EEWG.L vs. MWOZ.L
Compare and contrast key facts about iShares MSCI World ESG Enhanced UCITS ETF USD (Dist) (EEWG.L) and Amundi Prime Global UCITS ETF Dist (MWOZ.L).
EEWG.L and MWOZ.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. EEWG.L is a passively managed fund by iShares that tracks the performance of the MSCI ACWI NR USD. It was launched on Mar 8, 2019. MWOZ.L is a passively managed fund by Amundi that tracks the performance of the Solactive GBS Developed Markets Large & Mid Cap Index. It was launched on Nov 22, 2024. Both EEWG.L and MWOZ.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
EEWG.L vs. MWOZ.L - Performance Comparison
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EEWG.L vs. MWOZ.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
EEWG.L iShares MSCI World ESG Enhanced UCITS ETF USD (Dist) | -1.94% | 7.35% |
MWOZ.L Amundi Prime Global UCITS ETF Dist | -2.48% | 6.59% |
Returns By Period
In the year-to-date period, EEWG.L achieves a -1.94% return, which is significantly higher than MWOZ.L's -2.48% return.
EEWG.L
- 1D
- 0.10%
- 1M
- -2.03%
- YTD
- -1.94%
- 6M
- 0.96%
- 1Y
- 15.48%
- 3Y*
- 13.38%
- 5Y*
- 10.04%
- 10Y*
- —
MWOZ.L
- 1D
- 0.19%
- 1M
- -1.64%
- YTD
- -2.48%
- 6M
- 0.50%
- 1Y
- 16.04%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
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EEWG.L vs. MWOZ.L - Expense Ratio Comparison
EEWG.L has a 0.20% expense ratio, which is higher than MWOZ.L's 0.05% 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%.
Return for Risk
EEWG.L vs. MWOZ.L — Risk / Return Rank
EEWG.L
MWOZ.L
EEWG.L vs. MWOZ.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI World ESG Enhanced UCITS ETF USD (Dist) (EEWG.L) and Amundi Prime Global UCITS ETF Dist (MWOZ.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.
| EEWG.L | MWOZ.L | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.08 | 1.12 | -0.04 |
Sortino ratioReturn per unit of downside risk | 1.54 | 1.58 | -0.05 |
Omega ratioGain probability vs. loss probability | 1.22 | 1.23 | -0.01 |
Calmar ratioReturn relative to maximum drawdown | 2.89 | 2.73 | +0.15 |
Martin ratioReturn relative to average drawdown | 11.44 | 10.73 | +0.71 |
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
| EEWG.L | MWOZ.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.08 | 1.12 | -0.04 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.75 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.71 | 0.23 | +0.48 |
Correlation
The correlation between EEWG.L and MWOZ.L is 0.96, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
EEWG.L vs. MWOZ.L - Dividend Comparison
EEWG.L's dividend yield for the trailing twelve months is around 1.21%, while MWOZ.L has not paid dividends to shareholders.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
EEWG.L iShares MSCI World ESG Enhanced UCITS ETF USD (Dist) | 1.21% | 1.18% | 1.37% | 1.59% | 1.78% | 1.28% | 1.43% | 0.76% |
MWOZ.L Amundi Prime Global UCITS ETF Dist | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
EEWG.L vs. MWOZ.L - Drawdown Comparison
The maximum EEWG.L drawdown since its inception was -25.46%, which is greater than MWOZ.L's maximum drawdown of -19.89%. Use the drawdown chart below to compare losses from any high point for EEWG.L and MWOZ.L.
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Drawdown Indicators
| EEWG.L | MWOZ.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -25.46% | -19.89% | -5.57% |
Max Drawdown (1Y)Largest decline over 1 year | -7.02% | -7.79% | +0.77% |
Max Drawdown (5Y)Largest decline over 5 years | -19.00% | — | — |
Current DrawdownCurrent decline from peak | -3.89% | -4.69% | +0.80% |
Average DrawdownAverage peak-to-trough decline | -4.04% | -4.41% | +0.37% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.77% | 1.98% | -0.21% |
Volatility
EEWG.L vs. MWOZ.L - Volatility Comparison
iShares MSCI World ESG Enhanced UCITS ETF USD (Dist) (EEWG.L) and Amundi Prime Global UCITS ETF Dist (MWOZ.L) have volatilities of 4.19% and 4.08%, 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
| EEWG.L | MWOZ.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.19% | 4.08% | +0.11% |
Volatility (6M)Calculated over the trailing 6-month period | 8.21% | 8.28% | -0.07% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.31% | 14.29% | +0.02% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.43% | 14.57% | -1.14% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.42% | 14.57% | +0.85% |