WTEF.DE vs. MIVU.DE
WTEF.DE (WisdomTree US Efficient Core UCITS ETF USD Unhedged Acc) and MIVU.DE (Amundi MSCI USA Minimum Volatility Factor UCITS ETF) are both Large Cap Blend Equities funds - WTEF.DE tracks the WisdomTree US Efficient Core UCITS while MIVU.DE tracks the MSCI USA Minimum Volatility. Both are passively managed. Over the past year, WTEF.DE returned 21.82% vs 3.11% for MIVU.DE. A 0.50 correlation means they provide meaningful diversification when combined. WTEF.DE charges 0.20%/yr vs 0.18%/yr for MIVU.DE.
Performance
WTEF.DE vs. MIVU.DE - Performance Comparison
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Returns By Period
In the year-to-date period, WTEF.DE achieves a 9.49% return, which is significantly higher than MIVU.DE's 2.88% return.
WTEF.DE
- 1D
- -0.22%
- 1M
- 4.75%
- YTD
- 9.49%
- 6M
- 9.49%
- 1Y
- 21.82%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
MIVU.DE
- 1D
- -0.26%
- 1M
- 3.60%
- YTD
- 2.88%
- 6M
- 2.79%
- 1Y
- 3.11%
- 3Y*
- 8.40%
- 5Y*
- 8.13%
- 10Y*
- —
WTEF.DE vs. MIVU.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
WTEF.DE WisdomTree US Efficient Core UCITS ETF USD Unhedged Acc | 9.49% | 3.44% | 28.84% | 6.12% |
MIVU.DE Amundi MSCI USA Minimum Volatility Factor UCITS ETF | 2.88% | -3.87% | 22.89% | 1.24% |
Correlation
The correlation between WTEF.DE and MIVU.DE is 0.41, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.41 |
Correlation (All Time) Calculated using the full available price history since Oct 18, 2023 | 0.50 |
The correlation between WTEF.DE and MIVU.DE has been stable across timeframes, ranging from 0.41 to 0.50 - a consistent structural relationship.
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Return for Risk
WTEF.DE vs. MIVU.DE — Risk / Return Rank
WTEF.DE
MIVU.DE
WTEF.DE vs. MIVU.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree US Efficient Core UCITS ETF USD Unhedged Acc (WTEF.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.
| WTEF.DE | MIVU.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.38 | ||
| Sortino ratioReturn per unit of downside risk | +1.84 | ||
| Omega ratioGain probability vs. loss probability | 1.30 | 1.05 | +0.25 |
| Calmar ratioReturn relative to maximum drawdown | 2.57 | 0.52 | +2.04 |
| Martin ratioReturn relative to average drawdown | 8.75 | 1.15 | +7.59 |
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
| WTEF.DE | MIVU.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.66 | 0.28 | +1.38 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.68 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.20 | 0.60 | +0.61 |
Drawdowns
WTEF.DE vs. MIVU.DE - Drawdown Comparison
The maximum WTEF.DE drawdown since its inception was -22.39%, smaller than the maximum MIVU.DE drawdown of -32.69%. Use the drawdown chart below to compare losses from any high point for WTEF.DE and MIVU.DE.
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Drawdown Indicators
| WTEF.DE | MIVU.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -22.39% | -32.69% | +10.30% |
Max Drawdown (1Y)Largest decline over 1 year | -8.53% | -4.83% | -3.70% |
Max Drawdown (3Y)Largest decline over 3 years | — | -14.89% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -14.89% | — |
Current DrawdownCurrent decline from peak | -0.52% | -6.68% | +6.16% |
Average DrawdownAverage peak-to-trough decline | -3.55% | -6.16% | +2.61% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.51% | 2.20% | +0.31% |
Volatility
WTEF.DE vs. MIVU.DE - Volatility Comparison
WisdomTree US Efficient Core UCITS ETF USD Unhedged Acc (WTEF.DE) has a higher volatility of 3.73% compared to Amundi MSCI USA Minimum Volatility Factor UCITS ETF (MIVU.DE) at 2.83%. This indicates that WTEF.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
| WTEF.DE | MIVU.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.73% | 2.83% | +0.90% |
Volatility (6M)Calculated over the trailing 6-month period | 9.66% | 6.02% | +3.64% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.17% | 8.94% | +4.23% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.98% | 11.89% | +3.09% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.98% | 13.97% | +1.01% |
WTEF.DE vs. MIVU.DE - Expense Ratio Comparison
WTEF.DE has a 0.20% expense ratio, which is higher than MIVU.DE's 0.18% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
WTEF.DE vs. MIVU.DE - Dividend Comparison
Neither WTEF.DE nor MIVU.DE has paid dividends to shareholders.
Frequently Asked Questions
WTEF.DE and MIVU.DE have a correlation of 0.41, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, MIVU.DE is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.
MIVU.DE is cheaper with a 0.18% expense ratio, compared with 0.20% for WTEF.DE.
WTEF.DE tracks WisdomTree US Efficient Core UCITS, while MIVU.DE tracks MSCI USA Minimum Volatility. They also come from different issuers: WisdomTree and Amundi. Their fees differ too: 0.20% for WTEF.DE and 0.18% for MIVU.DE.
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