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

Performance

LWCR.DE vs. WEBG.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 Amundi Prime All Country World UCITS ETF Dist (WEBG.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 lower than WEBG.DE's 12.80% return.


LWCR.DE

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

WEBG.DE

1D
-0.23%
1M
3.70%
YTD
12.80%
6M
12.74%
1Y
26.64%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


Correlation

The correlation between LWCR.DE and WEBG.DE is 0.97 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


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

0.97

Correlation (All Time)
Calculated using the full available price history since Mar 18, 2024

0.97

The correlation between LWCR.DE and WEBG.DE has been stable across timeframes, ranging from 0.97 to 0.97 - a consistent structural relationship.

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Return for Risk

LWCR.DE vs. WEBG.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

WEBG.DE
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. WEBG.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 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.


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

-0.35

Sortino ratioReturn per unit of downside risk

-0.50

Omega ratioGain probability vs. loss probability

1.37

1.44

-0.07

Calmar ratioReturn relative to maximum drawdown

3.13

4.11

-0.98

Martin ratioReturn relative to average drawdown

12.17

16.53

-4.36

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

The current LWCR.DE Sharpe Ratio is 1.98, which is comparable to the WEBG.DE Sharpe Ratio of 2.33. The chart below compares the historical Sharpe Ratios of LWCR.DE and WEBG.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.DEWEBG.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.98

2.33

-0.35

Sharpe Ratio (All Time)

Calculated using the full available price history

1.30

1.24

+0.05

Drawdowns

LWCR.DE vs. WEBG.DE - Drawdown Comparison

The maximum LWCR.DE drawdown since its inception was -21.67%, roughly equal to the maximum WEBG.DE drawdown of -21.31%. Use the drawdown chart below to compare losses from any high point for LWCR.DE and WEBG.DE.


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Drawdown Indicators


LWCR.DEWEBG.DEDifference

Max Drawdown

Largest peak-to-trough decline

-21.67%

-21.31%

-0.36%

Max Drawdown (1Y)

Largest decline over 1 year

-7.28%

-6.50%

-0.78%

Current Drawdown

Current decline from peak

-0.21%

-0.63%

+0.42%

Average Drawdown

Average peak-to-trough decline

-2.80%

-2.81%

+0.01%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.87%

1.62%

+0.25%

Volatility

LWCR.DE vs. WEBG.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 Amundi Prime All Country World UCITS ETF Dist (WEBG.DE) has a volatility of 3.10%. This indicates that LWCR.DE experiences smaller price fluctuations and is considered to be less risky than WEBG.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.DEWEBG.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.63%

3.10%

-0.47%

Volatility (6M)

Calculated over the trailing 6-month period

8.04%

8.28%

-0.24%

Volatility (1Y)

Calculated over the trailing 1-year period

11.52%

11.48%

+0.04%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.90%

14.15%

-0.25%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.90%

14.15%

-0.25%

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

LWCR.DE has a 0.25% 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%.


Dividends

LWCR.DE vs. WEBG.DE - Dividend Comparison

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


Frequently Asked Questions


With a correlation of 0.97, LWCR.DE and WEBG.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

On fees, WEBG.DE is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.

WEBG.DE is cheaper with a 0.07% expense ratio, compared with 0.25% for LWCR.DE.

LWCR.DE tracks MSCI World ESG Broad CTB Select, while WEBG.DE tracks Solactive GBS Global Markets Large & Mid Cap Index. Their fees differ too: 0.25% for LWCR.DE and 0.07% for WEBG.DE.

Portfolio Optimizer

Find the right allocation for LWCR.DE and WEBG.DE

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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