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IBCZ.DE vs. MWRE.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IBCZ.DE vs. MWRE.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares Edge MSCI World Multifactor UCITS ETF USD (Acc) (IBCZ.DE) and Amundi Core MSCI World UCITS ETF Accumulating (MWRE.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, IBCZ.DE achieves a 13.04% return, which is significantly higher than MWRE.DE's 10.85% return.


IBCZ.DE

1D
-0.16%
1M
5.84%
YTD
13.04%
6M
13.70%
1Y
27.80%
3Y*
18.64%
5Y*
12.00%
10Y*
11.45%

MWRE.DE

1D
-0.02%
1M
4.85%
YTD
10.85%
6M
11.38%
1Y
23.79%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IBCZ.DE vs. MWRE.DE - Yearly Performance Comparison


Correlation

The correlation between IBCZ.DE and MWRE.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 (All Time)
Calculated using the full available price history since Nov 5, 2024

0.94

The correlation between IBCZ.DE and MWRE.DE has been stable across timeframes, ranging from 0.92 to 0.94 - a consistent structural relationship.

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Return for Risk

IBCZ.DE vs. MWRE.DE — Risk / Return Rank

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

IBCZ.DE
IBCZ.DE Risk / Return Rank: 8282
Overall Rank
IBCZ.DE Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
IBCZ.DE Sortino Ratio Rank: 7777
Sortino Ratio Rank
IBCZ.DE Omega Ratio Rank: 7777
Omega Ratio Rank
IBCZ.DE Calmar Ratio Rank: 8989
Calmar Ratio Rank
IBCZ.DE Martin Ratio Rank: 9090
Martin Ratio Rank

MWRE.DE
MWRE.DE Risk / Return Rank: 6969
Overall Rank
MWRE.DE Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
MWRE.DE Sortino Ratio Rank: 6464
Sortino Ratio Rank
MWRE.DE Omega Ratio Rank: 6868
Omega Ratio Rank
MWRE.DE Calmar Ratio Rank: 7373
Calmar Ratio Rank
MWRE.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.

IBCZ.DE vs. MWRE.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Edge MSCI World Multifactor UCITS ETF USD (Acc) (IBCZ.DE) and Amundi Core MSCI World UCITS ETF Accumulating (MWRE.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.


IBCZ.DEMWRE.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.31

Sortino ratioReturn per unit of downside risk

+0.45

Omega ratioGain probability vs. loss probability

1.45

1.40

+0.05

Calmar ratioReturn relative to maximum drawdown

5.23

3.63

+1.61

Martin ratioReturn relative to average drawdown

20.97

14.47

+6.50

IBCZ.DE vs. MWRE.DE - Sharpe Ratio Comparison

The current IBCZ.DE Sharpe Ratio is 2.42, which is comparable to the MWRE.DE Sharpe Ratio of 2.12. The chart below compares the historical Sharpe Ratios of IBCZ.DE and MWRE.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


IBCZ.DEMWRE.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.42

2.12

+0.31

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.84

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.75

Sharpe Ratio (All Time)

Calculated using the full available price history

0.69

1.08

-0.40

Drawdowns

IBCZ.DE vs. MWRE.DE - Drawdown Comparison

The maximum IBCZ.DE drawdown since its inception was -33.99%, which is greater than MWRE.DE's maximum drawdown of -21.68%. Use the drawdown chart below to compare losses from any high point for IBCZ.DE and MWRE.DE.


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Drawdown Indicators


IBCZ.DEMWRE.DEDifference

Max Drawdown

Largest peak-to-trough decline

-33.99%

-21.68%

-12.31%

Max Drawdown (1Y)

Largest decline over 1 year

-5.29%

-6.53%

+1.24%

Max Drawdown (3Y)

Largest decline over 3 years

-19.98%

Max Drawdown (5Y)

Largest decline over 5 years

-19.98%

Max Drawdown (10Y)

Largest decline over 10 years

-33.99%

Current Drawdown

Current decline from peak

-0.60%

-0.33%

-0.27%

Average Drawdown

Average peak-to-trough decline

-4.52%

-3.68%

-0.84%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.32%

1.64%

-0.32%

Volatility

IBCZ.DE vs. MWRE.DE - Volatility Comparison

iShares Edge MSCI World Multifactor UCITS ETF USD (Acc) (IBCZ.DE) has a higher volatility of 3.05% compared to Amundi Core MSCI World UCITS ETF Accumulating (MWRE.DE) at 2.56%. This indicates that IBCZ.DE's price experiences larger fluctuations and is considered to be riskier than MWRE.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IBCZ.DEMWRE.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.05%

2.56%

+0.49%

Volatility (6M)

Calculated over the trailing 6-month period

8.16%

7.79%

+0.37%

Volatility (1Y)

Calculated over the trailing 1-year period

11.42%

11.18%

+0.24%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.11%

15.25%

-1.14%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.13%

15.25%

-0.12%

IBCZ.DE vs. MWRE.DE - Expense Ratio Comparison

IBCZ.DE has a 0.50% expense ratio, which is higher than MWRE.DE's 0.12% expense ratio.


Dividends

IBCZ.DE vs. MWRE.DE - Dividend Comparison

Neither IBCZ.DE nor MWRE.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 0.92, IBCZ.DE and MWRE.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, MWRE.DE is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.

MWRE.DE is cheaper with a 0.12% expense ratio, compared with 0.50% for IBCZ.DE.

IBCZ.DE tracks MSCI World Diversified Multiple-Factor, while MWRE.DE tracks MSCI World. They also come from different issuers: iShares and Amundi. Their fees differ too: 0.50% for IBCZ.DE and 0.12% for MWRE.DE.

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