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EMWE.DE vs. MWOL.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

EMWE.DE vs. MWOL.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in BNP Paribas Easy MSCI World SRI S-Series PAB 5% Capped UCITS ETF EUR Acc (EMWE.DE) and Amundi Prime Global UCITS ETF Dist (MWOL.DE). The values are adjusted to include any dividend payments, if applicable.

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EMWE.DE vs. MWOL.DE - Yearly Performance Comparison


Returns By Period

In the year-to-date period, EMWE.DE achieves a -2.33% return, which is significantly higher than MWOL.DE's -2.63% return.


EMWE.DE

1D
0.02%
1M
-2.68%
YTD
-2.33%
6M
-0.81%
1Y
2.65%
3Y*
7.36%
5Y*
6.52%
10Y*

MWOL.DE

1D
-0.01%
1M
-1.94%
YTD
-2.63%
6M
0.49%
1Y
11.36%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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EMWE.DE vs. MWOL.DE - Expense Ratio Comparison

EMWE.DE has a 0.25% expense ratio, which is higher than MWOL.DE'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

EMWE.DE vs. MWOL.DE — Risk / Return Rank

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

EMWE.DE
EMWE.DE Risk / Return Rank: 2020
Overall Rank
EMWE.DE Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
EMWE.DE Sortino Ratio Rank: 1414
Sortino Ratio Rank
EMWE.DE Omega Ratio Rank: 1515
Omega Ratio Rank
EMWE.DE Calmar Ratio Rank: 2727
Calmar Ratio Rank
EMWE.DE Martin Ratio Rank: 2828
Martin Ratio Rank

MWOL.DE
MWOL.DE Risk / Return Rank: 4747
Overall Rank
MWOL.DE Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
MWOL.DE Sortino Ratio Rank: 3333
Sortino Ratio Rank
MWOL.DE Omega Ratio Rank: 3535
Omega Ratio Rank
MWOL.DE Calmar Ratio Rank: 6767
Calmar Ratio Rank
MWOL.DE Martin Ratio Rank: 6666
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.

EMWE.DE vs. MWOL.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BNP Paribas Easy MSCI World SRI S-Series PAB 5% Capped UCITS ETF EUR Acc (EMWE.DE) and Amundi Prime Global UCITS ETF Dist (MWOL.DE). 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.


EMWE.DEMWOL.DEDifference

Sharpe ratio

Return per unit of total volatility

0.17

0.71

-0.54

Sortino ratio

Return per unit of downside risk

0.33

1.04

-0.71

Omega ratio

Gain probability vs. loss probability

1.05

1.15

-0.11

Calmar ratio

Return relative to maximum drawdown

0.85

2.20

-1.35

Martin ratio

Return relative to average drawdown

2.98

8.38

-5.40

EMWE.DE vs. MWOL.DE - Sharpe Ratio Comparison

The current EMWE.DE Sharpe Ratio is 0.17, which is lower than the MWOL.DE Sharpe Ratio of 0.71. The chart below compares the historical Sharpe Ratios of EMWE.DE and MWOL.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


EMWE.DEMWOL.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.17

0.71

-0.54

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.45

Sharpe Ratio (All Time)

Calculated using the full available price history

0.61

0.28

+0.33

Correlation

The correlation between EMWE.DE and MWOL.DE is 0.86, 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

EMWE.DE vs. MWOL.DE - Dividend Comparison

Neither EMWE.DE nor MWOL.DE has paid dividends to shareholders.


Drawdowns

EMWE.DE vs. MWOL.DE - Drawdown Comparison

The maximum EMWE.DE drawdown since its inception was -31.05%, which is greater than MWOL.DE's maximum drawdown of -21.64%. Use the drawdown chart below to compare losses from any high point for EMWE.DE and MWOL.DE.


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Drawdown Indicators


EMWE.DEMWOL.DEDifference

Max Drawdown

Largest peak-to-trough decline

-31.05%

-21.64%

-9.41%

Max Drawdown (1Y)

Largest decline over 1 year

-8.70%

-8.66%

-0.04%

Max Drawdown (5Y)

Largest decline over 5 years

-20.79%

Current Drawdown

Current decline from peak

-6.22%

-5.28%

-0.94%

Average Drawdown

Average peak-to-trough decline

-5.36%

-4.18%

-1.18%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.36%

2.04%

+0.32%

Volatility

EMWE.DE vs. MWOL.DE - Volatility Comparison

BNP Paribas Easy MSCI World SRI S-Series PAB 5% Capped UCITS ETF EUR Acc (EMWE.DE) has a higher volatility of 4.54% compared to Amundi Prime Global UCITS ETF Dist (MWOL.DE) at 4.20%. This indicates that EMWE.DE's price experiences larger fluctuations and is considered to be riskier than MWOL.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EMWE.DEMWOL.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.54%

4.20%

+0.34%

Volatility (6M)

Calculated over the trailing 6-month period

8.42%

8.41%

+0.01%

Volatility (1Y)

Calculated over the trailing 1-year period

15.81%

15.97%

-0.16%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.41%

15.58%

-1.17%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.57%

15.58%

-0.01%