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

Performance

MWOP.DE vs. SPPW.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 SPDR MSCI World UCITS ETF (SPPW.DE). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

MWOP.DE vs. SPPW.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%
SPPW.DE
SPDR MSCI World UCITS ETF
-1.31%8.03%26.09%20.25%-13.28%32.66%12.94%

Returns By Period

In the year-to-date period, MWOP.DE achieves a -3.34% return, which is significantly lower than SPPW.DE's -1.31% 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*

SPPW.DE

1D
-13.53%
1M
-1.95%
YTD
-1.31%
6M
1.84%
1Y
12.40%
3Y*
15.10%
5Y*
10.95%
10Y*
*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. SPPW.DE - Expense Ratio Comparison

MWOP.DE has a 0.18% expense ratio, which is higher than SPPW.DE's 0.12% 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%.


Return for Risk

MWOP.DE vs. SPPW.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

SPPW.DE
SPPW.DE Risk / Return Rank: 4242
Overall Rank
SPPW.DE Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
SPPW.DE Sortino Ratio Rank: 2626
Sortino Ratio Rank
SPPW.DE Omega Ratio Rank: 3939
Omega Ratio Rank
SPPW.DE Calmar Ratio Rank: 4444
Calmar Ratio Rank
SPPW.DE Martin Ratio Rank: 7878
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. SPPW.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 SPDR MSCI World UCITS ETF (SPPW.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.DESPPW.DEDifference

Sharpe ratio

Return per unit of total volatility

0.66

0.45

+0.22

Sortino ratio

Return per unit of downside risk

1.00

0.86

+0.14

Omega ratio

Gain probability vs. loss probability

1.14

1.17

-0.03

Calmar ratio

Return relative to maximum drawdown

1.77

1.34

+0.42

Martin ratio

Return relative to average drawdown

6.89

9.74

-2.85

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

The current MWOP.DE Sharpe Ratio is 0.66, which is higher than the SPPW.DE Sharpe Ratio of 0.45. The chart below compares the historical Sharpe Ratios of MWOP.DE and SPPW.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.DESPPW.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.66

0.45

+0.22

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.67

0.63

+0.05

Sharpe Ratio (All Time)

Calculated using the full available price history

0.83

0.68

+0.15

Correlation

The correlation between MWOP.DE and SPPW.DE is 0.97, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

MWOP.DE vs. SPPW.DE - Dividend Comparison

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


Tickers have no history of dividend payments

Drawdowns

MWOP.DE vs. SPPW.DE - Drawdown Comparison

The maximum MWOP.DE drawdown since its inception was -21.85%, smaller than the maximum SPPW.DE drawdown of -33.69%. Use the drawdown chart below to compare losses from any high point for MWOP.DE and SPPW.DE.


Loading graphics...

Drawdown Indicators


MWOP.DESPPW.DEDifference

Max Drawdown

Largest peak-to-trough decline

-21.85%

-33.69%

+11.84%

Max Drawdown (1Y)

Largest decline over 1 year

-9.30%

-13.53%

+4.23%

Max Drawdown (5Y)

Largest decline over 5 years

-21.85%

-21.62%

-0.23%

Current Drawdown

Current decline from peak

-6.39%

-13.53%

+7.14%

Average Drawdown

Average peak-to-trough decline

-4.54%

-4.53%

-0.01%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.39%

1.86%

+0.53%

Volatility

MWOP.DE vs. SPPW.DE - Volatility Comparison

The current volatility for Amundi MSCI World ESG Leaders UCITS ETF Acc (MWOP.DE) is 4.76%, while SPDR MSCI World UCITS ETF (SPPW.DE) has a volatility of 22.86%. This indicates that MWOP.DE experiences smaller price fluctuations and is considered to be less risky than SPPW.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


MWOP.DESPPW.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.76%

22.86%

-18.10%

Volatility (6M)

Calculated over the trailing 6-month period

9.24%

23.56%

-14.32%

Volatility (1Y)

Calculated over the trailing 1-year period

16.58%

27.53%

-10.95%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.57%

17.26%

-2.69%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.78%

18.23%

-3.45%