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EBUY.L vs. MWRD.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

EBUY.L vs. MWRD.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Amundi MSCI Digital Economy and Metaverse ESG Screened UCITS ETF Acc (EBUY.L) and Amundi Index MSCI World (MWRD.L). The values are adjusted to include any dividend payments, if applicable.

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EBUY.L vs. MWRD.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
EBUY.L
Amundi MSCI Digital Economy and Metaverse ESG Screened UCITS ETF Acc
-9.61%9.88%27.49%29.53%-31.73%4.85%51.00%
MWRD.L
Amundi Index MSCI World
0.00%0.00%-1.27%17.50%-9.18%24.39%21.82%
Different Trading Currencies

EBUY.L is traded in GBP, while MWRD.L is traded in GBp. To make them comparable, the MWRD.L values have been converted to GBP using the latest available exchange rates.

Returns By Period


EBUY.L

1D
0.39%
1M
0.55%
YTD
-9.61%
6M
-12.63%
1Y
7.99%
3Y*
13.21%
5Y*
3.10%
10Y*

MWRD.L

1D
1M
YTD
6M
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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EBUY.L vs. MWRD.L - Expense Ratio Comparison

EBUY.L has a 0.45% expense ratio, which is higher than MWRD.L's 0.08% expense ratio.


Return for Risk

EBUY.L vs. MWRD.L — Risk / Return Rank

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

EBUY.L
EBUY.L Risk / Return Rank: 2222
Overall Rank
EBUY.L Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
EBUY.L Sortino Ratio Rank: 2222
Sortino Ratio Rank
EBUY.L Omega Ratio Rank: 2121
Omega Ratio Rank
EBUY.L Calmar Ratio Rank: 2323
Calmar Ratio Rank
EBUY.L Martin Ratio Rank: 2121
Martin Ratio Rank

MWRD.L
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.

EBUY.L vs. MWRD.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi MSCI Digital Economy and Metaverse ESG Screened UCITS ETF Acc (EBUY.L) and Amundi Index MSCI World (MWRD.L). 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.


EBUY.LMWRD.LDifference

Sharpe ratio

Return per unit of total volatility

0.40

Sortino ratio

Return per unit of downside risk

0.68

Omega ratio

Gain probability vs. loss probability

1.09

Calmar ratio

Return relative to maximum drawdown

0.68

Martin ratio

Return relative to average drawdown

1.80

EBUY.L vs. MWRD.L - Sharpe Ratio Comparison


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Sharpe Ratios by Period


EBUY.LMWRD.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.40

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.14

Sharpe Ratio (All Time)

Calculated using the full available price history

0.47

Correlation

The correlation between EBUY.L and MWRD.L is 0.59, 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

EBUY.L vs. MWRD.L - Dividend Comparison

Neither EBUY.L nor MWRD.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

EBUY.L vs. MWRD.L - Drawdown Comparison


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Drawdown Indicators


EBUY.LMWRD.LDifference

Max Drawdown

Largest peak-to-trough decline

-39.97%

Max Drawdown (1Y)

Largest decline over 1 year

-20.87%

Max Drawdown (5Y)

Largest decline over 5 years

-39.97%

Current Drawdown

Current decline from peak

-16.96%

Average Drawdown

Average peak-to-trough decline

-15.57%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.87%

Volatility

EBUY.L vs. MWRD.L - Volatility Comparison


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Volatility by Period


EBUY.LMWRD.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.56%

Volatility (6M)

Calculated over the trailing 6-month period

13.29%

Volatility (1Y)

Calculated over the trailing 1-year period

20.04%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.38%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.80%