IS3S.DE vs. MWOL.DE
IS3S.DE (iShares Edge MSCI World Value Factor UCITS ETF) and MWOL.DE (Amundi Prime Global UCITS ETF Dist) are both Global Equities funds - IS3S.DE tracks the MSCI World Enhanced Value 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, IS3S.DE returned 17.35%/yr vs 11.86%/yr for MWOL.DE. Their correlation of 0.81 suggests significant overlap in exposure. IS3S.DE charges 0.30%/yr vs 0.05%/yr for MWOL.DE.
Performance
IS3S.DE vs. MWOL.DE - Performance Comparison
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Returns By Period
In the year-to-date period, IS3S.DE achieves a 35.27% return, which is significantly higher than MWOL.DE's 10.87% return.
IS3S.DE
- 1D
- -0.83%
- 1M
- 11.04%
- YTD
- 35.27%
- 6M
- 38.20%
- 1Y
- 63.38%
- 3Y*
- 26.82%
- 5Y*
- 17.35%
- 10Y*
- 12.60%
MWOL.DE
- 1D
- -0.04%
- 1M
- 4.83%
- YTD
- 10.87%
- 6M
- 11.46%
- 1Y
- 24.25%
- 3Y*
- 17.01%
- 5Y*
- 11.86%
- 10Y*
- —
IS3S.DE vs. MWOL.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
IS3S.DE iShares Edge MSCI World Value Factor UCITS ETF | 35.27% | 25.13% | 11.36% | 15.62% | -4.81% | 30.38% | -12.53% | 11.52% |
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 IS3S.DE and MWOL.DE is 0.79, 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 | 0.79 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.78 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.82 |
Correlation (All Time) Calculated using the full available price history since Mar 26, 2019 | 0.81 |
The correlation between IS3S.DE and MWOL.DE has been stable across timeframes, ranging from 0.78 to 0.82 - a consistent structural relationship.
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Return for Risk
IS3S.DE vs. MWOL.DE — Risk / Return Rank
IS3S.DE
MWOL.DE
IS3S.DE vs. MWOL.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Edge MSCI World Value Factor UCITS ETF (IS3S.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.
| IS3S.DE | MWOL.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.36 | ||
| Sortino ratioReturn per unit of downside risk | +3.10 | ||
| Omega ratioGain probability vs. loss probability | 1.83 | 1.40 | +0.43 |
| Calmar ratioReturn relative to maximum drawdown | 10.36 | 3.67 | +6.69 |
| Martin ratioReturn relative to average drawdown | 39.01 | 14.63 | +24.38 |
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
| IS3S.DE | MWOL.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 4.53 | 2.17 | +2.36 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.24 | 0.83 | +0.41 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.79 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.68 | 0.77 | -0.09 |
Drawdowns
IS3S.DE vs. MWOL.DE - Drawdown Comparison
The maximum IS3S.DE drawdown since its inception was -35.18%, roughly equal to the maximum MWOL.DE drawdown of -33.56%. Use the drawdown chart below to compare losses from any high point for IS3S.DE and MWOL.DE.
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Drawdown Indicators
| IS3S.DE | MWOL.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.18% | -33.56% | -1.62% |
Max Drawdown (1Y)Largest decline over 1 year | -6.09% | -6.58% | +0.49% |
Max Drawdown (3Y)Largest decline over 3 years | -17.80% | -21.64% | +3.84% |
Max Drawdown (5Y)Largest decline over 5 years | -17.80% | -21.64% | +3.84% |
Max Drawdown (10Y)Largest decline over 10 years | -35.18% | — | — |
Current DrawdownCurrent decline from peak | -0.83% | -0.37% | -0.46% |
Average DrawdownAverage peak-to-trough decline | -5.82% | -4.89% | -0.93% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.62% | 1.65% | -0.03% |
Volatility
IS3S.DE vs. MWOL.DE - Volatility Comparison
iShares Edge MSCI World Value Factor UCITS ETF (IS3S.DE) has a higher volatility of 5.62% compared to Amundi Prime Global UCITS ETF Dist (MWOL.DE) at 2.63%. This indicates that IS3S.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
| IS3S.DE | MWOL.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.62% | 2.63% | +2.99% |
Volatility (6M)Calculated over the trailing 6-month period | 11.32% | 7.71% | +3.61% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.93% | 11.12% | +2.81% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.85% | 14.20% | -0.35% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.76% | 16.46% | -0.70% |
IS3S.DE vs. MWOL.DE - Expense Ratio Comparison
IS3S.DE has a 0.30% expense ratio, which is higher than MWOL.DE's 0.05% expense ratio.
Dividends
IS3S.DE vs. MWOL.DE - Dividend Comparison
IS3S.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 |
|---|---|---|
IS3S.DE iShares Edge MSCI World Value Factor UCITS ETF | 0.00% | 0.00% |
MWOL.DE Amundi Prime Global UCITS ETF Dist | 1.19% | 1.67% |
Frequently Asked Questions
IS3S.DE and MWOL.DE have a correlation of 0.79, 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 IS3S.DE.
IS3S.DE tracks MSCI World Enhanced Value, 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 IS3S.DE and 0.05% for MWOL.DE.
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