MWOL.DE vs. SXR0.DE
MWOL.DE (Amundi Prime Global UCITS ETF Dist) and SXR0.DE (iShares Edge MSCI World Minimum Volatility UCITS ETF EUR Hedged (Acc)) are both Global Equities funds - MWOL.DE tracks the Solactive GBS Developed Markets Large & Mid Cap USD Index Net TR while SXR0.DE tracks the MSCI World Minimum Volatility Index (EUR Hedged). Both are passively managed. Over the past year, MWOL.DE returned 26.11% vs 4.40% for SXR0.DE. At a 0.31 correlation, their price movements are largely independent. MWOL.DE charges 0.05%/yr vs 0.35%/yr for SXR0.DE.
Performance
MWOL.DE vs. SXR0.DE - Performance Comparison
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Returns By Period
In the year-to-date period, MWOL.DE achieves a 13.04% return, which is significantly higher than SXR0.DE's 1.91% return.
MWOL.DE
- 1D
- 0.00%
- 1M
- 1.68%
- 6M
- 9.96%
- YTD
- 13.04%
- 1Y
- 26.11%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
SXR0.DE
- 1D
- 0.47%
- 1M
- 1.18%
- 6M
- 1.66%
- YTD
- 1.91%
- 1Y
- 4.40%
- 3Y*
- 8.36%
- 5Y*
- 4.47%
- 10Y*
- —
MWOL.DE vs. SXR0.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
MWOL.DE Amundi Prime Global UCITS ETF Dist | 13.04% | 8.53% | -1.28% |
SXR0.DE iShares Edge MSCI World Minimum Volatility UCITS ETF EUR Hedged (Acc) | 1.91% | 7.02% | -3.09% |
Correlation
The correlation between MWOL.DE and SXR0.DE is 0.22, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.22 |
Correlation (All Time) Calculated using the full available price history since Nov 25, 2024 | 0.31 |
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Return for Risk
MWOL.DE vs. SXR0.DE — Risk / Return Rank
MWOL.DE
SXR0.DE
MWOL.DE vs. SXR0.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 iShares Edge MSCI World Minimum Volatility UCITS ETF EUR Hedged (Acc) (SXR0.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.DE | SXR0.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.77 | ||
| Sortino ratioReturn per unit of downside risk | +2.43 | ||
| Omega ratioGain probability vs. loss probability | 1.43 | 1.10 | +0.33 |
| Calmar ratioReturn relative to maximum drawdown | 3.98 | 0.83 | +3.15 |
| Martin ratioReturn relative to average drawdown | 15.85 | 1.78 | +14.07 |
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Drawdowns
MWOL.DE vs. SXR0.DE - Drawdown Comparison
The maximum MWOL.DE drawdown since its inception was -21.64%, smaller than the maximum SXR0.DE drawdown of -27.73%. Use the drawdown chart below to compare losses from any high point for MWOL.DE and SXR0.DE.
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Drawdown Indicators
| MWOL.DE | SXR0.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -21.64% | -27.73% | +6.09% |
Max Drawdown (1Y)Largest decline over 1 year | -6.58% | -5.26% | -1.32% |
Max Drawdown (3Y)Largest decline over 3 years | — | -9.18% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -15.61% | — |
Current DrawdownCurrent decline from peak | -0.02% | -2.17% | +2.15% |
Average DrawdownAverage peak-to-trough decline | -3.50% | -3.95% | +0.45% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.65% | 2.46% | -0.81% |
Volatility
MWOL.DE vs. SXR0.DE - Volatility Comparison
The current volatility for Amundi Prime Global UCITS ETF Dist (MWOL.DE) is 2.48%, while iShares Edge MSCI World Minimum Volatility UCITS ETF EUR Hedged (Acc) (SXR0.DE) has a volatility of 2.70%. This indicates that MWOL.DE experiences smaller price fluctuations and is considered to be less risky than SXR0.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.DE | SXR0.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.48% | 2.70% | -0.22% |
Volatility (6M)Calculated over the trailing 6-month period | 8.09% | 5.92% | +2.17% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.48% | 8.19% | +3.29% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.87% | 10.15% | +4.72% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.87% | 11.60% | +3.27% |
MWOL.DE vs. SXR0.DE - Expense Ratio Comparison
MWOL.DE has a 0.05% expense ratio, which is lower than SXR0.DE's 0.35% expense ratio.
Dividends
MWOL.DE vs. SXR0.DE - Dividend Comparison
MWOL.DE's dividend yield for the trailing twelve months is around 1.17%, while SXR0.DE has not paid dividends to shareholders.
| Position | TTM | 2025 |
|---|---|---|
MWOL.DE Amundi Prime Global UCITS ETF Dist | 1.17% | 1.67% |
SXR0.DE iShares Edge MSCI World Minimum Volatility UCITS ETF EUR Hedged (Acc) | 0.00% | 0.00% |
Frequently Asked Questions
MWOL.DE and SXR0.DE have a correlation of 0.22, 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 0.35% for SXR0.DE.
MWOL.DE tracks Solactive GBS Developed Markets Large & Mid Cap USD Index Net TR, while SXR0.DE tracks MSCI World Minimum Volatility Index (EUR Hedged). They also come from different issuers: Amundi and iShares. Their fees differ too: 0.05% for MWOL.DE and 0.35% for SXR0.DE.
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