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

Performance

MWOJ.DE vs. LCUS.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 Lyxor Core US Equity (DR) UCITS ETF - Dist (LCUS.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


MWOJ.DE

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

LCUS.DE

1D
1M
YTD
6M
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

MWOJ.DE vs. LCUS.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%
LCUS.DE
Lyxor Core US Equity (DR) UCITS ETF - Dist
0.00%3.40%32.87%22.96%-7.44%

Correlation

The correlation between MWOJ.DE and LCUS.DE is 0.66, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.63

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

0.66

The correlation between MWOJ.DE and LCUS.DE has been stable across timeframes, ranging from 0.63 to 0.66 - a consistent structural relationship.

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Return for Risk

MWOJ.DE vs. LCUS.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

LCUS.DE
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. LCUS.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 Lyxor Core US Equity (DR) UCITS ETF - Dist (LCUS.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.DELCUS.DEDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.31

Calmar ratioReturn relative to maximum drawdown

1.20

Martin ratioReturn relative to average drawdown

2.31

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


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Sharpe Ratios by Period


MWOJ.DELCUS.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.96

Sharpe Ratio (All Time)

Calculated using the full available price history

0.93

Drawdowns

MWOJ.DE vs. LCUS.DE - Drawdown Comparison


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Drawdown Indicators


MWOJ.DELCUS.DEDifference

Max Drawdown

Largest peak-to-trough decline

-24.58%

Max Drawdown (1Y)

Largest decline over 1 year

-20.06%

Max Drawdown (3Y)

Largest decline over 3 years

-24.58%

Current Drawdown

Current decline from peak

-4.53%

Average Drawdown

Average peak-to-trough decline

-5.34%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.40%

Volatility

MWOJ.DE vs. LCUS.DE - Volatility Comparison


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Volatility by Period


MWOJ.DELCUS.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.32%

Volatility (6M)

Calculated over the trailing 6-month period

9.03%

Volatility (1Y)

Calculated over the trailing 1-year period

25.12%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.34%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.34%

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

MWOJ.DE has a 0.10% expense ratio, which is higher than LCUS.DE's 0.04% 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. LCUS.DE - Dividend Comparison

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


PositionTTM20252024202320222021202020192018
LCUS.DE
Lyxor Core US Equity (DR) UCITS ETF - Dist
0.00%0.00%0.84%0.78%2.27%1.12%1.52%1.10%1.30%
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%0.00%

Frequently Asked Questions


MWOJ.DE and LCUS.DE have a correlation of 0.66, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, LCUS.DE is cheaper at 0.04% per year. The better choice depends on whether you care most about return, fees, risk, or income.

LCUS.DE is cheaper with a 0.04% expense ratio, compared with 0.10% for MWOJ.DE.

MWOJ.DE tracks MSCI USA Select ESG Rating and Trend Leaders, while LCUS.DE tracks Russell 1000 TR USD. Their fees differ too: 0.10% for MWOJ.DE and 0.04% for LCUS.DE.

Portfolio Optimizer

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