PortfoliosLab logoPortfoliosLab logo
MWOE.DE vs. CEMF.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MWOE.DE vs. CEMF.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Amundi MSCI World UCITS ETF - USD Dist (MWOE.DE) and iShares $ Treasury Bond 7-10yr UCITS ETF EUR Hedged Acc (CEMF.DE). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, MWOE.DE achieves a 10.64% return, which is significantly higher than CEMF.DE's -1.42% return.


MWOE.DE

1D
-0.02%
1M
2.89%
YTD
10.64%
6M
12.21%
1Y
24.17%
3Y*
17.43%
5Y*
10Y*

CEMF.DE

1D
0.28%
1M
0.27%
YTD
-1.42%
6M
-0.94%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

MWOE.DE vs. CEMF.DE - Yearly Performance Comparison


Correlation

The correlation between MWOE.DE and CEMF.DE is 0.15, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (All Time)
Calculated using the full available price history since Jul 29, 2025

0.15

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

MWOE.DE vs. CEMF.DE — Risk / Return Rank

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

MWOE.DE
MWOE.DE Risk / Return Rank: 6969
Overall Rank
MWOE.DE Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
MWOE.DE Sortino Ratio Rank: 6565
Sortino Ratio Rank
MWOE.DE Omega Ratio Rank: 6767
Omega Ratio Rank
MWOE.DE Calmar Ratio Rank: 7171
Calmar Ratio Rank
MWOE.DE Martin Ratio Rank: 7474
Martin Ratio Rank

CEMF.DE

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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.

MWOE.DE vs. CEMF.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi MSCI World UCITS ETF - USD Dist (MWOE.DE) and iShares $ Treasury Bond 7-10yr UCITS ETF EUR Hedged Acc (CEMF.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


MWOE.DECEMF.DEDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.40

Calmar ratioReturn relative to maximum drawdown

3.49

Martin ratioReturn relative to average drawdown

13.79

MWOE.DE vs. CEMF.DE - Sharpe Ratio Comparison


Loading charts...

Drawdowns

MWOE.DE vs. CEMF.DE - Drawdown Comparison

The maximum MWOE.DE drawdown since its inception was -21.83%, which is greater than CEMF.DE's maximum drawdown of -4.45%. Use the drawdown chart below to compare losses from any high point for MWOE.DE and CEMF.DE.


Loading charts...

Drawdown Indicators


MWOE.DECEMF.DEDifference

Max Drawdown

Largest peak-to-trough decline

-21.83%

-4.45%

-17.38%

Max Drawdown (1Y)

Largest decline over 1 year

-6.74%

Max Drawdown (3Y)

Largest decline over 3 years

-21.83%

Current Drawdown

Current decline from peak

-0.33%

-2.97%

+2.64%

Average Drawdown

Average peak-to-trough decline

-3.61%

-1.19%

-2.42%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.71%

Volatility

MWOE.DE vs. CEMF.DE - Volatility Comparison


Loading charts...

Volatility by Period


MWOE.DECEMF.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.63%

Volatility (6M)

Calculated over the trailing 6-month period

7.67%

Volatility (1Y)

Calculated over the trailing 1-year period

11.08%

4.63%

+6.45%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.41%

4.63%

+8.78%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.41%

4.63%

+8.78%

MWOE.DE vs. CEMF.DE - Expense Ratio Comparison

MWOE.DE has a 0.12% expense ratio, which is higher than CEMF.DE's 0.10% 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

MWOE.DE vs. CEMF.DE - Dividend Comparison

MWOE.DE's dividend yield for the trailing twelve months is around 0.95%, while CEMF.DE has not paid dividends to shareholders.


PositionTTM202520242023
CEMF.DE
iShares $ Treasury Bond 7-10yr UCITS ETF EUR Hedged Acc
0.00%0.00%0.00%0.00%
MWOE.DE
Amundi MSCI World UCITS ETF - USD Dist
0.95%1.33%1.20%0.58%

Frequently Asked Questions


MWOE.DE and CEMF.DE have a correlation of 0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, CEMF.DE is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.

CEMF.DE is cheaper with a 0.10% expense ratio, compared with 0.12% for MWOE.DE.

MWOE.DE is categorized as Global Equities, while CEMF.DE is Government Bonds. MWOE.DE tracks MSCI World, while CEMF.DE tracks ICE US Treasury 7-10 Year (EUR Hedged) Index. They also come from different issuers: Amundi and iShares. Their fees differ too: 0.12% for MWOE.DE and 0.10% for CEMF.DE.

Portfolio Optimizer

Find the right allocation for MWOE.DE and CEMF.DE

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

Open Portfolio Optimizer