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H41C.DE vs. LWCR.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

H41C.DE vs. LWCR.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in HSBC Developed World Sustainable Equity UCITS ETF USD (H41C.DE) and Amundi MSCI World ESG Climate Net Zero Ambition CTB UCITS ETF Acc (LWCR.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, H41C.DE achieves a 15.35% return, which is significantly higher than LWCR.DE's 10.71% return.


H41C.DE

1D
0.00%
1M
2.16%
YTD
15.35%
6M
16.03%
1Y
31.49%
3Y*
18.40%
5Y*
12.46%
10Y*

LWCR.DE

1D
-0.58%
1M
0.97%
YTD
10.71%
6M
11.27%
1Y
23.99%
3Y*
17.28%
5Y*
12.03%
10Y*
13.15%
*Multi-year figures are annualized to reflect compound growth (CAGR)

H41C.DE vs. LWCR.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
H41C.DE
HSBC Developed World Sustainable Equity UCITS ETF USD
15.35%10.36%21.66%16.26%-12.60%32.89%10.04%
LWCR.DE
Amundi MSCI World ESG Climate Net Zero Ambition CTB UCITS ETF Acc
10.71%6.71%25.11%26.79%-18.71%33.91%12.39%

Correlation

The correlation between H41C.DE and LWCR.DE is 0.92, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.92

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

0.93

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

0.95

Correlation (All Time)
Calculated using the full available price history since Aug 7, 2020

0.94

The correlation between H41C.DE and LWCR.DE has been stable across timeframes, ranging from 0.92 to 0.95 - a consistent structural relationship.

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Return for Risk

H41C.DE vs. LWCR.DE — Risk / Return Rank

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

H41C.DE
H41C.DE Risk / Return Rank: 9393
Overall Rank
H41C.DE Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
H41C.DE Sortino Ratio Rank: 9393
Sortino Ratio Rank
H41C.DE Omega Ratio Rank: 9393
Omega Ratio Rank
H41C.DE Calmar Ratio Rank: 9292
Calmar Ratio Rank
H41C.DE Martin Ratio Rank: 9494
Martin Ratio Rank

LWCR.DE
LWCR.DE Risk / Return Rank: 7373
Overall Rank
LWCR.DE Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
LWCR.DE Sortino Ratio Rank: 7272
Sortino Ratio Rank
LWCR.DE Omega Ratio Rank: 7272
Omega Ratio Rank
LWCR.DE Calmar Ratio Rank: 7373
Calmar Ratio Rank
LWCR.DE Martin Ratio Rank: 7676
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.

H41C.DE vs. LWCR.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for HSBC Developed World Sustainable Equity UCITS ETF USD (H41C.DE) and Amundi MSCI World ESG Climate Net Zero Ambition CTB UCITS ETF Acc (LWCR.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.


H41C.DELWCR.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.89

Sortino ratioReturn per unit of downside risk

+1.22

Omega ratioGain probability vs. loss probability

1.55

1.37

+0.18

Calmar ratioReturn relative to maximum drawdown

5.36

3.27

+2.09

Martin ratioReturn relative to average drawdown

22.15

12.70

+9.46

H41C.DE vs. LWCR.DE - Sharpe Ratio Comparison

The current H41C.DE Sharpe Ratio is 2.92, which is higher than the LWCR.DE Sharpe Ratio of 2.03. The chart below compares the historical Sharpe Ratios of H41C.DE and LWCR.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

H41C.DE vs. LWCR.DE - Drawdown Comparison

The maximum H41C.DE drawdown since its inception was -20.76%, smaller than the maximum LWCR.DE drawdown of -34.01%. Use the drawdown chart below to compare losses from any high point for H41C.DE and LWCR.DE.


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Drawdown Indicators


H41C.DELWCR.DEDifference

Max Drawdown

Largest peak-to-trough decline

-20.76%

-34.01%

+13.25%

Max Drawdown (1Y)

Largest decline over 1 year

-5.90%

-7.31%

+1.41%

Max Drawdown (3Y)

Largest decline over 3 years

-20.76%

-21.67%

+0.91%

Max Drawdown (5Y)

Largest decline over 5 years

-20.76%

-21.67%

+0.91%

Max Drawdown (10Y)

Largest decline over 10 years

-34.01%

Current Drawdown

Current decline from peak

0.00%

-0.76%

+0.76%

Average Drawdown

Average peak-to-trough decline

-3.77%

-4.71%

+0.94%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.42%

1.89%

-0.47%

Volatility

H41C.DE vs. LWCR.DE - Volatility Comparison

HSBC Developed World Sustainable Equity UCITS ETF USD (H41C.DE) and Amundi MSCI World ESG Climate Net Zero Ambition CTB UCITS ETF Acc (LWCR.DE) have volatilities of 3.10% and 3.04%, 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


H41C.DELWCR.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.10%

3.04%

+0.06%

Volatility (6M)

Calculated over the trailing 6-month period

8.08%

8.43%

-0.35%

Volatility (1Y)

Calculated over the trailing 1-year period

10.84%

11.79%

-0.95%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.35%

14.86%

-1.51%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.31%

15.23%

-1.92%

H41C.DE vs. LWCR.DE - Expense Ratio Comparison

H41C.DE has a 0.18% expense ratio, which is lower than LWCR.DE's 0.25% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

H41C.DE vs. LWCR.DE - Dividend Comparison

Neither H41C.DE nor LWCR.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 0.92, H41C.DE and LWCR.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

On fees, H41C.DE is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.

H41C.DE is cheaper with a 0.18% expense ratio, compared with 0.25% for LWCR.DE.

H41C.DE tracks FTSE Developed ESG Low Carbon Select, while LWCR.DE tracks MSCI World ESG Broad CTB Select. They also come from different issuers: HSBC and Amundi. Their fees differ too: 0.18% for H41C.DE and 0.25% for LWCR.DE.

Portfolio Optimizer

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