% | -10.80% | 38.73% | 7.54% | 33.98% | -11.79% |
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, USCP.DE achieves a -1.49% return, which is significantly lower than MIVU.DE's 0.24% return.
USCP.DE
- 1D
- 0.00%
- 1M
- -4.89%
- YTD
- -1.49%
- 6M
- -0.54%
- 1Y
- -1.35%
- 3Y*
- 10.64%
- 5Y*
- 9.82%
- 10Y*
- 13.09%
MIVU.DE
- 1D
- 0.91%
- 1M
- -2.63%
- YTD
- 0.24%
- 6M
- 0.44%
- 1Y
- -5.21%
- 3Y*
- 7.91%
- 5Y*
- 7.85%
- 10Y*
- —
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USCP.DE vs. MIVU.DE - Expense Ratio Comparison
USCP.DE has a 0.65% expense ratio, which is higher than MIVU.DE's 0.18% expense ratio.
Return for Risk
USCP.DE vs. MIVU.DE — Risk / Return Rank
USCP.DE
MIVU.DE
USCP.DE vs. MIVU.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Ossiam Shiller Barclays CAPE® US Sector Value TR UCITS ETF (EUR) (USCP.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.
| USCP.DE | MIVU.DE | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.10 | -0.40 | +0.31 |
Sortino ratioReturn per unit of downside risk | -0.03 | -0.44 | +0.41 |
Omega ratioGain probability vs. loss probability | 1.00 | 0.94 | +0.06 |
Calmar ratioReturn relative to maximum drawdown | 0.32 | -0.44 | +0.77 |
Martin ratioReturn relative to average drawdown | 1.11 | -0.82 | +1.93 |
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
| USCP.DE | MIVU.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.10 | -0.40 | +0.31 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.67 | 0.65 | +0.02 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.80 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.73 | 0.58 | +0.15 |
Correlation
The correlation between USCP.DE and MIVU.DE is 0.80, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
USCP.DE vs. MIVU.DE - Dividend Comparison
Neither USCP.DE nor MIVU.DE has paid dividends to shareholders.
Drawdowns
USCP.DE vs. MIVU.DE - Drawdown Comparison
The maximum USCP.DE drawdown since its inception was -34.80%, 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 USCP.DE and MIVU.DE.
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Drawdown Indicators
| USCP.DE | MIVU.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.80% | -32.69% | -2.11% |
Max Drawdown (1Y)Largest decline over 1 year | -8.37% | -8.83% | +0.46% |
Max Drawdown (5Y)Largest decline over 5 years | -19.22% | -14.89% | -4.33% |
Max Drawdown (10Y)Largest decline over 10 years | -34.80% | — | — |
Current DrawdownCurrent decline from peak | -9.83% | -9.08% | -0.75% |
Average DrawdownAverage peak-to-trough decline | -4.85% | -6.11% | +1.26% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.06% | 3.17% | -1.11% |
Volatility
USCP.DE vs. MIVU.DE - Volatility Comparison
Ossiam Shiller Barclays CAPE® US Sector Value TR UCITS ETF (EUR) (USCP.DE) has a higher volatility of 3.36% compared to Amundi MSCI USA Minimum Volatility Factor UCITS ETF (MIVU.DE) at 2.80%. This indicates that USCP.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.
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Volatility by Period
| USCP.DE | MIVU.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.36% | 2.80% | +0.56% |
Volatility (6M)Calculated over the trailing 6-month period | 6.87% | 5.96% | +0.91% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.05% | 12.94% | +1.11% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.47% | 11.92% | +2.55% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.15% | 14.07% | +2.08% |