MWOJ.DE vs. 36B6.DE
MWOJ.DE (Amundi MSCI USA ESG Leaders Extra UCITS ETF USD Acc) and 36B6.DE (iShares MSCI USA SRI UCITS ETF USD Dist) are both Large Cap Blend Equities funds - MWOJ.DE tracks the MSCI USA Select ESG Rating and Trend Leaders while 36B6.DE tracks the MSCI USA SRI Select Reduced Fossil Fuels. Both are passively managed. Over the past 3 years, MWOJ.DE returned 18.57%/yr vs 14.59%/yr for 36B6.DE. Their correlation of 0.87 suggests significant overlap in exposure. MWOJ.DE charges 0.10%/yr vs 0.20%/yr for 36B6.DE.
Performance
MWOJ.DE vs. 36B6.DE - Performance Comparison
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Returns By Period
In the year-to-date period, MWOJ.DE achieves a 9.96% return, which is significantly lower than 36B6.DE's 14.86% return.
MWOJ.DE
- 1D
- 0.72%
- 1M
- 3.96%
- YTD
- 9.96%
- 6M
- 10.02%
- 1Y
- 23.95%
- 3Y*
- 18.57%
- 5Y*
- —
- 10Y*
- —
36B6.DE
- 1D
- 0.12%
- 1M
- 4.77%
- YTD
- 14.86%
- 6M
- 14.34%
- 1Y
- 22.45%
- 3Y*
- 14.59%
- 5Y*
- 12.25%
- 10Y*
- —
MWOJ.DE vs. 36B6.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
MWOJ.DE Amundi MSCI USA ESG Leaders Extra UCITS ETF USD Acc | 9.96% | 4.55% | 31.40% | 25.52% | -6.87% |
36B6.DE iShares MSCI USA SRI UCITS ETF USD Dist | 14.86% | -0.74% | 20.34% | 20.20% | -7.57% |
Correlation
The correlation between MWOJ.DE and 36B6.DE is 0.86, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.86 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.89 |
Correlation (All Time) Calculated using the full available price history since Nov 23, 2022 | 0.87 |
The correlation between MWOJ.DE and 36B6.DE has been stable across timeframes, ranging from 0.86 to 0.89 - a consistent structural relationship.
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Return for Risk
MWOJ.DE vs. 36B6.DE — Risk / Return Rank
MWOJ.DE
36B6.DE
MWOJ.DE vs. 36B6.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Amundi MSCI USA ESG Leaders Extra UCITS ETF USD Acc (MWOJ.DE) and iShares MSCI USA SRI UCITS ETF USD Dist (36B6.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.
| MWOJ.DE | 36B6.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.80 | ||
| Sortino ratioReturn per unit of downside risk | -0.91 | ||
| Omega ratioGain probability vs. loss probability | 1.31 | 1.31 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | 1.20 | 3.10 | -1.90 |
| Martin ratioReturn relative to average drawdown | 2.31 | 10.29 | -7.98 |
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
| MWOJ.DE | 36B6.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.96 | 1.76 | -0.80 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.78 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.93 | 0.86 | +0.07 |
Drawdowns
MWOJ.DE vs. 36B6.DE - Drawdown Comparison
The maximum MWOJ.DE drawdown since its inception was -24.58%, smaller than the maximum 36B6.DE drawdown of -34.21%. Use the drawdown chart below to compare losses from any high point for MWOJ.DE and 36B6.DE.
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Drawdown Indicators
| MWOJ.DE | 36B6.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -24.58% | -34.21% | +9.63% |
Max Drawdown (1Y)Largest decline over 1 year | -20.06% | -7.21% | -12.85% |
Max Drawdown (3Y)Largest decline over 3 years | -24.58% | -23.75% | -0.83% |
Max Drawdown (5Y)Largest decline over 5 years | — | -23.75% | — |
Current DrawdownCurrent decline from peak | -4.53% | 0.00% | -4.53% |
Average DrawdownAverage peak-to-trough decline | -5.34% | -4.98% | -0.36% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 10.40% | 2.17% | +8.23% |
Volatility
MWOJ.DE vs. 36B6.DE - Volatility Comparison
The current volatility for Amundi MSCI USA ESG Leaders Extra UCITS ETF USD Acc (MWOJ.DE) is 3.32%, while iShares MSCI USA SRI UCITS ETF USD Dist (36B6.DE) has a volatility of 3.79%. This indicates that MWOJ.DE experiences smaller price fluctuations and is considered to be less risky than 36B6.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MWOJ.DE | 36B6.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.32% | 3.79% | -0.47% |
Volatility (6M)Calculated over the trailing 6-month period | 9.03% | 9.08% | -0.05% |
Volatility (1Y)Calculated over the trailing 1-year period | 25.12% | 12.71% | +12.41% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.34% | 15.45% | +3.89% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.34% | 17.54% | +1.80% |
MWOJ.DE vs. 36B6.DE - Expense Ratio Comparison
MWOJ.DE has a 0.10% expense ratio, which is lower than 36B6.DE's 0.20% 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%.
Dividends
MWOJ.DE vs. 36B6.DE - Dividend Comparison
MWOJ.DE has not paid dividends to shareholders, while 36B6.DE's dividend yield for the trailing twelve months is around 0.85%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
36B6.DE iShares MSCI USA SRI UCITS ETF USD Dist | 0.85% | 0.97% | 1.10% | 1.27% | 1.40% | 0.91% | 1.05% | 1.17% |
MWOJ.DE Amundi MSCI USA ESG Leaders Extra UCITS ETF USD Acc | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
MWOJ.DE and 36B6.DE have a correlation of 0.86, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, MWOJ.DE is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.
MWOJ.DE is cheaper with a 0.10% expense ratio, compared with 0.20% for 36B6.DE.
MWOJ.DE tracks MSCI USA Select ESG Rating and Trend Leaders, while 36B6.DE tracks MSCI USA SRI Select Reduced Fossil Fuels. They also come from different issuers: Amundi and iShares. Their fees differ too: 0.10% for MWOJ.DE and 0.20% for 36B6.DE.
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