MWOJ.DE vs. FLXU.DE
MWOJ.DE (Amundi MSCI USA ESG Leaders Extra UCITS ETF USD Acc) and FLXU.DE (Franklin U.S. Equity UCITS ETF) are both Large Cap Blend Equities funds - MWOJ.DE tracks the MSCI USA Select ESG Rating and Trend Leaders while FLXU.DE tracks the Russell 1000 TR USD. Both are passively managed. Over the past 3 years, MWOJ.DE returned 18.57%/yr vs 15.56%/yr for FLXU.DE. A 0.79 correlation means they provide meaningful diversification when combined. MWOJ.DE charges 0.10%/yr vs 0.25%/yr for FLXU.DE.
Performance
MWOJ.DE vs. FLXU.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 FLXU.DE's 12.87% return.
MWOJ.DE
- 1D
- 0.72%
- 1M
- 3.96%
- YTD
- 9.96%
- 6M
- 10.02%
- 1Y
- 23.95%
- 3Y*
- 18.57%
- 5Y*
- —
- 10Y*
- —
FLXU.DE
- 1D
- -0.15%
- 1M
- 4.09%
- YTD
- 12.87%
- 6M
- 12.35%
- 1Y
- 26.95%
- 3Y*
- 15.56%
- 5Y*
- 13.12%
- 10Y*
- —
MWOJ.DE vs. FLXU.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% |
FLXU.DE Franklin U.S. Equity UCITS ETF | 12.87% | 8.49% | 16.79% | 11.05% | -6.52% |
Correlation
The correlation between MWOJ.DE and FLXU.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 | 0.81 |
Correlation (All Time) Calculated using the full available price history since Nov 23, 2022 | 0.79 |
The correlation between MWOJ.DE and FLXU.DE has been stable across timeframes, ranging from 0.79 to 0.86 - a consistent structural relationship.
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Return for Risk
MWOJ.DE vs. FLXU.DE — Risk / Return Rank
MWOJ.DE
FLXU.DE
MWOJ.DE vs. FLXU.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 Franklin U.S. Equity UCITS ETF (FLXU.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 | FLXU.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.28 | ||
| Sortino ratioReturn per unit of downside risk | -1.59 | ||
| Omega ratioGain probability vs. loss probability | 1.31 | 1.41 | -0.10 |
| Calmar ratioReturn relative to maximum drawdown | 1.20 | 4.70 | -3.50 |
| Martin ratioReturn relative to average drawdown | 2.31 | 17.09 | -14.78 |
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 | FLXU.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.96 | 2.23 | -1.28 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.94 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.93 | 0.90 | +0.03 |
Drawdowns
MWOJ.DE vs. FLXU.DE - Drawdown Comparison
The maximum MWOJ.DE drawdown since its inception was -24.58%, smaller than the maximum FLXU.DE drawdown of -32.92%. Use the drawdown chart below to compare losses from any high point for MWOJ.DE and FLXU.DE.
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Drawdown Indicators
| MWOJ.DE | FLXU.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -24.58% | -32.92% | +8.34% |
Max Drawdown (1Y)Largest decline over 1 year | -20.06% | -5.76% | -14.30% |
Max Drawdown (3Y)Largest decline over 3 years | -24.58% | -23.04% | -1.54% |
Max Drawdown (5Y)Largest decline over 5 years | — | -23.04% | — |
Current DrawdownCurrent decline from peak | -4.53% | -0.15% | -4.38% |
Average DrawdownAverage peak-to-trough decline | -5.34% | -3.92% | -1.42% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 10.40% | 1.59% | +8.81% |
Volatility
MWOJ.DE vs. FLXU.DE - Volatility Comparison
Amundi MSCI USA ESG Leaders Extra UCITS ETF USD Acc (MWOJ.DE) and Franklin U.S. Equity UCITS ETF (FLXU.DE) have volatilities of 3.32% and 3.43%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MWOJ.DE | FLXU.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.32% | 3.43% | -0.11% |
Volatility (6M)Calculated over the trailing 6-month period | 9.03% | 8.59% | +0.44% |
Volatility (1Y)Calculated over the trailing 1-year period | 25.12% | 12.12% | +13.00% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.34% | 13.86% | +5.48% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.34% | 15.48% | +3.86% |
MWOJ.DE vs. FLXU.DE - Expense Ratio Comparison
MWOJ.DE has a 0.10% expense ratio, which is lower than FLXU.DE's 0.25% 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. FLXU.DE - Dividend Comparison
Neither MWOJ.DE nor FLXU.DE has paid dividends to shareholders.
Frequently Asked Questions
MWOJ.DE and FLXU.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 0.25% for FLXU.DE.
MWOJ.DE tracks MSCI USA Select ESG Rating and Trend Leaders, while FLXU.DE tracks Russell 1000 TR USD. They also come from different issuers: Amundi and Franklin Templeton. Their fees differ too: 0.10% for MWOJ.DE and 0.25% for FLXU.DE.
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