PortfoliosLab logoPortfoliosLab logo

Documentation

Upgrade your plan
EGMW.L vs. MWRD.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

EGMW.L vs. MWRD.L

Last updated Jun 5, 2026

EGMW.L (iShares MSCI World ESG Enhanced UCITS ETF USD (Acc)) and MWRD.L (Amundi Index MSCI World) are both Global Equities funds tracking the MSCI ACWI NR USD, from iShares and Amundi respectively. Both are passively managed. A 0.77 correlation means they provide meaningful diversification when combined. EGMW.L charges 0.20%/yr vs 0.08%/yr for MWRD.L.

Performance

EGMW.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 (Acc) (EGMW.L) and Amundi Index MSCI World (MWRD.L). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Different Trading Currencies

EGMW.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

EGMW.L

1D
0.11%
1M
5.23%
YTD
9.42%
6M
9.73%
1Y
25.53%
3Y*
16.40%
5Y*
11.70%
10Y*
—

MWRD.L

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

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

2026 (YTD)2025202420232022202120202019
EGMW.L
iShares MSCI World ESG Enhanced UCITS ETF USD (Acc)		9.42%11.08%20.29%16.47%-11.09%24.85%13.66%0.99%
MWRD.L
Amundi Index MSCI World		0.00%0.00%-1.27%17.50%-9.18%24.39%11.85%0.91%

Correlation

The correlation between EGMW.L and MWRD.L is 0.77, 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

0.39

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

0.69

Correlation (All Time)
Calculated using the full available price history since Nov 25, 2019

0.77

The correlation between EGMW.L and MWRD.L shifts across timeframes, from 0.39 (3 years) to 0.77 (all time), reflecting how their relationship changes across market environments.

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

Sectors
EGMW.L
MWRD.L

Technology

31.1%
24.7%

Financial Services

16.1%
14.7%

Industrials

10.0%
10.6%

Healthcare

9.1%
12.4%

Communication Services

8.9%
7.5%

Consumer Cyclical

8.8%
10.5%

Consumer Defensive

4.4%
6.7%

Energy

4.0%
4.4%

Basic Materials

3.0%
3.8%

Utilities

2.4%
2.4%

Real Estate

2.1%
2.4%

Technology

EGMW.L
31.1%
MWRD.L
24.7%

Financial Services

EGMW.L
16.1%
MWRD.L
14.7%

Industrials

EGMW.L
10.0%
MWRD.L
10.6%

Healthcare

EGMW.L
9.1%
MWRD.L
12.4%

Communication Services

EGMW.L
8.9%
MWRD.L
7.5%

Consumer Cyclical

EGMW.L
8.8%
MWRD.L
10.5%

Consumer Defensive

EGMW.L
4.4%
MWRD.L
6.7%

Energy

EGMW.L
4.0%
MWRD.L
4.4%

Basic Materials

EGMW.L
3.0%
MWRD.L
3.8%

Utilities

EGMW.L
2.4%
MWRD.L
2.4%

Real Estate

EGMW.L
2.1%
MWRD.L
2.4%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

iShares MSCI World ESG Enhanced UCITS ETF USD (Acc)

Amundi Index MSCI World

Often compared with EGMW.L:
EGMW.L vs. V3AB.LEGMW.L vs. ^GSPCEGMW.L vs. VEVE.LEGMW.L vs. CSPX.LEGMW.L vs. SPYEGMW.L vs. IWDA.LEGMW.L vs. EGLN.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

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

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
EGMW.L
EGMW.L Risk / Return Rank: 7676
Overall Rank
EGMW.L Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
EGMW.L Sortino Ratio Rank: 7777
Sortino Ratio Rank
EGMW.L Omega Ratio Rank: 7979
Omega Ratio Rank
EGMW.L Calmar Ratio Rank: 7373
Calmar Ratio Rank
EGMW.L Martin Ratio Rank: 7676
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.

EGMW.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 (Acc) (EGMW.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.

EGMW.LMWRD.LDifference
Sharpe ratioReturn per unit of total volatility
2.46

—

—

Sortino ratioReturn per unit of downside risk
3.40

—

—

Omega ratioGain probability vs. loss probability

1.46

—

—

Calmar ratioReturn relative to maximum drawdown

3.56

—

—

Martin ratioReturn relative to average drawdown

14.23

—

—

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

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

Loading charts...

Sharpe Ratios by Period

EGMW.LMWRD.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.46

—

—

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.88

—

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.79

—

—

Drawdowns

EGMW.L vs. MWRD.L - Drawdown Comparison

Loading charts...

Drawdown Indicators

EGMW.LMWRD.LDifference

Max Drawdown

Largest peak-to-trough decline

-23.48%

—

—

Max Drawdown (1Y)

Largest decline over 1 year

-7.14%

—

—

Max Drawdown (3Y)

Largest decline over 3 years

-19.00%

—

—

Max Drawdown (5Y)

Largest decline over 5 years

-19.00%

—

—

Current Drawdown

Current decline from peak

-0.15%

—

—

Average Drawdown

Average peak-to-trough decline

-3.95%

—

—

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.79%

—

—

Volatility

EGMW.L vs. MWRD.L - Volatility Comparison

Loading charts...

Volatility by Period

EGMW.LMWRD.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.55%

—

—

Volatility (6M)

Calculated over the trailing 6-month period

7.35%

—

—

Volatility (1Y)

Calculated over the trailing 1-year period

10.34%

—

—

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.31%

—

—

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.05%

—

—

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

EGMW.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

EGMW.L vs. MWRD.L - Dividend Comparison

Neither EGMW.L nor MWRD.L has paid dividends to shareholders.

Tickers have no history of dividend payments

Frequently Asked Questions

EGMW.L and MWRD.L have a correlation of 0.77, 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 EGMW.L.

Both ETFs track MSCI ACWI NR USD. They also come from different issuers: iShares and Amundi. Their fees differ too: 0.20% for EGMW.L and 0.08% for MWRD.L.

Portfolio Optimizer

Find the right allocation for EGMW.L and MWRD.L

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer