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

Performance

MWOE.DE vs. YCSH.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 € Cash UCITS ETF EUR Acc (YCSH.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, MWOE.DE achieves a 10.64% return, which is significantly higher than YCSH.DE's 0.84% return.


MWOE.DE

1D
-0.02%
1M
3.66%
YTD
10.64%
6M
10.70%
1Y
23.42%
3Y*
17.43%
5Y*
10Y*

YCSH.DE

1D
0.01%
1M
0.17%
YTD
0.84%
6M
0.99%
1Y
1.97%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)20252024
MWOE.DE
Amundi MSCI World UCITS ETF - USD Dist
10.64%7.87%-0.30%
YCSH.DE
iShares € Cash UCITS ETF EUR Acc
0.84%2.26%0.27%

Correlation

The correlation between MWOE.DE and YCSH.DE is -0.03, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

-0.03

Correlation (All Time)
Calculated using the full available price history since Nov 28, 2024

0.02

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Return for Risk

MWOE.DE vs. YCSH.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

YCSH.DE
YCSH.DE Risk / Return Rank: 100100
Overall Rank
YCSH.DE Sharpe Ratio Rank: 100100
Sharpe Ratio Rank
YCSH.DE Sortino Ratio Rank: 100100
Sortino Ratio Rank
YCSH.DE Omega Ratio Rank: 100100
Omega Ratio Rank
YCSH.DE Calmar Ratio Rank: 100100
Calmar Ratio Rank
YCSH.DE Martin Ratio Rank: 100100
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. YCSH.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 € Cash UCITS ETF EUR Acc (YCSH.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.DEYCSH.DEDifference
Sharpe ratioReturn per unit of total volatility

-15.29

Sortino ratioReturn per unit of downside risk

-45.15

Omega ratioGain probability vs. loss probability

1.40

13.76

-12.37

Calmar ratioReturn relative to maximum drawdown

3.49

87.60

-84.10

Martin ratioReturn relative to average drawdown

13.79

771.43

-757.64

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

The current MWOE.DE Sharpe Ratio is 2.12, which is lower than the YCSH.DE Sharpe Ratio of 17.42. The chart below compares the historical Sharpe Ratios of MWOE.DE and YCSH.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


MWOE.DEYCSH.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.12

17.42

-15.29

Sharpe Ratio (All Time)

Calculated using the full available price history

1.21

11.33

-10.13

Drawdowns

MWOE.DE vs. YCSH.DE - Drawdown Comparison

The maximum MWOE.DE drawdown since its inception was -21.83%, which is greater than YCSH.DE's maximum drawdown of -0.07%. Use the drawdown chart below to compare losses from any high point for MWOE.DE and YCSH.DE.


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Drawdown Indicators


MWOE.DEYCSH.DEDifference

Max Drawdown

Largest peak-to-trough decline

-21.83%

-0.07%

-21.76%

Max Drawdown (1Y)

Largest decline over 1 year

-6.74%

-0.02%

-6.72%

Max Drawdown (3Y)

Largest decline over 3 years

-21.83%

Current Drawdown

Current decline from peak

-0.33%

0.00%

-0.33%

Average Drawdown

Average peak-to-trough decline

-3.61%

-0.00%

-3.61%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.71%

0.00%

+1.71%

Volatility

MWOE.DE vs. YCSH.DE - Volatility Comparison

Amundi MSCI World UCITS ETF - USD Dist (MWOE.DE) has a higher volatility of 2.63% compared to iShares € Cash UCITS ETF EUR Acc (YCSH.DE) at 0.04%. This indicates that MWOE.DE's price experiences larger fluctuations and is considered to be riskier than YCSH.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.DEYCSH.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.63%

0.04%

+2.59%

Volatility (6M)

Calculated over the trailing 6-month period

7.67%

0.09%

+7.58%

Volatility (1Y)

Calculated over the trailing 1-year period

11.08%

0.11%

+10.97%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.41%

0.20%

+13.21%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.41%

0.20%

+13.21%

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

MWOE.DE has a 0.12% expense ratio, which is higher than YCSH.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. YCSH.DE - Dividend Comparison

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


PositionTTM202520242023
MWOE.DE
Amundi MSCI World UCITS ETF - USD Dist
0.95%1.33%1.20%0.58%
YCSH.DE
iShares € Cash UCITS ETF EUR Acc
0.00%0.00%0.00%0.00%

Frequently Asked Questions


MWOE.DE and YCSH.DE have a correlation of -0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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

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

MWOE.DE is categorized as Global Equities, while YCSH.DE is Money Market. They also come from different issuers: Amundi and iShares. Their fees differ too: 0.12% for MWOE.DE and 0.10% for YCSH.DE.

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