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AMEW.DE vs. FBT.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

AMEW.DE vs. FBT.L - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Amundi MSCI World UCITS ETF EUR (AMEW.DE) and First Trust NYSE Arca Biotechnology UCITS ETF Acc (FBT.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

AMEW.DE is traded in EUR, while FBT.L is traded in GBp. To make them comparable, the FBT.L values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, AMEW.DE achieves a 10.74% return, which is significantly higher than FBT.L's 9.94% return.


AMEW.DE

1D
-0.03%
1M
4.92%
YTD
10.74%
6M
11.18%
1Y
23.45%
3Y*
17.26%
5Y*
12.62%
10Y*
12.59%

FBT.L

1D
4.28%
1M
10.22%
YTD
9.94%
6M
7.40%
1Y
35.99%
3Y*
10.19%
5Y*
7.95%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

AMEW.DE vs. FBT.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
AMEW.DE
Amundi MSCI World UCITS ETF EUR
10.74%7.42%25.77%19.94%-13.88%32.66%15.71%
FBT.L
First Trust NYSE Arca Biotechnology UCITS ETF Acc
9.94%11.35%12.25%0.68%-1.22%3.77%-2.13%

Correlation

The correlation between AMEW.DE and FBT.L is 0.46, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.46

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

0.37

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

0.38

Correlation (All Time)
Calculated using the full available price history since Jun 16, 2020

0.38

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Return for Risk

AMEW.DE vs. FBT.L — Risk / Return Rank

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

AMEW.DE
AMEW.DE Risk / Return Rank: 6868
Overall Rank
AMEW.DE Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
AMEW.DE Sortino Ratio Rank: 6565
Sortino Ratio Rank
AMEW.DE Omega Ratio Rank: 6767
Omega Ratio Rank
AMEW.DE Calmar Ratio Rank: 7272
Calmar Ratio Rank
AMEW.DE Martin Ratio Rank: 7575
Martin Ratio Rank

FBT.L
FBT.L Risk / Return Rank: 5656
Overall Rank
FBT.L Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
FBT.L Sortino Ratio Rank: 6161
Sortino Ratio Rank
FBT.L Omega Ratio Rank: 5454
Omega Ratio Rank
FBT.L Calmar Ratio Rank: 5858
Calmar Ratio Rank
FBT.L Martin Ratio Rank: 4747
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.

AMEW.DE vs. FBT.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi MSCI World UCITS ETF EUR (AMEW.DE) and First Trust NYSE Arca Biotechnology UCITS ETF Acc (FBT.L). 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.


AMEW.DEFBT.LDifference
Sharpe ratioReturn per unit of total volatility

+0.38

Sortino ratioReturn per unit of downside risk

+0.36

Omega ratioGain probability vs. loss probability

1.39

1.30

+0.09

Calmar ratioReturn relative to maximum drawdown

3.54

2.69

+0.84

Martin ratioReturn relative to average drawdown

13.99

6.94

+7.05

AMEW.DE vs. FBT.L - Sharpe Ratio Comparison

The current AMEW.DE Sharpe Ratio is 2.10, which is comparable to the FBT.L Sharpe Ratio of 1.72. The chart below compares the historical Sharpe Ratios of AMEW.DE and FBT.L, 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


AMEW.DEFBT.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.10

1.72

+0.38

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.88

0.49

+0.39

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.83

Sharpe Ratio (All Time)

Calculated using the full available price history

0.87

0.34

+0.53

Drawdowns

AMEW.DE vs. FBT.L - Drawdown Comparison

The maximum AMEW.DE drawdown since its inception was -33.73%, which is greater than FBT.L's maximum drawdown of -26.40%. Use the drawdown chart below to compare losses from any high point for AMEW.DE and FBT.L.


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Drawdown Indicators


AMEW.DEFBT.LDifference

Max Drawdown

Largest peak-to-trough decline

-33.73%

-26.40%

-7.33%

Max Drawdown (1Y)

Largest decline over 1 year

-6.61%

-13.29%

+6.68%

Max Drawdown (3Y)

Largest decline over 3 years

-21.69%

-26.11%

+4.42%

Max Drawdown (5Y)

Largest decline over 5 years

-21.69%

-26.11%

+4.42%

Max Drawdown (10Y)

Largest decline over 10 years

-33.73%

Current Drawdown

Current decline from peak

-0.31%

0.00%

-0.31%

Average Drawdown

Average peak-to-trough decline

-4.29%

-11.01%

+6.72%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.67%

5.17%

-3.50%

Volatility

AMEW.DE vs. FBT.L - Volatility Comparison

The current volatility for Amundi MSCI World UCITS ETF EUR (AMEW.DE) is 2.60%, while First Trust NYSE Arca Biotechnology UCITS ETF Acc (FBT.L) has a volatility of 6.79%. This indicates that AMEW.DE experiences smaller price fluctuations and is considered to be less risky than FBT.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AMEW.DEFBT.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.60%

6.79%

-4.19%

Volatility (6M)

Calculated over the trailing 6-month period

7.64%

15.38%

-7.74%

Volatility (1Y)

Calculated over the trailing 1-year period

11.11%

20.79%

-9.68%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.16%

23.14%

-8.98%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.03%

24.32%

-9.29%

AMEW.DE vs. FBT.L - Expense Ratio Comparison

AMEW.DE has a 0.38% expense ratio, which is lower than FBT.L's 0.60% expense ratio.


Dividends

AMEW.DE vs. FBT.L - Dividend Comparison

Neither AMEW.DE nor FBT.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


AMEW.DE and FBT.L have a correlation of 0.46, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, AMEW.DE is cheaper at 0.38% per year. The better choice depends on whether you care most about return, fees, risk, or income.

AMEW.DE is cheaper with a 0.38% expense ratio, compared with 0.60% for FBT.L.

AMEW.DE is categorized as Global Equities, while FBT.L is Health & Biotech Equities. AMEW.DE tracks MSCI World, while FBT.L tracks NASDAQ Biotechnology TR USD. They also come from different issuers: Amundi and First Trust. Their fees differ too: 0.38% for AMEW.DE and 0.60% for FBT.L.

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