MWOP.DE vs. CBUI.DE
MWOP.DE (Amundi MSCI World ESG Leaders UCITS ETF Acc) and CBUI.DE (iShares MSCI World Value Factor ESG UCITS ETF USD Acc) are both Global Equities funds - MWOP.DE tracks the MSCI World ESG Leaders Select 5% Issuer Capped while CBUI.DE tracks the MSCI World Value ESG Reduced Carbon Target Select. Both are passively managed. Over the past 3 years, MWOP.DE returned 17.27%/yr vs 21.76%/yr for CBUI.DE. Their correlation of 0.87 suggests significant overlap in exposure. MWOP.DE charges 0.18%/yr vs 0.30%/yr for CBUI.DE.
Performance
MWOP.DE vs. CBUI.DE - Performance Comparison
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Returns By Period
In the year-to-date period, MWOP.DE achieves a 11.41% return, which is significantly lower than CBUI.DE's 20.05% return.
MWOP.DE
- 1D
- 0.31%
- 1M
- 4.70%
- YTD
- 11.41%
- 6M
- 11.86%
- 1Y
- 25.23%
- 3Y*
- 17.27%
- 5Y*
- 12.63%
- 10Y*
- —
CBUI.DE
- 1D
- 0.22%
- 1M
- 6.94%
- YTD
- 20.05%
- 6M
- 22.25%
- 1Y
- 43.77%
- 3Y*
- 21.76%
- 5Y*
- —
- 10Y*
- —
MWOP.DE vs. CBUI.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
MWOP.DE Amundi MSCI World ESG Leaders UCITS ETF Acc | 11.41% | 7.50% | 23.56% | 21.34% | -15.58% | 4.48% |
CBUI.DE iShares MSCI World Value Factor ESG UCITS ETF USD Acc | 20.05% | 20.98% | 13.82% | 15.94% | -6.30% | 6.27% |
Correlation
The correlation between MWOP.DE and CBUI.DE is 0.82, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.82 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.83 |
Correlation (All Time) Calculated using the full available price history since Nov 1, 2021 | 0.87 |
The correlation between MWOP.DE and CBUI.DE has been stable across timeframes, ranging from 0.82 to 0.87 - a consistent structural relationship.
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Return for Risk
MWOP.DE vs. CBUI.DE — Risk / Return Rank
MWOP.DE
CBUI.DE
MWOP.DE vs. CBUI.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Amundi MSCI World ESG Leaders UCITS ETF Acc (MWOP.DE) and iShares MSCI World Value Factor ESG UCITS ETF USD Acc (CBUI.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.
| MWOP.DE | CBUI.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.37 | ||
| Sortino ratioReturn per unit of downside risk | -1.83 | ||
| Omega ratioGain probability vs. loss probability | 1.37 | 1.60 | -0.23 |
| Calmar ratioReturn relative to maximum drawdown | 2.71 | 6.92 | -4.22 |
| Martin ratioReturn relative to average drawdown | 10.38 | 26.41 | -16.04 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| MWOP.DE | CBUI.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.04 | 3.41 | -1.37 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.85 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.99 | 1.05 | -0.06 |
Drawdowns
MWOP.DE vs. CBUI.DE - Drawdown Comparison
The maximum MWOP.DE drawdown since its inception was -21.85%, which is greater than CBUI.DE's maximum drawdown of -19.48%. Use the drawdown chart below to compare losses from any high point for MWOP.DE and CBUI.DE.
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Drawdown Indicators
| MWOP.DE | CBUI.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -21.85% | -19.48% | -2.37% |
Max Drawdown (1Y)Largest decline over 1 year | -9.30% | -6.34% | -2.96% |
Max Drawdown (3Y)Largest decline over 3 years | -21.85% | -19.48% | -2.37% |
Max Drawdown (5Y)Largest decline over 5 years | -21.85% | — | — |
Current DrawdownCurrent decline from peak | 0.00% | -0.22% | +0.22% |
Average DrawdownAverage peak-to-trough decline | -4.44% | -3.23% | -1.21% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.43% | 1.67% | +0.76% |
Volatility
MWOP.DE vs. CBUI.DE - Volatility Comparison
The current volatility for Amundi MSCI World ESG Leaders UCITS ETF Acc (MWOP.DE) is 3.06%, while iShares MSCI World Value Factor ESG UCITS ETF USD Acc (CBUI.DE) has a volatility of 3.73%. This indicates that MWOP.DE experiences smaller price fluctuations and is considered to be less risky than CBUI.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MWOP.DE | CBUI.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.06% | 3.73% | -0.67% |
Volatility (6M)Calculated over the trailing 6-month period | 8.98% | 9.76% | -0.78% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.32% | 12.88% | -0.56% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.62% | 14.21% | +0.41% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.74% | 14.21% | +0.53% |
MWOP.DE vs. CBUI.DE - Expense Ratio Comparison
MWOP.DE has a 0.18% expense ratio, which is lower than CBUI.DE's 0.30% expense ratio.
Dividends
MWOP.DE vs. CBUI.DE - Dividend Comparison
Neither MWOP.DE nor CBUI.DE has paid dividends to shareholders.
Frequently Asked Questions
MWOP.DE and CBUI.DE have a correlation of 0.82, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, MWOP.DE is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.
MWOP.DE is cheaper with a 0.18% expense ratio, compared with 0.30% for CBUI.DE.
MWOP.DE tracks MSCI World ESG Leaders Select 5% Issuer Capped, while CBUI.DE tracks MSCI World Value ESG Reduced Carbon Target Select. They also come from different issuers: Amundi and iShares. Their fees differ too: 0.18% for MWOP.DE and 0.30% for CBUI.DE.
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