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MWOE.DE vs. FTWG.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MWOE.DE vs. FTWG.L - 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 Invesco FTSE All-World UCITS ETF USD Dist (FTWG.L). The values are adjusted to include any dividend payments, if applicable.

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MWOE.DE vs. FTWG.L - Yearly Performance Comparison


2026 (YTD)202520242023
MWOE.DE
Amundi MSCI World UCITS ETF - USD Dist
-1.53%7.87%25.72%7.53%
FTWG.L
Invesco FTSE All-World UCITS ETF USD Dist
-0.12%8.17%25.71%6.49%
Different Trading Currencies

MWOE.DE is traded in EUR, while FTWG.L is traded in GBp. To make them comparable, the FTWG.L values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, MWOE.DE achieves a -1.53% return, which is significantly lower than FTWG.L's -0.12% return.


MWOE.DE

1D
2.08%
1M
-3.12%
YTD
-1.53%
6M
1.89%
1Y
11.86%
3Y*
14.99%
5Y*
10Y*

FTWG.L

1D
2.53%
1M
-3.43%
YTD
-0.12%
6M
3.38%
1Y
13.66%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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MWOE.DE vs. FTWG.L - Expense Ratio Comparison

MWOE.DE has a 0.12% expense ratio, which is lower than FTWG.L's 0.15% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Return for Risk

MWOE.DE vs. FTWG.L — 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: 4343
Overall Rank
MWOE.DE Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
MWOE.DE Sortino Ratio Rank: 3535
Sortino Ratio Rank
MWOE.DE Omega Ratio Rank: 3838
Omega Ratio Rank
MWOE.DE Calmar Ratio Rank: 4848
Calmar Ratio Rank
MWOE.DE Martin Ratio Rank: 5656
Martin Ratio Rank

FTWG.L
FTWG.L Risk / Return Rank: 7676
Overall Rank
FTWG.L Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
FTWG.L Sortino Ratio Rank: 7070
Sortino Ratio Rank
FTWG.L Omega Ratio Rank: 7171
Omega Ratio Rank
FTWG.L Calmar Ratio Rank: 8484
Calmar Ratio Rank
FTWG.L Martin Ratio Rank: 8383
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.

MWOE.DE vs. FTWG.L - 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 Invesco FTSE All-World UCITS ETF USD Dist (FTWG.L). 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.


MWOE.DEFTWG.LDifference

Sharpe ratio

Return per unit of total volatility

0.74

0.89

-0.15

Sortino ratio

Return per unit of downside risk

1.08

1.25

-0.17

Omega ratio

Gain probability vs. loss probability

1.16

1.19

-0.03

Calmar ratio

Return relative to maximum drawdown

1.37

1.72

-0.34

Martin ratio

Return relative to average drawdown

5.97

6.96

-0.99

MWOE.DE vs. FTWG.L - Sharpe Ratio Comparison

The current MWOE.DE Sharpe Ratio is 0.74, which is comparable to the FTWG.L Sharpe Ratio of 0.89. The chart below compares the historical Sharpe Ratios of MWOE.DE and FTWG.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


MWOE.DEFTWG.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.74

0.89

-0.15

Sharpe Ratio (All Time)

Calculated using the full available price history

0.99

1.10

-0.11

Correlation

The correlation between MWOE.DE and FTWG.L is 0.91, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

MWOE.DE vs. FTWG.L - Dividend Comparison

MWOE.DE's dividend yield for the trailing twelve months is around 1.06%, less than FTWG.L's 1.37% yield.


TTM202520242023
MWOE.DE
Amundi MSCI World UCITS ETF - USD Dist
1.06%1.33%1.20%0.58%
FTWG.L
Invesco FTSE All-World UCITS ETF USD Dist
1.37%1.34%1.50%0.70%

Drawdowns

MWOE.DE vs. FTWG.L - Drawdown Comparison

The maximum MWOE.DE drawdown since its inception was -21.83%, which is greater than FTWG.L's maximum drawdown of -20.29%. Use the drawdown chart below to compare losses from any high point for MWOE.DE and FTWG.L.


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Drawdown Indicators


MWOE.DEFTWG.LDifference

Max Drawdown

Largest peak-to-trough decline

-21.83%

-17.78%

-4.05%

Max Drawdown (1Y)

Largest decline over 1 year

-13.26%

-10.16%

-3.10%

Current Drawdown

Current decline from peak

-4.24%

-4.05%

-0.19%

Average Drawdown

Average peak-to-trough decline

-3.75%

-2.06%

-1.69%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.02%

1.87%

+0.15%

Volatility

MWOE.DE vs. FTWG.L - Volatility Comparison

The current volatility for Amundi MSCI World UCITS ETF - USD Dist (MWOE.DE) is 4.34%, while Invesco FTSE All-World UCITS ETF USD Dist (FTWG.L) has a volatility of 4.74%. This indicates that MWOE.DE experiences smaller price fluctuations and is considered to be less risky than FTWG.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MWOE.DEFTWG.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.34%

4.74%

-0.40%

Volatility (6M)

Calculated over the trailing 6-month period

8.38%

8.49%

-0.11%

Volatility (1Y)

Calculated over the trailing 1-year period

16.03%

15.36%

+0.67%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.53%

12.95%

+0.58%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.53%

12.95%

+0.58%