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EUNM.DE vs. MWOE.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EUNM.DE vs. MWOE.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares MSCI EM UCITS ETF (Acc) (EUNM.DE) and Amundi MSCI World UCITS ETF - USD Dist (MWOE.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, EUNM.DE achieves a 26.16% return, which is significantly higher than MWOE.DE's 10.64% return.


EUNM.DE

1D
3.17%
1M
2.53%
YTD
26.16%
6M
28.73%
1Y
46.27%
3Y*
19.51%
5Y*
8.28%
10Y*
10.07%

MWOE.DE

1D
-0.02%
1M
2.89%
YTD
10.64%
6M
12.21%
1Y
24.17%
3Y*
17.43%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

EUNM.DE vs. MWOE.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022
EUNM.DE
iShares MSCI EM UCITS ETF (Acc)
26.16%19.20%14.09%5.71%-5.20%
MWOE.DE
Amundi MSCI World UCITS ETF - USD Dist
10.64%7.87%25.72%19.87%-0.40%

Correlation

The correlation between EUNM.DE and MWOE.DE is 0.70, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.70

Correlation (3Y)
Calculated over the trailing 3-year period

0.63

Correlation (All Time)
Calculated using the full available price history since Jul 5, 2022

0.60

The correlation between EUNM.DE and MWOE.DE has been stable across timeframes, ranging from 0.60 to 0.70 - a consistent structural relationship.

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Return for Risk

EUNM.DE vs. MWOE.DE — Risk / Return Rank

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

EUNM.DE
EUNM.DE Risk / Return Rank: 8686
Overall Rank
EUNM.DE Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
EUNM.DE Sortino Ratio Rank: 8686
Sortino Ratio Rank
EUNM.DE Omega Ratio Rank: 8686
Omega Ratio Rank
EUNM.DE Calmar Ratio Rank: 8888
Calmar Ratio Rank
EUNM.DE Martin Ratio Rank: 8585
Martin Ratio Rank

MWOE.DE
MWOE.DE Risk / Return Rank: 6969
Overall Rank
MWOE.DE Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
MWOE.DE Sortino Ratio Rank: 6565
Sortino Ratio Rank
MWOE.DE Omega Ratio Rank: 6767
Omega Ratio Rank
MWOE.DE Calmar Ratio Rank: 7171
Calmar Ratio Rank
MWOE.DE Martin Ratio Rank: 7474
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.

EUNM.DE vs. MWOE.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI EM UCITS ETF (Acc) (EUNM.DE) and Amundi MSCI World UCITS ETF - USD Dist (MWOE.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.


EUNM.DEMWOE.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.38

Sortino ratioReturn per unit of downside risk

+0.40

Omega ratioGain probability vs. loss probability

1.46

1.40

+0.06

Calmar ratioReturn relative to maximum drawdown

4.40

3.49

+0.90

Martin ratioReturn relative to average drawdown

15.27

13.79

+1.48

EUNM.DE vs. MWOE.DE - Sharpe Ratio Comparison

The current EUNM.DE Sharpe Ratio is 2.50, which is comparable to the MWOE.DE Sharpe Ratio of 2.12. The chart below compares the historical Sharpe Ratios of EUNM.DE and MWOE.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.


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Drawdowns

EUNM.DE vs. MWOE.DE - Drawdown Comparison

The maximum EUNM.DE drawdown since its inception was -35.91%, which is greater than MWOE.DE's maximum drawdown of -21.83%. Use the drawdown chart below to compare losses from any high point for EUNM.DE and MWOE.DE.


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Drawdown Indicators


EUNM.DEMWOE.DEDifference

Max Drawdown

Largest peak-to-trough decline

-35.91%

-21.83%

-14.08%

Max Drawdown (1Y)

Largest decline over 1 year

-10.47%

-6.74%

-3.73%

Max Drawdown (3Y)

Largest decline over 3 years

-19.02%

-21.83%

+2.81%

Max Drawdown (5Y)

Largest decline over 5 years

-23.61%

Max Drawdown (10Y)

Largest decline over 10 years

-31.88%

Current Drawdown

Current decline from peak

-3.40%

-0.33%

-3.07%

Average Drawdown

Average peak-to-trough decline

-10.51%

-3.61%

-6.90%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.02%

1.71%

+1.31%

Volatility

EUNM.DE vs. MWOE.DE - Volatility Comparison

iShares MSCI EM UCITS ETF (Acc) (EUNM.DE) has a higher volatility of 7.44% compared to Amundi MSCI World UCITS ETF - USD Dist (MWOE.DE) at 2.63%. This indicates that EUNM.DE's price experiences larger fluctuations and is considered to be riskier than MWOE.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EUNM.DEMWOE.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.44%

2.63%

+4.81%

Volatility (6M)

Calculated over the trailing 6-month period

15.75%

7.67%

+8.08%

Volatility (1Y)

Calculated over the trailing 1-year period

18.43%

11.08%

+7.35%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.83%

13.41%

+3.42%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.22%

13.41%

+4.81%

EUNM.DE vs. MWOE.DE - Expense Ratio Comparison

EUNM.DE has a 0.18% expense ratio, which is higher than MWOE.DE's 0.12% 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

EUNM.DE vs. MWOE.DE - Dividend Comparison

EUNM.DE has not paid dividends to shareholders, while MWOE.DE's dividend yield for the trailing twelve months is around 0.95%.


PositionTTM202520242023
EUNM.DE
iShares MSCI EM UCITS ETF (Acc)
0.00%0.00%0.00%0.00%
MWOE.DE
Amundi MSCI World UCITS ETF - USD Dist
0.95%1.33%1.20%0.58%

Frequently Asked Questions


EUNM.DE and MWOE.DE have a correlation of 0.70, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, MWOE.DE is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.

MWOE.DE is cheaper with a 0.12% expense ratio, compared with 0.18% for EUNM.DE.

EUNM.DE is categorized as Emerging Markets Equities, while MWOE.DE is Global Equities. EUNM.DE tracks MSCI Emerging Markets, while MWOE.DE tracks MSCI World. They also come from different issuers: iShares and Amundi. Their fees differ too: 0.18% for EUNM.DE and 0.12% for MWOE.DE.

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