IS3T.DE vs. MWOL.DE
IS3T.DE (iShares Edge MSCI World Size Factor UCITS ETF) and MWOL.DE (Amundi Prime Global UCITS ETF Dist) are both Global Equities funds - IS3T.DE tracks the MSCI World Mid Cap Equal Weighted 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, IS3T.DE returned 6.43%/yr vs 11.86%/yr for MWOL.DE. Their correlation of 0.86 suggests significant overlap in exposure. IS3T.DE charges 0.30%/yr vs 0.05%/yr for MWOL.DE.
Performance
IS3T.DE vs. MWOL.DE - Performance Comparison
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Returns By Period
In the year-to-date period, IS3T.DE achieves a 6.98% return, which is significantly lower than MWOL.DE's 10.87% return.
IS3T.DE
- 1D
- 0.30%
- 1M
- 0.74%
- YTD
- 6.98%
- 6M
- 8.06%
- 1Y
- 15.24%
- 3Y*
- 11.56%
- 5Y*
- 6.43%
- 10Y*
- 7.96%
MWOL.DE
- 1D
- -0.04%
- 1M
- 3.68%
- YTD
- 10.87%
- 6M
- 10.90%
- 1Y
- 24.08%
- 3Y*
- 17.01%
- 5Y*
- 11.86%
- 10Y*
- —
IS3T.DE vs. MWOL.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
IS3T.DE iShares Edge MSCI World Size Factor UCITS ETF | 6.98% | 8.66% | 11.91% | 12.19% | -13.42% | 22.31% | 0.63% | 12.99% |
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 IS3T.DE and MWOL.DE is 0.74, 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 | 0.74 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.80 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.85 |
Correlation (All Time) Calculated using the full available price history since Mar 26, 2019 | 0.86 |
The correlation between IS3T.DE and MWOL.DE shifts across timeframes, from 0.74 (1 year) to 0.86 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
IS3T.DE vs. MWOL.DE — Risk / Return Rank
IS3T.DE
MWOL.DE
IS3T.DE vs. MWOL.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Edge MSCI World Size Factor UCITS ETF (IS3T.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.
| IS3T.DE | MWOL.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.86 | ||
| Sortino ratioReturn per unit of downside risk | -1.09 | ||
| Omega ratioGain probability vs. loss probability | 1.24 | 1.40 | -0.16 |
| Calmar ratioReturn relative to maximum drawdown | 2.15 | 3.67 | -1.52 |
| Martin ratioReturn relative to average drawdown | 8.02 | 14.63 | -6.61 |
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
| IS3T.DE | MWOL.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.32 | 2.17 | -0.86 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.46 | 0.83 | -0.37 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.52 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.53 | 0.77 | -0.25 |
Drawdowns
IS3T.DE vs. MWOL.DE - Drawdown Comparison
The maximum IS3T.DE drawdown since its inception was -36.87%, which is greater than MWOL.DE's maximum drawdown of -33.56%. Use the drawdown chart below to compare losses from any high point for IS3T.DE and MWOL.DE.
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Drawdown Indicators
| IS3T.DE | MWOL.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.87% | -33.56% | -3.31% |
Max Drawdown (1Y)Largest decline over 1 year | -7.09% | -6.58% | -0.51% |
Max Drawdown (3Y)Largest decline over 3 years | -18.61% | -21.64% | +3.03% |
Max Drawdown (5Y)Largest decline over 5 years | -18.61% | -21.64% | +3.03% |
Max Drawdown (10Y)Largest decline over 10 years | -36.87% | — | — |
Current DrawdownCurrent decline from peak | -0.59% | -0.37% | -0.22% |
Average DrawdownAverage peak-to-trough decline | -5.74% | -4.89% | -0.85% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.90% | 1.65% | +0.25% |
Volatility
IS3T.DE vs. MWOL.DE - Volatility Comparison
iShares Edge MSCI World Size Factor UCITS ETF (IS3T.DE) has a higher volatility of 2.77% compared to Amundi Prime Global UCITS ETF Dist (MWOL.DE) at 2.63%. This indicates that IS3T.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
| IS3T.DE | MWOL.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.77% | 2.63% | +0.14% |
Volatility (6M)Calculated over the trailing 6-month period | 8.61% | 7.71% | +0.90% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.58% | 11.12% | +0.46% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.90% | 14.20% | -0.30% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.25% | 16.46% | -1.21% |
IS3T.DE vs. MWOL.DE - Expense Ratio Comparison
IS3T.DE has a 0.30% expense ratio, which is higher than MWOL.DE's 0.05% expense ratio.
Dividends
IS3T.DE vs. MWOL.DE - Dividend Comparison
IS3T.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 |
|---|---|---|
IS3T.DE iShares Edge MSCI World Size Factor UCITS ETF | 0.00% | 0.00% |
MWOL.DE Amundi Prime Global UCITS ETF Dist | 1.19% | 1.67% |
Frequently Asked Questions
IS3T.DE and MWOL.DE have a correlation of 0.74, 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 IS3T.DE.
IS3T.DE tracks MSCI World Mid Cap Equal Weighted, 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 IS3T.DE and 0.05% for MWOL.DE.
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