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

Performance

MWOP.DE vs. XDRE.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 Xtrackers Developed Green Real Estate ESG UCITS ETF 1C (XDRE.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 investments are quite close, with MWOP.DE having a 12.91% return and XDRE.DE slightly higher at 13.27%.


MWOP.DE

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

XDRE.DE

1D
0.00%
1M
3.92%
YTD
13.27%
6M
14.77%
1Y
17.57%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)20252024
MWOP.DE
Amundi MSCI World ESG Leaders UCITS ETF Acc
12.91%7.50%0.15%
XDRE.DE
Xtrackers Developed Green Real Estate ESG UCITS ETF 1C
13.27%-2.46%-3.78%

Correlation

The correlation between MWOP.DE and XDRE.DE is 0.42, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.42

Correlation (All Time)
Calculated using the full available price history since Nov 19, 2024

0.50

The correlation between MWOP.DE and XDRE.DE has been stable across timeframes, ranging from 0.42 to 0.50 - a consistent structural relationship.

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Return for Risk

MWOP.DE vs. XDRE.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

XDRE.DE
XDRE.DE Risk / Return Rank: 5151
Overall Rank
XDRE.DE Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
XDRE.DE Sortino Ratio Rank: 4848
Sortino Ratio Rank
XDRE.DE Omega Ratio Rank: 4545
Omega Ratio Rank
XDRE.DE Calmar Ratio Rank: 5959
Calmar Ratio Rank
XDRE.DE Martin Ratio Rank: 5656
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. XDRE.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 Xtrackers Developed Green Real Estate ESG UCITS ETF 1C (XDRE.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.DEXDRE.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.75

Sortino ratioReturn per unit of downside risk

+1.03

Omega ratioGain probability vs. loss probability

1.42

1.27

+0.15

Calmar ratioReturn relative to maximum drawdown

3.10

2.60

+0.50

Martin ratioReturn relative to average drawdown

12.06

8.91

+3.15

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

The current MWOP.DE Sharpe Ratio is 2.27, which is higher than the XDRE.DE Sharpe Ratio of 1.53. The chart below compares the historical Sharpe Ratios of MWOP.DE and XDRE.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. XDRE.DE - Drawdown Comparison

The maximum MWOP.DE drawdown since its inception was -21.85%, roughly equal to the maximum XDRE.DE drawdown of -20.91%. Use the drawdown chart below to compare losses from any high point for MWOP.DE and XDRE.DE.


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Drawdown Indicators


MWOP.DEXDRE.DEDifference

Max Drawdown

Largest peak-to-trough decline

-21.85%

-20.91%

-0.94%

Max Drawdown (1Y)

Largest decline over 1 year

-9.30%

-6.79%

-2.51%

Current Drawdown

Current decline from peak

-0.39%

0.00%

-0.39%

Average Drawdown

Average peak-to-trough decline

-2.94%

-7.93%

+4.99%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.39%

1.99%

+0.40%

Volatility

MWOP.DE vs. XDRE.DE - Volatility Comparison

The current volatility for Amundi MSCI World ESG Leaders UCITS ETF Acc (MWOP.DE) is 3.41%, while Xtrackers Developed Green Real Estate ESG UCITS ETF 1C (XDRE.DE) has a volatility of 3.67%. This indicates that MWOP.DE experiences smaller price fluctuations and is considered to be less risky than XDRE.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.DEXDRE.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.41%

3.67%

-0.26%

Volatility (6M)

Calculated over the trailing 6-month period

9.44%

8.99%

+0.45%

Volatility (1Y)

Calculated over the trailing 1-year period

12.70%

11.63%

+1.07%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.94%

14.06%

-0.12%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.94%

14.06%

-0.12%

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

Both MWOP.DE and XDRE.DE have an expense ratio of 0.18%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Dividends

MWOP.DE vs. XDRE.DE - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


MWOP.DE and XDRE.DE have a correlation of 0.42, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.18% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

MWOP.DE and XDRE.DE have the same expense ratio: 0.18% per year.

MWOP.DE is categorized as ESG, while XDRE.DE is REIT. MWOP.DE tracks MSCI World ESG Leaders Select 5% Issuer Capped Index, while XDRE.DE tracks Dow Jones Developed Green Real Estate Index. They also come from different issuers: Amundi and Xtrackers.

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