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EWLD.PA vs. PAEEM.PA
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

EWLD.PA vs. PAEEM.PA - 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 PEA Emergent (MSCI Emerging) ESG Transition UCITS ETF Acc (PAEEM.PA). The values are adjusted to include any dividend payments, if applicable.

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EWLD.PA vs. PAEEM.PA - Yearly Performance Comparison


Returns By Period

In the year-to-date period, EWLD.PA achieves a -3.15% return, which is significantly lower than PAEEM.PA's 2.20% return.


EWLD.PA

1D
-0.04%
1M
-4.84%
YTD
-3.15%
6M
0.66%
1Y
10.94%
3Y*
5Y*
10Y*

PAEEM.PA

1D
-0.47%
1M
-9.41%
YTD
2.20%
6M
6.55%
1Y
21.58%
3Y*
12.59%
5Y*
3.68%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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EWLD.PA vs. PAEEM.PA - Expense Ratio Comparison

EWLD.PA has a 0.38% expense ratio, which is higher than PAEEM.PA's 0.30% expense ratio.


Return for Risk

EWLD.PA vs. PAEEM.PA — 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: 5252
Overall Rank
EWLD.PA Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
EWLD.PA Sortino Ratio Rank: 3232
Sortino Ratio Rank
EWLD.PA Omega Ratio Rank: 3636
Omega Ratio Rank
EWLD.PA Calmar Ratio Rank: 8080
Calmar Ratio Rank
EWLD.PA Martin Ratio Rank: 7979
Martin Ratio Rank

PAEEM.PA
PAEEM.PA Risk / Return Rank: 7171
Overall Rank
PAEEM.PA Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
PAEEM.PA Sortino Ratio Rank: 6464
Sortino Ratio Rank
PAEEM.PA Omega Ratio Rank: 5959
Omega Ratio Rank
PAEEM.PA Calmar Ratio Rank: 8383
Calmar Ratio Rank
PAEEM.PA Martin Ratio Rank: 8282
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. PAEEM.PA - 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 PEA Emergent (MSCI Emerging) ESG Transition UCITS ETF Acc (PAEEM.PA). 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.


EWLD.PAPAEEM.PADifference

Sharpe ratio

Return per unit of total volatility

0.68

1.19

-0.51

Sortino ratio

Return per unit of downside risk

1.00

1.65

-0.66

Omega ratio

Gain probability vs. loss probability

1.15

1.22

-0.07

Calmar ratio

Return relative to maximum drawdown

2.28

2.45

-0.17

Martin ratio

Return relative to average drawdown

8.91

9.42

-0.51

EWLD.PA vs. PAEEM.PA - Sharpe Ratio Comparison

The current EWLD.PA Sharpe Ratio is 0.68, which is lower than the PAEEM.PA Sharpe Ratio of 1.19. The chart below compares the historical Sharpe Ratios of EWLD.PA and PAEEM.PA, 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


EWLD.PAPAEEM.PADifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.68

1.19

-0.51

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.22

Sharpe Ratio (All Time)

Calculated using the full available price history

0.68

0.35

+0.33

Correlation

The correlation between EWLD.PA and PAEEM.PA is 0.56, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

EWLD.PA vs. PAEEM.PA - Dividend Comparison

EWLD.PA's dividend yield for the trailing twelve months is around 1.20%, while PAEEM.PA has not paid dividends to shareholders.


Drawdowns

EWLD.PA vs. PAEEM.PA - Drawdown Comparison

The maximum EWLD.PA drawdown since its inception was -21.70%, smaller than the maximum PAEEM.PA drawdown of -31.94%. Use the drawdown chart below to compare losses from any high point for EWLD.PA and PAEEM.PA.


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Drawdown Indicators


EWLD.PAPAEEM.PADifference

Max Drawdown

Largest peak-to-trough decline

-21.70%

-31.94%

+10.24%

Max Drawdown (1Y)

Largest decline over 1 year

-13.30%

-13.70%

+0.40%

Max Drawdown (5Y)

Largest decline over 5 years

-23.63%

Current Drawdown

Current decline from peak

-6.05%

-10.69%

+4.64%

Average Drawdown

Average peak-to-trough decline

-3.22%

-10.84%

+7.62%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.70%

2.78%

-1.08%

Volatility

EWLD.PA vs. PAEEM.PA - Volatility Comparison

The current volatility for Amundi MSCI World Swap UCITS ETF EUR Distributing (EWLD.PA) is 3.85%, while Amundi PEA Emergent (MSCI Emerging) ESG Transition UCITS ETF Acc (PAEEM.PA) has a volatility of 7.69%. This indicates that EWLD.PA experiences smaller price fluctuations and is considered to be less risky than PAEEM.PA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EWLD.PAPAEEM.PADifference

Volatility (1M)

Calculated over the trailing 1-month period

3.85%

7.69%

-3.84%

Volatility (6M)

Calculated over the trailing 6-month period

8.12%

12.55%

-4.43%

Volatility (1Y)

Calculated over the trailing 1-year period

15.94%

17.85%

-1.91%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.41%

16.39%

-1.98%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.41%

19.05%

-4.64%