Sortino ratio is not yet available for MWRL.L. This metric requires at least 12 months of historical daily returns to calculate. Check back once this data is available.
How it compares to other similar ETFs
The table compares Amundi Core MSCI World UCITS ETF Accumulating's Sortino Ratio with other ETFs in the Global Equities category across multiple time periods, showing how MWRL.L's risk-adjusted performance compares to similar funds.
Data shows 1-, 5-, and 10-year periods, plus each fund's all-time average, as of Jun 7, 2026.
| Symbol | Name | 1Y Sortino Ratio | 5Y Sortino Ratio | 10Y Sortino Ratio | All Time Sortino Ratio |
|---|---|---|---|---|---|
| IWFV.L | iShares Edge MSCI World Value Factor UCITS ETF | 6.54 | |||
| IWVG.L | iShares Edge MSCI World Value Factor UCITS ETF USD (Dist) | 6.51 | |||
| XDEV.L | Xtrackers MSCI World Value Factor UCITS ETF 1C | 6.44 | |||
| IWVL.L | iShares Edge MSCI World Value Factor UCITS ETF USD (Acc) | 5.41 | |||
| VALW.L | SPDR MSCI World Value UCITS ETF | 5.09 | |||
| PSRW.L | Invesco FTSE RAFI All World 3000 UCITS ETF | 5.00 | |||
| BATG.L | L&G Battery Value-Chain UCITS ETF | 4.50 | |||
| HSWO.L | HSBC Developed World Sustainable Equity UCITS ETF USD | 4.36 | |||
| TDGB.L | VanEck Morningstar Developed Markets Dividend Leaders UCITS ETF | 4.35 | |||
| HWWA.L | HSBC Multi Factor Worldwide Equity UCITS ETF | 4.30 | |||
| MWRL.L | Amundi Core MSCI World UCITS ETF Accumulating | — |
Historical Sortino Ratio
The chart shows MWRL.L's rolling Sortino ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to downside risk, while declining trends may signal deteriorating risk-adjusted performance or increased volatility during market stress. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.
Identify market cycles by observing when MWRL.L consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.
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