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MWON.DE vs. JPSC.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MWON.DE vs. JPSC.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Amundi S&P SmallCap 600 ESG UCITS ETF Dist (MWON.DE) and JPMorgan BetaBuilders US Small Cap Equity UCITS ETF USD (acc) (JPSC.DE). The values are adjusted to include any dividend payments, if applicable.

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MWON.DE vs. JPSC.DE - Yearly Performance Comparison


2026 (YTD)202520242023
MWON.DE
Amundi S&P SmallCap 600 ESG UCITS ETF Dist
0.52%-7.43%13.55%11.44%
JPSC.DE
JPMorgan BetaBuilders US Small Cap Equity UCITS ETF USD (acc)
3.32%0.02%20.04%11.40%

Returns By Period

In the year-to-date period, MWON.DE achieves a 0.52% return, which is significantly lower than JPSC.DE's 3.32% return.


MWON.DE

1D
-0.39%
1M
-3.03%
YTD
0.52%
6M
2.69%
1Y
5.45%
3Y*
6.71%
5Y*
10Y*

JPSC.DE

1D
0.45%
1M
-1.82%
YTD
3.32%
6M
6.35%
1Y
15.42%
3Y*
12.19%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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MWON.DE vs. JPSC.DE - Expense Ratio Comparison

MWON.DE has a 0.35% expense ratio, which is higher than JPSC.DE's 0.14% expense ratio.


Return for Risk

MWON.DE vs. JPSC.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

MWON.DE
MWON.DE Risk / Return Rank: 2626
Overall Rank
MWON.DE Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
MWON.DE Sortino Ratio Rank: 1717
Sortino Ratio Rank
MWON.DE Omega Ratio Rank: 1717
Omega Ratio Rank
MWON.DE Calmar Ratio Rank: 4646
Calmar Ratio Rank
MWON.DE Martin Ratio Rank: 3636
Martin Ratio Rank

JPSC.DE
JPSC.DE Risk / Return Rank: 5555
Overall Rank
JPSC.DE Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
JPSC.DE Sortino Ratio Rank: 3434
Sortino Ratio Rank
JPSC.DE Omega Ratio Rank: 3535
Omega Ratio Rank
JPSC.DE Calmar Ratio Rank: 9191
Calmar Ratio Rank
JPSC.DE Martin Ratio Rank: 7979
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.

MWON.DE vs. JPSC.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi S&P SmallCap 600 ESG UCITS ETF Dist (MWON.DE) and JPMorgan BetaBuilders US Small Cap Equity UCITS ETF USD (acc) (JPSC.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.


MWON.DEJPSC.DEDifference

Sharpe ratio

Return per unit of total volatility

0.25

0.73

-0.47

Sortino ratio

Return per unit of downside risk

0.48

1.08

-0.60

Omega ratio

Gain probability vs. loss probability

1.07

1.15

-0.09

Calmar ratio

Return relative to maximum drawdown

1.51

3.82

-2.31

Martin ratio

Return relative to average drawdown

4.26

10.18

-5.92

MWON.DE vs. JPSC.DE - Sharpe Ratio Comparison

The current MWON.DE Sharpe Ratio is 0.25, which is lower than the JPSC.DE Sharpe Ratio of 0.73. The chart below compares the historical Sharpe Ratios of MWON.DE and JPSC.DE, 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


MWON.DEJPSC.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.25

0.73

-0.47

Sharpe Ratio (All Time)

Calculated using the full available price history

0.26

0.31

-0.05

Correlation

The correlation between MWON.DE and JPSC.DE is 0.92, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

MWON.DE vs. JPSC.DE - Dividend Comparison

MWON.DE's dividend yield for the trailing twelve months is around 0.87%, while JPSC.DE has not paid dividends to shareholders.


Drawdowns

MWON.DE vs. JPSC.DE - Drawdown Comparison

The maximum MWON.DE drawdown since its inception was -32.42%, which is greater than JPSC.DE's maximum drawdown of -30.63%. Use the drawdown chart below to compare losses from any high point for MWON.DE and JPSC.DE.


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Drawdown Indicators


MWON.DEJPSC.DEDifference

Max Drawdown

Largest peak-to-trough decline

-32.42%

-30.63%

-1.79%

Max Drawdown (1Y)

Largest decline over 1 year

-9.75%

-9.67%

-0.08%

Current Drawdown

Current decline from peak

-15.26%

-4.54%

-10.72%

Average Drawdown

Average peak-to-trough decline

-10.06%

-8.52%

-1.54%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.09%

2.39%

+0.70%

Volatility

MWON.DE vs. JPSC.DE - Volatility Comparison

Amundi S&P SmallCap 600 ESG UCITS ETF Dist (MWON.DE) has a higher volatility of 5.85% compared to JPMorgan BetaBuilders US Small Cap Equity UCITS ETF USD (acc) (JPSC.DE) at 5.25%. This indicates that MWON.DE's price experiences larger fluctuations and is considered to be riskier than JPSC.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MWON.DEJPSC.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.85%

5.25%

+0.60%

Volatility (6M)

Calculated over the trailing 6-month period

11.79%

11.37%

+0.42%

Volatility (1Y)

Calculated over the trailing 1-year period

21.57%

21.18%

+0.39%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.83%

19.12%

+0.71%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.83%

19.12%

+0.71%