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MWOJ.DE vs. BBUS.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MWOJ.DE vs. BBUS.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Amundi MSCI USA ESG Leaders Extra UCITS ETF USD Acc (MWOJ.DE) and JPMorgan BetaBuilders US Equity UCITS ETF (Acc) (BBUS.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, MWOJ.DE achieves a 9.96% return, which is significantly lower than BBUS.DE's 11.12% return.


MWOJ.DE

1D
0.72%
1M
3.96%
YTD
9.96%
6M
10.02%
1Y
23.95%
3Y*
18.57%
5Y*
10Y*

BBUS.DE

1D
-0.05%
1M
4.40%
YTD
11.12%
6M
10.48%
1Y
25.00%
3Y*
18.93%
5Y*
14.33%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

MWOJ.DE vs. BBUS.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022
MWOJ.DE
Amundi MSCI USA ESG Leaders Extra UCITS ETF USD Acc
9.96%4.55%31.40%25.52%-6.87%
BBUS.DE
JPMorgan BetaBuilders US Equity UCITS ETF (Acc)
11.12%4.72%32.23%23.40%-7.27%

Correlation

The correlation between MWOJ.DE and BBUS.DE is 0.93, 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

0.93

Correlation (3Y)
Calculated over the trailing 3-year period

0.96

Correlation (All Time)
Calculated using the full available price history since Nov 23, 2022

0.93

The correlation between MWOJ.DE and BBUS.DE has been stable across timeframes, ranging from 0.93 to 0.96 - a consistent structural relationship.

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Return for Risk

MWOJ.DE vs. BBUS.DE — Risk / Return Rank

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

MWOJ.DE
MWOJ.DE Risk / Return Rank: 3131
Overall Rank
MWOJ.DE Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
MWOJ.DE Sortino Ratio Rank: 2929
Sortino Ratio Rank
MWOJ.DE Omega Ratio Rank: 5151
Omega Ratio Rank
MWOJ.DE Calmar Ratio Rank: 2626
Calmar Ratio Rank
MWOJ.DE Martin Ratio Rank: 1919
Martin Ratio Rank

BBUS.DE
BBUS.DE Risk / Return Rank: 6666
Overall Rank
BBUS.DE Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
BBUS.DE Sortino Ratio Rank: 6464
Sortino Ratio Rank
BBUS.DE Omega Ratio Rank: 6868
Omega Ratio Rank
BBUS.DE Calmar Ratio Rank: 6969
Calmar Ratio Rank
BBUS.DE Martin Ratio Rank: 6666
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.

MWOJ.DE vs. BBUS.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 JPMorgan BetaBuilders US Equity UCITS ETF (Acc) (BBUS.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.DEBBUS.DEDifference
Sharpe ratioReturn per unit of total volatility

-1.19

Sortino ratioReturn per unit of downside risk

-1.34

Omega ratioGain probability vs. loss probability

1.31

1.40

-0.09

Calmar ratioReturn relative to maximum drawdown

1.20

3.38

-2.18

Martin ratioReturn relative to average drawdown

2.31

11.81

-9.49

MWOJ.DE vs. BBUS.DE - Sharpe Ratio Comparison

The current MWOJ.DE Sharpe Ratio is 0.96, which is lower than the BBUS.DE Sharpe Ratio of 2.14. The chart below compares the historical Sharpe Ratios of MWOJ.DE and BBUS.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


MWOJ.DEBBUS.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.96

2.14

-1.19

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.92

Sharpe Ratio (All Time)

Calculated using the full available price history

0.93

0.88

+0.04

Drawdowns

MWOJ.DE vs. BBUS.DE - Drawdown Comparison

The maximum MWOJ.DE drawdown since its inception was -24.58%, smaller than the maximum BBUS.DE drawdown of -34.09%. Use the drawdown chart below to compare losses from any high point for MWOJ.DE and BBUS.DE.


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Drawdown Indicators


MWOJ.DEBBUS.DEDifference

Max Drawdown

Largest peak-to-trough decline

-24.58%

-34.09%

+9.51%

Max Drawdown (1Y)

Largest decline over 1 year

-20.06%

-7.38%

-12.68%

Max Drawdown (3Y)

Largest decline over 3 years

-24.58%

-23.46%

-1.12%

Max Drawdown (5Y)

Largest decline over 5 years

-23.46%

Current Drawdown

Current decline from peak

-4.53%

-0.37%

-4.16%

Average Drawdown

Average peak-to-trough decline

-5.34%

-4.79%

-0.55%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.40%

2.12%

+8.28%

Volatility

MWOJ.DE vs. BBUS.DE - Volatility Comparison

Amundi MSCI USA ESG Leaders Extra UCITS ETF USD Acc (MWOJ.DE) has a higher volatility of 3.32% compared to JPMorgan BetaBuilders US Equity UCITS ETF (Acc) (BBUS.DE) at 2.68%. This indicates that MWOJ.DE's price experiences larger fluctuations and is considered to be riskier than BBUS.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.DEBBUS.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.32%

2.68%

+0.64%

Volatility (6M)

Calculated over the trailing 6-month period

9.03%

7.68%

+1.35%

Volatility (1Y)

Calculated over the trailing 1-year period

25.12%

11.64%

+13.48%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.34%

15.34%

+4.00%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.34%

17.18%

+2.16%

MWOJ.DE vs. BBUS.DE - Expense Ratio Comparison

MWOJ.DE has a 0.10% expense ratio, which is higher than BBUS.DE's 0.05% 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

MWOJ.DE vs. BBUS.DE - Dividend Comparison

Neither MWOJ.DE nor BBUS.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 0.93, MWOJ.DE and BBUS.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

On fees, BBUS.DE is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.

BBUS.DE is cheaper with a 0.05% expense ratio, compared with 0.10% for MWOJ.DE.

MWOJ.DE tracks MSCI USA Select ESG Rating and Trend Leaders, while BBUS.DE tracks Morningstar US Target Market Exposure. They also come from different issuers: Amundi and JPMorgan. Their fees differ too: 0.10% for MWOJ.DE and 0.05% for BBUS.DE.

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