IQQ0.DE vs. MWOL.DE
IQQ0.DE (iShares Edge MSCI World Minimum Volatility UCITS ETF USD (Acc)) and MWOL.DE (Amundi Prime Global UCITS ETF Dist) are both Global Equities funds - IQQ0.DE tracks the MSCI World Minimum Volatility while MWOL.DE tracks the Solactive GBS Developed Markets Large & Mid Cap USD Index Net TR. Both are passively managed. Over the past 5 years, IQQ0.DE returned 6.14%/yr vs 11.86%/yr for MWOL.DE. A 0.69 correlation means they provide meaningful diversification when combined. IQQ0.DE charges 0.30%/yr vs 0.05%/yr for MWOL.DE.
Performance
IQQ0.DE vs. MWOL.DE - Performance Comparison
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Returns By Period
In the year-to-date period, IQQ0.DE achieves a 1.59% return, which is significantly lower than MWOL.DE's 10.87% return.
IQQ0.DE
- 1D
- -0.02%
- 1M
- 1.81%
- YTD
- 1.59%
- 6M
- 1.63%
- 1Y
- 0.25%
- 3Y*
- 6.35%
- 5Y*
- 6.14%
- 10Y*
- 6.81%
MWOL.DE
- 1D
- -0.04%
- 1M
- 3.68%
- YTD
- 10.87%
- 6M
- 10.90%
- 1Y
- 24.08%
- 3Y*
- 17.01%
- 5Y*
- 11.86%
- 10Y*
- —
IQQ0.DE vs. MWOL.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
IQQ0.DE iShares Edge MSCI World Minimum Volatility UCITS ETF USD (Acc) | 1.59% | -1.26% | 17.64% | 3.73% | -4.34% | 24.26% | -6.77% | 13.91% |
MWOL.DE Amundi Prime Global UCITS ETF Dist | 10.87% | 8.53% | 25.60% | 18.54% | -15.49% | 30.82% | 3.73% | 15.10% |
Correlation
The correlation between IQQ0.DE and MWOL.DE is 0.36, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.36 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.53 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.64 |
Correlation (All Time) Calculated using the full available price history since Mar 26, 2019 | 0.69 |
Over the past year, the correlation between IQQ0.DE and MWOL.DE has dropped to 0.36 - well below their long-term average of 0.69, suggesting their price drivers have been diverging.
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Return for Risk
IQQ0.DE vs. MWOL.DE — Risk / Return Rank
IQQ0.DE
MWOL.DE
IQQ0.DE vs. MWOL.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Edge MSCI World Minimum Volatility UCITS ETF USD (Acc) (IQQ0.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.
| IQQ0.DE | MWOL.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.21 | ||
| Sortino ratioReturn per unit of downside risk | -3.03 | ||
| Omega ratioGain probability vs. loss probability | 1.00 | 1.40 | -0.40 |
| Calmar ratioReturn relative to maximum drawdown | -0.05 | 3.67 | -3.72 |
| Martin ratioReturn relative to average drawdown | -0.12 | 14.63 | -14.74 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| IQQ0.DE | MWOL.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.04 | 2.17 | -2.21 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.60 | 0.83 | -0.22 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.58 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.76 | 0.77 | -0.01 |
Drawdowns
IQQ0.DE vs. MWOL.DE - Drawdown Comparison
The maximum IQQ0.DE drawdown since its inception was -28.65%, smaller than the maximum MWOL.DE drawdown of -33.56%. Use the drawdown chart below to compare losses from any high point for IQQ0.DE and MWOL.DE.
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Drawdown Indicators
| IQQ0.DE | MWOL.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -28.65% | -33.56% | +4.91% |
Max Drawdown (1Y)Largest decline over 1 year | -5.22% | -6.58% | +1.36% |
Max Drawdown (3Y)Largest decline over 3 years | -12.82% | -21.64% | +8.82% |
Max Drawdown (5Y)Largest decline over 5 years | -12.82% | -21.64% | +8.82% |
Max Drawdown (10Y)Largest decline over 10 years | -28.65% | — | — |
Current DrawdownCurrent decline from peak | -6.65% | -0.37% | -6.28% |
Average DrawdownAverage peak-to-trough decline | -4.54% | -4.89% | +0.35% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.44% | 1.65% | +0.79% |
Volatility
IQQ0.DE vs. MWOL.DE - Volatility Comparison
iShares Edge MSCI World Minimum Volatility UCITS ETF USD (Acc) (IQQ0.DE) and Amundi Prime Global UCITS ETF Dist (MWOL.DE) have volatilities of 2.53% and 2.63%, 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
| IQQ0.DE | MWOL.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.53% | 2.63% | -0.10% |
Volatility (6M)Calculated over the trailing 6-month period | 5.36% | 7.71% | -2.35% |
Volatility (1Y)Calculated over the trailing 1-year period | 7.78% | 11.12% | -3.34% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 10.08% | 14.20% | -4.12% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 11.62% | 16.46% | -4.84% |
IQQ0.DE vs. MWOL.DE - Expense Ratio Comparison
IQQ0.DE has a 0.30% expense ratio, which is higher than MWOL.DE's 0.05% expense ratio.
Dividends
IQQ0.DE vs. MWOL.DE - Dividend Comparison
IQQ0.DE has not paid dividends to shareholders, while MWOL.DE's dividend yield for the trailing twelve months is around 1.19%.
| Position | TTM | 2025 |
|---|---|---|
IQQ0.DE iShares Edge MSCI World Minimum Volatility UCITS ETF USD (Acc) | 0.00% | 0.00% |
MWOL.DE Amundi Prime Global UCITS ETF Dist | 1.19% | 1.67% |
Frequently Asked Questions
IQQ0.DE and MWOL.DE have a correlation of 0.36, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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 0.30% for IQQ0.DE.
IQQ0.DE tracks MSCI World Minimum Volatility, while MWOL.DE tracks Solactive GBS Developed Markets Large & Mid Cap USD Index Net TR. They also come from different issuers: iShares and Amundi. Their fees differ too: 0.30% for IQQ0.DE and 0.05% for MWOL.DE.
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