LWCR.DE vs. IS3S.DE
LWCR.DE (Amundi MSCI World ESG Climate Net Zero Ambition CTB UCITS ETF Acc) and IS3S.DE (iShares Edge MSCI World Value Factor UCITS ETF) are both Global Equities funds - LWCR.DE tracks the MSCI World ESG Broad CTB Select while IS3S.DE tracks the MSCI World Enhanced Value. Both are passively managed. Over the past year, LWCR.DE returned 22.75% vs 63.38% for IS3S.DE. A 0.77 correlation means they provide meaningful diversification when combined. LWCR.DE charges 0.25%/yr vs 0.30%/yr for IS3S.DE.
Performance
LWCR.DE vs. IS3S.DE - Performance Comparison
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Returns By Period
In the year-to-date period, LWCR.DE achieves a 10.62% return, which is significantly lower than IS3S.DE's 35.27% return.
LWCR.DE
- 1D
- 0.16%
- 1M
- 3.86%
- YTD
- 10.62%
- 6M
- 10.78%
- 1Y
- 22.75%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
IS3S.DE
- 1D
- -0.83%
- 1M
- 11.04%
- YTD
- 35.27%
- 6M
- 38.20%
- 1Y
- 63.38%
- 3Y*
- 26.82%
- 5Y*
- 17.35%
- 10Y*
- 12.60%
LWCR.DE vs. IS3S.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
LWCR.DE Amundi MSCI World ESG Climate Net Zero Ambition CTB UCITS ETF Acc | 10.62% | 6.71% | 25.11% | 2.33% |
IS3S.DE iShares Edge MSCI World Value Factor UCITS ETF | 35.27% | 25.13% | 11.36% | 2.22% |
Correlation
The correlation between LWCR.DE and IS3S.DE is 0.78, 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 | 0.78 |
Correlation (All Time) Calculated using the full available price history since Dec 7, 2023 | 0.77 |
The correlation between LWCR.DE and IS3S.DE has been stable across timeframes, ranging from 0.77 to 0.78 - a consistent structural relationship.
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Return for Risk
LWCR.DE vs. IS3S.DE — Risk / Return Rank
LWCR.DE
IS3S.DE
LWCR.DE vs. IS3S.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 Value Factor UCITS ETF (IS3S.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.DE | IS3S.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.56 | ||
| Sortino ratioReturn per unit of downside risk | -3.37 | ||
| Omega ratioGain probability vs. loss probability | 1.37 | 1.83 | -0.46 |
| Calmar ratioReturn relative to maximum drawdown | 3.13 | 10.36 | -7.23 |
| Martin ratioReturn relative to average drawdown | 12.17 | 39.01 | -26.83 |
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
| LWCR.DE | IS3S.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.98 | 4.53 | -2.56 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 1.24 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.79 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.30 | 0.68 | +0.61 |
Drawdowns
LWCR.DE vs. IS3S.DE - Drawdown Comparison
The maximum LWCR.DE drawdown since its inception was -21.67%, smaller than the maximum IS3S.DE drawdown of -35.18%. Use the drawdown chart below to compare losses from any high point for LWCR.DE and IS3S.DE.
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Drawdown Indicators
| LWCR.DE | IS3S.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -21.67% | -35.18% | +13.51% |
Max Drawdown (1Y)Largest decline over 1 year | -7.28% | -6.09% | -1.19% |
Max Drawdown (3Y)Largest decline over 3 years | — | -17.80% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -17.80% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -35.18% | — |
Current DrawdownCurrent decline from peak | -0.21% | -0.83% | +0.62% |
Average DrawdownAverage peak-to-trough decline | -2.80% | -5.82% | +3.02% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.87% | 1.62% | +0.25% |
Volatility
LWCR.DE vs. IS3S.DE - Volatility Comparison
The current volatility for Amundi MSCI World ESG Climate Net Zero Ambition CTB UCITS ETF Acc (LWCR.DE) is 2.63%, while iShares Edge MSCI World Value Factor UCITS ETF (IS3S.DE) has a volatility of 5.62%. This indicates that LWCR.DE experiences smaller price fluctuations and is considered to be less risky than IS3S.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| LWCR.DE | IS3S.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.63% | 5.62% | -2.99% |
Volatility (6M)Calculated over the trailing 6-month period | 8.04% | 11.32% | -3.28% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.52% | 13.93% | -2.41% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.90% | 13.85% | +0.05% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.90% | 15.76% | -1.86% |
LWCR.DE vs. IS3S.DE - Expense Ratio Comparison
LWCR.DE has a 0.25% expense ratio, which is lower than IS3S.DE's 0.30% expense ratio.
Dividends
LWCR.DE vs. IS3S.DE - Dividend Comparison
Neither LWCR.DE nor IS3S.DE has paid dividends to shareholders.
Frequently Asked Questions
LWCR.DE and IS3S.DE have a correlation of 0.78, 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 IS3S.DE.
LWCR.DE tracks MSCI World ESG Broad CTB Select, while IS3S.DE tracks MSCI World Enhanced Value. They also come from different issuers: Amundi and iShares. Their fees differ too: 0.25% for LWCR.DE and 0.30% for IS3S.DE.
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