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

Performance

H41C.DE vs. MWOL.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 Prime Global UCITS ETF Dist (MWOL.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 14.28% return, which is significantly higher than MWOL.DE's 10.87% return.


H41C.DE

1D
0.27%
1M
7.53%
YTD
14.28%
6M
16.44%
1Y
29.03%
3Y*
17.63%
5Y*
12.71%
10Y*

MWOL.DE

1D
-0.04%
1M
4.83%
YTD
10.87%
6M
11.46%
1Y
24.25%
3Y*
17.01%
5Y*
11.86%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020
H41C.DE
HSBC Developed World Sustainable Equity UCITS ETF USD
14.28%10.36%21.66%16.26%-12.60%32.89%10.42%
MWOL.DE
Amundi Prime Global UCITS ETF Dist
10.87%8.53%25.60%18.54%-15.49%30.82%9.57%

Correlation

The correlation between H41C.DE and MWOL.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

0.94

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

0.95

The correlation between H41C.DE and MWOL.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. MWOL.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: 8787
Overall Rank
H41C.DE Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
H41C.DE Sortino Ratio Rank: 8787
Sortino Ratio Rank
H41C.DE Omega Ratio Rank: 8686
Omega Ratio Rank
H41C.DE Calmar Ratio Rank: 8787
Calmar Ratio Rank
H41C.DE Martin Ratio Rank: 8989
Martin Ratio Rank

MWOL.DE
MWOL.DE Risk / Return Rank: 7171
Overall Rank
MWOL.DE Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
MWOL.DE Sortino Ratio Rank: 6767
Sortino Ratio Rank
MWOL.DE Omega Ratio Rank: 6969
Omega Ratio Rank
MWOL.DE Calmar Ratio Rank: 7474
Calmar Ratio Rank
MWOL.DE Martin Ratio Rank: 7777
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. MWOL.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 Prime Global UCITS ETF Dist (MWOL.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.


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

+0.57

Sortino ratioReturn per unit of downside risk

+0.81

Omega ratioGain probability vs. loss probability

1.52

1.40

+0.11

Calmar ratioReturn relative to maximum drawdown

4.90

3.67

+1.23

Martin ratioReturn relative to average drawdown

19.75

14.63

+5.12

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

The current H41C.DE Sharpe Ratio is 2.74, which is comparable to the MWOL.DE Sharpe Ratio of 2.17. The chart below compares the historical Sharpe Ratios of H41C.DE and MWOL.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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Sharpe Ratios by Period


H41C.DEMWOL.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.74

2.17

+0.57

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.95

0.83

+0.12

Sharpe Ratio (All Time)

Calculated using the full available price history

1.13

0.77

+0.36

Drawdowns

H41C.DE vs. MWOL.DE - Drawdown Comparison

The maximum H41C.DE drawdown since its inception was -20.76%, smaller than the maximum MWOL.DE drawdown of -33.56%. Use the drawdown chart below to compare losses from any high point for H41C.DE and MWOL.DE.


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Drawdown Indicators


H41C.DEMWOL.DEDifference

Max Drawdown

Largest peak-to-trough decline

-20.76%

-33.56%

+12.80%

Max Drawdown (1Y)

Largest decline over 1 year

-5.90%

-6.58%

+0.68%

Max Drawdown (3Y)

Largest decline over 3 years

-20.76%

-21.64%

+0.88%

Max Drawdown (5Y)

Largest decline over 5 years

-20.76%

-21.64%

+0.88%

Current Drawdown

Current decline from peak

-0.14%

-0.37%

+0.23%

Average Drawdown

Average peak-to-trough decline

-3.81%

-4.89%

+1.08%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.47%

1.65%

-0.18%

Volatility

H41C.DE vs. MWOL.DE - Volatility Comparison

HSBC Developed World Sustainable Equity UCITS ETF USD (H41C.DE) has a higher volatility of 3.01% compared to Amundi Prime Global UCITS ETF Dist (MWOL.DE) at 2.63%. This indicates that H41C.DE's price experiences larger fluctuations and is considered to be riskier than MWOL.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


H41C.DEMWOL.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.01%

2.63%

+0.38%

Volatility (6M)

Calculated over the trailing 6-month period

7.58%

7.71%

-0.13%

Volatility (1Y)

Calculated over the trailing 1-year period

10.55%

11.12%

-0.57%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.29%

14.20%

-0.91%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.35%

16.46%

-3.11%

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

H41C.DE has a 0.18% expense ratio, which is higher than MWOL.DE's 0.05% expense ratio. However, 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. MWOL.DE - Dividend Comparison

H41C.DE has not paid dividends to shareholders, while MWOL.DE's dividend yield for the trailing twelve months is around 1.19%.


Frequently Asked Questions


With a correlation of 0.92, H41C.DE and MWOL.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, MWOL.DE is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.

MWOL.DE is cheaper with a 0.05% expense ratio, compared with 0.18% for H41C.DE.

H41C.DE tracks FTSE Developed ESG Low Carbon Select, while MWOL.DE tracks Solactive GBS Developed Markets Large & Mid Cap USD Index Net TR. They also come from different issuers: HSBC and Amundi. Their fees differ too: 0.18% for H41C.DE and 0.05% for MWOL.DE.

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