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

Performance

EWLD.PA vs. EUIN.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 Euro Inflation Expectations 2-10Y UCITS ETF Acc (EUIN.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 higher than EUIN.DE's 2.26% return. Over the past 10 years, EWLD.PA has outperformed EUIN.DE with an annualized return of 12.86%, while EUIN.DE has yielded a comparatively lower 1.89% 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%

EUIN.DE

1D
0.01%
1M
-0.74%
YTD
2.26%
6M
2.31%
1Y
2.58%
3Y*
1.53%
5Y*
4.13%
10Y*
1.89%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EWLD.PA vs. EUIN.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%
EUIN.DE
Amundi Euro Inflation Expectations 2-10Y UCITS ETF Acc
2.26%1.21%2.05%1.03%10.68%7.29%-2.78%-1.73%-2.68%-0.47%

Correlation

The correlation between EWLD.PA and EUIN.DE is -0.19, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


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

-0.19

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

-0.06

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

0.05

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

0.11

Correlation (All Time)
Calculated using the full available price history since Apr 13, 2016

0.12

The correlation between EWLD.PA and EUIN.DE shifts across timeframes, from -0.19 (1 year) to 0.12 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

EWLD.PA vs. EUIN.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

EUIN.DE
EUIN.DE Risk / Return Rank: 3030
Overall Rank
EUIN.DE Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
EUIN.DE Sortino Ratio Rank: 2525
Sortino Ratio Rank
EUIN.DE Omega Ratio Rank: 2929
Omega Ratio Rank
EUIN.DE Calmar Ratio Rank: 3131
Calmar Ratio Rank
EUIN.DE Martin Ratio Rank: 4040
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. EUIN.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 Euro Inflation Expectations 2-10Y UCITS ETF Acc (EUIN.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.PAEUIN.DEDifference
Sharpe ratioReturn per unit of total volatility

+1.21

Sortino ratioReturn per unit of downside risk

+1.62

Omega ratioGain probability vs. loss probability

1.39

1.19

+0.20

Calmar ratioReturn relative to maximum drawdown

3.55

1.43

+2.12

Martin ratioReturn relative to average drawdown

14.04

5.75

+8.29

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

The current EWLD.PA Sharpe Ratio is 2.09, which is higher than the EUIN.DE Sharpe Ratio of 0.88. The chart below compares the historical Sharpe Ratios of EWLD.PA and EUIN.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. EUIN.DE - Drawdown Comparison

The maximum EWLD.PA drawdown since its inception was -33.75%, which is greater than EUIN.DE's maximum drawdown of -12.08%. Use the drawdown chart below to compare losses from any high point for EWLD.PA and EUIN.DE.


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Drawdown Indicators


EWLD.PAEUIN.DEDifference

Max Drawdown

Largest peak-to-trough decline

-33.75%

-12.08%

-21.67%

Max Drawdown (1Y)

Largest decline over 1 year

-6.65%

-1.80%

-4.85%

Max Drawdown (3Y)

Largest decline over 3 years

-21.69%

-2.43%

-19.26%

Max Drawdown (5Y)

Largest decline over 5 years

-21.69%

-4.44%

-17.25%

Max Drawdown (10Y)

Largest decline over 10 years

-33.75%

-12.08%

-21.67%

Current Drawdown

Current decline from peak

-1.07%

-1.61%

+0.54%

Average Drawdown

Average peak-to-trough decline

-4.52%

-3.04%

-1.48%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.69%

0.45%

+1.24%

Volatility

EWLD.PA vs. EUIN.DE - Volatility Comparison

Amundi MSCI World Swap UCITS ETF EUR Distributing (EWLD.PA) has a higher volatility of 3.05% compared to Amundi Euro Inflation Expectations 2-10Y UCITS ETF Acc (EUIN.DE) at 0.86%. This indicates that EWLD.PA's price experiences larger fluctuations and is considered to be riskier than EUIN.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.PAEUIN.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.05%

0.86%

+2.19%

Volatility (6M)

Calculated over the trailing 6-month period

8.04%

2.82%

+5.22%

Volatility (1Y)

Calculated over the trailing 1-year period

11.30%

2.92%

+8.38%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.15%

3.56%

+10.59%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.05%

3.41%

+11.64%

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

EWLD.PA has a 0.38% expense ratio, which is higher than EUIN.DE's 0.25% expense ratio.


Dividends

EWLD.PA vs. EUIN.DE - Dividend Comparison

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


Frequently Asked Questions


EWLD.PA and EUIN.DE have a correlation of -0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, EUIN.DE is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.

EUIN.DE is cheaper with a 0.25% expense ratio, compared with 0.38% for EWLD.PA.

EWLD.PA is categorized as Global Equities, while EUIN.DE is Inflation-Protected Bonds. EWLD.PA tracks MSCI World, while EUIN.DE tracks iBoxx EUR Breakeven Euro-Inflation France & Germany. Their fees differ too: 0.38% for EWLD.PA and 0.25% for EUIN.DE.

Portfolio Optimizer

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