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

Performance

CBUY.DE vs. MWOL.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares MSCI ACWI SRI UCITS ETF USD Acc (CBUY.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

In the year-to-date period, CBUY.DE achieves a 12.08% return, which is significantly higher than MWOL.DE's 10.87% return.


CBUY.DE

1D
0.15%
1M
3.34%
YTD
12.08%
6M
12.79%
1Y
21.71%
3Y*
13.96%
5Y*
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*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023
CBUY.DE
iShares MSCI ACWI SRI UCITS ETF USD Acc
12.08%4.79%18.71%14.35%
MWOL.DE
Amundi Prime Global UCITS ETF Dist
10.87%8.53%25.60%15.52%

Correlation

The correlation between CBUY.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 (All Time)
Calculated using the full available price history since Mar 27, 2023

0.92

The correlation between CBUY.DE and MWOL.DE has been stable across timeframes, ranging from 0.92 to 0.92 - a consistent structural relationship.

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Return for Risk

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

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

CBUY.DE
CBUY.DE Risk / Return Rank: 5454
Overall Rank
CBUY.DE Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
CBUY.DE Sortino Ratio Rank: 5151
Sortino Ratio Rank
CBUY.DE Omega Ratio Rank: 5151
Omega Ratio Rank
CBUY.DE Calmar Ratio Rank: 5959
Calmar Ratio Rank
CBUY.DE Martin Ratio Rank: 6161
Martin Ratio Rank

MWOL.DE
MWOL.DE Risk / Return Rank: 7171
Overall Rank
MWOL.DE Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
MWOL.DE Sortino Ratio Rank: 6767
Sortino Ratio Rank
MWOL.DE Omega Ratio Rank: 6969
Omega Ratio Rank
MWOL.DE Calmar Ratio Rank: 7474
Calmar Ratio Rank
MWOL.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.

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

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI ACWI SRI UCITS ETF USD Acc (CBUY.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.


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

-0.47

Sortino ratioReturn per unit of downside risk

-0.59

Omega ratioGain probability vs. loss probability

1.31

1.40

-0.09

Calmar ratioReturn relative to maximum drawdown

2.88

3.67

-0.79

Martin ratioReturn relative to average drawdown

10.71

14.63

-3.92

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

The current CBUY.DE Sharpe Ratio is 1.70, which is comparable to the MWOL.DE Sharpe Ratio of 2.17. The chart below compares the historical Sharpe Ratios of CBUY.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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Sharpe Ratios by Period


CBUY.DEMWOL.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.70

2.17

-0.47

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.83

Sharpe Ratio (All Time)

Calculated using the full available price history

1.17

0.77

+0.39

Drawdowns

CBUY.DE vs. MWOL.DE - Drawdown Comparison

The maximum CBUY.DE drawdown since its inception was -21.18%, smaller than the maximum MWOL.DE drawdown of -33.56%. Use the drawdown chart below to compare losses from any high point for CBUY.DE and MWOL.DE.


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Drawdown Indicators


CBUY.DEMWOL.DEDifference

Max Drawdown

Largest peak-to-trough decline

-21.18%

-33.56%

+12.38%

Max Drawdown (1Y)

Largest decline over 1 year

-7.49%

-6.58%

-0.91%

Max Drawdown (3Y)

Largest decline over 3 years

-21.18%

-21.64%

+0.46%

Max Drawdown (5Y)

Largest decline over 5 years

-21.64%

Current Drawdown

Current decline from peak

-0.05%

-0.37%

+0.32%

Average Drawdown

Average peak-to-trough decline

-2.75%

-4.89%

+2.14%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.02%

1.65%

+0.37%

Volatility

CBUY.DE vs. MWOL.DE - Volatility Comparison

iShares MSCI ACWI SRI UCITS ETF USD Acc (CBUY.DE) has a higher volatility of 3.83% compared to Amundi Prime Global UCITS ETF Dist (MWOL.DE) at 2.63%. This indicates that CBUY.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


CBUY.DEMWOL.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.83%

2.63%

+1.20%

Volatility (6M)

Calculated over the trailing 6-month period

9.45%

7.71%

+1.74%

Volatility (1Y)

Calculated over the trailing 1-year period

12.66%

11.12%

+1.54%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.42%

14.20%

-0.78%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.42%

16.46%

-3.04%

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

CBUY.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

CBUY.DE vs. MWOL.DE - Dividend Comparison

CBUY.DE has not paid dividends to shareholders, while MWOL.DE's dividend yield for the trailing twelve months is around 1.19%.


PositionTTM2025
CBUY.DE
iShares MSCI ACWI SRI UCITS ETF USD Acc
0.00%0.00%
MWOL.DE
Amundi Prime Global UCITS ETF Dist
1.19%1.67%

Frequently Asked Questions


With a correlation of 0.92, CBUY.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 CBUY.DE.

CBUY.DE tracks MSCI ACWI SRI Select Reduced Fossil Fuel, 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 CBUY.DE and 0.05% for MWOL.DE.

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