IWLE.DE vs. F50A.DE
IWLE.DE (iShares Core MSCI World UCITS ETF EUR Hedged Dist) and F50A.DE (Amundi Prime Global UCITS ETF Accumulating) are both Global Equities funds - IWLE.DE tracks the MSCI World Net TR Index while F50A.DE tracks the Solactive GBS Developed Markets Large & Mid Cap Index. Both are passively managed. Over the past year, IWLE.DE returned 20.78% vs 25.52% for F50A.DE. A 0.77 correlation means they provide meaningful diversification when combined. IWLE.DE charges 0.30%/yr vs 0.05%/yr for F50A.DE.
Performance
IWLE.DE vs. F50A.DE - Performance Comparison
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Returns By Period
In the year-to-date period, IWLE.DE achieves a 7.23% return, which is significantly lower than F50A.DE's 11.43% return.
IWLE.DE
- 1D
- -0.47%
- 1M
- -0.85%
- YTD
- 7.23%
- 6M
- 7.12%
- 1Y
- 20.78%
- 3Y*
- 17.76%
- 5Y*
- 10.03%
- 10Y*
- —
F50A.DE
- 1D
- 0.00%
- 1M
- 1.15%
- YTD
- 11.43%
- 6M
- 11.90%
- 1Y
- 25.52%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
IWLE.DE vs. F50A.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
IWLE.DE iShares Core MSCI World UCITS ETF EUR Hedged Dist | 7.23% | 16.76% | -0.70% |
F50A.DE Amundi Prime Global UCITS ETF Accumulating | 11.43% | 8.58% | -1.22% |
Correlation
The correlation between IWLE.DE and F50A.DE is 0.71, 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 | 0.71 |
Correlation (All Time) Calculated using the full available price history since Nov 25, 2024 | 0.77 |
The correlation between IWLE.DE and F50A.DE has been stable across timeframes, ranging from 0.71 to 0.77 - a consistent structural relationship.
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Return for Risk
IWLE.DE vs. F50A.DE — Risk / Return Rank
IWLE.DE
F50A.DE
IWLE.DE vs. F50A.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Core MSCI World UCITS ETF EUR Hedged Dist (IWLE.DE) and Amundi Prime Global UCITS ETF Accumulating (F50A.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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| IWLE.DE | F50A.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.63 | ||
| Sortino ratioReturn per unit of downside risk | +0.64 | ||
| Omega ratioGain probability vs. loss probability | 1.31 | 1.37 | -0.05 |
| Calmar ratioReturn relative to maximum drawdown | 2.57 | 1.56 | +1.01 |
| Martin ratioReturn relative to average drawdown | 11.25 | 2.77 | +8.49 |
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Drawdowns
IWLE.DE vs. F50A.DE - Drawdown Comparison
The maximum IWLE.DE drawdown since its inception was -32.76%, which is greater than F50A.DE's maximum drawdown of -21.49%. Use the drawdown chart below to compare losses from any high point for IWLE.DE and F50A.DE.
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Drawdown Indicators
| IWLE.DE | F50A.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.76% | -21.49% | -11.27% |
Max Drawdown (1Y)Largest decline over 1 year | -8.05% | -16.39% | +8.34% |
Max Drawdown (3Y)Largest decline over 3 years | -17.60% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -23.49% | — | — |
Current DrawdownCurrent decline from peak | -1.77% | -2.86% | +1.09% |
Average DrawdownAverage peak-to-trough decline | -5.27% | -7.51% | +2.24% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.84% | 9.22% | -7.38% |
Volatility
IWLE.DE vs. F50A.DE - Volatility Comparison
iShares Core MSCI World UCITS ETF EUR Hedged Dist (IWLE.DE) has a higher volatility of 4.07% compared to Amundi Prime Global UCITS ETF Accumulating (F50A.DE) at 3.04%. This indicates that IWLE.DE's price experiences larger fluctuations and is considered to be riskier than F50A.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IWLE.DE | F50A.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.07% | 3.04% | +1.03% |
Volatility (6M)Calculated over the trailing 6-month period | 9.70% | 8.25% | +1.45% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.33% | 24.38% | -12.05% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.02% | 22.69% | -7.67% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.76% | 22.69% | -5.93% |
IWLE.DE vs. F50A.DE - Expense Ratio Comparison
IWLE.DE has a 0.30% expense ratio, which is higher than F50A.DE's 0.05% expense ratio.
Dividends
IWLE.DE vs. F50A.DE - Dividend Comparison
IWLE.DE's dividend yield for the trailing twelve months is around 1.05%, while F50A.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
F50A.DE Amundi Prime Global UCITS ETF Accumulating | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
IWLE.DE iShares Core MSCI World UCITS ETF EUR Hedged Dist | 1.05% | 1.11% | 1.27% | 1.43% | 1.76% | 1.20% | 1.04% | 0.53% |
Frequently Asked Questions
IWLE.DE and F50A.DE have a correlation of 0.71, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, F50A.DE is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.
F50A.DE is cheaper with a 0.05% expense ratio, compared with 0.30% for IWLE.DE.
IWLE.DE tracks MSCI World Net TR Index, while F50A.DE tracks Solactive GBS Developed Markets Large & Mid Cap Index. They also come from different issuers: iShares and Amundi. Their fees differ too: 0.30% for IWLE.DE and 0.05% for F50A.DE.
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