DEF.DE vs. MWOE.DE
DEF.DE (Defama Deutsche Fachmarkt AG) is a stock, while MWOE.DE (Amundi MSCI World UCITS ETF - USD Dist) is Global Equities fund tracking the MSCI World. Over the past 3 years, DEF.DE returned 5.94%/yr vs 17.43%/yr for MWOE.DE. At a 0.08 correlation, their price movements are largely independent.
Performance
DEF.DE vs. MWOE.DE - Performance Comparison
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Returns By Period
In the year-to-date period, DEF.DE achieves a -14.03% return, which is significantly lower than MWOE.DE's 10.64% return.
DEF.DE
- 1D
- -0.83%
- 1M
- -0.83%
- YTD
- -14.03%
- 6M
- -15.25%
- 1Y
- -12.15%
- 3Y*
- 5.94%
- 5Y*
- 4.48%
- 10Y*
- —
MWOE.DE
- 1D
- -0.02%
- 1M
- 4.82%
- YTD
- 10.64%
- 6M
- 11.12%
- 1Y
- 23.65%
- 3Y*
- 17.43%
- 5Y*
- —
- 10Y*
- —
DEF.DE vs. MWOE.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
DEF.DE Defama Deutsche Fachmarkt AG | -14.03% | 1.46% | 18.22% | 7.79% | -3.88% |
MWOE.DE Amundi MSCI World UCITS ETF - USD Dist | 10.64% | 7.87% | 25.72% | 19.87% | 0.54% |
Correlation
The correlation between DEF.DE and MWOE.DE is 0.02, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.02 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.06 |
Correlation (All Time) Calculated using the full available price history since Jul 6, 2022 | 0.08 |
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Return for Risk
DEF.DE vs. MWOE.DE — Risk / Return Rank
DEF.DE
MWOE.DE
DEF.DE vs. MWOE.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Defama Deutsche Fachmarkt AG (DEF.DE) and Amundi MSCI World UCITS ETF - USD Dist (MWOE.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.
| DEF.DE | MWOE.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.72 | ||
| Sortino ratioReturn per unit of downside risk | -3.70 | ||
| Omega ratioGain probability vs. loss probability | 0.90 | 1.40 | -0.50 |
| Calmar ratioReturn relative to maximum drawdown | -0.53 | 3.49 | -4.02 |
| Martin ratioReturn relative to average drawdown | -1.15 | 13.79 | -14.94 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| DEF.DE | MWOE.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.59 | 2.12 | -2.72 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.19 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.86 | 1.21 | -0.35 |
Drawdowns
DEF.DE vs. MWOE.DE - Drawdown Comparison
The maximum DEF.DE drawdown since its inception was -29.51%, which is greater than MWOE.DE's maximum drawdown of -21.83%. Use the drawdown chart below to compare losses from any high point for DEF.DE and MWOE.DE.
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Drawdown Indicators
| DEF.DE | MWOE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -29.51% | -21.83% | -7.68% |
Max Drawdown (1Y)Largest decline over 1 year | -22.88% | -6.74% | -16.14% |
Max Drawdown (3Y)Largest decline over 3 years | -22.88% | -21.83% | -1.05% |
Max Drawdown (5Y)Largest decline over 5 years | -29.51% | — | — |
Current DrawdownCurrent decline from peak | -21.90% | -0.33% | -21.57% |
Average DrawdownAverage peak-to-trough decline | -8.85% | -3.61% | -5.24% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 10.58% | 1.71% | +8.87% |
Volatility
DEF.DE vs. MWOE.DE - Volatility Comparison
Defama Deutsche Fachmarkt AG (DEF.DE) has a higher volatility of 7.84% compared to Amundi MSCI World UCITS ETF - USD Dist (MWOE.DE) at 2.63%. This indicates that DEF.DE's price experiences larger fluctuations and is considered to be riskier than MWOE.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DEF.DE | MWOE.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.84% | 2.63% | +5.21% |
Volatility (6M)Calculated over the trailing 6-month period | 16.93% | 7.67% | +9.26% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.45% | 11.08% | +9.37% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.38% | 13.41% | +10.97% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.79% | 13.41% | +14.38% |
Dividends
DEF.DE vs. MWOE.DE - Dividend Comparison
DEF.DE's dividend yield for the trailing twelve months is around 2.51%, more than MWOE.DE's 0.95% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
DEF.DE Defama Deutsche Fachmarkt AG | 2.51% | 2.16% | 2.04% | 2.23% | 2.22% | 1.73% | 2.28% | 2.42% | 2.83% | 1.85% |
MWOE.DE Amundi MSCI World UCITS ETF - USD Dist | 0.95% | 1.33% | 1.20% | 0.58% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
DEF.DE and MWOE.DE have a correlation of 0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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