PortfoliosLab logoPortfoliosLab logo
MWOP.DE vs. LSMC.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MWOP.DE vs. LSMC.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 Amundi MSCI Semiconductors ESG Screened UCITS ETF (LSMC.DE). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

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


2026 (YTD)202520242023202220212020
MWOP.DE
Amundi MSCI World ESG Leaders UCITS ETF Acc
-3.34%7.50%23.56%21.34%-15.58%36.13%10.73%
LSMC.DE
Amundi MSCI Semiconductors ESG Screened UCITS ETF
6.94%32.60%66.54%74.46%-34.66%37.56%34.84%

Returns By Period

In the year-to-date period, MWOP.DE achieves a -3.34% return, which is significantly lower than LSMC.DE's 6.94% return.


MWOP.DE

1D
-0.07%
1M
-2.56%
YTD
-3.34%
6M
1.03%
1Y
11.04%
3Y*
13.66%
5Y*
9.92%
10Y*

LSMC.DE

1D
-0.98%
1M
-1.00%
YTD
6.94%
6M
14.32%
1Y
73.22%
3Y*
47.37%
5Y*
25.41%
10Y*
23.20%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


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

MWOP.DE has a 0.18% expense ratio, which is lower than LSMC.DE's 0.45% expense ratio.


Return for Risk

MWOP.DE vs. LSMC.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: 4242
Overall Rank
MWOP.DE Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
MWOP.DE Sortino Ratio Rank: 3131
Sortino Ratio Rank
MWOP.DE Omega Ratio Rank: 3131
Omega Ratio Rank
MWOP.DE Calmar Ratio Rank: 5757
Calmar Ratio Rank
MWOP.DE Martin Ratio Rank: 5757
Martin Ratio Rank

LSMC.DE
LSMC.DE Risk / Return Rank: 9292
Overall Rank
LSMC.DE Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
LSMC.DE Sortino Ratio Rank: 9090
Sortino Ratio Rank
LSMC.DE Omega Ratio Rank: 8585
Omega Ratio Rank
LSMC.DE Calmar Ratio Rank: 9898
Calmar Ratio Rank
LSMC.DE Martin Ratio Rank: 9797
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. LSMC.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 Amundi MSCI Semiconductors ESG Screened UCITS ETF (LSMC.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.DELSMC.DEDifference

Sharpe ratio

Return per unit of total volatility

0.66

2.12

-1.45

Sortino ratio

Return per unit of downside risk

1.00

2.65

-1.65

Omega ratio

Gain probability vs. loss probability

1.14

1.35

-0.21

Calmar ratio

Return relative to maximum drawdown

1.77

7.09

-5.33

Martin ratio

Return relative to average drawdown

6.89

22.33

-15.45

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

The current MWOP.DE Sharpe Ratio is 0.66, which is lower than the LSMC.DE Sharpe Ratio of 2.12. The chart below compares the historical Sharpe Ratios of MWOP.DE and LSMC.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.


Loading graphics...

Sharpe Ratios by Period


MWOP.DELSMC.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.66

2.12

-1.45

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.67

0.81

-0.14

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.89

Sharpe Ratio (All Time)

Calculated using the full available price history

0.83

0.71

+0.12

Correlation

The correlation between MWOP.DE and LSMC.DE is 0.70, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

MWOP.DE vs. LSMC.DE - Dividend Comparison

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


Tickers have no history of dividend payments

Drawdowns

MWOP.DE vs. LSMC.DE - Drawdown Comparison

The maximum MWOP.DE drawdown since its inception was -21.85%, smaller than the maximum LSMC.DE drawdown of -39.77%. Use the drawdown chart below to compare losses from any high point for MWOP.DE and LSMC.DE.


Loading graphics...

Drawdown Indicators


MWOP.DELSMC.DEDifference

Max Drawdown

Largest peak-to-trough decline

-21.85%

-39.77%

+17.92%

Max Drawdown (1Y)

Largest decline over 1 year

-9.30%

-12.53%

+3.23%

Max Drawdown (5Y)

Largest decline over 5 years

-21.85%

-39.77%

+17.92%

Max Drawdown (10Y)

Largest decline over 10 years

-39.77%

Current Drawdown

Current decline from peak

-6.39%

-8.06%

+1.67%

Average Drawdown

Average peak-to-trough decline

-4.54%

-9.45%

+4.91%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.39%

3.98%

-1.59%

Volatility

MWOP.DE vs. LSMC.DE - Volatility Comparison

The current volatility for Amundi MSCI World ESG Leaders UCITS ETF Acc (MWOP.DE) is 4.76%, while Amundi MSCI Semiconductors ESG Screened UCITS ETF (LSMC.DE) has a volatility of 8.76%. This indicates that MWOP.DE experiences smaller price fluctuations and is considered to be less risky than LSMC.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


MWOP.DELSMC.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.76%

8.76%

-4.00%

Volatility (6M)

Calculated over the trailing 6-month period

9.24%

22.56%

-13.32%

Volatility (1Y)

Calculated over the trailing 1-year period

16.58%

34.39%

-17.81%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.57%

30.92%

-16.35%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.78%

25.72%

-10.94%