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MWOL.DE vs. DX2E.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MWOL.DE vs. DX2E.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 Xtrackers S&P Global Infrastructure Swap UCITS ETF (Acc) (DX2E.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both stocks are quite close, with MWOL.DE having a 13.04% return and DX2E.DE slightly lower at 12.81%.


MWOL.DE

1D
0.00%
1M
1.68%
6M
9.96%
YTD
13.04%
1Y
26.11%
3Y*
5Y*
10Y*

DX2E.DE

1D
-0.14%
1M
1.41%
6M
10.65%
YTD
12.81%
1Y
20.10%
3Y*
14.56%
5Y*
11.13%
10Y*
7.27%
*Multi-year figures are annualized to reflect compound growth (CAGR)

MWOL.DE vs. DX2E.DE - Yearly Performance Comparison


2026 (YTD)20252024
MWOL.DE
Amundi Prime Global UCITS ETF Dist
13.04%8.53%-1.28%
DX2E.DE
Xtrackers S&P Global Infrastructure Swap UCITS ETF (Acc)
12.81%7.67%-4.28%

Correlation

The correlation between MWOL.DE and DX2E.DE is 0.34, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.34

Correlation (All Time)
Calculated using the full available price history since Nov 25, 2024

0.45

The correlation between MWOL.DE and DX2E.DE shifts across timeframes, from 0.34 (1 year) to 0.45 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

MWOL.DE vs. DX2E.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: 8888
Overall Rank
MWOL.DE Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
MWOL.DE Sortino Ratio Rank: 8888
Sortino Ratio Rank
MWOL.DE Omega Ratio Rank: 8888
Omega Ratio Rank
MWOL.DE Calmar Ratio Rank: 8787
Calmar Ratio Rank
MWOL.DE Martin Ratio Rank: 9090
Martin Ratio Rank

DX2E.DE
DX2E.DE Risk / Return Rank: 8080
Overall Rank
DX2E.DE Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
DX2E.DE Sortino Ratio Rank: 8181
Sortino Ratio Rank
DX2E.DE Omega Ratio Rank: 7676
Omega Ratio Rank
DX2E.DE Calmar Ratio Rank: 8989
Calmar Ratio Rank
DX2E.DE Martin Ratio Rank: 7272
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. DX2E.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 Xtrackers S&P Global Infrastructure Swap UCITS ETF (Acc) (DX2E.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


MWOL.DEDX2E.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.26

Sortino ratioReturn per unit of downside risk

+0.31

Omega ratioGain probability vs. loss probability

1.43

1.36

+0.07

Calmar ratioReturn relative to maximum drawdown

3.98

4.18

-0.20

Martin ratioReturn relative to average drawdown

15.85

10.39

+5.46

MWOL.DE vs. DX2E.DE - Sharpe Ratio Comparison

The current MWOL.DE Sharpe Ratio is 2.31, which is comparable to the DX2E.DE Sharpe Ratio of 2.05. The chart below compares the historical Sharpe Ratios of MWOL.DE and DX2E.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

MWOL.DE vs. DX2E.DE - Drawdown Comparison

The maximum MWOL.DE drawdown since its inception was -21.64%, smaller than the maximum DX2E.DE drawdown of -63.84%. Use the drawdown chart below to compare losses from any high point for MWOL.DE and DX2E.DE.


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Drawdown Indicators


MWOL.DEDX2E.DEDifference

Max Drawdown

Largest peak-to-trough decline

-21.64%

-63.84%

+42.20%

Max Drawdown (1Y)

Largest decline over 1 year

-6.58%

-4.79%

-1.79%

Max Drawdown (3Y)

Largest decline over 3 years

-14.59%

Max Drawdown (5Y)

Largest decline over 5 years

-19.57%

Max Drawdown (10Y)

Largest decline over 10 years

-42.15%

Current Drawdown

Current decline from peak

-0.02%

-1.35%

+1.33%

Average Drawdown

Average peak-to-trough decline

-3.50%

-18.81%

+15.31%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.65%

1.93%

-0.28%

Volatility

MWOL.DE vs. DX2E.DE - Volatility Comparison

The current volatility for Amundi Prime Global UCITS ETF Dist (MWOL.DE) is 2.48%, while Xtrackers S&P Global Infrastructure Swap UCITS ETF (Acc) (DX2E.DE) has a volatility of 2.81%. This indicates that MWOL.DE experiences smaller price fluctuations and is considered to be less risky than DX2E.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.DEDX2E.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.48%

2.81%

-0.33%

Volatility (6M)

Calculated over the trailing 6-month period

8.09%

7.78%

+0.31%

Volatility (1Y)

Calculated over the trailing 1-year period

11.48%

9.79%

+1.69%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.87%

12.20%

+2.67%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.87%

14.75%

+0.12%

MWOL.DE vs. DX2E.DE - Expense Ratio Comparison

MWOL.DE has a 0.05% expense ratio, which is lower than DX2E.DE's 0.60% expense ratio.


Dividends

MWOL.DE vs. DX2E.DE - Dividend Comparison

MWOL.DE's dividend yield for the trailing twelve months is around 1.17%, while DX2E.DE has not paid dividends to shareholders.


Frequently Asked Questions


MWOL.DE and DX2E.DE have a correlation of 0.34, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, MWOL.DE is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.

MWOL.DE is cheaper with a 0.05% expense ratio, compared with 0.60% for DX2E.DE.

MWOL.DE tracks Solactive GBS Developed Markets Large & Mid Cap USD Index Net TR, while DX2E.DE tracks S&P Global Infrastructure Net Total Return Index. They also come from different issuers: Amundi and Xtrackers. Their fees differ too: 0.05% for MWOL.DE and 0.60% for DX2E.DE.

Portfolio Optimizer

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