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

Performance

MWOL.DE vs. VOOM.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 Lyxor Global Gender Equality (DR) UCITS ETF - Acc (VOOM.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 11.58% return, which is significantly higher than VOOM.DE's 8.02% return.


MWOL.DE

1D
0.00%
1M
1.23%
YTD
11.58%
6M
11.91%
1Y
25.72%
3Y*
5Y*
10Y*

VOOM.DE

1D
0.34%
1M
3.17%
YTD
8.02%
6M
8.55%
1Y
20.20%
3Y*
13.53%
5Y*
7.61%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)20252024
MWOL.DE
Amundi Prime Global UCITS ETF Dist
11.58%8.53%-1.28%
VOOM.DE
Lyxor Global Gender Equality (DR) UCITS ETF - Acc
8.02%9.44%-3.44%

Correlation

The correlation between MWOL.DE and VOOM.DE is 0.57, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.57

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

0.63

The correlation between MWOL.DE and VOOM.DE has been stable across timeframes, ranging from 0.57 to 0.63 - a consistent structural relationship.

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Return for Risk

MWOL.DE vs. VOOM.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: 8282
Overall Rank
MWOL.DE Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
MWOL.DE Sortino Ratio Rank: 8181
Sortino Ratio Rank
MWOL.DE Omega Ratio Rank: 8181
Omega Ratio Rank
MWOL.DE Calmar Ratio Rank: 8383
Calmar Ratio Rank
MWOL.DE Martin Ratio Rank: 8686
Martin Ratio Rank

VOOM.DE
VOOM.DE Risk / Return Rank: 5959
Overall Rank
VOOM.DE Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
VOOM.DE Sortino Ratio Rank: 5454
Sortino Ratio Rank
VOOM.DE Omega Ratio Rank: 5050
Omega Ratio Rank
VOOM.DE Calmar Ratio Rank: 7070
Calmar Ratio Rank
VOOM.DE Martin Ratio Rank: 6666
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. VOOM.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 Lyxor Global Gender Equality (DR) UCITS ETF - Acc (VOOM.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.DEVOOM.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.59

Sortino ratioReturn per unit of downside risk

+0.84

Omega ratioGain probability vs. loss probability

1.42

1.28

+0.14

Calmar ratioReturn relative to maximum drawdown

3.92

3.07

+0.86

Martin ratioReturn relative to average drawdown

15.64

10.55

+5.09

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

The current MWOL.DE Sharpe Ratio is 2.25, which is higher than the VOOM.DE Sharpe Ratio of 1.66. The chart below compares the historical Sharpe Ratios of MWOL.DE and VOOM.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. VOOM.DE - Drawdown Comparison

The maximum MWOL.DE drawdown since its inception was -21.64%, smaller than the maximum VOOM.DE drawdown of -36.77%. Use the drawdown chart below to compare losses from any high point for MWOL.DE and VOOM.DE.


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Drawdown Indicators


MWOL.DEVOOM.DEDifference

Max Drawdown

Largest peak-to-trough decline

-21.64%

-36.77%

+15.13%

Max Drawdown (1Y)

Largest decline over 1 year

-6.58%

-6.56%

-0.02%

Max Drawdown (3Y)

Largest decline over 3 years

-18.07%

Max Drawdown (5Y)

Largest decline over 5 years

-18.07%

Current Drawdown

Current decline from peak

-0.36%

0.00%

-0.36%

Average Drawdown

Average peak-to-trough decline

-3.62%

-5.83%

+2.21%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.65%

1.91%

-0.26%

Volatility

MWOL.DE vs. VOOM.DE - Volatility Comparison

Amundi Prime Global UCITS ETF Dist (MWOL.DE) has a higher volatility of 3.01% compared to Lyxor Global Gender Equality (DR) UCITS ETF - Acc (VOOM.DE) at 2.77%. This indicates that MWOL.DE's price experiences larger fluctuations and is considered to be riskier than VOOM.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.DEVOOM.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.01%

2.77%

+0.24%

Volatility (6M)

Calculated over the trailing 6-month period

8.09%

7.42%

+0.67%

Volatility (1Y)

Calculated over the trailing 1-year period

11.46%

12.20%

-0.74%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.06%

13.83%

+1.23%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.06%

15.81%

-0.75%

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

MWOL.DE has a 0.05% expense ratio, which is lower than VOOM.DE's 0.20% 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%.


Dividends

MWOL.DE vs. VOOM.DE - Dividend Comparison

MWOL.DE's dividend yield for the trailing twelve months is around 1.18%, while VOOM.DE has not paid dividends to shareholders.


Frequently Asked Questions


MWOL.DE and VOOM.DE have a correlation of 0.57, 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 0.20% for VOOM.DE.

MWOL.DE tracks Solactive GBS Developed Markets Large & Mid Cap USD Index Net TR, while VOOM.DE tracks Solactive Equileap Global Gender Equality. Their fees differ too: 0.05% for MWOL.DE and 0.20% for VOOM.DE.

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