2B7J.DE vs. MWOL.DE
2B7J.DE (iShares MSCI World SRI UCITS ETF USD (Dist)) and MWOL.DE (Amundi Prime Global UCITS ETF Dist) are both Global Equities funds - 2B7J.DE tracks the MSCI World SRI Select Reduced Fossil Fuels while MWOL.DE tracks the Solactive GBS Developed Markets Large & Mid Cap USD Index Net TR. Both are passively managed. Over the past 5 years, 2B7J.DE returned 10.51%/yr vs 11.86%/yr for MWOL.DE. Their correlation of 0.93 suggests significant overlap in exposure. 2B7J.DE charges 0.20%/yr vs 0.05%/yr for MWOL.DE.
Performance
2B7J.DE vs. MWOL.DE - Performance Comparison
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Returns By Period
The year-to-date returns for both stocks are quite close, with 2B7J.DE having a 10.88% return and MWOL.DE slightly lower at 10.87%.
2B7J.DE
- 1D
- 0.20%
- 1M
- 3.93%
- YTD
- 10.88%
- 6M
- 11.24%
- 1Y
- 18.69%
- 3Y*
- 12.93%
- 5Y*
- 10.51%
- 10Y*
- —
MWOL.DE
- 1D
- -0.04%
- 1M
- 3.68%
- YTD
- 10.87%
- 6M
- 10.90%
- 1Y
- 24.08%
- 3Y*
- 17.01%
- 5Y*
- 11.86%
- 10Y*
- —
2B7J.DE vs. MWOL.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
2B7J.DE iShares MSCI World SRI UCITS ETF USD (Dist) | 10.88% | 2.89% | 17.47% | 20.94% | -16.87% | 36.52% | 9.59% | 19.44% |
MWOL.DE Amundi Prime Global UCITS ETF Dist | 10.87% | 8.53% | 25.60% | 18.54% | -15.49% | 30.82% | 3.73% | 15.10% |
Correlation
The correlation between 2B7J.DE and MWOL.DE is 0.92, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.92 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.92 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.94 |
Correlation (All Time) Calculated using the full available price history since Mar 26, 2019 | 0.93 |
The correlation between 2B7J.DE and MWOL.DE has been stable across timeframes, ranging from 0.92 to 0.94 - a consistent structural relationship.
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Return for Risk
2B7J.DE vs. MWOL.DE — Risk / Return Rank
2B7J.DE
MWOL.DE
2B7J.DE vs. MWOL.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI World SRI UCITS ETF USD (Dist) (2B7J.DE) and Amundi Prime Global UCITS ETF Dist (MWOL.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.
| 2B7J.DE | MWOL.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.68 | ||
| Sortino ratioReturn per unit of downside risk | -0.88 | ||
| Omega ratioGain probability vs. loss probability | 1.27 | 1.40 | -0.13 |
| Calmar ratioReturn relative to maximum drawdown | 2.37 | 3.67 | -1.29 |
| Martin ratioReturn relative to average drawdown | 8.71 | 14.63 | -5.92 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| 2B7J.DE | MWOL.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.49 | 2.17 | -0.68 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.71 | 0.83 | -0.11 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.79 | 0.77 | +0.01 |
Drawdowns
2B7J.DE vs. MWOL.DE - Drawdown Comparison
The maximum 2B7J.DE drawdown since its inception was -32.11%, roughly equal to the maximum MWOL.DE drawdown of -33.56%. Use the drawdown chart below to compare losses from any high point for 2B7J.DE and MWOL.DE.
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Drawdown Indicators
| 2B7J.DE | MWOL.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.11% | -33.56% | +1.45% |
Max Drawdown (1Y)Largest decline over 1 year | -7.80% | -6.58% | -1.22% |
Max Drawdown (3Y)Largest decline over 3 years | -21.26% | -21.64% | +0.38% |
Max Drawdown (5Y)Largest decline over 5 years | -21.26% | -21.64% | +0.38% |
Current DrawdownCurrent decline from peak | 0.00% | -0.37% | +0.37% |
Average DrawdownAverage peak-to-trough decline | -5.16% | -4.89% | -0.27% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.13% | 1.65% | +0.48% |
Volatility
2B7J.DE vs. MWOL.DE - Volatility Comparison
iShares MSCI World SRI UCITS ETF USD (Dist) (2B7J.DE) has a higher volatility of 3.54% compared to Amundi Prime Global UCITS ETF Dist (MWOL.DE) at 2.63%. This indicates that 2B7J.DE's price experiences larger fluctuations and is considered to be riskier than MWOL.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| 2B7J.DE | MWOL.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.54% | 2.63% | +0.91% |
Volatility (6M)Calculated over the trailing 6-month period | 9.14% | 7.71% | +1.43% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.42% | 11.12% | +1.30% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.60% | 14.20% | +0.40% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.29% | 16.46% | -0.17% |
2B7J.DE vs. MWOL.DE - Expense Ratio Comparison
2B7J.DE has a 0.20% expense ratio, which is higher than MWOL.DE's 0.05% 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
2B7J.DE vs. MWOL.DE - Dividend Comparison
2B7J.DE's dividend yield for the trailing twelve months is around 1.13%, less than MWOL.DE's 1.19% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
2B7J.DE iShares MSCI World SRI UCITS ETF USD (Dist) | 1.13% | 1.23% | 1.37% | 1.55% | 1.74% | 1.15% | 1.28% | 1.68% |
MWOL.DE Amundi Prime Global UCITS ETF Dist | 1.19% | 1.67% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
With a correlation of 0.92, 2B7J.DE and MWOL.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
On fees, MWOL.DE is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.
MWOL.DE is cheaper with a 0.05% expense ratio, compared with 0.20% for 2B7J.DE.
2B7J.DE tracks MSCI World SRI Select Reduced Fossil Fuels, while MWOL.DE tracks Solactive GBS Developed Markets Large & Mid Cap USD Index Net TR. They also come from different issuers: iShares and Amundi. Their fees differ too: 0.20% for 2B7J.DE and 0.05% for MWOL.DE.
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