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

Performance

EWLD.PA vs. LEER.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 MSCI Eastern Europe Ex Russia UCITS ETF (LEER.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 LEER.DE's 16.60% return. Over the past 10 years, EWLD.PA has outperformed LEER.DE with an annualized return of 12.86%, while LEER.DE has yielded a comparatively lower 11.43% 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%

LEER.DE

1D
-0.78%
1M
-0.51%
YTD
16.60%
6M
17.68%
1Y
37.83%
3Y*
29.77%
5Y*
16.34%
10Y*
11.43%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EWLD.PA vs. LEER.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%
LEER.DE
Amundi MSCI Eastern Europe Ex Russia UCITS ETF
16.60%53.95%4.13%41.71%-21.18%20.41%-18.42%1.30%-8.37%30.59%

Correlation

The correlation between EWLD.PA and LEER.DE is 0.47, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.47

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

0.44

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

0.47

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

0.49

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

0.49

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Return for Risk

EWLD.PA vs. LEER.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

LEER.DE
LEER.DE Risk / Return Rank: 6767
Overall Rank
LEER.DE Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
LEER.DE Sortino Ratio Rank: 6464
Sortino Ratio Rank
LEER.DE Omega Ratio Rank: 6060
Omega Ratio Rank
LEER.DE Calmar Ratio Rank: 8282
Calmar Ratio Rank
LEER.DE Martin Ratio Rank: 6666
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. LEER.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 MSCI Eastern Europe Ex Russia UCITS ETF (LEER.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.PALEER.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.30

Sortino ratioReturn per unit of downside risk

+0.37

Omega ratioGain probability vs. loss probability

1.39

1.31

+0.08

Calmar ratioReturn relative to maximum drawdown

3.55

3.80

-0.25

Martin ratioReturn relative to average drawdown

14.04

10.28

+3.76

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

The current EWLD.PA Sharpe Ratio is 2.09, which is comparable to the LEER.DE Sharpe Ratio of 1.79. The chart below compares the historical Sharpe Ratios of EWLD.PA and LEER.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. LEER.DE - Drawdown Comparison

The maximum EWLD.PA drawdown since its inception was -33.75%, smaller than the maximum LEER.DE drawdown of -69.75%. Use the drawdown chart below to compare losses from any high point for EWLD.PA and LEER.DE.


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Drawdown Indicators


EWLD.PALEER.DEDifference

Max Drawdown

Largest peak-to-trough decline

-33.75%

-69.75%

+36.00%

Max Drawdown (1Y)

Largest decline over 1 year

-6.65%

-9.92%

+3.27%

Max Drawdown (3Y)

Largest decline over 3 years

-21.69%

-15.85%

-5.84%

Max Drawdown (5Y)

Largest decline over 5 years

-21.69%

-43.51%

+21.82%

Max Drawdown (10Y)

Largest decline over 10 years

-33.75%

-48.74%

+14.99%

Current Drawdown

Current decline from peak

-1.07%

-4.51%

+3.44%

Average Drawdown

Average peak-to-trough decline

-4.52%

-30.41%

+25.89%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.69%

3.67%

-1.98%

Volatility

EWLD.PA vs. LEER.DE - Volatility Comparison

The current volatility for Amundi MSCI World Swap UCITS ETF EUR Distributing (EWLD.PA) is 3.05%, while Amundi MSCI Eastern Europe Ex Russia UCITS ETF (LEER.DE) has a volatility of 6.07%. This indicates that EWLD.PA experiences smaller price fluctuations and is considered to be less risky than LEER.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.PALEER.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.05%

6.07%

-3.02%

Volatility (6M)

Calculated over the trailing 6-month period

8.04%

17.52%

-9.48%

Volatility (1Y)

Calculated over the trailing 1-year period

11.30%

21.12%

-9.82%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.15%

23.12%

-8.97%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.05%

21.73%

-6.68%

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

EWLD.PA has a 0.38% expense ratio, which is lower than LEER.DE's 0.50% expense ratio.


Dividends

EWLD.PA vs. LEER.DE - Dividend Comparison

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


Frequently Asked Questions


EWLD.PA and LEER.DE have a correlation of 0.47, 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 0.50% for LEER.DE.

EWLD.PA is categorized as Global Equities, while LEER.DE is Emerging Markets Equities. EWLD.PA tracks MSCI World, while LEER.DE tracks MSCI Emerging Markets Eastern Europe ex Russia Index. Their fees differ too: 0.38% for EWLD.PA and 0.50% for LEER.DE.

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