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ESGW.DE vs. WEBG.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

ESGW.DE vs. WEBG.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Invesco MSCI World ESG Universal Screened UCITS ETF Acc (ESGW.DE) and Amundi Prime All Country World UCITS ETF Dist (WEBG.DE). The values are adjusted to include any dividend payments, if applicable.

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ESGW.DE vs. WEBG.DE - Yearly Performance Comparison


Returns By Period

In the year-to-date period, ESGW.DE achieves a -1.64% return, which is significantly lower than WEBG.DE's -0.36% return.


ESGW.DE

1D
0.08%
1M
-1.92%
YTD
-1.64%
6M
1.69%
1Y
11.54%
3Y*
14.81%
5Y*
10.34%
10Y*

WEBG.DE

1D
2.27%
1M
-3.42%
YTD
-0.36%
6M
2.93%
1Y
14.09%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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ESGW.DE vs. WEBG.DE - Expense Ratio Comparison

ESGW.DE has a 0.19% expense ratio, which is higher than WEBG.DE's 0.07% 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

ESGW.DE vs. WEBG.DE — Risk / Return Rank

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

ESGW.DE
ESGW.DE Risk / Return Rank: 5050
Overall Rank
ESGW.DE Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
ESGW.DE Sortino Ratio Rank: 3333
Sortino Ratio Rank
ESGW.DE Omega Ratio Rank: 3535
Omega Ratio Rank
ESGW.DE Calmar Ratio Rank: 7474
Calmar Ratio Rank
ESGW.DE Martin Ratio Rank: 7373
Martin Ratio Rank

WEBG.DE
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.

ESGW.DE vs. WEBG.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco MSCI World ESG Universal Screened UCITS ETF Acc (ESGW.DE) and Amundi Prime All Country World UCITS ETF Dist (WEBG.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.


ESGW.DEWEBG.DEDifference

Sharpe ratio

Return per unit of total volatility

0.71

0.88

-0.17

Sortino ratio

Return per unit of downside risk

1.06

1.25

-0.20

Omega ratio

Gain probability vs. loss probability

1.16

1.19

-0.03

Calmar ratio

Return relative to maximum drawdown

2.48

1.57

+0.90

Martin ratio

Return relative to average drawdown

9.37

7.22

+2.15

ESGW.DE vs. WEBG.DE - Sharpe Ratio Comparison

The current ESGW.DE Sharpe Ratio is 0.71, which is comparable to the WEBG.DE Sharpe Ratio of 0.88. The chart below compares the historical Sharpe Ratios of ESGW.DE and WEBG.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


ESGW.DEWEBG.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.71

0.88

-0.17

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.71

Sharpe Ratio (All Time)

Calculated using the full available price history

0.74

0.85

-0.11

Correlation

The correlation between ESGW.DE and WEBG.DE is 0.97, 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

ESGW.DE vs. WEBG.DE - Dividend Comparison

Neither ESGW.DE nor WEBG.DE has paid dividends to shareholders.


Drawdowns

ESGW.DE vs. WEBG.DE - Drawdown Comparison

The maximum ESGW.DE drawdown since its inception was -32.09%, which is greater than WEBG.DE's maximum drawdown of -21.31%. Use the drawdown chart below to compare losses from any high point for ESGW.DE and WEBG.DE.


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Volatility

ESGW.DE vs. WEBG.DE - Volatility Comparison

The current volatility for Invesco MSCI World ESG Universal Screened UCITS ETF Acc (ESGW.DE) is 4.37%, while Amundi Prime All Country World UCITS ETF Dist (WEBG.DE) has a volatility of 4.65%. This indicates that ESGW.DE experiences smaller price fluctuations and is considered to be less risky than WEBG.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ESGW.DEWEBG.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.37%

4.65%

-0.28%

Volatility (6M)

Calculated over the trailing 6-month period

8.50%

8.63%

-0.13%

Volatility (1Y)

Calculated over the trailing 1-year period

16.21%

15.99%

+0.22%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.30%

14.31%

-0.01%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.33%

14.31%

+2.02%