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LWCR.DE vs. IQQ0.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

LWCR.DE vs. IQQ0.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Amundi MSCI World ESG Climate Net Zero Ambition CTB UCITS ETF Acc (LWCR.DE) and iShares Edge MSCI World Minimum Volatility UCITS ETF USD (Acc) (IQQ0.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, LWCR.DE achieves a 10.62% return, which is significantly higher than IQQ0.DE's 1.59% return.


LWCR.DE

1D
0.16%
1M
3.86%
YTD
10.62%
6M
10.78%
1Y
22.75%
3Y*
5Y*
10Y*

IQQ0.DE

1D
-0.02%
1M
1.81%
YTD
1.59%
6M
1.63%
1Y
0.25%
3Y*
6.35%
5Y*
6.14%
10Y*
6.81%
*Multi-year figures are annualized to reflect compound growth (CAGR)

LWCR.DE vs. IQQ0.DE - Yearly Performance Comparison


Correlation

The correlation between LWCR.DE and IQQ0.DE is 0.37, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.37

Correlation (All Time)
Calculated using the full available price history since Dec 7, 2023

0.51

The correlation between LWCR.DE and IQQ0.DE shifts across timeframes, from 0.37 (1 year) to 0.51 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

LWCR.DE vs. IQQ0.DE — Risk / Return Rank

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

LWCR.DE
LWCR.DE Risk / Return Rank: 6262
Overall Rank
LWCR.DE Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
LWCR.DE Sortino Ratio Rank: 5959
Sortino Ratio Rank
LWCR.DE Omega Ratio Rank: 6161
Omega Ratio Rank
LWCR.DE Calmar Ratio Rank: 6464
Calmar Ratio Rank
LWCR.DE Martin Ratio Rank: 6767
Martin Ratio Rank

IQQ0.DE
IQQ0.DE Risk / Return Rank: 88
Overall Rank
IQQ0.DE Sharpe Ratio Rank: 99
Sharpe Ratio Rank
IQQ0.DE Sortino Ratio Rank: 88
Sortino Ratio Rank
IQQ0.DE Omega Ratio Rank: 88
Omega Ratio Rank
IQQ0.DE Calmar Ratio Rank: 99
Calmar Ratio Rank
IQQ0.DE Martin Ratio Rank: 99
Martin Ratio Rank
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.

LWCR.DE vs. IQQ0.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi MSCI World ESG Climate Net Zero Ambition CTB UCITS ETF Acc (LWCR.DE) and iShares Edge MSCI World Minimum Volatility UCITS ETF USD (Acc) (IQQ0.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.


LWCR.DEIQQ0.DEDifference
Sharpe ratioReturn per unit of total volatility

+2.01

Sortino ratioReturn per unit of downside risk

+2.76

Omega ratioGain probability vs. loss probability

1.37

1.00

+0.37

Calmar ratioReturn relative to maximum drawdown

3.13

-0.05

+3.18

Martin ratioReturn relative to average drawdown

12.17

-0.12

+12.29

LWCR.DE vs. IQQ0.DE - Sharpe Ratio Comparison

The current LWCR.DE Sharpe Ratio is 1.98, which is higher than the IQQ0.DE Sharpe Ratio of -0.04. The chart below compares the historical Sharpe Ratios of LWCR.DE and IQQ0.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


LWCR.DEIQQ0.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.98

-0.04

+2.01

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.60

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.58

Sharpe Ratio (All Time)

Calculated using the full available price history

1.30

0.76

+0.53

Drawdowns

LWCR.DE vs. IQQ0.DE - Drawdown Comparison

The maximum LWCR.DE drawdown since its inception was -21.67%, smaller than the maximum IQQ0.DE drawdown of -28.65%. Use the drawdown chart below to compare losses from any high point for LWCR.DE and IQQ0.DE.


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Drawdown Indicators


LWCR.DEIQQ0.DEDifference

Max Drawdown

Largest peak-to-trough decline

-21.67%

-28.65%

+6.98%

Max Drawdown (1Y)

Largest decline over 1 year

-7.28%

-5.22%

-2.06%

Max Drawdown (3Y)

Largest decline over 3 years

-12.82%

Max Drawdown (5Y)

Largest decline over 5 years

-12.82%

Max Drawdown (10Y)

Largest decline over 10 years

-28.65%

Current Drawdown

Current decline from peak

-0.21%

-6.65%

+6.44%

Average Drawdown

Average peak-to-trough decline

-2.80%

-4.54%

+1.74%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.87%

2.44%

-0.57%

Volatility

LWCR.DE vs. IQQ0.DE - Volatility Comparison

Amundi MSCI World ESG Climate Net Zero Ambition CTB UCITS ETF Acc (LWCR.DE) and iShares Edge MSCI World Minimum Volatility UCITS ETF USD (Acc) (IQQ0.DE) have volatilities of 2.63% and 2.53%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LWCR.DEIQQ0.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.63%

2.53%

+0.10%

Volatility (6M)

Calculated over the trailing 6-month period

8.04%

5.36%

+2.68%

Volatility (1Y)

Calculated over the trailing 1-year period

11.52%

7.78%

+3.74%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.90%

10.08%

+3.82%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.90%

11.62%

+2.28%

LWCR.DE vs. IQQ0.DE - Expense Ratio Comparison

LWCR.DE has a 0.25% expense ratio, which is lower than IQQ0.DE's 0.30% expense ratio.


Dividends

LWCR.DE vs. IQQ0.DE - Dividend Comparison

Neither LWCR.DE nor IQQ0.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


LWCR.DE and IQQ0.DE have a correlation of 0.37, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, LWCR.DE is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.

LWCR.DE is cheaper with a 0.25% expense ratio, compared with 0.30% for IQQ0.DE.

LWCR.DE tracks MSCI World ESG Broad CTB Select, while IQQ0.DE tracks MSCI World Minimum Volatility. They also come from different issuers: Amundi and iShares. Their fees differ too: 0.25% for LWCR.DE and 0.30% for IQQ0.DE.

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