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

Performance

WTEF.DE vs. MIVU.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in WisdomTree US Efficient Core UCITS ETF USD Unhedged Acc (WTEF.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, 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*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023
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

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

WTEF.DE
WTEF.DE Risk / Return Rank: 5050
Overall Rank
WTEF.DE Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
WTEF.DE Sortino Ratio Rank: 4747
Sortino Ratio Rank
WTEF.DE Omega Ratio Rank: 4848
Omega Ratio Rank
WTEF.DE Calmar Ratio Rank: 5353
Calmar Ratio Rank
WTEF.DE Martin Ratio Rank: 5252
Martin Ratio Rank

MIVU.DE
MIVU.DE Risk / Return Rank: 1414
Overall Rank
MIVU.DE Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
MIVU.DE Sortino Ratio Rank: 1212
Sortino Ratio Rank
MIVU.DE Omega Ratio Rank: 1212
Omega Ratio Rank
MIVU.DE Calmar Ratio Rank: 1616
Calmar Ratio Rank
MIVU.DE Martin Ratio Rank: 1515
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.

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.DEMIVU.DEDifference
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

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

The current WTEF.DE Sharpe Ratio is 1.66, which is higher than the MIVU.DE Sharpe Ratio of 0.28. The chart below compares the historical Sharpe Ratios of WTEF.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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Sharpe Ratios by Period


WTEF.DEMIVU.DEDifference

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.DEMIVU.DEDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-0.52%

-6.68%

+6.16%

Average Drawdown

Average peak-to-trough decline

-3.55%

-6.16%

+2.61%

Ulcer Index

Depth 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.DEMIVU.DEDifference

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.


Tickers have no history of dividend payments

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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