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ASRY.DE vs. MWOL.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ASRY.DE vs. MWOL.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in BNP Paribas Easy MSCI World Min TE UCITS ETF EUR Acc (ASRY.DE) and Amundi Prime Global UCITS ETF Dist (MWOL.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both investments are quite close, with ASRY.DE having a 11.55% return and MWOL.DE slightly higher at 11.58%.


ASRY.DE

1D
0.00%
1M
1.51%
YTD
11.55%
6M
12.01%
1Y
25.30%
3Y*
5Y*
10Y*

MWOL.DE

1D
0.00%
1M
1.23%
YTD
11.58%
6M
11.91%
1Y
25.72%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

ASRY.DE vs. MWOL.DE - Yearly Performance Comparison


2026 (YTD)20252024
ASRY.DE
BNP Paribas Easy MSCI World Min TE UCITS ETF EUR Acc
11.55%7.32%-1.13%
MWOL.DE
Amundi Prime Global UCITS ETF Dist
11.58%8.53%-1.28%

Correlation

The correlation between ASRY.DE and MWOL.DE is 0.99 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


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

0.99

Correlation (All Time)
Calculated using the full available price history since Nov 25, 2024

0.98

The correlation between ASRY.DE and MWOL.DE has been stable across timeframes, ranging from 0.98 to 0.99 - a consistent structural relationship.

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Return for Risk

ASRY.DE vs. MWOL.DE — Risk / Return Rank

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

ASRY.DE
ASRY.DE Risk / Return Rank: 8080
Overall Rank
ASRY.DE Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
ASRY.DE Sortino Ratio Rank: 7878
Sortino Ratio Rank
ASRY.DE Omega Ratio Rank: 7979
Omega Ratio Rank
ASRY.DE Calmar Ratio Rank: 8181
Calmar Ratio Rank
ASRY.DE Martin Ratio Rank: 8484
Martin Ratio Rank

MWOL.DE
MWOL.DE Risk / Return Rank: 8282
Overall Rank
MWOL.DE Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
MWOL.DE Sortino Ratio Rank: 8181
Sortino Ratio Rank
MWOL.DE Omega Ratio Rank: 8181
Omega Ratio Rank
MWOL.DE Calmar Ratio Rank: 8383
Calmar Ratio Rank
MWOL.DE Martin Ratio Rank: 8686
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.

ASRY.DE vs. MWOL.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BNP Paribas Easy MSCI World Min TE UCITS ETF EUR Acc (ASRY.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.

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.


ASRY.DEMWOL.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.07

Sortino ratioReturn per unit of downside risk

-0.08

Omega ratioGain probability vs. loss probability

1.41

1.42

-0.02

Calmar ratioReturn relative to maximum drawdown

3.77

3.92

-0.16

Martin ratioReturn relative to average drawdown

15.04

15.64

-0.59

ASRY.DE vs. MWOL.DE - Sharpe Ratio Comparison

The current ASRY.DE Sharpe Ratio is 2.19, which is comparable to the MWOL.DE Sharpe Ratio of 2.25. The chart below compares the historical Sharpe Ratios of ASRY.DE and MWOL.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.


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Drawdowns

ASRY.DE vs. MWOL.DE - Drawdown Comparison

The maximum ASRY.DE drawdown since its inception was -21.60%, roughly equal to the maximum MWOL.DE drawdown of -21.64%. Use the drawdown chart below to compare losses from any high point for ASRY.DE and MWOL.DE.


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Drawdown Indicators


ASRY.DEMWOL.DEDifference

Max Drawdown

Largest peak-to-trough decline

-21.60%

-21.64%

+0.04%

Max Drawdown (1Y)

Largest decline over 1 year

-6.75%

-6.58%

-0.17%

Current Drawdown

Current decline from peak

-0.19%

-0.36%

+0.17%

Average Drawdown

Average peak-to-trough decline

-2.59%

-3.62%

+1.03%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.69%

1.65%

+0.04%

Volatility

ASRY.DE vs. MWOL.DE - Volatility Comparison

BNP Paribas Easy MSCI World Min TE UCITS ETF EUR Acc (ASRY.DE) and Amundi Prime Global UCITS ETF Dist (MWOL.DE) have volatilities of 2.95% and 3.01%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ASRY.DEMWOL.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.95%

3.01%

-0.06%

Volatility (6M)

Calculated over the trailing 6-month period

8.25%

8.09%

+0.16%

Volatility (1Y)

Calculated over the trailing 1-year period

11.62%

11.46%

+0.16%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.54%

15.06%

-1.52%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.54%

15.06%

-1.52%

ASRY.DE vs. MWOL.DE - Expense Ratio Comparison

ASRY.DE has a 0.16% 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

ASRY.DE vs. MWOL.DE - Dividend Comparison

ASRY.DE has not paid dividends to shareholders, while MWOL.DE's dividend yield for the trailing twelve months is around 1.18%.


Frequently Asked Questions


With a correlation of 0.99, ASRY.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 0.16% for ASRY.DE.

ASRY.DE is categorized as ESG, while MWOL.DE is Global Equities. ASRY.DE tracks MSCI World Select Filtered Min TE Index, while MWOL.DE tracks Solactive GBS Developed Markets Large & Mid Cap USD Index Net TR. They also come from different issuers: BNP Paribas and Amundi. Their fees differ too: 0.16% for ASRY.DE and 0.05% for MWOL.DE.

Portfolio Optimizer

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