XRSM.DE vs. MIVU.DE
XRSM.DE (Xtrackers MSCI USA ESG Screened UCITS ETF 1C) and MIVU.DE (Amundi MSCI USA Minimum Volatility Factor UCITS ETF) are both Large Cap Blend Equities funds - XRSM.DE tracks the MSCI USA Select ESG Screened while MIVU.DE tracks the MSCI USA Minimum Volatility. Both are passively managed. Over the past 5 years, XRSM.DE returned 13.21%/yr vs 7.77%/yr for MIVU.DE. A 0.72 correlation means they provide meaningful diversification when combined. XRSM.DE charges 0.07%/yr vs 0.18%/yr for MIVU.DE.
Performance
XRSM.DE vs. MIVU.DE - Performance Comparison
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Returns By Period
In the year-to-date period, XRSM.DE achieves a 10.32% return, which is significantly higher than MIVU.DE's 4.05% return.
XRSM.DE
- 1D
- -1.09%
- 1M
- 0.21%
- YTD
- 10.32%
- 6M
- 10.25%
- 1Y
- 24.87%
- 3Y*
- 19.47%
- 5Y*
- 13.21%
- 10Y*
- 13.75%
MIVU.DE
- 1D
- -0.41%
- 1M
- 0.89%
- YTD
- 4.05%
- 6M
- 4.75%
- 1Y
- 6.54%
- 3Y*
- 9.24%
- 5Y*
- 7.77%
- 10Y*
- —
XRSM.DE vs. MIVU.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
XRSM.DE Xtrackers MSCI USA ESG Screened UCITS ETF 1C | 10.32% | 4.95% | 33.21% | 25.49% | -17.04% | 39.25% | 5.31% | 33.46% | -15.26% |
MIVU.DE Amundi MSCI USA Minimum Volatility Factor UCITS ETF | 4.05% | -3.87% | 22.89% | 5.36% | -4.28% | 31.88% | -5.36% | 30.00% | -5.89% |
Correlation
The correlation between XRSM.DE and MIVU.DE is 0.37, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.37 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.55 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.66 |
Correlation (All Time) Calculated using the full available price history since Aug 21, 2018 | 0.72 |
Over the past year, the correlation between XRSM.DE and MIVU.DE has dropped to 0.37 - well below their long-term average of 0.72, suggesting their price drivers have been diverging.
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Return for Risk
XRSM.DE vs. MIVU.DE — Risk / Return Rank
XRSM.DE
MIVU.DE
XRSM.DE vs. MIVU.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI USA ESG Screened UCITS ETF 1C (XRSM.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.
| XRSM.DE | MIVU.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.21 | ||
| Sortino ratioReturn per unit of downside risk | +1.59 | ||
| Omega ratioGain probability vs. loss probability | 1.34 | 1.13 | +0.21 |
| Calmar ratioReturn relative to maximum drawdown | 2.91 | 1.35 | +1.56 |
| Martin ratioReturn relative to average drawdown | 10.10 | 3.32 | +6.78 |
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Drawdowns
XRSM.DE vs. MIVU.DE - Drawdown Comparison
The maximum XRSM.DE drawdown since its inception was -40.30%, which is greater than MIVU.DE's maximum drawdown of -32.68%. Use the drawdown chart below to compare losses from any high point for XRSM.DE and MIVU.DE.
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Drawdown Indicators
| XRSM.DE | MIVU.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -40.30% | -32.68% | -7.62% |
Max Drawdown (1Y)Largest decline over 1 year | -8.52% | -4.83% | -3.69% |
Max Drawdown (3Y)Largest decline over 3 years | -24.45% | -14.89% | -9.56% |
Max Drawdown (5Y)Largest decline over 5 years | -24.45% | -14.89% | -9.56% |
Max Drawdown (10Y)Largest decline over 10 years | -40.30% | — | — |
Current DrawdownCurrent decline from peak | -1.28% | -5.62% | +4.34% |
Average DrawdownAverage peak-to-trough decline | -7.05% | -6.16% | -0.89% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.46% | 1.97% | +0.49% |
Volatility
XRSM.DE vs. MIVU.DE - Volatility Comparison
Xtrackers MSCI USA ESG Screened UCITS ETF 1C (XRSM.DE) has a higher volatility of 3.75% compared to Amundi MSCI USA Minimum Volatility Factor UCITS ETF (MIVU.DE) at 2.49%. This indicates that XRSM.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
| XRSM.DE | MIVU.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.75% | 2.49% | +1.26% |
Volatility (6M)Calculated over the trailing 6-month period | 8.94% | 6.25% | +2.69% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.85% | 9.08% | +3.77% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.09% | 11.90% | +4.19% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.16% | 13.94% | +4.22% |
XRSM.DE vs. MIVU.DE - Expense Ratio Comparison
XRSM.DE has a 0.07% 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
XRSM.DE vs. MIVU.DE - Dividend Comparison
Neither XRSM.DE nor MIVU.DE has paid dividends to shareholders.
Frequently Asked Questions
XRSM.DE and MIVU.DE have a correlation of 0.37, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XRSM.DE is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XRSM.DE is cheaper with a 0.07% expense ratio, compared with 0.18% for MIVU.DE.
XRSM.DE tracks MSCI USA Select ESG Screened, while MIVU.DE tracks MSCI USA Minimum Volatility. They also come from different issuers: Xtrackers and Amundi. Their fees differ too: 0.07% for XRSM.DE and 0.18% for MIVU.DE.
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