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MWOT.DE vs. N1ES.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MWOT.DE vs. N1ES.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Amundi Russell 1000 Growth UCITS ETF Acc (MWOT.DE) and Invesco Nasdaq-100 ESG UCITS ETF Acc (N1ES.DE). The values are adjusted to include any dividend payments, if applicable.

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MWOT.DE vs. N1ES.DE - Yearly Performance Comparison


2026 (YTD)20252024
MWOT.DE
Amundi Russell 1000 Growth UCITS ETF Acc
-9.93%18.02%7.47%
N1ES.DE
Invesco Nasdaq-100 ESG UCITS ETF Acc
-6.39%22.22%2.52%
Different Trading Currencies

MWOT.DE is traded in USD, while N1ES.DE is traded in EUR. To make them comparable, the N1ES.DE values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, MWOT.DE achieves a -9.93% return, which is significantly lower than N1ES.DE's -6.39% return.


MWOT.DE

1D
-0.42%
1M
-3.38%
YTD
-9.93%
6M
-8.59%
1Y
17.94%
3Y*
5Y*
10Y*

N1ES.DE

1D
-0.29%
1M
-2.10%
YTD
-6.39%
6M
-3.87%
1Y
24.61%
3Y*
23.16%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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MWOT.DE vs. N1ES.DE - Expense Ratio Comparison

MWOT.DE has a 0.19% expense ratio, which is lower than N1ES.DE's 0.25% expense ratio. Despite the difference, 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

MWOT.DE vs. N1ES.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

MWOT.DE
MWOT.DE Risk / Return Rank: 4545
Overall Rank
MWOT.DE Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
MWOT.DE Sortino Ratio Rank: 4848
Sortino Ratio Rank
MWOT.DE Omega Ratio Rank: 4242
Omega Ratio Rank
MWOT.DE Calmar Ratio Rank: 4646
Calmar Ratio Rank
MWOT.DE Martin Ratio Rank: 4242
Martin Ratio Rank

N1ES.DE
N1ES.DE Risk / Return Rank: 4949
Overall Rank
N1ES.DE Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
N1ES.DE Sortino Ratio Rank: 4040
Sortino Ratio Rank
N1ES.DE Omega Ratio Rank: 3939
Omega Ratio Rank
N1ES.DE Calmar Ratio Rank: 7272
Calmar Ratio Rank
N1ES.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.

MWOT.DE vs. N1ES.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi Russell 1000 Growth UCITS ETF Acc (MWOT.DE) and Invesco Nasdaq-100 ESG UCITS ETF Acc (N1ES.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.


MWOT.DEN1ES.DEDifference

Sharpe ratio

Return per unit of total volatility

0.90

1.16

-0.27

Sortino ratio

Return per unit of downside risk

1.39

1.73

-0.34

Omega ratio

Gain probability vs. loss probability

1.18

1.23

-0.05

Calmar ratio

Return relative to maximum drawdown

1.51

2.56

-1.05

Martin ratio

Return relative to average drawdown

5.17

9.25

-4.09

MWOT.DE vs. N1ES.DE - Sharpe Ratio Comparison

The current MWOT.DE Sharpe Ratio is 0.90, which is comparable to the N1ES.DE Sharpe Ratio of 1.16. The chart below compares the historical Sharpe Ratios of MWOT.DE and N1ES.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.


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Sharpe Ratios by Period


MWOT.DEN1ES.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.90

1.16

-0.27

Sharpe Ratio (All Time)

Calculated using the full available price history

0.40

0.52

-0.12

Correlation

The correlation between MWOT.DE and N1ES.DE is 0.88, 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

MWOT.DE vs. N1ES.DE - Dividend Comparison

Neither MWOT.DE nor N1ES.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

MWOT.DE vs. N1ES.DE - Drawdown Comparison

The maximum MWOT.DE drawdown since its inception was -23.24%, smaller than the maximum N1ES.DE drawdown of -34.88%. Use the drawdown chart below to compare losses from any high point for MWOT.DE and N1ES.DE.


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Drawdown Indicators


MWOT.DEN1ES.DEDifference

Max Drawdown

Largest peak-to-trough decline

-23.24%

-29.96%

+6.72%

Max Drawdown (1Y)

Largest decline over 1 year

-15.44%

-10.86%

-4.58%

Current Drawdown

Current decline from peak

-12.38%

-8.22%

-4.16%

Average Drawdown

Average peak-to-trough decline

-4.42%

-8.78%

+4.36%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.53%

3.73%

+0.80%

Volatility

MWOT.DE vs. N1ES.DE - Volatility Comparison

Amundi Russell 1000 Growth UCITS ETF Acc (MWOT.DE) and Invesco Nasdaq-100 ESG UCITS ETF Acc (N1ES.DE) have volatilities of 5.58% and 5.35%, 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


MWOT.DEN1ES.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.58%

5.35%

+0.23%

Volatility (6M)

Calculated over the trailing 6-month period

11.88%

12.73%

-0.85%

Volatility (1Y)

Calculated over the trailing 1-year period

19.95%

21.06%

-1.11%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.95%

21.71%

-1.76%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.95%

21.71%

-1.76%