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MWOL.DE vs. AVWC.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MWOL.DE vs. AVWC.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 Avantis Global Equity UCITS ETF USD Acc EUR (AVWC.DE). The values are adjusted to include any dividend payments, if applicable.

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MWOL.DE vs. AVWC.DE - Yearly Performance Comparison


2026 (YTD)20252024
MWOL.DE
Amundi Prime Global UCITS ETF Dist
-2.62%8.59%0.32%
AVWC.DE
Avantis Global Equity UCITS ETF USD Acc EUR
2.79%9.08%-0.92%

Returns By Period

In the year-to-date period, MWOL.DE achieves a -2.62% return, which is significantly lower than AVWC.DE's 2.79% return.


MWOL.DE

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

AVWC.DE

1D
2.13%
1M
-3.08%
YTD
2.79%
6M
7.25%
1Y
17.16%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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MWOL.DE vs. AVWC.DE - Expense Ratio Comparison

MWOL.DE has a 0.05% expense ratio, which is lower than AVWC.DE's 0.22% 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%.


Return for Risk

MWOL.DE vs. AVWC.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

AVWC.DE
AVWC.DE Risk / Return Rank: 6464
Overall Rank
AVWC.DE Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
AVWC.DE Sortino Ratio Rank: 5454
Sortino Ratio Rank
AVWC.DE Omega Ratio Rank: 6060
Omega Ratio Rank
AVWC.DE Calmar Ratio Rank: 6969
Calmar Ratio Rank
AVWC.DE Martin Ratio Rank: 7878
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. AVWC.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 Avantis Global Equity UCITS ETF USD Acc EUR (AVWC.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.DEAVWC.DEDifference

Sharpe ratio

Return per unit of total volatility

0.69

1.07

-0.38

Sortino ratio

Return per unit of downside risk

1.02

1.47

-0.45

Omega ratio

Gain probability vs. loss probability

1.15

1.23

-0.08

Calmar ratio

Return relative to maximum drawdown

1.31

1.90

-0.58

Martin ratio

Return relative to average drawdown

5.07

9.07

-4.00

MWOL.DE vs. AVWC.DE - Sharpe Ratio Comparison

The current MWOL.DE Sharpe Ratio is 0.69, which is lower than the AVWC.DE Sharpe Ratio of 1.07. The chart below compares the historical Sharpe Ratios of MWOL.DE and AVWC.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.DEAVWC.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.69

1.07

-0.38

Sharpe Ratio (All Time)

Calculated using the full available price history

0.28

0.82

-0.54

Correlation

The correlation between MWOL.DE and AVWC.DE is 0.92, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

MWOL.DE vs. AVWC.DE - Dividend Comparison

Neither MWOL.DE nor AVWC.DE has paid dividends to shareholders.


Drawdowns

MWOL.DE vs. AVWC.DE - Drawdown Comparison

The maximum MWOL.DE drawdown since its inception was -21.64%, roughly equal to the maximum AVWC.DE drawdown of -21.65%. Use the drawdown chart below to compare losses from any high point for MWOL.DE and AVWC.DE.


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Drawdown Indicators


MWOL.DEAVWC.DEDifference

Max Drawdown

Largest peak-to-trough decline

-21.64%

-21.65%

+0.01%

Max Drawdown (1Y)

Largest decline over 1 year

-13.14%

-13.82%

+0.68%

Current Drawdown

Current decline from peak

-5.27%

-3.29%

-1.98%

Average Drawdown

Average peak-to-trough decline

-4.18%

-3.64%

-0.54%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.25%

1.89%

+0.36%

Volatility

MWOL.DE vs. AVWC.DE - Volatility Comparison

Amundi Prime Global UCITS ETF Dist (MWOL.DE) and Avantis Global Equity UCITS ETF USD Acc EUR (AVWC.DE) have volatilities of 4.39% and 4.32%, 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


MWOL.DEAVWC.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.39%

4.32%

+0.07%

Volatility (6M)

Calculated over the trailing 6-month period

8.44%

8.35%

+0.09%

Volatility (1Y)

Calculated over the trailing 1-year period

16.02%

16.05%

-0.03%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.61%

15.31%

+0.30%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.61%

15.31%

+0.30%