MWOJ.DE vs. USCP.DE
MWOJ.DE (Amundi MSCI USA ESG Leaders Extra UCITS ETF USD Acc) and USCP.DE (Ossiam Shiller Barclays CAPE® US Sector Value TR UCITS ETF (EUR)) are both Large Cap Blend Equities funds - MWOJ.DE tracks the MSCI USA Select ESG Rating and Trend Leaders while USCP.DE tracks the Shiller Barclays CAPE® US Sector Value. Both are passively managed. Over the past 3 years, MWOJ.DE returned 18.57%/yr vs 9.33%/yr for USCP.DE. A 0.72 correlation means they provide meaningful diversification when combined. MWOJ.DE charges 0.10%/yr vs 0.65%/yr for USCP.DE.
Performance
MWOJ.DE vs. USCP.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 higher than USCP.DE's 1.13% return.
MWOJ.DE
- 1D
- 0.72%
- 1M
- 3.96%
- YTD
- 9.96%
- 6M
- 10.02%
- 1Y
- 23.95%
- 3Y*
- 18.57%
- 5Y*
- —
- 10Y*
- —
USCP.DE
- 1D
- 1.28%
- 1M
- -0.01%
- YTD
- 1.13%
- 6M
- 1.02%
- 1Y
- 5.41%
- 3Y*
- 9.33%
- 5Y*
- 9.75%
- 10Y*
- 13.23%
MWOJ.DE vs. USCP.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% |
USCP.DE Ossiam Shiller Barclays CAPE® US Sector Value TR UCITS ETF (EUR) | 1.13% | -3.26% | 22.70% | 25.56% | -8.97% |
Correlation
The correlation between MWOJ.DE and USCP.DE is 0.54, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.54 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.71 |
Correlation (All Time) Calculated using the full available price history since Nov 23, 2022 | 0.72 |
The correlation between MWOJ.DE and USCP.DE shifts across timeframes, from 0.54 (1 year) to 0.72 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
MWOJ.DE vs. USCP.DE — Risk / Return Rank
MWOJ.DE
USCP.DE
MWOJ.DE vs. USCP.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 Ossiam Shiller Barclays CAPE® US Sector Value TR UCITS ETF (EUR) (USCP.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 | USCP.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.45 | ||
| Sortino ratioReturn per unit of downside risk | +0.82 | ||
| Omega ratioGain probability vs. loss probability | 1.31 | 1.09 | +0.22 |
| Calmar ratioReturn relative to maximum drawdown | 1.20 | 0.72 | +0.47 |
| Martin ratioReturn relative to average drawdown | 2.31 | 2.18 | +0.13 |
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 | USCP.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.96 | 0.51 | +0.45 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.67 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.82 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.93 | 0.74 | +0.19 |
Drawdowns
MWOJ.DE vs. USCP.DE - Drawdown Comparison
The maximum MWOJ.DE drawdown since its inception was -24.58%, smaller than the maximum USCP.DE drawdown of -34.80%. Use the drawdown chart below to compare losses from any high point for MWOJ.DE and USCP.DE.
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Drawdown Indicators
| MWOJ.DE | USCP.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -24.58% | -34.80% | +10.22% |
Max Drawdown (1Y)Largest decline over 1 year | -20.06% | -7.04% | -13.02% |
Max Drawdown (3Y)Largest decline over 3 years | -24.58% | -19.22% | -5.36% |
Max Drawdown (5Y)Largest decline over 5 years | — | -19.22% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -34.80% | — |
Current DrawdownCurrent decline from peak | -4.53% | -7.42% | +2.89% |
Average DrawdownAverage peak-to-trough decline | -5.34% | -4.90% | -0.44% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 10.40% | 2.34% | +8.06% |
Volatility
MWOJ.DE vs. USCP.DE - Volatility Comparison
Amundi MSCI USA ESG Leaders Extra UCITS ETF USD Acc (MWOJ.DE) has a higher volatility of 3.32% compared to Ossiam Shiller Barclays CAPE® US Sector Value TR UCITS ETF (EUR) (USCP.DE) at 3.16%. This indicates that MWOJ.DE's price experiences larger fluctuations and is considered to be riskier than USCP.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 | USCP.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.32% | 3.16% | +0.16% |
Volatility (6M)Calculated over the trailing 6-month period | 9.03% | 7.23% | +1.80% |
Volatility (1Y)Calculated over the trailing 1-year period | 25.12% | 10.00% | +15.12% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.34% | 14.46% | +4.88% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.34% | 16.11% | +3.23% |
MWOJ.DE vs. USCP.DE - Expense Ratio Comparison
MWOJ.DE has a 0.10% expense ratio, which is lower than USCP.DE's 0.65% expense ratio.
Dividends
MWOJ.DE vs. USCP.DE - Dividend Comparison
Neither MWOJ.DE nor USCP.DE has paid dividends to shareholders.
Frequently Asked Questions
MWOJ.DE and USCP.DE have a correlation of 0.54, 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 0.65% for USCP.DE.
MWOJ.DE tracks MSCI USA Select ESG Rating and Trend Leaders, while USCP.DE tracks Shiller Barclays CAPE® US Sector Value. They also come from different issuers: Amundi and Natixis. Their fees differ too: 0.10% for MWOJ.DE and 0.65% for USCP.DE.
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