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FLPE.L vs. MWOZ.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FLPE.L vs. MWOZ.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Northern Trust Listed Private Equity UCITS ETF (FLPE.L) and Amundi Prime Global UCITS ETF Dist (MWOZ.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, FLPE.L achieves a -13.96% return, which is significantly lower than MWOZ.L's 10.79% return.


FLPE.L

1D
-1.43%
1M
-0.02%
6M
-14.85%
YTD
-13.96%
1Y
-15.94%
3Y*
10.46%
5Y*
10Y*

MWOZ.L

1D
0.00%
1M
0.45%
6M
9.49%
YTD
10.79%
1Y
22.33%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

FLPE.L vs. MWOZ.L - Yearly Performance Comparison


Correlation

The correlation between FLPE.L and MWOZ.L is 0.64, 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

0.64

Correlation (All Time)
Calculated using the full available price history since Feb 6, 2025

0.70

The correlation between FLPE.L and MWOZ.L has been stable across timeframes, ranging from 0.64 to 0.70 - a consistent structural relationship.

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Return for Risk

FLPE.L vs. MWOZ.L — Risk / Return Rank

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

FLPE.L
FLPE.L Risk / Return Rank: 44
Overall Rank
FLPE.L Sharpe Ratio Rank: 33
Sharpe Ratio Rank
FLPE.L Sortino Ratio Rank: 44
Sortino Ratio Rank
FLPE.L Omega Ratio Rank: 44
Omega Ratio Rank
FLPE.L Calmar Ratio Rank: 55
Calmar Ratio Rank
FLPE.L Martin Ratio Rank: 44
Martin Ratio Rank

MWOZ.L
MWOZ.L Risk / Return Rank: 8181
Overall Rank
MWOZ.L Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
MWOZ.L Sortino Ratio Rank: 8080
Sortino Ratio Rank
MWOZ.L Omega Ratio Rank: 8282
Omega Ratio Rank
MWOZ.L Calmar Ratio Rank: 8080
Calmar Ratio Rank
MWOZ.L Martin Ratio Rank: 8484
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.

FLPE.L vs. MWOZ.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Northern Trust Listed Private Equity UCITS ETF (FLPE.L) and Amundi Prime Global UCITS ETF Dist (MWOZ.L). 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.


FLPE.LMWOZ.LDifference
Sharpe ratioReturn per unit of total volatility

-2.81

Sortino ratioReturn per unit of downside risk

-3.79

Omega ratioGain probability vs. loss probability

0.89

1.39

-0.50

Calmar ratioReturn relative to maximum drawdown

-0.57

3.38

-3.95

Martin ratioReturn relative to average drawdown

-1.06

13.30

-14.36

FLPE.L vs. MWOZ.L - Sharpe Ratio Comparison

The current FLPE.L Sharpe Ratio is -0.75, which is lower than the MWOZ.L Sharpe Ratio of 2.06. The chart below compares the historical Sharpe Ratios of FLPE.L and MWOZ.L, 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

FLPE.L vs. MWOZ.L - Drawdown Comparison

The maximum FLPE.L drawdown since its inception was -43.46%, which is greater than MWOZ.L's maximum drawdown of -18.50%. Use the drawdown chart below to compare losses from any high point for FLPE.L and MWOZ.L.


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Drawdown Indicators


FLPE.LMWOZ.LDifference

Max Drawdown

Largest peak-to-trough decline

-43.46%

-18.50%

-24.96%

Max Drawdown (1Y)

Largest decline over 1 year

-28.35%

-6.63%

-21.72%

Max Drawdown (3Y)

Largest decline over 3 years

-30.16%

Current Drawdown

Current decline from peak

-21.58%

-0.44%

-21.14%

Average Drawdown

Average peak-to-trough decline

-20.81%

-2.99%

-17.82%

Ulcer Index

Depth and duration of drawdowns from previous peaks

15.26%

1.68%

+13.58%

Volatility

FLPE.L vs. MWOZ.L - Volatility Comparison

Northern Trust Listed Private Equity UCITS ETF (FLPE.L) has a higher volatility of 6.26% compared to Amundi Prime Global UCITS ETF Dist (MWOZ.L) at 2.77%. This indicates that FLPE.L's price experiences larger fluctuations and is considered to be riskier than MWOZ.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FLPE.LMWOZ.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.26%

2.77%

+3.49%

Volatility (6M)

Calculated over the trailing 6-month period

17.73%

8.05%

+9.68%

Volatility (1Y)

Calculated over the trailing 1-year period

21.61%

10.88%

+10.73%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.11%

13.82%

+12.29%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

26.11%

13.82%

+12.29%

FLPE.L vs. MWOZ.L - Expense Ratio Comparison

FLPE.L has a 0.40% expense ratio, which is higher than MWOZ.L's 0.05% expense ratio.


Dividends

FLPE.L vs. MWOZ.L - Dividend Comparison

FLPE.L has not paid dividends to shareholders, while MWOZ.L's dividend yield for the trailing twelve months is around 1.19%.


Frequently Asked Questions


FLPE.L and MWOZ.L have a correlation of 0.64, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, MWOZ.L is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.

MWOZ.L is cheaper with a 0.05% expense ratio, compared with 0.40% for FLPE.L.

FLPE.L tracks Northern Trust Listed Private Equity UCITS ETF, while MWOZ.L tracks Solactive GBS Developed Markets Large & Mid Cap Index. They also come from different issuers: Northern Trust and Amundi. Their fees differ too: 0.40% for FLPE.L and 0.05% for MWOZ.L.

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