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WEBC.DE vs. MIVU.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

WEBC.DE vs. MIVU.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Amundi MSCI North America ESG Broad Transition UCITS ETF (Dist) (WEBC.DE) and Amundi MSCI USA Minimum Volatility Factor UCITS ETF (MIVU.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, WEBC.DE achieves a 11.45% return, which is significantly higher than MIVU.DE's 6.56% return.


WEBC.DE

1D
0.29%
1M
0.85%
6M
12.39%
YTD
11.45%
1Y
23.01%
3Y*
5Y*
10Y*

MIVU.DE

1D
0.52%
1M
3.30%
6M
8.09%
YTD
6.56%
1Y
8.58%
3Y*
9.33%
5Y*
7.81%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023
WEBC.DE
Amundi MSCI North America ESG Broad Transition UCITS ETF (Dist)
11.45%3.77%30.70%6.86%
MIVU.DE
Amundi MSCI USA Minimum Volatility Factor UCITS ETF
6.56%-3.87%22.89%2.49%

Correlation

The correlation between WEBC.DE and MIVU.DE is 0.45, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.45

Correlation (All Time)
Calculated using the full available price history since Nov 10, 2023

0.59

The correlation between WEBC.DE and MIVU.DE shifts across timeframes, from 0.45 (1 year) to 0.59 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

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

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

WEBC.DE
WEBC.DE Risk / Return Rank: 6969
Overall Rank
WEBC.DE Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
WEBC.DE Sortino Ratio Rank: 6969
Sortino Ratio Rank
WEBC.DE Omega Ratio Rank: 7070
Omega Ratio Rank
WEBC.DE Calmar Ratio Rank: 6969
Calmar Ratio Rank
WEBC.DE Martin Ratio Rank: 6666
Martin Ratio Rank

MIVU.DE
MIVU.DE Risk / Return Rank: 3232
Overall Rank
MIVU.DE Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
MIVU.DE Sortino Ratio Rank: 2828
Sortino Ratio Rank
MIVU.DE Omega Ratio Rank: 2727
Omega Ratio Rank
MIVU.DE Calmar Ratio Rank: 4141
Calmar Ratio Rank
MIVU.DE Martin Ratio Rank: 3434
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.

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

This table presents a comparison of risk-adjusted performance metrics for Amundi MSCI North America ESG Broad Transition UCITS ETF (Dist) (WEBC.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


WEBC.DEMIVU.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.93

Sortino ratioReturn per unit of downside risk

+1.20

Omega ratioGain probability vs. loss probability

1.34

1.17

+0.17

Calmar ratioReturn relative to maximum drawdown

2.84

1.77

+1.07

Martin ratioReturn relative to average drawdown

9.80

4.36

+5.45

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

The current WEBC.DE Sharpe Ratio is 1.88, which is higher than the MIVU.DE Sharpe Ratio of 0.95. The chart below compares the historical Sharpe Ratios of WEBC.DE and MIVU.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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Drawdowns

WEBC.DE vs. MIVU.DE - Drawdown Comparison

The maximum WEBC.DE drawdown since its inception was -23.69%, smaller than the maximum MIVU.DE drawdown of -32.68%. Use the drawdown chart below to compare losses from any high point for WEBC.DE and MIVU.DE.


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Drawdown Indicators


WEBC.DEMIVU.DEDifference

Max Drawdown

Largest peak-to-trough decline

-23.69%

-32.68%

+8.99%

Max Drawdown (1Y)

Largest decline over 1 year

-8.07%

-4.83%

-3.24%

Max Drawdown (3Y)

Largest decline over 3 years

-14.89%

Max Drawdown (5Y)

Largest decline over 5 years

-14.89%

Current Drawdown

Current decline from peak

-0.70%

-3.35%

+2.65%

Average Drawdown

Average peak-to-trough decline

-3.36%

-6.16%

+2.80%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.34%

1.96%

+0.38%

Volatility

WEBC.DE vs. MIVU.DE - Volatility Comparison

Amundi MSCI North America ESG Broad Transition UCITS ETF (Dist) (WEBC.DE) has a higher volatility of 3.61% compared to Amundi MSCI USA Minimum Volatility Factor UCITS ETF (MIVU.DE) at 2.55%. This indicates that WEBC.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


WEBC.DEMIVU.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.61%

2.55%

+1.06%

Volatility (6M)

Calculated over the trailing 6-month period

8.22%

6.16%

+2.06%

Volatility (1Y)

Calculated over the trailing 1-year period

12.23%

9.04%

+3.19%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.69%

11.90%

+2.79%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.69%

13.92%

+0.77%

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

WEBC.DE has a 0.15% expense ratio, which is lower than MIVU.DE's 0.18% 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

WEBC.DE vs. MIVU.DE - Dividend Comparison

WEBC.DE's dividend yield for the trailing twelve months is around 0.78%, while MIVU.DE has not paid dividends to shareholders.


Frequently Asked Questions


WEBC.DE and MIVU.DE have a correlation of 0.45, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, WEBC.DE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.

WEBC.DE is cheaper with a 0.15% expense ratio, compared with 0.18% for MIVU.DE.

WEBC.DE tracks MSCI North America ESG Broad CTB Select Index, while MIVU.DE tracks MSCI USA Minimum Volatility. Their fees differ too: 0.15% for WEBC.DE and 0.18% for MIVU.DE.

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