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

Performance

MWOT.DE vs. NADQ.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 Amundi Nasdaq-100 II UCITS ETF Dist (NADQ.DE). The values are adjusted to include any dividend payments, if applicable.

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


2026 (YTD)20252024
MWOT.DE
Amundi Russell 1000 Growth UCITS ETF Acc
-9.54%18.02%7.47%
NADQ.DE
Amundi Nasdaq-100 II UCITS ETF Dist
-5.48%20.84%4.07%
Different Trading Currencies

MWOT.DE is traded in USD, while NADQ.DE is traded in EUR. To make them comparable, the NADQ.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 -9.54% return, which is significantly lower than NADQ.DE's -5.44% return.


MWOT.DE

1D
2.98%
1M
-3.97%
YTD
-9.54%
6M
-7.85%
1Y
19.26%
3Y*
5Y*
10Y*

NADQ.DE

1D
2.95%
1M
-3.26%
YTD
-5.44%
6M
-2.35%
1Y
24.76%
3Y*
23.35%
5Y*
13.26%
10Y*
18.96%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

MWOT.DE has a 0.19% expense ratio, which is lower than NADQ.DE's 0.22% 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. NADQ.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: 4444
Overall Rank
MWOT.DE Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
MWOT.DE Sortino Ratio Rank: 5252
Sortino Ratio Rank
MWOT.DE Omega Ratio Rank: 4646
Omega Ratio Rank
MWOT.DE Calmar Ratio Rank: 3838
Calmar Ratio Rank
MWOT.DE Martin Ratio Rank: 3737
Martin Ratio Rank

NADQ.DE
NADQ.DE Risk / Return Rank: 4545
Overall Rank
NADQ.DE Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
NADQ.DE Sortino Ratio Rank: 4040
Sortino Ratio Rank
NADQ.DE Omega Ratio Rank: 4040
Omega Ratio Rank
NADQ.DE Calmar Ratio Rank: 5858
Calmar Ratio Rank
NADQ.DE Martin Ratio Rank: 4747
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. NADQ.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 Amundi Nasdaq-100 II UCITS ETF Dist (NADQ.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.DENADQ.DEDifference

Sharpe ratio

Return per unit of total volatility

0.96

1.20

-0.24

Sortino ratio

Return per unit of downside risk

1.47

1.79

-0.32

Omega ratio

Gain probability vs. loss probability

1.19

1.24

-0.05

Calmar ratio

Return relative to maximum drawdown

1.19

2.19

-1.00

Martin ratio

Return relative to average drawdown

4.08

8.14

-4.07

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

The current MWOT.DE Sharpe Ratio is 0.96, which is comparable to the NADQ.DE Sharpe Ratio of 1.20. The chart below compares the historical Sharpe Ratios of MWOT.DE and NADQ.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.DENADQ.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.96

1.20

-0.24

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.63

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.97

Sharpe Ratio (All Time)

Calculated using the full available price history

0.41

0.81

-0.40

Correlation

The correlation between MWOT.DE and NADQ.DE is 0.89, 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. NADQ.DE - Dividend Comparison

MWOT.DE has not paid dividends to shareholders, while NADQ.DE's dividend yield for the trailing twelve months is around 0.42%.


TTM20252024202320222021202020192018
MWOT.DE
Amundi Russell 1000 Growth UCITS ETF Acc
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
NADQ.DE
Amundi Nasdaq-100 II UCITS ETF Dist
0.42%0.40%0.55%0.40%0.79%0.51%0.40%0.54%0.63%

Drawdowns

MWOT.DE vs. NADQ.DE - Drawdown Comparison

The maximum MWOT.DE drawdown since its inception was -23.24%, smaller than the maximum NADQ.DE drawdown of -39.45%. Use the drawdown chart below to compare losses from any high point for MWOT.DE and NADQ.DE.


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Drawdown Indicators


MWOT.DENADQ.DEDifference

Max Drawdown

Largest peak-to-trough decline

-23.24%

-33.44%

+10.20%

Max Drawdown (1Y)

Largest decline over 1 year

-15.44%

-13.48%

-1.96%

Max Drawdown (5Y)

Largest decline over 5 years

-31.16%

Max Drawdown (10Y)

Largest decline over 10 years

-31.16%

Current Drawdown

Current decline from peak

-12.01%

-7.52%

-4.49%

Average Drawdown

Average peak-to-trough decline

-4.41%

-5.98%

+1.57%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.52%

3.38%

+1.14%

Volatility

MWOT.DE vs. NADQ.DE - Volatility Comparison

Amundi Russell 1000 Growth UCITS ETF Acc (MWOT.DE) has a higher volatility of 5.95% compared to Amundi Nasdaq-100 II UCITS ETF Dist (NADQ.DE) at 5.66%. This indicates that MWOT.DE's price experiences larger fluctuations and is considered to be riskier than NADQ.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MWOT.DENADQ.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.95%

5.66%

+0.29%

Volatility (6M)

Calculated over the trailing 6-month period

11.90%

12.03%

-0.13%

Volatility (1Y)

Calculated over the trailing 1-year period

20.00%

20.52%

-0.52%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.97%

20.71%

-0.74%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.97%

19.84%

+0.13%