PortfoliosLab logoPortfoliosLab logo
ESAE.DE vs. MWOL.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ESAE.DE vs. MWOL.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in BNP Paribas Easy MSCI World Equal Weight Select UCITS ETF EUR Acc (ESAE.DE) and Amundi Prime Global UCITS ETF Dist (MWOL.DE). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, ESAE.DE achieves a 13.37% return, which is significantly higher than MWOL.DE's 11.24% return.


ESAE.DE

1D
0.00%
1M
2.61%
6M
11.80%
YTD
13.37%
1Y
18.45%
3Y*
5Y*
10Y*
ALL TIME*
18.29%

MWOL.DE

1D
0.00%
1M
-0.62%
6M
11.64%
YTD
11.24%
1Y
19.01%
3Y*
5Y*
10Y*
ALL TIME*
11.04%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
€33.11K€25.31K€29.51K
€518.18K€459.22K€389.23K

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


Correlation

The correlation between ESAE.DE and MWOL.DE is 0.79, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.79

Correlation (All Time)
Calculated using the full available price history since May 30, 2025

0.80

The correlation between ESAE.DE and MWOL.DE has been stable across timeframes, ranging from 0.79 to 0.80 - a consistent structural relationship.

Compare stocks, funds, or ETFs

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


Return for Risk

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

Compare historical risk-adjusted metric ranks over the past 12 months.

ESAE.DE
ESAE.DE Risk / Return Rank: 7878
Overall Rank
ESAE.DE Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
ESAE.DE Sortino Ratio Rank: 7676
Sortino Ratio Rank
ESAE.DE Omega Ratio Rank: 8080
Omega Ratio Rank
ESAE.DE Calmar Ratio Rank: 7979
Calmar Ratio Rank
ESAE.DE Martin Ratio Rank: 8282
Martin Ratio Rank

MWOL.DE
MWOL.DE Risk / Return Rank: 7878
Overall Rank
MWOL.DE Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
MWOL.DE Sortino Ratio Rank: 7575
Sortino Ratio Rank
MWOL.DE Omega Ratio Rank: 7676
Omega Ratio Rank
MWOL.DE Calmar Ratio Rank: 8181
Calmar Ratio Rank
MWOL.DE Martin Ratio Rank: 8484
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

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

This table presents a comparison of risk-adjusted performance metrics for BNP Paribas Easy MSCI World Equal Weight Select UCITS ETF EUR Acc (ESAE.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


ESAE.DEMWOL.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.06

Sortino ratioReturn per unit of downside risk

-0.02

Omega ratioGain probability vs. loss probability

1.32

1.31

+0.01

Calmar ratioReturn relative to maximum drawdown

2.74

2.90

-0.16

Martin ratioReturn relative to average drawdown

10.61

11.44

-0.83

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

The current ESAE.DE Sharpe Ratio is 1.63, which is comparable to the MWOL.DE Sharpe Ratio of 1.69. The chart below compares the historical Sharpe Ratios of ESAE.DE and MWOL.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

ESAE.DE vs. MWOL.DE - Drawdown Comparison

The maximum ESAE.DE drawdown since its inception was -6.70%, smaller than the maximum MWOL.DE drawdown of -21.64%. Use the drawdown chart below to compare losses from any high point for ESAE.DE and MWOL.DE.


Loading charts...

Drawdown Indicators


ESAE.DEMWOL.DEDifference

Max Drawdown

Largest peak-to-trough decline

-6.70%

-21.64%

+14.94%

Max Drawdown (1Y)

Largest decline over 1 year

-6.70%

-6.58%

-0.12%

Current Drawdown

Current decline from peak

-0.11%

-1.61%

+1.50%

Average Drawdown

Average peak-to-trough decline

-1.09%

-3.44%

+2.35%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.73%

1.67%

+0.06%

Volatility

ESAE.DE vs. MWOL.DE - Volatility Comparison

BNP Paribas Easy MSCI World Equal Weight Select UCITS ETF EUR Acc (ESAE.DE) and Amundi Prime Global UCITS ETF Dist (MWOL.DE) have volatilities of 2.66% and 2.79%, 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.


Loading charts...

Volatility by Period


ESAE.DEMWOL.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.66%

2.79%

-0.13%

Volatility (6M)

Calculated over the trailing 6-month period

7.77%

8.10%

-0.33%

Volatility (1Y)

Calculated over the trailing 1-year period

11.29%

11.31%

-0.02%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.01%

14.79%

-3.78%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

11.01%

14.79%

-3.78%

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

ESAE.DE has a 0.20% 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%.


Dividends

ESAE.DE vs. MWOL.DE - Dividend Comparison

ESAE.DE has not paid dividends to shareholders, while MWOL.DE's dividend yield for the trailing twelve months is around 1.19%.


Frequently Asked Questions


ESAE.DE and MWOL.DE have a correlation of 0.79, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, MWOL.DE is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.

MWOL.DE is cheaper with a 0.05% expense ratio, compared with 0.20% for ESAE.DE.

ESAE.DE tracks MSCI World Equal Weighted Ex Business Involvement Screens Select Index, while MWOL.DE tracks Solactive GBS Developed Markets Large & Mid Cap USD Index Net TR. They also come from different issuers: BNP Paribas Easy and Amundi. Their fees differ too: 0.20% for ESAE.DE and 0.05% for MWOL.DE.

Portfolio Optimizer

Find the right allocation for ESAE.DE and MWOL.DE

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