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MWOL.DE vs. SXR0.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MWOL.DE vs. SXR0.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 iShares Edge MSCI World Minimum Volatility UCITS ETF EUR Hedged (Acc) (SXR0.DE). The values are adjusted to include any dividend payments, if applicable.

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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*
*Multi-year figures are annualized to reflect compound growth (CAGR)

MWOL.DE vs. SXR0.DE - Yearly Performance Comparison


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

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

SXR0.DE
SXR0.DE Risk / Return Rank: 1919
Overall Rank
SXR0.DE Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
SXR0.DE Sortino Ratio Rank: 1818
Sortino Ratio Rank
SXR0.DE Omega Ratio Rank: 1818
Omega Ratio Rank
SXR0.DE Calmar Ratio Rank: 2222
Calmar Ratio Rank
SXR0.DE Martin Ratio Rank: 2020
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. 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.DESXR0.DEDifference
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

MWOL.DE vs. SXR0.DE - Sharpe Ratio Comparison

The current MWOL.DE Sharpe Ratio is 2.31, which is higher than the SXR0.DE Sharpe Ratio of 0.53. The chart below compares the historical Sharpe Ratios of MWOL.DE and SXR0.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. 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.DESXR0.DEDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-0.02%

-2.17%

+2.15%

Average Drawdown

Average peak-to-trough decline

-3.50%

-3.95%

+0.45%

Ulcer Index

Depth 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.DESXR0.DEDifference

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.


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.

Portfolio Optimizer

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