MWOP.DE vs. ZA30.DE
MWOP.DE (Amundi MSCI World ESG Leaders UCITS ETF Acc) and ZA30.DE (iShares S&P 500 ESG UCITS ETF USD Acc) are both exchange-traded funds - MWOP.DE is a ESG fund tracking the MSCI World ESG Leaders Select 5% Issuer Capped Index, while ZA30.DE is a S&P 500 fund tracking the S&P 500 ESG. Both are passively managed. Over the past year, MWOP.DE returned 28.71% vs 29.48% for ZA30.DE. Their correlation of 0.91 suggests significant overlap in exposure. MWOP.DE charges 0.18%/yr vs 0.07%/yr for ZA30.DE.
Performance
MWOP.DE vs. ZA30.DE - Performance Comparison
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Returns By Period
The year-to-date returns for both stocks are quite close, with MWOP.DE having a 12.91% return and ZA30.DE slightly lower at 12.40%.
MWOP.DE
- 1D
- 0.00%
- 1M
- 2.86%
- YTD
- 12.91%
- 6M
- 13.29%
- 1Y
- 28.71%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
ZA30.DE
- 1D
- 0.00%
- 1M
- 2.14%
- YTD
- 12.40%
- 6M
- 12.85%
- 1Y
- 29.48%
- 3Y*
- 19.31%
- 5Y*
- —
- 10Y*
- —
MWOP.DE vs. ZA30.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
MWOP.DE Amundi MSCI World ESG Leaders UCITS ETF Acc | 12.91% | 7.50% | 23.56% | 8.87% |
ZA30.DE iShares S&P 500 ESG UCITS ETF USD Acc | 12.40% | 5.34% | 31.19% | 7.83% |
Correlation
The correlation between MWOP.DE and ZA30.DE is 0.90, 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 | 0.90 |
Correlation (All Time) Calculated using the full available price history since Jul 7, 2023 | 0.91 |
The correlation between MWOP.DE and ZA30.DE has been stable across timeframes, ranging from 0.90 to 0.91 - a consistent structural relationship.
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Return for Risk
MWOP.DE vs. ZA30.DE — Risk / Return Rank
MWOP.DE
ZA30.DE
MWOP.DE vs. ZA30.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 S&P 500 ESG UCITS ETF USD Acc (ZA30.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.DE | ZA30.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.21 | ||
| Sortino ratioReturn per unit of downside risk | -0.21 | ||
| Omega ratioGain probability vs. loss probability | 1.42 | 1.46 | -0.05 |
| Calmar ratioReturn relative to maximum drawdown | 3.10 | 4.28 | -1.18 |
| Martin ratioReturn relative to average drawdown | 12.06 | 16.33 | -4.27 |
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Drawdowns
MWOP.DE vs. ZA30.DE - Drawdown Comparison
The maximum MWOP.DE drawdown since its inception was -21.85%, smaller than the maximum ZA30.DE drawdown of -23.45%. Use the drawdown chart below to compare losses from any high point for MWOP.DE and ZA30.DE.
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Drawdown Indicators
| MWOP.DE | ZA30.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -21.85% | -23.45% | +1.60% |
Max Drawdown (1Y)Largest decline over 1 year | -9.30% | -6.91% | -2.39% |
Max Drawdown (3Y)Largest decline over 3 years | — | -23.45% | — |
Current DrawdownCurrent decline from peak | -0.39% | -0.11% | -0.28% |
Average DrawdownAverage peak-to-trough decline | -2.94% | -3.18% | +0.24% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.39% | 1.81% | +0.58% |
Volatility
MWOP.DE vs. ZA30.DE - Volatility Comparison
Amundi MSCI World ESG Leaders UCITS ETF Acc (MWOP.DE) and iShares S&P 500 ESG UCITS ETF USD Acc (ZA30.DE) have volatilities of 3.41% and 3.30%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MWOP.DE | ZA30.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.41% | 3.30% | +0.11% |
Volatility (6M)Calculated over the trailing 6-month period | 9.44% | 8.02% | +1.42% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.70% | 11.93% | +0.77% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.94% | 14.40% | -0.46% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.94% | 14.40% | -0.46% |
MWOP.DE vs. ZA30.DE - Expense Ratio Comparison
MWOP.DE has a 0.18% expense ratio, which is higher than ZA30.DE's 0.07% 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%.
Dividends
MWOP.DE vs. ZA30.DE - Dividend Comparison
Neither MWOP.DE nor ZA30.DE has paid dividends to shareholders.
Frequently Asked Questions
MWOP.DE and ZA30.DE have a correlation of 0.90, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, ZA30.DE is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.
ZA30.DE is cheaper with a 0.07% expense ratio, compared with 0.18% for MWOP.DE.
MWOP.DE is categorized as ESG, while ZA30.DE is S&P 500. MWOP.DE tracks MSCI World ESG Leaders Select 5% Issuer Capped Index, while ZA30.DE tracks S&P 500 ESG. They also come from different issuers: Amundi and iShares. Their fees differ too: 0.18% for MWOP.DE and 0.07% for ZA30.DE.
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