DEZ.DE vs. MWOE.DE
DEZ.DE (DEUTZ Aktiengesellschaft) 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, DEZ.DE returned 23.22%/yr vs 17.43%/yr for MWOE.DE. At a 0.43 correlation, their price movements are largely independent.
Performance
DEZ.DE vs. MWOE.DE - Performance Comparison
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Returns By Period
In the year-to-date period, DEZ.DE achieves a 16.43% return, which is significantly higher than MWOE.DE's 10.64% return.
DEZ.DE
- 1D
- -1.42%
- 1M
- -0.18%
- YTD
- 16.43%
- 6M
- 24.80%
- 1Y
- 28.37%
- 3Y*
- 23.22%
- 5Y*
- 8.90%
- 10Y*
- 11.10%
MWOE.DE
- 1D
- -0.02%
- 1M
- 3.66%
- YTD
- 10.64%
- 6M
- 10.70%
- 1Y
- 23.42%
- 3Y*
- 17.43%
- 5Y*
- —
- 10Y*
- —
DEZ.DE vs. MWOE.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
DEZ.DE DEUTZ Aktiengesellschaft | 16.43% | 115.43% | -13.22% | 21.77% | 11.58% |
MWOE.DE Amundi MSCI World UCITS ETF - USD Dist | 10.64% | 7.87% | 25.72% | 19.87% | 0.54% |
Correlation
The correlation between DEZ.DE and MWOE.DE is 0.50, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.50 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.40 |
Correlation (All Time) Calculated using the full available price history since Jul 6, 2022 | 0.43 |
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Return for Risk
DEZ.DE vs. MWOE.DE — Risk / Return Rank
DEZ.DE
MWOE.DE
DEZ.DE vs. MWOE.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DEUTZ Aktiengesellschaft (DEZ.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.
| DEZ.DE | MWOE.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.49 | ||
| Sortino ratioReturn per unit of downside risk | -1.75 | ||
| Omega ratioGain probability vs. loss probability | 1.15 | 1.40 | -0.25 |
| Calmar ratioReturn relative to maximum drawdown | 0.85 | 3.49 | -2.64 |
| Martin ratioReturn relative to average drawdown | 2.04 | 13.79 | -11.75 |
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
| DEZ.DE | MWOE.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.64 | 2.12 | -1.49 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.21 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.27 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.07 | 1.21 | -1.14 |
Drawdowns
DEZ.DE vs. MWOE.DE - Drawdown Comparison
The maximum DEZ.DE drawdown since its inception was -90.22%, 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 DEZ.DE and MWOE.DE.
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Drawdown Indicators
| DEZ.DE | MWOE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -90.22% | -21.83% | -68.39% |
Max Drawdown (1Y)Largest decline over 1 year | -33.20% | -6.74% | -26.46% |
Max Drawdown (3Y)Largest decline over 3 years | -36.67% | -21.83% | -14.84% |
Max Drawdown (5Y)Largest decline over 5 years | -62.28% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -69.00% | — | — |
Current DrawdownCurrent decline from peak | -20.82% | -0.33% | -20.49% |
Average DrawdownAverage peak-to-trough decline | -51.89% | -3.61% | -48.28% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 13.83% | 1.71% | +12.12% |
Volatility
DEZ.DE vs. MWOE.DE - Volatility Comparison
DEUTZ Aktiengesellschaft (DEZ.DE) has a higher volatility of 12.61% compared to Amundi MSCI World UCITS ETF - USD Dist (MWOE.DE) at 2.63%. This indicates that DEZ.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
| DEZ.DE | MWOE.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 12.61% | 2.63% | +9.98% |
Volatility (6M)Calculated over the trailing 6-month period | 35.48% | 7.67% | +27.81% |
Volatility (1Y)Calculated over the trailing 1-year period | 44.53% | 11.08% | +33.45% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 41.32% | 13.41% | +27.91% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 40.79% | 13.41% | +27.38% |
Dividends
DEZ.DE vs. MWOE.DE - Dividend Comparison
DEZ.DE's dividend yield for the trailing twelve months is around 1.85%, more than MWOE.DE's 0.95% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DEZ.DE DEUTZ Aktiengesellschaft | 1.85% | 2.00% | 4.21% | 3.12% | 3.71% | 0.00% | 2.94% | 2.69% | 2.92% | 0.92% | 1.31% | 1.90% |
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% | 0.00% | 0.00% |
Frequently Asked Questions
DEZ.DE and MWOE.DE have a correlation of 0.50, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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