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EWLD.PA vs. AMEE.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EWLD.PA vs. AMEE.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Amundi MSCI World Swap UCITS ETF EUR Distributing (EWLD.PA) and Amundi Global Hydrogen ESG Screened UCITS ETF EUR Acc (AMEE.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, EWLD.PA achieves a 10.80% return, which is significantly lower than AMEE.DE's 23.40% return. Over the past 10 years, EWLD.PA has underperformed AMEE.DE with an annualized return of 12.86%, while AMEE.DE has yielded a comparatively higher 14.55% annualized return.


EWLD.PA

1D
-0.27%
1M
0.63%
YTD
10.80%
6M
10.77%
1Y
23.93%
3Y*
17.53%
5Y*
11.87%
10Y*
12.86%

AMEE.DE

1D
-1.54%
1M
-5.64%
YTD
23.40%
6M
24.15%
1Y
57.03%
3Y*
32.09%
5Y*
26.99%
10Y*
14.55%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EWLD.PA vs. AMEE.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EWLD.PA
Amundi MSCI World Swap UCITS ETF EUR Distributing
10.80%6.64%26.85%19.59%-13.94%32.44%6.08%29.42%-4.49%7.37%
AMEE.DE
Amundi Global Hydrogen ESG Screened UCITS ETF EUR Acc
23.40%37.58%15.56%12.19%35.81%34.64%-31.29%10.32%-0.78%5.51%

Correlation

The correlation between EWLD.PA and AMEE.DE is 0.63, 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

0.63

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

0.58

Correlation (5Y)
Calculated over the trailing 5-year period

0.48

Correlation (10Y)
Calculated over the trailing 10-year period

0.52

Correlation (All Time)
Calculated using the full available price history since May 13, 2014

0.54

The correlation between EWLD.PA and AMEE.DE shifts across timeframes, from 0.48 (5 years) to 0.63 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

EWLD.PA vs. AMEE.DE — Risk / Return Rank

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

EWLD.PA
EWLD.PA Risk / Return Rank: 7878
Overall Rank
EWLD.PA Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
EWLD.PA Sortino Ratio Rank: 7676
Sortino Ratio Rank
EWLD.PA Omega Ratio Rank: 7777
Omega Ratio Rank
EWLD.PA Calmar Ratio Rank: 7979
Calmar Ratio Rank
EWLD.PA Martin Ratio Rank: 8282
Martin Ratio Rank

AMEE.DE
AMEE.DE Risk / Return Rank: 9191
Overall Rank
AMEE.DE Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
AMEE.DE Sortino Ratio Rank: 9191
Sortino Ratio Rank
AMEE.DE Omega Ratio Rank: 8787
Omega Ratio Rank
AMEE.DE Calmar Ratio Rank: 9494
Calmar Ratio Rank
AMEE.DE Martin Ratio Rank: 9292
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.

EWLD.PA vs. AMEE.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi MSCI World Swap UCITS ETF EUR Distributing (EWLD.PA) and Amundi Global Hydrogen ESG Screened UCITS ETF EUR Acc (AMEE.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.


EWLD.PAAMEE.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.83

Sortino ratioReturn per unit of downside risk

-0.82

Omega ratioGain probability vs. loss probability

1.39

1.46

-0.07

Calmar ratioReturn relative to maximum drawdown

3.55

6.19

-2.64

Martin ratioReturn relative to average drawdown

14.04

19.18

-5.14

EWLD.PA vs. AMEE.DE - Sharpe Ratio Comparison

The current EWLD.PA Sharpe Ratio is 2.09, which is comparable to the AMEE.DE Sharpe Ratio of 2.92. The chart below compares the historical Sharpe Ratios of EWLD.PA and AMEE.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

EWLD.PA vs. AMEE.DE - Drawdown Comparison

The maximum EWLD.PA drawdown since its inception was -33.75%, smaller than the maximum AMEE.DE drawdown of -59.14%. Use the drawdown chart below to compare losses from any high point for EWLD.PA and AMEE.DE.


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Drawdown Indicators


EWLD.PAAMEE.DEDifference

Max Drawdown

Largest peak-to-trough decline

-33.75%

-59.14%

+25.39%

Max Drawdown (1Y)

Largest decline over 1 year

-6.65%

-9.17%

+2.52%

Max Drawdown (3Y)

Largest decline over 3 years

-21.69%

-15.74%

-5.95%

Max Drawdown (5Y)

Largest decline over 5 years

-21.69%

-19.23%

-2.46%

Max Drawdown (10Y)

Largest decline over 10 years

-33.75%

-59.14%

+25.39%

Current Drawdown

Current decline from peak

-1.07%

-6.89%

+5.82%

Average Drawdown

Average peak-to-trough decline

-4.52%

-10.42%

+5.90%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.69%

2.96%

-1.27%

Volatility

EWLD.PA vs. AMEE.DE - Volatility Comparison

The current volatility for Amundi MSCI World Swap UCITS ETF EUR Distributing (EWLD.PA) is 3.05%, while Amundi Global Hydrogen ESG Screened UCITS ETF EUR Acc (AMEE.DE) has a volatility of 5.51%. This indicates that EWLD.PA experiences smaller price fluctuations and is considered to be less risky than AMEE.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EWLD.PAAMEE.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.05%

5.51%

-2.46%

Volatility (6M)

Calculated over the trailing 6-month period

8.04%

14.71%

-6.67%

Volatility (1Y)

Calculated over the trailing 1-year period

11.30%

19.46%

-8.16%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.15%

22.27%

-8.12%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.05%

25.59%

-10.54%

EWLD.PA vs. AMEE.DE - Expense Ratio Comparison

EWLD.PA has a 0.38% expense ratio, which is lower than AMEE.DE's 0.45% expense ratio.


Dividends

EWLD.PA vs. AMEE.DE - Dividend Comparison

EWLD.PA's dividend yield for the trailing twelve months is around 1.05%, while AMEE.DE has not paid dividends to shareholders.


Frequently Asked Questions


EWLD.PA and AMEE.DE have a correlation of 0.63, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, EWLD.PA is cheaper at 0.38% per year. The better choice depends on whether you care most about return, fees, risk, or income.

EWLD.PA is cheaper with a 0.38% expense ratio, compared with 0.45% for AMEE.DE.

EWLD.PA is categorized as Global Equities, while AMEE.DE is Energy Equities. EWLD.PA tracks MSCI World, while AMEE.DE tracks Bloomberg Hydrogen ESG. Their fees differ too: 0.38% for EWLD.PA and 0.45% for AMEE.DE.

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