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AW14.DE vs. WEBG.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

AW14.DE vs. WEBG.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in UBS ETF (IE) MSCI ACWI Climate Paris Aligned UCITS ETF (USD) Acc (AW14.DE) and Amundi Prime All Country World UCITS ETF Dist (WEBG.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, AW14.DE achieves a 9.78% return, which is significantly lower than WEBG.DE's 12.80% return.


AW14.DE

1D
0.15%
1M
4.56%
YTD
9.78%
6M
10.03%
1Y
22.22%
3Y*
15.68%
5Y*
10Y*

WEBG.DE

1D
-0.23%
1M
3.70%
YTD
12.80%
6M
12.74%
1Y
26.64%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

AW14.DE vs. WEBG.DE - Yearly Performance Comparison


Correlation

The correlation between AW14.DE and WEBG.DE is 0.96 - 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

0.96

Correlation (All Time)
Calculated using the full available price history since Mar 18, 2024

0.96

The correlation between AW14.DE and WEBG.DE has been stable across timeframes, ranging from 0.96 to 0.96 - a consistent structural relationship.

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Return for Risk

AW14.DE vs. WEBG.DE — Risk / Return Rank

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

AW14.DE
AW14.DE Risk / Return Rank: 5757
Overall Rank
AW14.DE Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
AW14.DE Sortino Ratio Rank: 5656
Sortino Ratio Rank
AW14.DE Omega Ratio Rank: 5757
Omega Ratio Rank
AW14.DE Calmar Ratio Rank: 5656
Calmar Ratio Rank
AW14.DE Martin Ratio Rank: 5959
Martin Ratio Rank

WEBG.DE
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.

AW14.DE vs. WEBG.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for UBS ETF (IE) MSCI ACWI Climate Paris Aligned UCITS ETF (USD) Acc (AW14.DE) and Amundi Prime All Country World UCITS ETF Dist (WEBG.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.


AW14.DEWEBG.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.47

Sortino ratioReturn per unit of downside risk

-0.63

Omega ratioGain probability vs. loss probability

1.35

1.44

-0.09

Calmar ratioReturn relative to maximum drawdown

2.69

4.11

-1.42

Martin ratioReturn relative to average drawdown

10.31

16.53

-6.22

AW14.DE vs. WEBG.DE - Sharpe Ratio Comparison

The current AW14.DE Sharpe Ratio is 1.86, which is comparable to the WEBG.DE Sharpe Ratio of 2.33. The chart below compares the historical Sharpe Ratios of AW14.DE and WEBG.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


AW14.DEWEBG.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.86

2.33

-0.47

Sharpe Ratio (All Time)

Calculated using the full available price history

0.66

1.24

-0.58

Drawdowns

AW14.DE vs. WEBG.DE - Drawdown Comparison

The maximum AW14.DE drawdown since its inception was -21.21%, roughly equal to the maximum WEBG.DE drawdown of -21.31%. Use the drawdown chart below to compare losses from any high point for AW14.DE and WEBG.DE.


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Drawdown Indicators


AW14.DEWEBG.DEDifference

Max Drawdown

Largest peak-to-trough decline

-21.21%

-21.31%

+0.10%

Max Drawdown (1Y)

Largest decline over 1 year

-8.23%

-6.50%

-1.73%

Max Drawdown (3Y)

Largest decline over 3 years

-21.21%

Current Drawdown

Current decline from peak

-0.48%

-0.63%

+0.15%

Average Drawdown

Average peak-to-trough decline

-5.50%

-2.81%

-2.69%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.15%

1.62%

+0.53%

Volatility

AW14.DE vs. WEBG.DE - Volatility Comparison

UBS ETF (IE) MSCI ACWI Climate Paris Aligned UCITS ETF (USD) Acc (AW14.DE) and Amundi Prime All Country World UCITS ETF Dist (WEBG.DE) have volatilities of 3.25% and 3.10%, 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


AW14.DEWEBG.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.25%

3.10%

+0.15%

Volatility (6M)

Calculated over the trailing 6-month period

8.42%

8.28%

+0.14%

Volatility (1Y)

Calculated over the trailing 1-year period

11.90%

11.48%

+0.42%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.39%

14.15%

+0.24%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.39%

14.15%

+0.24%

AW14.DE vs. WEBG.DE - Expense Ratio Comparison

AW14.DE has a 0.18% expense ratio, which is higher than WEBG.DE's 0.07% 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

AW14.DE vs. WEBG.DE - Dividend Comparison

Neither AW14.DE nor WEBG.DE has paid dividends to shareholders.


Frequently Asked Questions


With a correlation of 0.96, AW14.DE and WEBG.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, WEBG.DE is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.

WEBG.DE is cheaper with a 0.07% expense ratio, compared with 0.18% for AW14.DE.

AW14.DE tracks MSCI ACWI Climate Paris Aligned, while WEBG.DE tracks Solactive GBS Global Markets Large & Mid Cap Index. They also come from different issuers: UBS and Amundi. Their fees differ too: 0.18% for AW14.DE and 0.07% for WEBG.DE.

Portfolio Optimizer

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