EWLD.PA vs. XIEE.DE
EWLD.PA (Amundi MSCI World Swap UCITS ETF EUR Distributing) and XIEE.DE (Xtrackers MSCI Europe UCITS ETF) are both exchange-traded funds - EWLD.PA is a Global Equities fund tracking the MSCI World, while XIEE.DE is a Europe Equities fund tracking the MSCI Europe. Both are passively managed. Over the past 10 years, EWLD.PA returned 12.86%/yr vs 10.16%/yr for XIEE.DE. A 0.75 correlation means they provide meaningful diversification when combined. EWLD.PA charges 0.38%/yr vs 0.12%/yr for XIEE.DE.
Performance
EWLD.PA vs. XIEE.DE - Performance Comparison
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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 XIEE.DE's 9.85% return. Over the past 10 years, EWLD.PA has outperformed XIEE.DE with an annualized return of 12.86%, while XIEE.DE has yielded a comparatively lower 10.16% 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%
XIEE.DE
- 1D
- -0.63%
- 1M
- 1.16%
- YTD
- 9.85%
- 6M
- 10.69%
- 1Y
- 21.57%
- 3Y*
- 15.01%
- 5Y*
- 10.09%
- 10Y*
- 10.16%
EWLD.PA vs. XIEE.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
XIEE.DE Xtrackers MSCI Europe UCITS ETF | 9.85% | 20.33% | 8.08% | 15.72% | -9.15% | 24.96% | -3.13% | 27.82% | -10.98% | 10.20% |
Correlation
The correlation between EWLD.PA and XIEE.DE is 0.61, 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 | 0.61 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.66 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.74 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.74 |
Correlation (All Time) Calculated using the full available price history since Sep 30, 2015 | 0.75 |
The correlation between EWLD.PA and XIEE.DE shifts across timeframes, from 0.61 (1 year) to 0.75 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
EWLD.PA vs. XIEE.DE — Risk / Return Rank
EWLD.PA
XIEE.DE
EWLD.PA vs. XIEE.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 Xtrackers MSCI Europe UCITS ETF (XIEE.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.PA | XIEE.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.51 | ||
| Sortino ratioReturn per unit of downside risk | +0.68 | ||
| Omega ratioGain probability vs. loss probability | 1.39 | 1.30 | +0.09 |
| Calmar ratioReturn relative to maximum drawdown | 3.55 | 2.14 | +1.41 |
| Martin ratioReturn relative to average drawdown | 14.04 | 8.75 | +5.29 |
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Drawdowns
EWLD.PA vs. XIEE.DE - Drawdown Comparison
The maximum EWLD.PA drawdown since its inception was -33.75%, roughly equal to the maximum XIEE.DE drawdown of -35.52%. Use the drawdown chart below to compare losses from any high point for EWLD.PA and XIEE.DE.
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Drawdown Indicators
| EWLD.PA | XIEE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.75% | -35.52% | +1.77% |
Max Drawdown (1Y)Largest decline over 1 year | -6.65% | -10.03% | +3.38% |
Max Drawdown (3Y)Largest decline over 3 years | -21.69% | -16.52% | -5.17% |
Max Drawdown (5Y)Largest decline over 5 years | -21.69% | -19.30% | -2.39% |
Max Drawdown (10Y)Largest decline over 10 years | -33.75% | -35.52% | +1.77% |
Current DrawdownCurrent decline from peak | -1.07% | -0.63% | -0.44% |
Average DrawdownAverage peak-to-trough decline | -4.52% | -7.22% | +2.70% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.69% | 2.46% | -0.77% |
Volatility
EWLD.PA vs. XIEE.DE - Volatility Comparison
Amundi MSCI World Swap UCITS ETF EUR Distributing (EWLD.PA) and Xtrackers MSCI Europe UCITS ETF (XIEE.DE) have volatilities of 3.05% and 3.03%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EWLD.PA | XIEE.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.05% | 3.03% | +0.02% |
Volatility (6M)Calculated over the trailing 6-month period | 8.04% | 11.74% | -3.70% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.30% | 13.62% | -2.32% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.15% | 14.29% | -0.14% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.05% | 17.35% | -2.30% |
EWLD.PA vs. XIEE.DE - Expense Ratio Comparison
EWLD.PA has a 0.38% expense ratio, which is higher than XIEE.DE's 0.12% expense ratio.
Dividends
EWLD.PA vs. XIEE.DE - Dividend Comparison
EWLD.PA's dividend yield for the trailing twelve months is around 1.05%, less than XIEE.DE's 2.38% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
EWLD.PA Amundi MSCI World Swap UCITS ETF EUR Distributing | 1.05% | 1.17% | 0.61% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
XIEE.DE Xtrackers MSCI Europe UCITS ETF | 2.38% | 2.49% | 3.26% | 2.85% | 5.70% | 1.50% | 3.74% | 0.30% | 3.19% | 0.92% | 0.09% |
Frequently Asked Questions
EWLD.PA and XIEE.DE have a correlation of 0.61, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XIEE.DE is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XIEE.DE is cheaper with a 0.12% expense ratio, compared with 0.38% for EWLD.PA.
EWLD.PA is categorized as Global Equities, while XIEE.DE is Europe Equities. EWLD.PA tracks MSCI World, while XIEE.DE tracks MSCI Europe. They also come from different issuers: Amundi and Xtrackers. Their fees differ too: 0.38% for EWLD.PA and 0.12% for XIEE.DE.
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