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

Performance

MWOT.DE vs. NQSE.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 iShares NASDAQ 100 UCITS ETF (NQSE.DE). The values are adjusted to include any dividend payments, if applicable.

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


2026 (YTD)20252024
MWOT.DE
Amundi Russell 1000 Growth UCITS ETF Acc
-9.54%18.02%7.47%
NQSE.DE
iShares NASDAQ 100 UCITS ETF
-8.11%33.39%-0.70%
Different Trading Currencies

MWOT.DE is traded in USD, while NQSE.DE is traded in EUR. To make them comparable, the NQSE.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 NQSE.DE's -8.11% return.


MWOT.DE

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

NQSE.DE

1D
-0.86%
1M
-3.12%
YTD
-8.11%
6M
-5.71%
1Y
28.13%
3Y*
22.79%
5Y*
10.00%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

MWOT.DE has a 0.19% expense ratio, which is lower than NQSE.DE's 0.33% expense ratio.


Return for Risk

MWOT.DE vs. NQSE.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

NQSE.DE
NQSE.DE Risk / Return Rank: 6060
Overall Rank
NQSE.DE Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
NQSE.DE Sortino Ratio Rank: 5656
Sortino Ratio Rank
NQSE.DE Omega Ratio Rank: 5151
Omega Ratio Rank
NQSE.DE Calmar Ratio Rank: 7171
Calmar Ratio Rank
NQSE.DE Martin Ratio Rank: 6666
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. NQSE.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 iShares NASDAQ 100 UCITS ETF (NQSE.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.DENQSE.DEDifference

Sharpe ratio

Return per unit of total volatility

0.96

1.28

-0.32

Sortino ratio

Return per unit of downside risk

1.47

1.96

-0.49

Omega ratio

Gain probability vs. loss probability

1.19

1.24

-0.05

Calmar ratio

Return relative to maximum drawdown

1.19

2.05

-0.85

Martin ratio

Return relative to average drawdown

4.08

7.75

-3.67

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

The current MWOT.DE Sharpe Ratio is 0.96, which is comparable to the NQSE.DE Sharpe Ratio of 1.28. The chart below compares the historical Sharpe Ratios of MWOT.DE and NQSE.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.DENQSE.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.96

1.28

-0.32

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.41

Sharpe Ratio (All Time)

Calculated using the full available price history

0.41

0.60

-0.19

Correlation

The correlation between MWOT.DE and NQSE.DE is 0.85, 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. NQSE.DE - Dividend Comparison

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


Tickers have no history of dividend payments

Drawdowns

MWOT.DE vs. NQSE.DE - Drawdown Comparison

The maximum MWOT.DE drawdown since its inception was -23.24%, smaller than the maximum NQSE.DE drawdown of -46.26%. Use the drawdown chart below to compare losses from any high point for MWOT.DE and NQSE.DE.


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Drawdown Indicators


MWOT.DENQSE.DEDifference

Max Drawdown

Largest peak-to-trough decline

-23.24%

-37.67%

+14.43%

Max Drawdown (1Y)

Largest decline over 1 year

-15.44%

-11.87%

-3.57%

Max Drawdown (5Y)

Largest decline over 5 years

-37.67%

Current Drawdown

Current decline from peak

-12.01%

-8.83%

-3.18%

Average Drawdown

Average peak-to-trough decline

-4.41%

-8.72%

+4.31%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.52%

3.31%

+1.21%

Volatility

MWOT.DE vs. NQSE.DE - Volatility Comparison

The current volatility for Amundi Russell 1000 Growth UCITS ETF Acc (MWOT.DE) is 5.95%, while iShares NASDAQ 100 UCITS ETF (NQSE.DE) has a volatility of 6.81%. This indicates that MWOT.DE experiences smaller price fluctuations and is considered to be less risky than NQSE.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.DENQSE.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.95%

6.81%

-0.86%

Volatility (6M)

Calculated over the trailing 6-month period

11.90%

13.47%

-1.57%

Volatility (1Y)

Calculated over the trailing 1-year period

20.00%

21.94%

-1.94%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.97%

23.85%

-3.88%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.97%

23.98%

-4.01%