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

EEWD.L vs. MWRD.L

Last updated Jun 5, 2026

EEWD.L (iShares MSCI World ESG Enhanced CTB UCITS ETF USD Inc) and MWRD.L (Amundi Index MSCI World) are both Global Equities funds - EEWD.L tracks the MSCI World ESG Enhanced Focus CTB Index while MWRD.L tracks the MSCI ACWI NR USD. Both are passively managed. A 0.72 correlation means they provide meaningful diversification when combined. EEWD.L charges 0.20%/yr vs 0.08%/yr for MWRD.L.

Performance

EEWD.L vs. MWRD.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares MSCI World ESG Enhanced CTB UCITS ETF USD Inc (EEWD.L) and Amundi Index MSCI World (MWRD.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

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

Returns By Period

EEWD.L

1D
0.04%
1M
4.08%
YTD
9.23%
6M
10.38%
1Y
24.23%
3Y*
19.45%
5Y*
10.52%
10Y*
—

MWRD.L

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

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

2026 (YTD)2025202420232022202120202019
EEWD.L
iShares MSCI World ESG Enhanced CTB UCITS ETF USD Inc		9.23%19.23%18.35%23.17%-20.23%22.70%17.66%15.77%
MWRD.L
Amundi Index MSCI World		0.00%0.00%-1.64%23.69%-18.69%22.97%15.27%15.29%

Correlation

The correlation between EEWD.L and MWRD.L is 0.72, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

Correlation
Correlation (3Y)
Calculated over the trailing 3-year period

0.33

Correlation (5Y)
Calculated over the trailing 5-year period

0.64

Correlation (All Time)
Calculated using the full available price history since Mar 13, 2019

0.72

The correlation between EEWD.L and MWRD.L shifts across timeframes, from 0.33 (3 years) to 0.72 (all time), reflecting how their relationship changes across market environments.

EEWD.L vs. MWRD.L - Sectors Allocation Comparison

Sectors
EEWD.L
MWRD.L

Technology

29.1%
24.7%

Financial Services

16.4%
14.7%

Industrials

10.4%
10.6%

Healthcare

9.3%
12.4%

Communication Services

9.2%
7.5%

Consumer Cyclical

9.0%
10.5%

Consumer Defensive

4.5%
6.7%

Energy

4.2%
4.4%

Basic Materials

3.1%
3.8%

Utilities

2.6%
2.4%

Real Estate

2.2%
2.4%

Technology

EEWD.L
29.1%
MWRD.L
24.7%

Financial Services

EEWD.L
16.4%
MWRD.L
14.7%

Industrials

EEWD.L
10.4%
MWRD.L
10.6%

Healthcare

EEWD.L
9.3%
MWRD.L
12.4%

Communication Services

EEWD.L
9.2%
MWRD.L
7.5%

Consumer Cyclical

EEWD.L
9.0%
MWRD.L
10.5%

Consumer Defensive

EEWD.L
4.5%
MWRD.L
6.7%

Energy

EEWD.L
4.2%
MWRD.L
4.4%

Basic Materials

EEWD.L
3.1%
MWRD.L
3.8%

Utilities

EEWD.L
2.6%
MWRD.L
2.4%

Real Estate

EEWD.L
2.2%
MWRD.L
2.4%

Compare stocks, funds, or ETFs

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iShares MSCI World ESG Enhanced CTB UCITS ETF USD Inc

Amundi Index MSCI World

Often compared with EEWD.L:
EEWD.L vs. CHRG.LEEWD.L vs. INFR.LEEWD.L vs. ISAC.LEEWD.L vs. CNDX.LEEWD.L vs. IITU.LEEWD.L vs. SWDA.LEEWD.L vs. IGLN.L
Often compared with MWRD.L:
MWRD.L vs. BRK-BMWRD.L vs. IWDA.ASMWRD.L vs. URTHMWRD.L vs. SWDA.LMWRD.L vs. JEPIMWRD.L vs. ACWIMWRD.L vs. 36BZ.DE

Return for Risk

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

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
EEWD.L
EEWD.L Risk / Return Rank: 6262
Overall Rank
EEWD.L Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
EEWD.L Sortino Ratio Rank: 6666
Sortino Ratio Rank
EEWD.L Omega Ratio Rank: 6161
Omega Ratio Rank
EEWD.L Calmar Ratio Rank: 5757
Calmar Ratio Rank
EEWD.L Martin Ratio Rank: 6565
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.

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

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI World ESG Enhanced CTB UCITS ETF USD Inc (EEWD.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.

EEWD.LMWRD.LDifference
Sharpe ratioReturn per unit of total volatility
2.00

—

—

Sortino ratioReturn per unit of downside risk
3.02

—

—

Omega ratioGain probability vs. loss probability

1.37

—

—

Calmar ratioReturn relative to maximum drawdown

2.78

—

—

Martin ratioReturn relative to average drawdown

11.80

—

—

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

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

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Sharpe Ratios by Period

EEWD.LMWRD.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.00

—

—

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.66

—

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.79

—

—

Drawdowns

EEWD.L vs. MWRD.L - Drawdown Comparison

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Drawdown Indicators

EEWD.LMWRD.LDifference

Max Drawdown

Largest peak-to-trough decline

-33.48%

—

—

Max Drawdown (1Y)

Largest decline over 1 year

-8.67%

—

—

Max Drawdown (3Y)

Largest decline over 3 years

-17.00%

—

—

Max Drawdown (5Y)

Largest decline over 5 years

-27.90%

—

—

Current Drawdown

Current decline from peak

-0.45%

—

—

Average Drawdown

Average peak-to-trough decline

-5.70%

—

—

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.05%

—

—

Volatility

EEWD.L vs. MWRD.L - Volatility Comparison

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Volatility by Period

EEWD.LMWRD.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.42%

—

—

Volatility (6M)

Calculated over the trailing 6-month period

9.23%

—

—

Volatility (1Y)

Calculated over the trailing 1-year period

12.05%

—

—

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.84%

—

—

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.33%

—

—

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

EEWD.L has a 0.20% expense ratio, which is higher than MWRD.L's 0.08% 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

EEWD.L vs. MWRD.L - Dividend Comparison

EEWD.L's dividend yield for the trailing twelve months is around 1.09%, while MWRD.L has not paid dividends to shareholders.

PositionTTM2025202420232022202120202019
EEWD.L
iShares MSCI World ESG Enhanced CTB UCITS ETF USD Inc		1.09%1.19%1.39%1.59%1.82%1.29%1.35%1.47%
MWRD.L
Amundi Index MSCI World		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions

EEWD.L and MWRD.L have a correlation of 0.72, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, MWRD.L is cheaper at 0.08% per year. The better choice depends on whether you care most about return, fees, risk, or income.

MWRD.L is cheaper with a 0.08% expense ratio, compared with 0.20% for EEWD.L.

EEWD.L tracks MSCI World ESG Enhanced Focus CTB Index, while MWRD.L tracks MSCI ACWI NR USD. They also come from different issuers: iShares and Amundi. Their fees differ too: 0.20% for EEWD.L and 0.08% for MWRD.L.

Portfolio Optimizer

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