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

Performance

MWOP.DE vs. QDVD.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 iShares MSCI USA Quality Dividend Advanced UCITS ETF (QDVD.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, MWOP.DE achieves a 12.91% return, which is significantly lower than QDVD.DE's 16.39% return.


MWOP.DE

1D
0.00%
1M
2.86%
YTD
12.91%
6M
13.29%
1Y
28.71%
3Y*
5Y*
10Y*

QDVD.DE

1D
-0.14%
1M
2.39%
YTD
16.39%
6M
16.97%
1Y
29.39%
3Y*
17.08%
5Y*
13.13%
10Y*
11.35%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023
MWOP.DE
Amundi MSCI World ESG Leaders UCITS ETF Acc
12.91%7.50%23.56%8.87%
QDVD.DE
iShares MSCI USA Quality Dividend Advanced UCITS ETF
16.39%4.15%21.92%7.33%

Correlation

The correlation between MWOP.DE and QDVD.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 (All Time)
Calculated using the full available price history since Jul 7, 2023

0.83

The correlation between MWOP.DE and QDVD.DE has been stable across timeframes, ranging from 0.82 to 0.83 - a consistent structural relationship.

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Return for Risk

MWOP.DE vs. QDVD.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: 7777
Overall Rank
MWOP.DE Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
MWOP.DE Sortino Ratio Rank: 8282
Sortino Ratio Rank
MWOP.DE Omega Ratio Rank: 8181
Omega Ratio Rank
MWOP.DE Calmar Ratio Rank: 7171
Calmar Ratio Rank
MWOP.DE Martin Ratio Rank: 7373
Martin Ratio Rank

QDVD.DE
QDVD.DE Risk / Return Rank: 9191
Overall Rank
QDVD.DE Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
QDVD.DE Sortino Ratio Rank: 9191
Sortino Ratio Rank
QDVD.DE Omega Ratio Rank: 8888
Omega Ratio Rank
QDVD.DE Calmar Ratio Rank: 9494
Calmar Ratio Rank
QDVD.DE Martin Ratio Rank: 9393
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. QDVD.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 USA Quality Dividend Advanced UCITS ETF (QDVD.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.DEQDVD.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.33

Sortino ratioReturn per unit of downside risk

-0.52

Omega ratioGain probability vs. loss probability

1.42

1.48

-0.06

Calmar ratioReturn relative to maximum drawdown

3.10

6.06

-2.96

Martin ratioReturn relative to average drawdown

12.06

21.08

-9.03

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

The current MWOP.DE Sharpe Ratio is 2.27, which is comparable to the QDVD.DE Sharpe Ratio of 2.61. The chart below compares the historical Sharpe Ratios of MWOP.DE and QDVD.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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Drawdowns

MWOP.DE vs. QDVD.DE - Drawdown Comparison

The maximum MWOP.DE drawdown since its inception was -21.85%, smaller than the maximum QDVD.DE drawdown of -32.55%. Use the drawdown chart below to compare losses from any high point for MWOP.DE and QDVD.DE.


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Drawdown Indicators


MWOP.DEQDVD.DEDifference

Max Drawdown

Largest peak-to-trough decline

-21.85%

-32.55%

+10.70%

Max Drawdown (1Y)

Largest decline over 1 year

-9.30%

-4.83%

-4.47%

Max Drawdown (3Y)

Largest decline over 3 years

-21.55%

Max Drawdown (5Y)

Largest decline over 5 years

-21.55%

Max Drawdown (10Y)

Largest decline over 10 years

-32.55%

Current Drawdown

Current decline from peak

-0.39%

-0.14%

-0.25%

Average Drawdown

Average peak-to-trough decline

-2.94%

-4.65%

+1.71%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.39%

1.39%

+1.00%

Volatility

MWOP.DE vs. QDVD.DE - Volatility Comparison

Amundi MSCI World ESG Leaders UCITS ETF Acc (MWOP.DE) has a higher volatility of 3.41% compared to iShares MSCI USA Quality Dividend Advanced UCITS ETF (QDVD.DE) at 2.87%. This indicates that MWOP.DE's price experiences larger fluctuations and is considered to be riskier than QDVD.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.DEQDVD.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.41%

2.87%

+0.54%

Volatility (6M)

Calculated over the trailing 6-month period

9.44%

7.76%

+1.68%

Volatility (1Y)

Calculated over the trailing 1-year period

12.70%

11.23%

+1.47%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.94%

13.87%

+0.07%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.94%

14.80%

-0.86%

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

MWOP.DE has a 0.18% expense ratio, which is lower than QDVD.DE's 0.35% expense ratio.


Dividends

MWOP.DE vs. QDVD.DE - Dividend Comparison

MWOP.DE has not paid dividends to shareholders, while QDVD.DE's dividend yield for the trailing twelve months is around 1.49%.


PositionTTM20252024202320222021202020192018201720162015
MWOP.DE
Amundi MSCI World ESG Leaders UCITS ETF Acc
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
QDVD.DE
iShares MSCI USA Quality Dividend Advanced UCITS ETF
1.49%1.72%1.88%2.04%2.34%1.99%2.72%2.37%2.43%2.28%2.19%2.44%

Frequently Asked Questions


MWOP.DE and QDVD.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 0.35% for QDVD.DE.

MWOP.DE tracks MSCI World ESG Leaders Select 5% Issuer Capped Index, while QDVD.DE tracks MSCI USA High Dividend Yield ESG Reduced Carbon Target Select Index. They also come from different issuers: Amundi and iShares. Their fees differ too: 0.18% for MWOP.DE and 0.35% for QDVD.DE.

Portfolio Optimizer

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