MJMT.DE vs. WEBN.DE
MJMT.DE (Amundi MSCI Europe Momentum Factor UCITS ETF EUR) and WEBN.DE (Amundi Prime All Country World UCITS ETF Acc EUR) are both exchange-traded funds - MJMT.DE is a Momentum fund tracking the MSCI Europe Momentum Index, while WEBN.DE is a Global Equities fund tracking the Solactive GBS Global Markets Large & Mid Cap Index. Both are passively managed. Over the past year, MJMT.DE returned 17.13% vs 26.67% for WEBN.DE. A 0.66 correlation means they provide meaningful diversification when combined. MJMT.DE charges 0.23%/yr vs 0.07%/yr for WEBN.DE.
Performance
MJMT.DE vs. WEBN.DE - Performance Comparison
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Returns By Period
In the year-to-date period, MJMT.DE achieves a 8.02% return, which is significantly lower than WEBN.DE's 12.37% return.
MJMT.DE
- 1D
- 0.03%
- 1M
- 1.15%
- YTD
- 8.02%
- 6M
- 12.09%
- 1Y
- 17.13%
- 3Y*
- 20.41%
- 5Y*
- 11.41%
- 10Y*
- —
WEBN.DE
- 1D
- -0.24%
- 1M
- 3.63%
- YTD
- 12.37%
- 6M
- 12.73%
- 1Y
- 26.67%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
MJMT.DE vs. WEBN.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
MJMT.DE Amundi MSCI Europe Momentum Factor UCITS ETF EUR | 8.02% | 27.24% | 2.64% |
WEBN.DE Amundi Prime All Country World UCITS ETF Acc EUR | 12.37% | 9.70% | 8.26% |
Correlation
The correlation between MJMT.DE and WEBN.DE is 0.60, 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 | 0.60 |
Correlation (All Time) Calculated using the full available price history since Jun 27, 2024 | 0.66 |
The correlation between MJMT.DE and WEBN.DE has been stable across timeframes, ranging from 0.60 to 0.66 - a consistent structural relationship.
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Return for Risk
MJMT.DE vs. WEBN.DE — Risk / Return Rank
MJMT.DE
WEBN.DE
MJMT.DE vs. WEBN.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Amundi MSCI Europe Momentum Factor UCITS ETF EUR (MJMT.DE) and Amundi Prime All Country World UCITS ETF Acc EUR (WEBN.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.
| MJMT.DE | WEBN.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.24 | ||
| Sortino ratioReturn per unit of downside risk | -1.58 | ||
| Omega ratioGain probability vs. loss probability | 1.19 | 1.41 | -0.22 |
| Calmar ratioReturn relative to maximum drawdown | 1.51 | 4.03 | -2.52 |
| Martin ratioReturn relative to average drawdown | 5.64 | 16.67 | -11.03 |
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
| MJMT.DE | WEBN.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.03 | 2.28 | -1.24 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.69 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.70 | 1.08 | -0.37 |
Drawdowns
MJMT.DE vs. WEBN.DE - Drawdown Comparison
The maximum MJMT.DE drawdown since its inception was -31.35%, which is greater than WEBN.DE's maximum drawdown of -21.22%. Use the drawdown chart below to compare losses from any high point for MJMT.DE and WEBN.DE.
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Drawdown Indicators
| MJMT.DE | WEBN.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -31.35% | -21.22% | -10.13% |
Max Drawdown (1Y)Largest decline over 1 year | -11.56% | -6.63% | -4.93% |
Max Drawdown (3Y)Largest decline over 3 years | -15.62% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -23.84% | — | — |
Current DrawdownCurrent decline from peak | -1.36% | -0.65% | -0.71% |
Average DrawdownAverage peak-to-trough decline | -5.33% | -3.11% | -2.22% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.10% | 1.61% | +1.49% |
Volatility
MJMT.DE vs. WEBN.DE - Volatility Comparison
Amundi MSCI Europe Momentum Factor UCITS ETF EUR (MJMT.DE) has a higher volatility of 4.49% compared to Amundi Prime All Country World UCITS ETF Acc EUR (WEBN.DE) at 3.05%. This indicates that MJMT.DE's price experiences larger fluctuations and is considered to be riskier than WEBN.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MJMT.DE | WEBN.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.49% | 3.05% | +1.44% |
Volatility (6M)Calculated over the trailing 6-month period | 14.45% | 8.43% | +6.02% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.95% | 11.74% | +5.21% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.32% | 14.90% | +1.42% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.24% | 14.90% | +1.34% |
MJMT.DE vs. WEBN.DE - Expense Ratio Comparison
MJMT.DE has a 0.23% expense ratio, which is higher than WEBN.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
MJMT.DE vs. WEBN.DE - Dividend Comparison
Neither MJMT.DE nor WEBN.DE has paid dividends to shareholders.
Frequently Asked Questions
MJMT.DE and WEBN.DE have a correlation of 0.60, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, WEBN.DE is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.
WEBN.DE is cheaper with a 0.07% expense ratio, compared with 0.23% for MJMT.DE.
MJMT.DE is categorized as Momentum, while WEBN.DE is Global Equities. MJMT.DE tracks MSCI Europe Momentum Index, while WEBN.DE tracks Solactive GBS Global Markets Large & Mid Cap Index. Their fees differ too: 0.23% for MJMT.DE and 0.07% for WEBN.DE.
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