PortfoliosLab logoPortfoliosLab logo
10AJ.DE vs. MWOT.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

10AJ.DE vs. MWOT.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Amundi Index FTSE EPRA NAREIT Global UCITS ETF EUR Dist (10AJ.DE) and Amundi Russell 1000 Growth UCITS ETF Acc (MWOT.DE). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Different Trading Currencies

10AJ.DE is traded in EUR, while MWOT.DE is traded in USD. To make them comparable, the MWOT.DE values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, 10AJ.DE achieves a 7.96% return, which is significantly higher than MWOT.DE's 7.30% return.


10AJ.DE

1D
-0.04%
1M
-2.40%
YTD
7.96%
6M
7.43%
1Y
9.54%
3Y*
5.94%
5Y*
1.87%
10Y*

MWOT.DE

1D
-0.30%
1M
5.00%
YTD
7.30%
6M
6.37%
1Y
22.31%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

10AJ.DE vs. MWOT.DE - Yearly Performance Comparison


2026 (YTD)20252024
10AJ.DE
Amundi Index FTSE EPRA NAREIT Global UCITS ETF EUR Dist
7.96%-1.85%7.69%
MWOT.DE
Amundi Russell 1000 Growth UCITS ETF Acc
7.30%4.57%11.79%

Correlation

The correlation between 10AJ.DE and MWOT.DE is 0.26, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.26

Correlation (All Time)
Calculated using the full available price history since Jul 9, 2024

0.30

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

10AJ.DE vs. MWOT.DE — Risk / Return Rank

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

10AJ.DE
10AJ.DE Risk / Return Rank: 2525
Overall Rank
10AJ.DE Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
10AJ.DE Sortino Ratio Rank: 2424
Sortino Ratio Rank
10AJ.DE Omega Ratio Rank: 2424
Omega Ratio Rank
10AJ.DE Calmar Ratio Rank: 2626
Calmar Ratio Rank
10AJ.DE Martin Ratio Rank: 2828
Martin Ratio Rank

MWOT.DE
MWOT.DE Risk / Return Rank: 4040
Overall Rank
MWOT.DE Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
MWOT.DE Sortino Ratio Rank: 4646
Sortino Ratio Rank
MWOT.DE Omega Ratio Rank: 4343
Omega Ratio Rank
MWOT.DE Calmar Ratio Rank: 3333
Calmar Ratio Rank
MWOT.DE Martin Ratio Rank: 3535
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.

10AJ.DE vs. MWOT.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi Index FTSE EPRA NAREIT Global UCITS ETF EUR Dist (10AJ.DE) and Amundi Russell 1000 Growth UCITS ETF Acc (MWOT.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.


10AJ.DEMWOT.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.54

Sortino ratioReturn per unit of downside risk

-0.74

Omega ratioGain probability vs. loss probability

1.15

1.25

-0.09

Calmar ratioReturn relative to maximum drawdown

1.20

1.56

-0.35

Martin ratioReturn relative to average drawdown

3.94

4.36

-0.42

10AJ.DE vs. MWOT.DE - Sharpe Ratio Comparison

The current 10AJ.DE Sharpe Ratio is 0.85, which is lower than the MWOT.DE Sharpe Ratio of 1.39. The chart below compares the historical Sharpe Ratios of 10AJ.DE and MWOT.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.


Loading charts...

Sharpe Ratios by Period


10AJ.DEMWOT.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.85

1.39

-0.54

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.13

Sharpe Ratio (All Time)

Calculated using the full available price history

0.22

0.61

-0.39

Drawdowns

10AJ.DE vs. MWOT.DE - Drawdown Comparison

The maximum 10AJ.DE drawdown since its inception was -42.62%, which is greater than MWOT.DE's maximum drawdown of -27.04%. Use the drawdown chart below to compare losses from any high point for 10AJ.DE and MWOT.DE.


Loading charts...

Drawdown Indicators


10AJ.DEMWOT.DEDifference

Max Drawdown

Largest peak-to-trough decline

-42.62%

-27.04%

-15.58%

Max Drawdown (1Y)

Largest decline over 1 year

-7.89%

-14.59%

+6.70%

Max Drawdown (3Y)

Largest decline over 3 years

-20.52%

Max Drawdown (5Y)

Largest decline over 5 years

-30.01%

Current Drawdown

Current decline from peak

-6.63%

-1.45%

-5.18%

Average Drawdown

Average peak-to-trough decline

-12.13%

-6.52%

-5.61%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.41%

5.22%

-2.81%

Volatility

10AJ.DE vs. MWOT.DE - Volatility Comparison

The current volatility for Amundi Index FTSE EPRA NAREIT Global UCITS ETF EUR Dist (10AJ.DE) is 2.70%, while Amundi Russell 1000 Growth UCITS ETF Acc (MWOT.DE) has a volatility of 4.15%. This indicates that 10AJ.DE experiences smaller price fluctuations and is considered to be less risky than MWOT.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


10AJ.DEMWOT.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.70%

4.15%

-1.45%

Volatility (6M)

Calculated over the trailing 6-month period

8.38%

11.32%

-2.94%

Volatility (1Y)

Calculated over the trailing 1-year period

11.14%

16.38%

-5.24%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.60%

20.73%

-6.13%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.10%

20.73%

-3.63%

10AJ.DE vs. MWOT.DE - Expense Ratio Comparison

10AJ.DE has a 0.24% expense ratio, which is higher than MWOT.DE's 0.19% 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

10AJ.DE vs. MWOT.DE - Dividend Comparison

10AJ.DE's dividend yield for the trailing twelve months is around 2.77%, while MWOT.DE has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018
10AJ.DE
Amundi Index FTSE EPRA NAREIT Global UCITS ETF EUR Dist
2.77%2.99%2.94%2.98%3.23%2.13%3.10%2.92%2.63%
MWOT.DE
Amundi Russell 1000 Growth UCITS ETF Acc
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


10AJ.DE and MWOT.DE have a correlation of 0.26, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, MWOT.DE is cheaper at 0.19% per year. The better choice depends on whether you care most about return, fees, risk, or income.

MWOT.DE is cheaper with a 0.19% expense ratio, compared with 0.24% for 10AJ.DE.

10AJ.DE is categorized as REIT, while MWOT.DE is Large Cap Growth Equities. 10AJ.DE tracks FTSE EPRA/NAREIT Developed, while MWOT.DE tracks Russell 1000 Growth Index. Their fees differ too: 0.24% for 10AJ.DE and 0.19% for MWOT.DE.

Portfolio Optimizer

Find the right allocation for 10AJ.DE and MWOT.DE

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer