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ELFW.DE vs. MWRD.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

ELFW.DE vs. MWRD.L - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Deka MSCI World UCITS ETF Dist (ELFW.DE) and Amundi Index MSCI World (MWRD.L). The values are adjusted to include any dividend payments, if applicable.

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ELFW.DE vs. MWRD.L - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
ELFW.DE
Deka MSCI World UCITS ETF Dist
-1.41%7.57%25.71%19.97%-14.02%31.88%5.44%30.74%-11.82%
MWRD.L
Amundi Index MSCI World
0.00%0.00%-0.25%19.99%-13.98%32.66%5.77%31.36%-12.21%
Different Trading Currencies

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

Returns By Period


ELFW.DE

1D
2.09%
1M
-3.17%
YTD
-1.41%
6M
1.97%
1Y
11.87%
3Y*
14.83%
5Y*
10.46%
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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ELFW.DE vs. MWRD.L - Expense Ratio Comparison

ELFW.DE has a 0.31% expense ratio, which is higher than MWRD.L's 0.08% expense ratio.


Return for Risk

ELFW.DE vs. MWRD.L — Risk / Return Rank

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

ELFW.DE
ELFW.DE Risk / Return Rank: 4242
Overall Rank
ELFW.DE Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
ELFW.DE Sortino Ratio Rank: 3434
Sortino Ratio Rank
ELFW.DE Omega Ratio Rank: 3838
Omega Ratio Rank
ELFW.DE Calmar Ratio Rank: 4747
Calmar Ratio Rank
ELFW.DE Martin Ratio Rank: 5555
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.

ELFW.DE vs. MWRD.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Deka MSCI World UCITS ETF Dist (ELFW.DE) 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.


ELFW.DEMWRD.LDifference

Sharpe ratio

Return per unit of total volatility

0.73

Sortino ratio

Return per unit of downside risk

1.07

Omega ratio

Gain probability vs. loss probability

1.16

Calmar ratio

Return relative to maximum drawdown

1.36

Martin ratio

Return relative to average drawdown

5.97

ELFW.DE vs. MWRD.L - Sharpe Ratio Comparison


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Sharpe Ratios by Period


ELFW.DEMWRD.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.73

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.73

Sharpe Ratio (All Time)

Calculated using the full available price history

0.68

Correlation

The correlation between ELFW.DE and MWRD.L is 0.75, 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

ELFW.DE vs. MWRD.L - Dividend Comparison

ELFW.DE's dividend yield for the trailing twelve months is around 1.00%, while MWRD.L has not paid dividends to shareholders.


TTM2025202420232022202120202019
ELFW.DE
Deka MSCI World UCITS ETF Dist
1.00%1.01%1.04%1.37%1.65%0.96%1.29%1.53%
MWRD.L
Amundi Index MSCI World
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

ELFW.DE vs. MWRD.L - Drawdown Comparison


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Drawdown Indicators


ELFW.DEMWRD.LDifference

Max Drawdown

Largest peak-to-trough decline

-33.59%

Max Drawdown (1Y)

Largest decline over 1 year

-13.27%

Max Drawdown (5Y)

Largest decline over 5 years

-21.81%

Current Drawdown

Current decline from peak

-4.10%

Average Drawdown

Average peak-to-trough decline

-4.82%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.00%

Volatility

ELFW.DE vs. MWRD.L - Volatility Comparison


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Volatility by Period


ELFW.DEMWRD.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.40%

Volatility (6M)

Calculated over the trailing 6-month period

8.42%

Volatility (1Y)

Calculated over the trailing 1-year period

16.14%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.19%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.17%