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AW11.DE vs. F50A.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

AW11.DE vs. F50A.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in UBS ETF (IE) UBS Climate Aware Global Developed Equity CTB UCITS ETF (USD) Acc (AW11.DE) and Amundi Prime Global UCITS ETF Accumulating (F50A.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, AW11.DE achieves a 9.77% return, which is significantly lower than F50A.DE's 10.81% return.


AW11.DE

1D
0.07%
1M
5.23%
YTD
9.77%
6M
9.99%
1Y
24.49%
3Y*
15.28%
5Y*
11.56%
10Y*

F50A.DE

1D
-0.04%
1M
3.68%
YTD
10.81%
6M
10.16%
1Y
23.82%
3Y*
17.70%
5Y*
12.94%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

AW11.DE vs. F50A.DE - Yearly Performance Comparison


2026 (YTD)20252024202320222021
AW11.DE
UBS ETF (IE) UBS Climate Aware Global Developed Equity CTB UCITS ETF (USD) Acc
9.77%7.84%22.18%18.68%-14.25%24.39%
F50A.DE
Amundi Prime Global UCITS ETF Accumulating
10.81%8.58%25.85%19.91%-13.61%22.64%

Correlation

The correlation between AW11.DE and F50A.DE is 0.91, 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

0.91

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

0.91

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

0.93

Correlation (All Time)
Calculated using the full available price history since Mar 18, 2021

0.93

The correlation between AW11.DE and F50A.DE has been stable across timeframes, ranging from 0.91 to 0.93 - a consistent structural relationship.

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Return for Risk

AW11.DE vs. F50A.DE — Risk / Return Rank

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

AW11.DE
AW11.DE Risk / Return Rank: 7373
Overall Rank
AW11.DE Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
AW11.DE Sortino Ratio Rank: 7474
Sortino Ratio Rank
AW11.DE Omega Ratio Rank: 7676
Omega Ratio Rank
AW11.DE Calmar Ratio Rank: 6969
Calmar Ratio Rank
AW11.DE Martin Ratio Rank: 7474
Martin Ratio Rank

F50A.DE
F50A.DE Risk / Return Rank: 7070
Overall Rank
F50A.DE Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
F50A.DE Sortino Ratio Rank: 6767
Sortino Ratio Rank
F50A.DE Omega Ratio Rank: 6868
Omega Ratio Rank
F50A.DE Calmar Ratio Rank: 7474
Calmar Ratio Rank
F50A.DE Martin Ratio Rank: 7777
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.

AW11.DE vs. F50A.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for UBS ETF (IE) UBS Climate Aware Global Developed Equity CTB UCITS ETF (USD) Acc (AW11.DE) and Amundi Prime Global UCITS ETF Accumulating (F50A.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.


AW11.DEF50A.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.18

Sortino ratioReturn per unit of downside risk

+0.23

Omega ratioGain probability vs. loss probability

1.44

1.40

+0.04

Calmar ratioReturn relative to maximum drawdown

3.39

3.66

-0.27

Martin ratioReturn relative to average drawdown

13.65

14.61

-0.96

AW11.DE vs. F50A.DE - Sharpe Ratio Comparison

The current AW11.DE Sharpe Ratio is 2.34, which is comparable to the F50A.DE Sharpe Ratio of 2.17. The chart below compares the historical Sharpe Ratios of AW11.DE and F50A.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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Sharpe Ratios by Period


AW11.DEF50A.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.34

2.17

+0.18

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.85

0.88

-0.03

Sharpe Ratio (All Time)

Calculated using the full available price history

0.91

0.71

+0.20

Drawdowns

AW11.DE vs. F50A.DE - Drawdown Comparison

The maximum AW11.DE drawdown since its inception was -20.84%, smaller than the maximum F50A.DE drawdown of -32.88%. Use the drawdown chart below to compare losses from any high point for AW11.DE and F50A.DE.


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Drawdown Indicators


AW11.DEF50A.DEDifference

Max Drawdown

Largest peak-to-trough decline

-20.84%

-32.88%

+12.04%

Max Drawdown (1Y)

Largest decline over 1 year

-7.19%

-6.62%

-0.57%

Max Drawdown (3Y)

Largest decline over 3 years

-20.84%

-21.49%

+0.65%

Max Drawdown (5Y)

Largest decline over 5 years

-20.84%

-21.49%

+0.65%

Current Drawdown

Current decline from peak

-0.15%

-0.39%

+0.24%

Average Drawdown

Average peak-to-trough decline

-4.45%

-4.72%

+0.27%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.79%

1.66%

+0.13%

Volatility

AW11.DE vs. F50A.DE - Volatility Comparison

The current volatility for UBS ETF (IE) UBS Climate Aware Global Developed Equity CTB UCITS ETF (USD) Acc (AW11.DE) is 2.49%, while Amundi Prime Global UCITS ETF Accumulating (F50A.DE) has a volatility of 2.63%. This indicates that AW11.DE experiences smaller price fluctuations and is considered to be less risky than F50A.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AW11.DEF50A.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.49%

2.63%

-0.14%

Volatility (6M)

Calculated over the trailing 6-month period

7.36%

7.95%

-0.59%

Volatility (1Y)

Calculated over the trailing 1-year period

10.41%

11.18%

-0.77%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.44%

14.60%

-1.16%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.33%

17.70%

-4.37%

AW11.DE vs. F50A.DE - Expense Ratio Comparison

AW11.DE has a 0.19% expense ratio, which is higher than F50A.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

AW11.DE vs. F50A.DE - Dividend Comparison

Neither AW11.DE nor F50A.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 0.91, AW11.DE and F50A.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, F50A.DE is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.

F50A.DE is cheaper with a 0.05% expense ratio, compared with 0.19% for AW11.DE.

AW11.DE tracks Solactive UBS Climate Aware Global Developed Equity CTB, while F50A.DE tracks Solactive GBS Developed Markets Large & Mid Cap Index. They also come from different issuers: UBS and Amundi. Their fees differ too: 0.19% for AW11.DE and 0.05% for F50A.DE.

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