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MWOL.DE vs. 18MK.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MWOL.DE vs. 18MK.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Amundi Prime Global UCITS ETF Dist (MWOL.DE) and Amundi MSCI India UCITS ETF EUR (18MK.DE). The values are adjusted to include any dividend payments, if applicable.

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MWOL.DE vs. 18MK.DE - Yearly Performance Comparison


2026 (YTD)20252024
MWOL.DE
Amundi Prime Global UCITS ETF Dist
-2.62%8.59%0.32%
18MK.DE
Amundi MSCI India UCITS ETF EUR
-13.14%-10.32%0.28%

Returns By Period

In the year-to-date period, MWOL.DE achieves a -2.62% return, which is significantly higher than 18MK.DE's -13.14% return.


MWOL.DE

1D
2.09%
1M
-3.17%
YTD
-2.62%
6M
0.95%
1Y
11.08%
3Y*
5Y*
10Y*

18MK.DE

1D
2.32%
1M
-8.66%
YTD
-13.14%
6M
-11.13%
1Y
-16.01%
3Y*
4.02%
5Y*
4.07%
10Y*
6.52%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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MWOL.DE vs. 18MK.DE - Expense Ratio Comparison

MWOL.DE has a 0.05% expense ratio, which is lower than 18MK.DE's 0.80% expense ratio.


Return for Risk

MWOL.DE vs. 18MK.DE — Risk / Return Rank

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

MWOL.DE
MWOL.DE Risk / Return Rank: 3737
Overall Rank
MWOL.DE Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
MWOL.DE Sortino Ratio Rank: 3232
Sortino Ratio Rank
MWOL.DE Omega Ratio Rank: 3434
Omega Ratio Rank
MWOL.DE Calmar Ratio Rank: 4343
Calmar Ratio Rank
MWOL.DE Martin Ratio Rank: 4545
Martin Ratio Rank

18MK.DE
18MK.DE Risk / Return Rank: 11
Overall Rank
18MK.DE Sharpe Ratio Rank: 11
Sharpe Ratio Rank
18MK.DE Sortino Ratio Rank: 11
Sortino Ratio Rank
18MK.DE Omega Ratio Rank: 11
Omega Ratio Rank
18MK.DE Calmar Ratio Rank: 11
Calmar Ratio Rank
18MK.DE Martin Ratio Rank: 00
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.

MWOL.DE vs. 18MK.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi Prime Global UCITS ETF Dist (MWOL.DE) and Amundi MSCI India UCITS ETF EUR (18MK.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.


MWOL.DE18MK.DEDifference

Sharpe ratio

Return per unit of total volatility

0.69

-0.90

+1.59

Sortino ratio

Return per unit of downside risk

1.02

-1.22

+2.24

Omega ratio

Gain probability vs. loss probability

1.15

0.86

+0.29

Calmar ratio

Return relative to maximum drawdown

1.31

-0.76

+2.07

Martin ratio

Return relative to average drawdown

5.07

-1.99

+7.06

MWOL.DE vs. 18MK.DE - Sharpe Ratio Comparison

The current MWOL.DE Sharpe Ratio is 0.69, which is higher than the 18MK.DE Sharpe Ratio of -0.90. The chart below compares the historical Sharpe Ratios of MWOL.DE and 18MK.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


MWOL.DE18MK.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.69

-0.90

+1.59

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.24

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.32

Sharpe Ratio (All Time)

Calculated using the full available price history

0.28

0.24

+0.04

Correlation

The correlation between MWOL.DE and 18MK.DE is 0.46, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

MWOL.DE vs. 18MK.DE - Dividend Comparison

Neither MWOL.DE nor 18MK.DE has paid dividends to shareholders.


Drawdowns

MWOL.DE vs. 18MK.DE - Drawdown Comparison

The maximum MWOL.DE drawdown since its inception was -21.64%, smaller than the maximum 18MK.DE drawdown of -42.41%. Use the drawdown chart below to compare losses from any high point for MWOL.DE and 18MK.DE.


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Drawdown Indicators


MWOL.DE18MK.DEDifference

Max Drawdown

Largest peak-to-trough decline

-21.64%

-42.41%

+20.77%

Max Drawdown (1Y)

Largest decline over 1 year

-13.14%

-21.53%

+8.39%

Max Drawdown (5Y)

Largest decline over 5 years

-29.72%

Max Drawdown (10Y)

Largest decline over 10 years

-41.56%

Current Drawdown

Current decline from peak

-5.27%

-27.99%

+22.72%

Average Drawdown

Average peak-to-trough decline

-4.18%

-12.45%

+8.27%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.25%

8.22%

-5.97%

Volatility

MWOL.DE vs. 18MK.DE - Volatility Comparison

The current volatility for Amundi Prime Global UCITS ETF Dist (MWOL.DE) is 4.39%, while Amundi MSCI India UCITS ETF EUR (18MK.DE) has a volatility of 6.50%. This indicates that MWOL.DE experiences smaller price fluctuations and is considered to be less risky than 18MK.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MWOL.DE18MK.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.39%

6.50%

-2.11%

Volatility (6M)

Calculated over the trailing 6-month period

8.44%

12.06%

-3.62%

Volatility (1Y)

Calculated over the trailing 1-year period

16.02%

17.76%

-1.74%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.61%

16.46%

-0.85%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.61%

20.24%

-4.63%