LVLC.DE vs. MWOL.DE
LVLC.DE (Invesco Quantitative Strategies Global Equity Low Volatility Low Carbon UCITS ETF Acc) and MWOL.DE (Amundi Prime Global UCITS ETF Dist) are both Global Equities funds - LVLC.DE tracks the Invesco Quantitative Strategies Global Equity Low Volatility Low Carbon while MWOL.DE tracks the Solactive GBS Developed Markets Large & Mid Cap USD Index Net TR. Both are passively managed. Over the past 3 years, LVLC.DE returned 12.70%/yr vs 17.01%/yr for MWOL.DE. Their correlation of 0.85 suggests significant overlap in exposure. LVLC.DE charges 0.25%/yr vs 0.05%/yr for MWOL.DE.
Performance
LVLC.DE vs. MWOL.DE - Performance Comparison
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Returns By Period
In the year-to-date period, LVLC.DE achieves a 4.86% return, which is significantly lower than MWOL.DE's 10.87% return.
LVLC.DE
- 1D
- -0.11%
- 1M
- 2.82%
- YTD
- 4.86%
- 6M
- 5.74%
- 1Y
- 10.51%
- 3Y*
- 12.70%
- 5Y*
- —
- 10Y*
- —
MWOL.DE
- 1D
- -0.04%
- 1M
- 3.68%
- YTD
- 10.87%
- 6M
- 10.90%
- 1Y
- 24.08%
- 3Y*
- 17.01%
- 5Y*
- 11.86%
- 10Y*
- —
LVLC.DE vs. MWOL.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
LVLC.DE Invesco Quantitative Strategies Global Equity Low Volatility Low Carbon UCITS ETF Acc | 4.86% | 5.91% | 23.88% | 9.90% | -3.61% |
MWOL.DE Amundi Prime Global UCITS ETF Dist | 10.87% | 8.53% | 25.60% | 18.54% | -7.30% |
Correlation
The correlation between LVLC.DE and MWOL.DE is 0.81, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.81 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.84 |
Correlation (All Time) Calculated using the full available price history since Jul 22, 2022 | 0.85 |
The correlation between LVLC.DE and MWOL.DE has been stable across timeframes, ranging from 0.81 to 0.85 - a consistent structural relationship.
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Return for Risk
LVLC.DE vs. MWOL.DE — Risk / Return Rank
LVLC.DE
MWOL.DE
LVLC.DE vs. MWOL.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco Quantitative Strategies Global Equity Low Volatility Low Carbon UCITS ETF Acc (LVLC.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.
| LVLC.DE | MWOL.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.00 | ||
| Sortino ratioReturn per unit of downside risk | -1.32 | ||
| Omega ratioGain probability vs. loss probability | 1.22 | 1.40 | -0.19 |
| Calmar ratioReturn relative to maximum drawdown | 1.80 | 3.67 | -1.87 |
| Martin ratioReturn relative to average drawdown | 6.55 | 14.63 | -8.08 |
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
| LVLC.DE | MWOL.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.17 | 2.17 | -1.00 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.83 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.96 | 0.77 | +0.19 |
Drawdowns
LVLC.DE vs. MWOL.DE - Drawdown Comparison
The maximum LVLC.DE drawdown since its inception was -16.03%, smaller than the maximum MWOL.DE drawdown of -33.56%. Use the drawdown chart below to compare losses from any high point for LVLC.DE and MWOL.DE.
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Drawdown Indicators
| LVLC.DE | MWOL.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -16.03% | -33.56% | +17.53% |
Max Drawdown (1Y)Largest decline over 1 year | -5.67% | -6.58% | +0.91% |
Max Drawdown (3Y)Largest decline over 3 years | -16.03% | -21.64% | +5.61% |
Max Drawdown (5Y)Largest decline over 5 years | — | -21.64% | — |
Current DrawdownCurrent decline from peak | -0.43% | -0.37% | -0.06% |
Average DrawdownAverage peak-to-trough decline | -2.98% | -4.89% | +1.91% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.56% | 1.65% | -0.09% |
Volatility
LVLC.DE vs. MWOL.DE - Volatility Comparison
The current volatility for Invesco Quantitative Strategies Global Equity Low Volatility Low Carbon UCITS ETF Acc (LVLC.DE) is 2.05%, while Amundi Prime Global UCITS ETF Dist (MWOL.DE) has a volatility of 2.63%. This indicates that LVLC.DE experiences smaller price fluctuations and is considered to be less risky 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
| LVLC.DE | MWOL.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.05% | 2.63% | -0.58% |
Volatility (6M)Calculated over the trailing 6-month period | 6.07% | 7.71% | -1.64% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.68% | 11.12% | -2.44% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 10.57% | 14.20% | -3.63% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 10.57% | 16.46% | -5.89% |
LVLC.DE vs. MWOL.DE - Expense Ratio Comparison
LVLC.DE has a 0.25% expense ratio, which is higher than MWOL.DE's 0.05% 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%.
Dividends
LVLC.DE vs. MWOL.DE - Dividend Comparison
LVLC.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 |
|---|---|---|
LVLC.DE Invesco Quantitative Strategies Global Equity Low Volatility Low Carbon UCITS ETF Acc | 0.00% | 0.00% |
MWOL.DE Amundi Prime Global UCITS ETF Dist | 1.19% | 1.67% |
Frequently Asked Questions
LVLC.DE and MWOL.DE have a correlation of 0.81, 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 0.25% for LVLC.DE.
LVLC.DE tracks Invesco Quantitative Strategies Global Equity Low Volatility Low Carbon, while MWOL.DE tracks Solactive GBS Developed Markets Large & Mid Cap USD Index Net TR. They also come from different issuers: Invesco and Amundi. Their fees differ too: 0.25% for LVLC.DE and 0.05% for MWOL.DE.
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