CIE.NEO vs. MWOL.DE

Last updated Apr 2, 2026

Compare and contrast key facts about iShares International Fundamental Common Class (CIE.NEO) and Amundi Prime Global UCITS ETF Dist (MWOL.DE).

CIE.NEO and MWOL.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. CIE.NEO is a passively managed fund by iShares that tracks the performance of the FTSE RAFI Developed ex US 1000 Index. It was launched on Feb 14, 2007. MWOL.DE is a passively managed fund by Amundi that tracks the performance of the Solactive GBS Developed Markets Large & Mid Cap USD Index Net TR. It was launched on Nov 22, 2024. Both CIE.NEO and MWOL.DE are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.

Performance

CIE.NEO vs. MWOL.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in iShares International Fundamental Common Class (CIE.NEO) and Amundi Prime Global UCITS ETF Dist (MWOL.DE). The values are adjusted to include any dividend payments, if applicable.

CIE.NEO vs. MWOL.DE - Yearly Performance Comparison

	2026 (YTD)	2025	2024
CIE.NEO iShares International Fundamental Common Class	7.68%	34.92%	1.27%
MWOL.DE Amundi Prime Global UCITS ETF Dist	-2.48%	16.97%	1.23%

Different Trading Currencies

CIE.NEO is traded in CAD, while MWOL.DE is traded in EUR. To make them comparable, the MWOL.DE values have been converted to CAD using the latest available exchange rates.

Returns By Period

In the year-to-date period, CIE.NEO achieves a 7.68% return, which is significantly higher than MWOL.DE's -2.48% return.

CIE.NEO

• 1D: 1.27%
• 1M: -2.90%
• YTD: 7.68%
• 6M: 13.81%
• 1Y: 32.76%
• 3Y*: 21.20%
• 5Y*: 14.35%
• 10Y*: 11.26%

MWOL.DE

• 1D: 2.32%
• 1M: -2.39%
• YTD: -2.48%
• 6M: -0.50%
• 1Y: 15.95%
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

CIE.NEO vs. MWOL.DE - Expense Ratio Comparison

CIE.NEO has a 0.73% expense ratio, which is higher than MWOL.DE's 0.05% expense ratio.

CIE.NEO

iShares International Fundamental Common Class

MWOL.DE

Amundi Prime Global UCITS ETF Dist

Return for Risk

CIE.NEO vs. MWOL.DE — Risk / Return Rank

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

CIE.NEO

CIE.NEO Risk / Return Rank: 86
CIE.NEO Sharpe Ratio Rank: 88
CIE.NEO Sortino Ratio Rank: 90
CIE.NEO Omega Ratio Rank: 90
CIE.NEO Calmar Ratio Rank: 80
CIE.NEO Martin Ratio Rank: 82

MWOL.DE

MWOL.DE Risk / Return Rank: 37
MWOL.DE Sharpe Ratio Rank: 33
MWOL.DE Sortino Ratio Rank: 32
MWOL.DE Omega Ratio Rank: 34
MWOL.DE Calmar Ratio Rank: 43
MWOL.DE Martin Ratio Rank: 45

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.

CIE.NEO vs. MWOL.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares International Fundamental Common Class (CIE.NEO) 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.

	CIE.NEO	MWOL.DE	Difference
Sharpe ratio Return per unit of total volatility	1.96	0.94	+1.01
Sortino ratio Return per unit of downside risk	2.67	1.35	+1.31
Omega ratio Gain probability vs. loss probability	1.40	1.20	+0.20
Calmar ratio Return relative to maximum drawdown	2.49	1.68	+0.81
Martin ratio Return relative to average drawdown	10.13	6.62	+3.51
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

CIE.NEO vs. MWOL.DE - Sharpe Ratio Comparison

The current CIE.NEO Sharpe Ratio is 1.96, which is higher than the MWOL.DE Sharpe Ratio of 0.94. The chart below compares the historical Sharpe Ratios of CIE.NEO and MWOL.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	CIE.NEO	MWOL.DE	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.96	0.94	+1.01
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	1.05	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.62	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.41	0.70	-0.28

Correlation

The correlation between CIE.NEO and MWOL.DE is 0.49, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Dividends

CIE.NEO vs. MWOL.DE - Dividend Comparison

CIE.NEO's dividend yield for the trailing twelve months is around 2.32%, while MWOL.DE has not paid dividends to shareholders.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
CIE.NEO iShares International Fundamental Common Class	2.32%	2.53%	2.82%	3.08%	3.32%	2.89%	2.15%	3.63%	3.12%	2.67%	2.80%	2.44%
MWOL.DE Amundi Prime Global UCITS ETF Dist	0.00%	1.73%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Drawdowns

CIE.NEO vs. MWOL.DE - Drawdown Comparison

The maximum CIE.NEO drawdown since its inception was -40.08%, which is greater than MWOL.DE's maximum drawdown of -19.15%. Use the drawdown chart below to compare losses from any high point for CIE.NEO and MWOL.DE.

Drawdown Indicators

	CIE.NEO	MWOL.DE	Difference
Max Drawdown Largest peak-to-trough decline	-40.08%	-21.64%	-18.44%
Max Drawdown (1Y) Largest decline over 1 year	-12.87%	-13.14%	+0.27%
Max Drawdown (5Y) Largest decline over 5 years	-20.55%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-40.08%	—	—
Current Drawdown Current decline from peak	-5.17%	-5.27%	+0.10%
Average Drawdown Average peak-to-trough decline	-7.19%	-4.18%	-3.01%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.16%	2.25%	+0.91%

Volatility

CIE.NEO vs. MWOL.DE - Volatility Comparison

iShares International Fundamental Common Class (CIE.NEO) has a higher volatility of 7.47% compared to Amundi Prime Global UCITS ETF Dist (MWOL.DE) at 4.71%. This indicates that CIE.NEO'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.

Volatility by Period

	CIE.NEO	MWOL.DE	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.47%	4.71%	+2.76%
Volatility (6M) Calculated over the trailing 6-month period	10.92%	8.88%	+2.04%
Volatility (1Y) Calculated over the trailing 1-year period	16.81%	16.82%	-0.01%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	13.78%	15.87%	-2.09%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.15%	15.87%	+2.28%