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

Performance

EEWD.L vs. PACW.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 Prime All Country World UCITS ETF Income (PACW.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 PACW.L is traded in GBP. To make them comparable, the PACW.L values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, EEWD.L achieves a 9.23% return, which is significantly lower than PACW.L's 11.65% return.


EEWD.L

1D
0.04%
1M
2.53%
YTD
9.23%
6M
10.09%
1Y
23.79%
3Y*
19.45%
5Y*
10.52%
10Y*

PACW.L

1D
0.02%
1M
2.45%
YTD
11.65%
6M
12.54%
1Y
28.73%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


Correlation

The correlation between EEWD.L and PACW.L is 0.91, 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

0.91

Correlation (All Time)
Calculated using the full available price history since Feb 19, 2025

0.92

The correlation between EEWD.L and PACW.L has been stable across timeframes, ranging from 0.91 to 0.92 - a consistent structural relationship.

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Return for Risk

EEWD.L vs. PACW.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

PACW.L
PACW.L Risk / Return Rank: 8686
Overall Rank
PACW.L Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
PACW.L Sortino Ratio Rank: 8888
Sortino Ratio Rank
PACW.L Omega Ratio Rank: 8989
Omega Ratio Rank
PACW.L Calmar Ratio Rank: 8282
Calmar Ratio Rank
PACW.L Martin Ratio Rank: 8585
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.

EEWD.L vs. PACW.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 Prime All Country World UCITS ETF Income (PACW.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.LPACW.LDifference
Sharpe ratioReturn per unit of total volatility

-0.45

Sortino ratioReturn per unit of downside risk

-0.56

Omega ratioGain probability vs. loss probability

1.37

1.45

-0.08

Calmar ratioReturn relative to maximum drawdown

2.78

3.17

-0.38

Martin ratioReturn relative to average drawdown

11.80

13.74

-1.94

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

The current EEWD.L Sharpe Ratio is 2.00, which is comparable to the PACW.L Sharpe Ratio of 2.45. The chart below compares the historical Sharpe Ratios of EEWD.L and PACW.L, 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


EEWD.LPACW.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.00

2.45

-0.45

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

1.50

-0.71

Drawdowns

EEWD.L vs. PACW.L - Drawdown Comparison

The maximum EEWD.L drawdown since its inception was -33.48%, which is greater than PACW.L's maximum drawdown of -16.93%. Use the drawdown chart below to compare losses from any high point for EEWD.L and PACW.L.


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Drawdown Indicators


EEWD.LPACW.LDifference

Max Drawdown

Largest peak-to-trough decline

-33.48%

-16.93%

-16.55%

Max Drawdown (1Y)

Largest decline over 1 year

-8.67%

-9.14%

+0.47%

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%

-0.77%

+0.32%

Average Drawdown

Average peak-to-trough decline

-5.70%

-1.97%

-3.73%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.05%

2.11%

-0.06%

Volatility

EEWD.L vs. PACW.L - Volatility Comparison

iShares MSCI World ESG Enhanced CTB UCITS ETF USD Inc (EEWD.L) and Amundi Prime All Country World UCITS ETF Income (PACW.L) have volatilities of 3.42% and 3.42%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EEWD.LPACW.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.42%

3.42%

0.00%

Volatility (6M)

Calculated over the trailing 6-month period

9.23%

9.17%

+0.06%

Volatility (1Y)

Calculated over the trailing 1-year period

12.05%

11.81%

+0.24%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.84%

15.33%

+0.51%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.33%

15.33%

+2.00%

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

EEWD.L has a 0.20% expense ratio, which is higher than PACW.L'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

EEWD.L vs. PACW.L - Dividend Comparison

EEWD.L's dividend yield for the trailing twelve months is around 1.09%, less than PACW.L's 1.23% yield.


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%
PACW.L
Amundi Prime All Country World UCITS ETF Income
1.23%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


With a correlation of 0.91, EEWD.L and PACW.L 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, PACW.L is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.

PACW.L is cheaper with a 0.07% expense ratio, compared with 0.20% for EEWD.L.

EEWD.L tracks MSCI World ESG Enhanced Focus CTB Index, while PACW.L 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 EEWD.L and 0.07% for PACW.L.

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