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MWOP.DE vs. ETLQ.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MWOP.DE vs. ETLQ.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Amundi MSCI World ESG Leaders UCITS ETF Acc (MWOP.DE) and L&G Global Equity UCITS ETF (ETLQ.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both stocks are quite close, with MWOP.DE having a 11.41% return and ETLQ.DE slightly lower at 10.88%.


MWOP.DE

1D
0.31%
1M
4.70%
YTD
11.41%
6M
11.86%
1Y
25.23%
3Y*
17.27%
5Y*
12.63%
10Y*

ETLQ.DE

1D
0.00%
1M
3.89%
YTD
10.88%
6M
10.99%
1Y
23.85%
3Y*
17.73%
5Y*
13.10%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

MWOP.DE vs. ETLQ.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
MWOP.DE
Amundi MSCI World ESG Leaders UCITS ETF Acc
11.41%7.50%23.56%21.34%-15.58%36.13%10.73%
ETLQ.DE
L&G Global Equity UCITS ETF
10.88%8.14%26.10%20.83%-13.64%32.63%14.71%

Correlation

The correlation between MWOP.DE and ETLQ.DE is 0.95, 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

0.95

Correlation (3Y)
Calculated over the trailing 3-year period

0.94

Correlation (5Y)
Calculated over the trailing 5-year period

0.97

Correlation (All Time)
Calculated using the full available price history since May 29, 2020

0.97

The correlation between MWOP.DE and ETLQ.DE has been stable across timeframes, ranging from 0.94 to 0.97 - a consistent structural relationship.

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Return for Risk

MWOP.DE vs. ETLQ.DE — Risk / Return Rank

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

MWOP.DE
MWOP.DE Risk / Return Rank: 6060
Overall Rank
MWOP.DE Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
MWOP.DE Sortino Ratio Rank: 6363
Sortino Ratio Rank
MWOP.DE Omega Ratio Rank: 6262
Omega Ratio Rank
MWOP.DE Calmar Ratio Rank: 5555
Calmar Ratio Rank
MWOP.DE Martin Ratio Rank: 5959
Martin Ratio Rank

ETLQ.DE
ETLQ.DE Risk / Return Rank: 6969
Overall Rank
ETLQ.DE Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
ETLQ.DE Sortino Ratio Rank: 6565
Sortino Ratio Rank
ETLQ.DE Omega Ratio Rank: 6666
Omega Ratio Rank
ETLQ.DE Calmar Ratio Rank: 7272
Calmar Ratio Rank
ETLQ.DE Martin Ratio Rank: 7676
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.

MWOP.DE vs. ETLQ.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 L&G Global Equity UCITS ETF (ETLQ.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.DEETLQ.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.09

Sortino ratioReturn per unit of downside risk

-0.08

Omega ratioGain probability vs. loss probability

1.37

1.39

-0.02

Calmar ratioReturn relative to maximum drawdown

2.71

3.56

-0.86

Martin ratioReturn relative to average drawdown

10.38

14.23

-3.85

MWOP.DE vs. ETLQ.DE - Sharpe Ratio Comparison

The current MWOP.DE Sharpe Ratio is 2.04, which is comparable to the ETLQ.DE Sharpe Ratio of 2.13. The chart below compares the historical Sharpe Ratios of MWOP.DE and ETLQ.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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Sharpe Ratios by Period


MWOP.DEETLQ.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.04

2.13

-0.09

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.85

0.92

-0.07

Sharpe Ratio (All Time)

Calculated using the full available price history

0.99

0.93

+0.06

Drawdowns

MWOP.DE vs. ETLQ.DE - Drawdown Comparison

The maximum MWOP.DE drawdown since its inception was -21.85%, smaller than the maximum ETLQ.DE drawdown of -33.38%. Use the drawdown chart below to compare losses from any high point for MWOP.DE and ETLQ.DE.


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Drawdown Indicators


MWOP.DEETLQ.DEDifference

Max Drawdown

Largest peak-to-trough decline

-21.85%

-33.38%

+11.53%

Max Drawdown (1Y)

Largest decline over 1 year

-9.30%

-6.68%

-2.62%

Max Drawdown (3Y)

Largest decline over 3 years

-21.85%

-21.58%

-0.27%

Max Drawdown (5Y)

Largest decline over 5 years

-21.85%

-21.58%

-0.27%

Current Drawdown

Current decline from peak

0.00%

-0.34%

+0.34%

Average Drawdown

Average peak-to-trough decline

-4.44%

-4.33%

-0.11%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.43%

1.68%

+0.75%

Volatility

MWOP.DE vs. ETLQ.DE - Volatility Comparison

Amundi MSCI World ESG Leaders UCITS ETF Acc (MWOP.DE) has a higher volatility of 3.06% compared to L&G Global Equity UCITS ETF (ETLQ.DE) at 2.68%. This indicates that MWOP.DE's price experiences larger fluctuations and is considered to be riskier than ETLQ.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.DEETLQ.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.06%

2.68%

+0.38%

Volatility (6M)

Calculated over the trailing 6-month period

8.98%

7.77%

+1.21%

Volatility (1Y)

Calculated over the trailing 1-year period

12.32%

11.18%

+1.14%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.62%

14.06%

+0.56%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.74%

15.74%

-1.00%

MWOP.DE vs. ETLQ.DE - Expense Ratio Comparison

MWOP.DE has a 0.18% expense ratio, which is higher than ETLQ.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. ETLQ.DE - Dividend Comparison

Neither MWOP.DE nor ETLQ.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 0.95, MWOP.DE and ETLQ.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

On fees, ETLQ.DE is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.

ETLQ.DE is cheaper with a 0.10% expense ratio, compared with 0.18% for MWOP.DE.

MWOP.DE tracks MSCI World ESG Leaders Select 5% Issuer Capped, while ETLQ.DE tracks Solactive Core Developed Markets Large & Mid Cap. They also come from different issuers: Amundi and Legal & General. Their fees differ too: 0.18% for MWOP.DE and 0.10% for ETLQ.DE.

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