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EDMW.DE vs. WEBN.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EDMW.DE vs. WEBN.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares MSCI World ESG Enhanced UCITS ETF USD (Acc) (EDMW.DE) and Amundi Prime All Country World UCITS ETF Acc EUR (WEBN.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, EDMW.DE achieves a 10.19% return, which is significantly lower than WEBN.DE's 12.37% return.


EDMW.DE

1D
0.06%
1M
3.69%
YTD
10.19%
6M
10.25%
1Y
21.91%
3Y*
16.27%
5Y*
11.55%
10Y*

WEBN.DE

1D
-0.24%
1M
3.63%
YTD
12.37%
6M
12.73%
1Y
26.67%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

EDMW.DE vs. WEBN.DE - Yearly Performance Comparison


Correlation

The correlation between EDMW.DE and WEBN.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 (All Time)
Calculated using the full available price history since Jun 27, 2024

0.93

The correlation between EDMW.DE and WEBN.DE has been stable across timeframes, ranging from 0.92 to 0.93 - a consistent structural relationship.

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Return for Risk

EDMW.DE vs. WEBN.DE — Risk / Return Rank

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

EDMW.DE
EDMW.DE Risk / Return Rank: 6161
Overall Rank
EDMW.DE Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
EDMW.DE Sortino Ratio Rank: 5858
Sortino Ratio Rank
EDMW.DE Omega Ratio Rank: 6060
Omega Ratio Rank
EDMW.DE Calmar Ratio Rank: 6363
Calmar Ratio Rank
EDMW.DE Martin Ratio Rank: 6767
Martin Ratio Rank

WEBN.DE
WEBN.DE Risk / Return Rank: 7575
Overall Rank
WEBN.DE Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
WEBN.DE Sortino Ratio Rank: 7171
Sortino Ratio Rank
WEBN.DE Omega Ratio Rank: 7070
Omega Ratio Rank
WEBN.DE Calmar Ratio Rank: 7979
Calmar Ratio Rank
WEBN.DE Martin Ratio Rank: 8383
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.

EDMW.DE vs. WEBN.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI World ESG Enhanced UCITS ETF USD (Acc) (EDMW.DE) and Amundi Prime All Country World UCITS ETF Acc EUR (WEBN.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.


EDMW.DEWEBN.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.35

Sortino ratioReturn per unit of downside risk

-0.48

Omega ratioGain probability vs. loss probability

1.36

1.41

-0.06

Calmar ratioReturn relative to maximum drawdown

3.07

4.03

-0.97

Martin ratioReturn relative to average drawdown

12.11

16.67

-4.56

EDMW.DE vs. WEBN.DE - Sharpe Ratio Comparison

The current EDMW.DE Sharpe Ratio is 1.93, which is comparable to the WEBN.DE Sharpe Ratio of 2.28. The chart below compares the historical Sharpe Ratios of EDMW.DE and WEBN.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


EDMW.DEWEBN.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.93

2.28

-0.35

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.80

Sharpe Ratio (All Time)

Calculated using the full available price history

0.78

1.08

-0.30

Drawdowns

EDMW.DE vs. WEBN.DE - Drawdown Comparison

The maximum EDMW.DE drawdown since its inception was -33.12%, which is greater than WEBN.DE's maximum drawdown of -21.22%. Use the drawdown chart below to compare losses from any high point for EDMW.DE and WEBN.DE.


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Drawdown Indicators


EDMW.DEWEBN.DEDifference

Max Drawdown

Largest peak-to-trough decline

-33.12%

-21.22%

-11.90%

Max Drawdown (1Y)

Largest decline over 1 year

-7.18%

-6.63%

-0.55%

Max Drawdown (3Y)

Largest decline over 3 years

-21.20%

Max Drawdown (5Y)

Largest decline over 5 years

-21.20%

Current Drawdown

Current decline from peak

-0.32%

-0.65%

+0.33%

Average Drawdown

Average peak-to-trough decline

-5.12%

-3.11%

-2.01%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.82%

1.61%

+0.21%

Volatility

EDMW.DE vs. WEBN.DE - Volatility Comparison

The current volatility for iShares MSCI World ESG Enhanced UCITS ETF USD (Acc) (EDMW.DE) is 2.75%, while Amundi Prime All Country World UCITS ETF Acc EUR (WEBN.DE) has a volatility of 3.05%. This indicates that EDMW.DE experiences smaller price fluctuations and is considered to be less risky than WEBN.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EDMW.DEWEBN.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.75%

3.05%

-0.30%

Volatility (6M)

Calculated over the trailing 6-month period

7.83%

8.43%

-0.60%

Volatility (1Y)

Calculated over the trailing 1-year period

11.41%

11.74%

-0.33%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.23%

14.90%

-0.67%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.27%

14.90%

+1.37%

EDMW.DE vs. WEBN.DE - Expense Ratio Comparison

EDMW.DE has a 0.20% expense ratio, which is higher than WEBN.DE's 0.07% 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

EDMW.DE vs. WEBN.DE - Dividend Comparison

Neither EDMW.DE nor WEBN.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 0.92, EDMW.DE and WEBN.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, WEBN.DE is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.

WEBN.DE is cheaper with a 0.07% expense ratio, compared with 0.20% for EDMW.DE.

EDMW.DE tracks MSCI World ESG Enhanced Focus, while WEBN.DE tracks Solactive GBS Global Markets Large & Mid Cap Index. They also come from different issuers: iShares and Amundi. Their fees differ too: 0.20% for EDMW.DE and 0.07% for WEBN.DE.

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