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MWOL.DE vs. HBGD.TO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MWOL.DE vs. HBGD.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Amundi Prime Global UCITS ETF Dist (MWOL.DE) and Global X Big Data & Hardware Index ETF (HBGD.TO). The values are adjusted to include any dividend payments, if applicable.

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MWOL.DE vs. HBGD.TO - Yearly Performance Comparison


2026 (YTD)20252024
MWOL.DE
Amundi Prime Global UCITS ETF Dist
-2.62%8.59%0.32%
HBGD.TO
Global X Big Data & Hardware Index ETF
5.29%41.75%-1.96%
Different Trading Currencies

MWOL.DE is traded in EUR, while HBGD.TO is traded in CAD. To make them comparable, the HBGD.TO values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, MWOL.DE achieves a -2.62% return, which is significantly lower than HBGD.TO's 5.29% return.


MWOL.DE

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

HBGD.TO

1D
5.44%
1M
-7.01%
YTD
5.29%
6M
12.63%
1Y
91.28%
3Y*
41.59%
5Y*
37.95%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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MWOL.DE vs. HBGD.TO - Expense Ratio Comparison

MWOL.DE has a 0.05% expense ratio, which is lower than HBGD.TO's 0.64% expense ratio.


Return for Risk

MWOL.DE vs. HBGD.TO — 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

HBGD.TO
HBGD.TO Risk / Return Rank: 9292
Overall Rank
HBGD.TO Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
HBGD.TO Sortino Ratio Rank: 9494
Sortino Ratio Rank
HBGD.TO Omega Ratio Rank: 8989
Omega Ratio Rank
HBGD.TO Calmar Ratio Rank: 9595
Calmar Ratio Rank
HBGD.TO Martin Ratio Rank: 8989
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. HBGD.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi Prime Global UCITS ETF Dist (MWOL.DE) and Global X Big Data & Hardware Index ETF (HBGD.TO). 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.DEHBGD.TODifference

Sharpe ratio

Return per unit of total volatility

0.69

2.20

-1.51

Sortino ratio

Return per unit of downside risk

1.02

2.75

-1.73

Omega ratio

Gain probability vs. loss probability

1.15

1.36

-0.20

Calmar ratio

Return relative to maximum drawdown

1.31

4.00

-2.69

Martin ratio

Return relative to average drawdown

5.07

11.95

-6.88

MWOL.DE vs. HBGD.TO - Sharpe Ratio Comparison

The current MWOL.DE Sharpe Ratio is 0.69, which is lower than the HBGD.TO Sharpe Ratio of 2.20. The chart below compares the historical Sharpe Ratios of MWOL.DE and HBGD.TO, 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.DEHBGD.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.69

2.20

-1.51

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.40

Sharpe Ratio (All Time)

Calculated using the full available price history

0.28

-0.77

+1.05

Correlation

The correlation between MWOL.DE and HBGD.TO is 0.47, 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. HBGD.TO - Dividend Comparison

MWOL.DE has not paid dividends to shareholders, while HBGD.TO's dividend yield for the trailing twelve months is around 0.37%.


TTM20252024202320222021202020192018
MWOL.DE
Amundi Prime Global UCITS ETF Dist
0.00%1.73%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
HBGD.TO
Global X Big Data & Hardware Index ETF
0.37%0.39%0.53%0.64%1.22%0.83%0.32%1.52%0.68%

Drawdowns

MWOL.DE vs. HBGD.TO - Drawdown Comparison

The maximum MWOL.DE drawdown since its inception was -21.64%, smaller than the maximum HBGD.TO drawdown of -100.00%. Use the drawdown chart below to compare losses from any high point for MWOL.DE and HBGD.TO.


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Drawdown Indicators


MWOL.DEHBGD.TODifference

Max Drawdown

Largest peak-to-trough decline

-21.64%

-100.00%

+78.36%

Max Drawdown (1Y)

Largest decline over 1 year

-13.14%

-22.09%

+8.95%

Max Drawdown (5Y)

Largest decline over 5 years

-63.43%

Current Drawdown

Current decline from peak

-5.27%

-99.98%

+94.71%

Average Drawdown

Average peak-to-trough decline

-4.18%

-99.99%

+95.81%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.25%

7.59%

-5.34%

Volatility

MWOL.DE vs. HBGD.TO - Volatility Comparison

The current volatility for Amundi Prime Global UCITS ETF Dist (MWOL.DE) is 4.39%, while Global X Big Data & Hardware Index ETF (HBGD.TO) has a volatility of 13.32%. This indicates that MWOL.DE experiences smaller price fluctuations and is considered to be less risky than HBGD.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MWOL.DEHBGD.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

4.39%

13.32%

-8.93%

Volatility (6M)

Calculated over the trailing 6-month period

8.44%

29.82%

-21.38%

Volatility (1Y)

Calculated over the trailing 1-year period

16.02%

41.76%

-25.74%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.61%

96.24%

-80.63%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.61%

88.15%

-72.54%