MWOP.DE vs. CBUM.DE
MWOP.DE (Amundi MSCI World ESG Leaders UCITS ETF Acc) and CBUM.DE (iShares S&P 500 Scored and Screened UCITS ETF EUR Hedged (Acc)) are both exchange-traded funds - MWOP.DE is a ESG fund tracking the MSCI World ESG Leaders Select 5% Issuer Capped Index, while CBUM.DE is a S&P 500 fund tracking the S&P 500 Scored & Screened Index (EUR Hedged). Both are passively managed. Over the past 3 years, MWOP.DE returned 17.46%/yr vs 16.58%/yr for CBUM.DE. A 0.80 correlation means they provide meaningful diversification when combined. MWOP.DE charges 0.18%/yr vs 0.10%/yr for CBUM.DE.
Performance
MWOP.DE vs. CBUM.DE - Performance Comparison
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Returns By Period
In the year-to-date period, MWOP.DE achieves a 13.15% return, which is significantly higher than CBUM.DE's 6.79% return.
MWOP.DE
- 1D
- 0.00%
- 1M
- 0.35%
- 6M
- 9.88%
- YTD
- 13.15%
- 1Y
- 25.30%
- 3Y*
- 17.46%
- 5Y*
- —
- 10Y*
- —
CBUM.DE
- 1D
- -1.48%
- 1M
- -1.70%
- 6M
- 6.13%
- YTD
- 6.79%
- 1Y
- 18.98%
- 3Y*
- 16.58%
- 5Y*
- —
- 10Y*
- —
MWOP.DE vs. CBUM.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
MWOP.DE Amundi MSCI World ESG Leaders UCITS ETF Acc | 13.15% | 7.50% | 23.56% | 8.87% |
CBUM.DE iShares S&P 500 Scored and Screened UCITS ETF EUR Hedged (Acc) | 6.79% | 15.88% | 21.99% | 8.32% |
Correlation
The correlation between MWOP.DE and CBUM.DE is 0.81, 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 | 0.81 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.80 |
Correlation (All Time) Calculated using the full available price history since Jul 7, 2023 | 0.80 |
The correlation between MWOP.DE and CBUM.DE has been stable across timeframes, ranging from 0.80 to 0.81 - a consistent structural relationship.
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Return for Risk
MWOP.DE vs. CBUM.DE — Risk / Return Rank
MWOP.DE
CBUM.DE
MWOP.DE vs. CBUM.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 S&P 500 Scored and Screened UCITS ETF EUR Hedged (Acc) (CBUM.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.
| MWOP.DE | CBUM.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.45 | ||
| Sortino ratioReturn per unit of downside risk | +0.48 | ||
| Omega ratioGain probability vs. loss probability | 1.37 | 1.29 | +0.08 |
| Calmar ratioReturn relative to maximum drawdown | 2.73 | 2.10 | +0.63 |
| Martin ratioReturn relative to average drawdown | 10.57 | 8.78 | +1.78 |
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Drawdowns
MWOP.DE vs. CBUM.DE - Drawdown Comparison
The maximum MWOP.DE drawdown since its inception was -21.85%, which is greater than CBUM.DE's maximum drawdown of -19.25%. Use the drawdown chart below to compare losses from any high point for MWOP.DE and CBUM.DE.
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Drawdown Indicators
| MWOP.DE | CBUM.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -21.85% | -19.25% | -2.60% |
Max Drawdown (1Y)Largest decline over 1 year | -9.30% | -8.99% | -0.31% |
Max Drawdown (3Y)Largest decline over 3 years | -21.85% | -19.25% | -2.60% |
Current DrawdownCurrent decline from peak | -1.44% | -2.37% | +0.93% |
Average DrawdownAverage peak-to-trough decline | -2.90% | -3.56% | +0.66% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.40% | 2.16% | +0.24% |
Volatility
MWOP.DE vs. CBUM.DE - Volatility Comparison
Amundi MSCI World ESG Leaders UCITS ETF Acc (MWOP.DE) has a higher volatility of 3.19% compared to iShares S&P 500 Scored and Screened UCITS ETF EUR Hedged (Acc) (CBUM.DE) at 2.99%. This indicates that MWOP.DE's price experiences larger fluctuations and is considered to be riskier than CBUM.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 | CBUM.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.19% | 2.99% | +0.20% |
Volatility (6M)Calculated over the trailing 6-month period | 9.52% | 9.37% | +0.15% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.74% | 12.09% | +0.65% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.88% | 14.98% | -1.10% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.88% | 14.98% | -1.10% |
MWOP.DE vs. CBUM.DE - Expense Ratio Comparison
MWOP.DE has a 0.18% expense ratio, which is higher than CBUM.DE's 0.10% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
MWOP.DE vs. CBUM.DE - Dividend Comparison
Neither MWOP.DE nor CBUM.DE has paid dividends to shareholders.
Frequently Asked Questions
MWOP.DE and CBUM.DE have a correlation of 0.81, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, CBUM.DE is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.
CBUM.DE is cheaper with a 0.10% expense ratio, compared with 0.18% for MWOP.DE.
MWOP.DE is categorized as ESG, while CBUM.DE is S&P 500. MWOP.DE tracks MSCI World ESG Leaders Select 5% Issuer Capped Index, while CBUM.DE tracks S&P 500 Scored & Screened Index (EUR Hedged). They also come from different issuers: Amundi and iShares. Their fees differ too: 0.18% for MWOP.DE and 0.10% for CBUM.DE.
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