IXUA.DE vs. WEBG.DE

Last updated Apr 2, 2026

Compare and contrast key facts about iShares MSCI World ex-USA UCITS ETF USD Acc (IXUA.DE) and Amundi Prime All Country World UCITS ETF Dist (WEBG.DE).

IXUA.DE and WEBG.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. IXUA.DE is a passively managed fund by iShares that tracks the performance of the MSCI World ex USA. It was launched on Jan 24, 2025. WEBG.DE is a passively managed fund by Amundi that tracks the performance of the Solactive GBS Global Markets Large & Mid Cap Index. It was launched on Feb 21, 2024. Both IXUA.DE and WEBG.DE are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.

Performance

IXUA.DE vs. WEBG.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares MSCI World ex-USA UCITS ETF USD Acc (IXUA.DE) and Amundi Prime All Country World UCITS ETF Dist (WEBG.DE). The values are adjusted to include any dividend payments, if applicable.

IXUA.DE vs. WEBG.DE - Yearly Performance Comparison

	2026 (YTD)	2025
IXUA.DE iShares MSCI World ex-USA UCITS ETF USD Acc	3.63%	11.45%
WEBG.DE Amundi Prime All Country World UCITS ETF Dist	-0.50%	6.08%

Returns By Period

In the year-to-date period, IXUA.DE achieves a 3.63% return, which is significantly higher than WEBG.DE's -0.36% return.

IXUA.DE

• 1D: 2.75%
• 1M: -3.43%
• YTD: 3.63%
• 6M: 8.80%
• 1Y: 17.75%
• 3Y*: —
• 5Y*: —
• 10Y*: —

WEBG.DE

• 1D: 2.27%
• 1M: -3.42%
• YTD: -0.36%
• 6M: 2.93%
• 1Y: 14.09%
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

IXUA.DE vs. WEBG.DE - Expense Ratio Comparison

IXUA.DE has a 0.15% expense ratio, which is higher than WEBG.DE's 0.07% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.

IXUA.DE

iShares MSCI World ex-USA UCITS ETF USD Acc

WEBG.DE

Amundi Prime All Country World UCITS ETF Dist

Return for Risk

IXUA.DE vs. WEBG.DE — Risk / Return Rank

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

IXUA.DE

IXUA.DE Risk / Return Rank: 65
IXUA.DE Sharpe Ratio Rank: 64
IXUA.DE Sortino Ratio Rank: 59
IXUA.DE Omega Ratio Rank: 64
IXUA.DE Calmar Ratio Rank: 68
IXUA.DE Martin Ratio Rank: 70

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.

IXUA.DE vs. WEBG.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI World ex-USA UCITS ETF USD Acc (IXUA.DE) and Amundi Prime All Country World UCITS ETF Dist (WEBG.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.

	IXUA.DE	WEBG.DE	Difference
Sharpe ratio Return per unit of total volatility	1.18	0.88	+0.30
Sortino ratio Return per unit of downside risk	1.60	1.25	+0.34
Omega ratio Gain probability vs. loss probability	1.25	1.19	+0.06
Calmar ratio Return relative to maximum drawdown	1.92	1.57	+0.35
Martin ratio Return relative to average drawdown	7.86	7.22	+0.64
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

IXUA.DE vs. WEBG.DE - Sharpe Ratio Comparison

The current IXUA.DE Sharpe Ratio is 1.18, which is higher than the WEBG.DE Sharpe Ratio of 0.88. The chart below compares the historical Sharpe Ratios of IXUA.DE and WEBG.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	IXUA.DE	WEBG.DE	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.18	0.88	+0.30
Sharpe Ratio (All Time) Calculated using the full available price history	0.89	0.85	+0.04

Correlation

The correlation between IXUA.DE and WEBG.DE is 0.81, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Dividends

IXUA.DE vs. WEBG.DE - Dividend Comparison

Neither IXUA.DE nor WEBG.DE has paid dividends to shareholders.

	TTM	2025
IXUA.DE iShares MSCI World ex-USA UCITS ETF USD Acc	0.00%	0.00%
WEBG.DE Amundi Prime All Country World UCITS ETF Dist	1.39%	1.32%

Drawdowns

IXUA.DE vs. WEBG.DE - Drawdown Comparison

The maximum IXUA.DE drawdown since its inception was -16.58%, smaller than the maximum WEBG.DE drawdown of -21.31%. Use the drawdown chart below to compare losses from any high point for IXUA.DE and WEBG.DE.

Volatility

IXUA.DE vs. WEBG.DE - Volatility Comparison

iShares MSCI World ex-USA UCITS ETF USD Acc (IXUA.DE) has a higher volatility of 5.93% compared to Amundi Prime All Country World UCITS ETF Dist (WEBG.DE) at 4.65%. This indicates that IXUA.DE's price experiences larger fluctuations and is considered to be riskier than WEBG.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	IXUA.DE	WEBG.DE	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.93%	4.65%	+1.28%
Volatility (6M) Calculated over the trailing 6-month period	9.21%	8.63%	+0.58%
Volatility (1Y) Calculated over the trailing 1-year period	14.97%	15.99%	-1.02%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.73%	14.31%	+0.42%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	14.73%	14.31%	+0.42%