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

Performance

EEWG.L vs. MWRD.L - Performance Comparison

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

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


2026 (YTD)2025202420232022202120202019
EEWG.L
iShares MSCI World ESG Enhanced UCITS ETF USD (Dist)
-1.94%11.10%20.25%16.39%-10.66%24.27%13.73%0.95%
MWRD.L
Amundi Index MSCI World
0.00%0.00%-1.27%17.50%-9.18%24.39%11.85%0.91%
Different Trading Currencies

EEWG.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


EEWG.L

1D
0.10%
1M
-2.03%
YTD
-1.94%
6M
0.96%
1Y
15.48%
3Y*
13.38%
5Y*
10.04%
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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EEWG.L vs. MWRD.L - Expense Ratio Comparison

EEWG.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%.


Return for Risk

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

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

EEWG.L
EEWG.L Risk / Return Rank: 6767
Overall Rank
EEWG.L Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
EEWG.L Sortino Ratio Rank: 5656
Sortino Ratio Rank
EEWG.L Omega Ratio Rank: 5757
Omega Ratio Rank
EEWG.L Calmar Ratio Rank: 8282
Calmar Ratio Rank
EEWG.L Martin Ratio Rank: 8484
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.

EEWG.L vs. MWRD.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 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.


EEWG.LMWRD.LDifference

Sharpe ratio

Return per unit of total volatility

1.08

Sortino ratio

Return per unit of downside risk

1.54

Omega ratio

Gain probability vs. loss probability

1.22

Calmar ratio

Return relative to maximum drawdown

2.89

Martin ratio

Return relative to average drawdown

11.44

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


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Sharpe Ratios by Period


EEWG.LMWRD.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.08

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

Correlation

The correlation between EEWG.L and MWRD.L is 0.78, 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. MWRD.L - Dividend Comparison

EEWG.L's dividend yield for the trailing twelve months is around 1.21%, while MWRD.L has not paid dividends to shareholders.


TTM2025202420232022202120202019
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%
MWRD.L
Amundi Index MSCI World
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

EEWG.L vs. MWRD.L - Drawdown Comparison


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Drawdown Indicators


EEWG.LMWRD.LDifference

Max Drawdown

Largest peak-to-trough decline

-25.46%

Max Drawdown (1Y)

Largest decline over 1 year

-7.02%

Max Drawdown (5Y)

Largest decline over 5 years

-19.00%

Current Drawdown

Current decline from peak

-3.89%

Average Drawdown

Average peak-to-trough decline

-4.04%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.77%

Volatility

EEWG.L vs. MWRD.L - Volatility Comparison


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Volatility by Period


EEWG.LMWRD.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.19%

Volatility (6M)

Calculated over the trailing 6-month period

8.21%

Volatility (1Y)

Calculated over the trailing 1-year period

14.31%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.43%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.42%