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XDN0.DE vs. MIVA.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XDN0.DE vs. MIVA.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers MSCI Nordic UCITS ETF 1D (XDN0.DE) and Amundi MSCI Europe Minimum Volatility Factor UCITS ETF EUR (C) (MIVA.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, XDN0.DE achieves a 8.65% return, which is significantly higher than MIVA.DE's 5.31% return. Over the past 10 years, XDN0.DE has outperformed MIVA.DE with an annualized return of 8.74%, while MIVA.DE has yielded a comparatively lower 6.51% annualized return.


XDN0.DE

1D
0.46%
1M
2.62%
YTD
8.65%
6M
12.79%
1Y
11.58%
3Y*
8.43%
5Y*
5.54%
10Y*
8.74%

MIVA.DE

1D
0.58%
1M
0.53%
YTD
5.31%
6M
6.68%
1Y
5.26%
3Y*
10.24%
5Y*
7.20%
10Y*
6.51%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XDN0.DE vs. MIVA.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
XDN0.DE
Xtrackers MSCI Nordic UCITS ETF 1D
8.65%7.27%-1.40%16.42%-11.37%28.46%16.10%25.04%-7.71%10.71%
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 XDN0.DE and MIVA.DE is 0.58, 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

0.58

Correlation (3Y)
Calculated over the trailing 3-year period

0.62

Correlation (5Y)
Calculated over the trailing 5-year period

0.73

Correlation (10Y)
Calculated over the trailing 10-year period

0.78

Correlation (All Time)
Calculated using the full available price history since Sep 5, 2013

0.79

Over the past year, the correlation between XDN0.DE and MIVA.DE has dropped to 0.58 - well below their long-term average of 0.79, suggesting their price drivers have been diverging.

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Return for Risk

XDN0.DE vs. MIVA.DE — Risk / Return Rank

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

XDN0.DE
XDN0.DE Risk / Return Rank: 2222
Overall Rank
XDN0.DE Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
XDN0.DE Sortino Ratio Rank: 2121
Sortino Ratio Rank
XDN0.DE Omega Ratio Rank: 2121
Omega Ratio Rank
XDN0.DE Calmar Ratio Rank: 2424
Calmar Ratio Rank
XDN0.DE Martin Ratio Rank: 2323
Martin Ratio Rank

MIVA.DE
MIVA.DE Risk / Return Rank: 1919
Overall Rank
MIVA.DE Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
MIVA.DE Sortino Ratio Rank: 1818
Sortino Ratio Rank
MIVA.DE Omega Ratio Rank: 1919
Omega Ratio Rank
MIVA.DE Calmar Ratio Rank: 1919
Calmar Ratio Rank
MIVA.DE Martin Ratio Rank: 1818
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.

XDN0.DE vs. MIVA.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI Nordic UCITS ETF 1D (XDN0.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.


XDN0.DEMIVA.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.12

Sortino ratioReturn per unit of downside risk

+0.19

Omega ratioGain probability vs. loss probability

1.13

1.11

+0.02

Calmar ratioReturn relative to maximum drawdown

1.10

0.75

+0.35

Martin ratioReturn relative to average drawdown

2.83

1.96

+0.86

XDN0.DE vs. MIVA.DE - Sharpe Ratio Comparison

The current XDN0.DE Sharpe Ratio is 0.72, which is comparable to the MIVA.DE Sharpe Ratio of 0.60. The chart below compares the historical Sharpe Ratios of XDN0.DE and MIVA.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


XDN0.DEMIVA.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.72

0.60

+0.12

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.31

0.65

-0.34

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.51

0.52

-0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.51

0.53

-0.01

Drawdowns

XDN0.DE vs. MIVA.DE - Drawdown Comparison

The maximum XDN0.DE drawdown since its inception was -32.67%, 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 XDN0.DE and MIVA.DE.


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Drawdown Indicators


XDN0.DEMIVA.DEDifference

Max Drawdown

Largest peak-to-trough decline

-32.67%

-30.57%

-2.10%

Max Drawdown (1Y)

Largest decline over 1 year

-10.44%

-6.94%

-3.50%

Max Drawdown (3Y)

Largest decline over 3 years

-26.41%

-11.02%

-15.39%

Max Drawdown (5Y)

Largest decline over 5 years

-26.41%

-19.69%

-6.72%

Max Drawdown (10Y)

Largest decline over 10 years

-32.67%

-30.57%

-2.10%

Current Drawdown

Current decline from peak

-1.63%

-3.21%

+1.58%

Average Drawdown

Average peak-to-trough decline

-6.52%

-5.64%

-0.88%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.09%

2.67%

+1.42%

Volatility

XDN0.DE vs. MIVA.DE - Volatility Comparison

Xtrackers MSCI Nordic UCITS ETF 1D (XDN0.DE) has a higher volatility of 4.36% compared to Amundi MSCI Europe Minimum Volatility Factor UCITS ETF EUR (C) (MIVA.DE) at 3.14%. This indicates that XDN0.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


XDN0.DEMIVA.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.36%

3.14%

+1.22%

Volatility (6M)

Calculated over the trailing 6-month period

12.02%

7.19%

+4.83%

Volatility (1Y)

Calculated over the trailing 1-year period

16.03%

8.76%

+7.27%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.47%

10.96%

+6.51%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.08%

12.34%

+4.74%

XDN0.DE vs. MIVA.DE - Expense Ratio Comparison

XDN0.DE has a 0.30% expense ratio, which is higher than MIVA.DE's 0.23% expense ratio.


Dividends

XDN0.DE vs. MIVA.DE - Dividend Comparison

XDN0.DE's dividend yield for the trailing twelve months is around 2.49%, while MIVA.DE has not paid dividends to shareholders.


PositionTTM2025202420232022202120202019201820172016
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%
XDN0.DE
Xtrackers MSCI Nordic UCITS ETF 1D
2.49%2.84%2.76%2.54%4.77%1.05%4.85%4.09%1.09%2.45%1.64%

Frequently Asked Questions


XDN0.DE and MIVA.DE have a correlation of 0.58, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, MIVA.DE is cheaper at 0.23% per year. The better choice depends on whether you care most about return, fees, risk, or income.

MIVA.DE is cheaper with a 0.23% expense ratio, compared with 0.30% for XDN0.DE.

XDN0.DE tracks MSCI Nordic Countries NR EUR, while MIVA.DE tracks MSCI Europe Minimum Volatility. They also come from different issuers: Xtrackers and Amundi. Their fees differ too: 0.30% for XDN0.DE and 0.23% for MIVA.DE.

Portfolio Optimizer

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