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MWOE.DE vs. VWCE.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MWOE.DE vs. VWCE.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 Vanguard FTSE All-World UCITS ETF (VWCE.DE). The values are adjusted to include any dividend payments, if applicable.

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


2026 (YTD)2025202420232022
MWOE.DE
Amundi MSCI World UCITS ETF - USD Dist
-1.51%7.87%25.72%19.87%0.54%
VWCE.DE
Vanguard FTSE All-World UCITS ETF
-0.47%9.16%24.41%18.18%-0.48%

Returns By Period

In the year-to-date period, MWOE.DE achieves a -1.51% return, which is significantly lower than VWCE.DE's -0.47% return.


MWOE.DE

1D
0.02%
1M
-1.96%
YTD
-1.51%
6M
1.55%
1Y
12.11%
3Y*
14.89%
5Y*
10Y*

VWCE.DE

1D
-0.11%
1M
-1.99%
YTD
-0.47%
6M
2.61%
1Y
13.70%
3Y*
14.86%
5Y*
9.97%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

MWOE.DE has a 0.12% expense ratio, which is lower than VWCE.DE's 0.22% 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. VWCE.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: 5353
Overall Rank
MWOE.DE Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
MWOE.DE Sortino Ratio Rank: 3434
Sortino Ratio Rank
MWOE.DE Omega Ratio Rank: 3838
Omega Ratio Rank
MWOE.DE Calmar Ratio Rank: 7979
Calmar Ratio Rank
MWOE.DE Martin Ratio Rank: 7979
Martin Ratio Rank

VWCE.DE
VWCE.DE Risk / Return Rank: 6060
Overall Rank
VWCE.DE Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
VWCE.DE Sortino Ratio Rank: 4040
Sortino Ratio Rank
VWCE.DE Omega Ratio Rank: 4444
Omega Ratio Rank
VWCE.DE Calmar Ratio Rank: 8585
Calmar Ratio Rank
VWCE.DE Martin Ratio Rank: 8787
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. VWCE.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 Vanguard FTSE All-World UCITS ETF (VWCE.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.


MWOE.DEVWCE.DEDifference

Sharpe ratio

Return per unit of total volatility

0.75

0.86

-0.11

Sortino ratio

Return per unit of downside risk

1.09

1.23

-0.14

Omega ratio

Gain probability vs. loss probability

1.17

1.19

-0.02

Calmar ratio

Return relative to maximum drawdown

2.66

2.95

-0.30

Martin ratio

Return relative to average drawdown

10.09

11.73

-1.64

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

The current MWOE.DE Sharpe Ratio is 0.75, which is comparable to the VWCE.DE Sharpe Ratio of 0.86. The chart below compares the historical Sharpe Ratios of MWOE.DE and VWCE.DE, 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.DEVWCE.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.75

0.86

-0.11

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.72

Sharpe Ratio (All Time)

Calculated using the full available price history

0.99

0.68

+0.31

Correlation

The correlation between MWOE.DE and VWCE.DE is 0.98, 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. VWCE.DE - Dividend Comparison

MWOE.DE's dividend yield for the trailing twelve months is around 1.06%, while VWCE.DE has not paid dividends to shareholders.


TTM202520242023
MWOE.DE
Amundi MSCI World UCITS ETF - USD Dist
1.06%1.33%1.20%0.58%
VWCE.DE
Vanguard FTSE All-World UCITS ETF
0.00%0.00%0.00%0.00%

Drawdowns

MWOE.DE vs. VWCE.DE - Drawdown Comparison

The maximum MWOE.DE drawdown since its inception was -21.83%, smaller than the maximum VWCE.DE drawdown of -33.43%. Use the drawdown chart below to compare losses from any high point for MWOE.DE and VWCE.DE.


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Drawdown Indicators


MWOE.DEVWCE.DEDifference

Max Drawdown

Largest peak-to-trough decline

-21.83%

-33.43%

+11.60%

Max Drawdown (1Y)

Largest decline over 1 year

-8.79%

-8.90%

+0.11%

Max Drawdown (5Y)

Largest decline over 5 years

-21.07%

Current Drawdown

Current decline from peak

-4.22%

-4.06%

-0.16%

Average Drawdown

Average peak-to-trough decline

-3.75%

-4.80%

+1.05%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.77%

1.65%

+0.12%

Volatility

MWOE.DE vs. VWCE.DE - Volatility Comparison

The current volatility for Amundi MSCI World UCITS ETF - USD Dist (MWOE.DE) is 4.17%, while Vanguard FTSE All-World UCITS ETF (VWCE.DE) has a volatility of 4.40%. This indicates that MWOE.DE experiences smaller price fluctuations and is considered to be less risky than VWCE.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MWOE.DEVWCE.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.17%

4.40%

-0.23%

Volatility (6M)

Calculated over the trailing 6-month period

8.35%

8.53%

-0.18%

Volatility (1Y)

Calculated over the trailing 1-year period

15.98%

15.78%

+0.20%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.52%

13.72%

-0.20%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.52%

16.25%

-2.73%