MWOP.DE vs. IS3S.DE
MWOP.DE (Amundi MSCI World ESG Leaders UCITS ETF Acc) and IS3S.DE (iShares Edge MSCI World Value Factor UCITS ETF) are both Global Equities funds - MWOP.DE tracks the MSCI World ESG Leaders Select 5% Issuer Capped while IS3S.DE tracks the MSCI World Enhanced Value. Both are passively managed. Over the past 5 years, MWOP.DE returned 12.63%/yr vs 17.35%/yr for IS3S.DE. Their correlation of 0.81 suggests significant overlap in exposure. MWOP.DE charges 0.18%/yr vs 0.30%/yr for IS3S.DE.
Performance
MWOP.DE vs. IS3S.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 IS3S.DE's 35.27% return.
MWOP.DE
- 1D
- 0.31%
- 1M
- 6.46%
- YTD
- 11.41%
- 6M
- 12.50%
- 1Y
- 25.27%
- 3Y*
- 17.27%
- 5Y*
- 12.63%
- 10Y*
- —
IS3S.DE
- 1D
- -0.83%
- 1M
- 11.04%
- YTD
- 35.27%
- 6M
- 38.20%
- 1Y
- 63.38%
- 3Y*
- 26.82%
- 5Y*
- 17.35%
- 10Y*
- 12.60%
MWOP.DE vs. IS3S.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
MWOP.DE Amundi MSCI World ESG Leaders UCITS ETF Acc | 11.41% | 7.50% | 23.56% | 21.34% | -15.58% | 36.13% | 10.73% |
IS3S.DE iShares Edge MSCI World Value Factor UCITS ETF | 35.27% | 25.13% | 11.36% | 15.62% | -4.81% | 30.38% | 5.11% |
Correlation
The correlation between MWOP.DE and IS3S.DE is 0.80, 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 | 0.80 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.77 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.81 |
Correlation (All Time) Calculated using the full available price history since May 29, 2020 | 0.81 |
The correlation between MWOP.DE and IS3S.DE has been stable across timeframes, ranging from 0.77 to 0.81 - a consistent structural relationship.
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Return for Risk
MWOP.DE vs. IS3S.DE — Risk / Return Rank
MWOP.DE
IS3S.DE
MWOP.DE vs. IS3S.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 Edge MSCI World Value Factor UCITS ETF (IS3S.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 | IS3S.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.49 | ||
| Sortino ratioReturn per unit of downside risk | -3.24 | ||
| Omega ratioGain probability vs. loss probability | 1.37 | 1.83 | -0.46 |
| Calmar ratioReturn relative to maximum drawdown | 2.71 | 10.36 | -7.65 |
| Martin ratioReturn relative to average drawdown | 10.38 | 39.01 | -28.63 |
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 | IS3S.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.04 | 4.53 | -2.49 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.85 | 1.24 | -0.38 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.79 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.99 | 0.68 | +0.30 |
Drawdowns
MWOP.DE vs. IS3S.DE - Drawdown Comparison
The maximum MWOP.DE drawdown since its inception was -21.85%, smaller than the maximum IS3S.DE drawdown of -35.18%. Use the drawdown chart below to compare losses from any high point for MWOP.DE and IS3S.DE.
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Drawdown Indicators
| MWOP.DE | IS3S.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -21.85% | -35.18% | +13.33% |
Max Drawdown (1Y)Largest decline over 1 year | -9.30% | -6.09% | -3.21% |
Max Drawdown (3Y)Largest decline over 3 years | -21.85% | -17.80% | -4.05% |
Max Drawdown (5Y)Largest decline over 5 years | -21.85% | -17.80% | -4.05% |
Max Drawdown (10Y)Largest decline over 10 years | — | -35.18% | — |
Current DrawdownCurrent decline from peak | 0.00% | -0.83% | +0.83% |
Average DrawdownAverage peak-to-trough decline | -4.44% | -5.82% | +1.38% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.43% | 1.62% | +0.81% |
Volatility
MWOP.DE vs. IS3S.DE - Volatility Comparison
The current volatility for Amundi MSCI World ESG Leaders UCITS ETF Acc (MWOP.DE) is 3.06%, while iShares Edge MSCI World Value Factor UCITS ETF (IS3S.DE) has a volatility of 5.62%. This indicates that MWOP.DE experiences smaller price fluctuations and is considered to be less risky than IS3S.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 | IS3S.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.06% | 5.62% | -2.56% |
Volatility (6M)Calculated over the trailing 6-month period | 8.98% | 11.32% | -2.34% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.32% | 13.93% | -1.61% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.62% | 13.85% | +0.77% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.74% | 15.76% | -1.02% |
MWOP.DE vs. IS3S.DE - Expense Ratio Comparison
MWOP.DE has a 0.18% expense ratio, which is lower than IS3S.DE's 0.30% expense ratio.
Dividends
MWOP.DE vs. IS3S.DE - Dividend Comparison
Neither MWOP.DE nor IS3S.DE has paid dividends to shareholders.
Frequently Asked Questions
MWOP.DE and IS3S.DE have a correlation of 0.80, 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 IS3S.DE.
MWOP.DE tracks MSCI World ESG Leaders Select 5% Issuer Capped, while IS3S.DE tracks MSCI World Enhanced Value. They also come from different issuers: Amundi and iShares. Their fees differ too: 0.18% for MWOP.DE and 0.30% for IS3S.DE.
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