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

Performance

MWOT.DE vs. SCHG - 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 Schwab U.S. Large-Cap Growth ETF (SCHG). The values are adjusted to include any dividend payments, if applicable.

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MWOT.DE vs. SCHG - Yearly Performance Comparison


2026 (YTD)20252024
MWOT.DE
Amundi Russell 1000 Growth UCITS ETF Acc
-9.54%18.02%7.47%
SCHG
Schwab U.S. Large-Cap Growth ETF
-9.73%17.50%6.92%

Returns By Period

The year-to-date returns for both stocks are quite close, with MWOT.DE having a -9.54% return and SCHG slightly lower at -9.73%.


MWOT.DE

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

SCHG

1D
0.96%
1M
-4.46%
YTD
-9.73%
6M
-8.15%
1Y
17.00%
3Y*
22.30%
5Y*
12.76%
10Y*
16.95%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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MWOT.DE vs. SCHG - Expense Ratio Comparison

MWOT.DE has a 0.19% expense ratio, which is higher than SCHG's 0.04% 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%.


Return for Risk

MWOT.DE vs. SCHG — 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

SCHG
SCHG Risk / Return Rank: 4141
Overall Rank
SCHG Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
SCHG Sortino Ratio Rank: 4343
Sortino Ratio Rank
SCHG Omega Ratio Rank: 4242
Omega Ratio Rank
SCHG Calmar Ratio Rank: 4040
Calmar Ratio Rank
SCHG Martin Ratio Rank: 3939
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. SCHG - 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 Schwab U.S. Large-Cap Growth ETF (SCHG). 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.DESCHGDifference

Sharpe ratio

Return per unit of total volatility

0.96

0.76

+0.20

Sortino ratio

Return per unit of downside risk

1.47

1.24

+0.23

Omega ratio

Gain probability vs. loss probability

1.19

1.17

+0.02

Calmar ratio

Return relative to maximum drawdown

1.19

1.09

+0.10

Martin ratio

Return relative to average drawdown

4.08

3.71

+0.37

MWOT.DE vs. SCHG - Sharpe Ratio Comparison

The current MWOT.DE Sharpe Ratio is 0.96, which is comparable to the SCHG Sharpe Ratio of 0.76. The chart below compares the historical Sharpe Ratios of MWOT.DE and SCHG, 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.DESCHGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.96

0.76

+0.20

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.57

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.79

Sharpe Ratio (All Time)

Calculated using the full available price history

0.41

0.79

-0.38

Correlation

The correlation between MWOT.DE and SCHG is 0.67, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

MWOT.DE vs. SCHG - Dividend Comparison

MWOT.DE has not paid dividends to shareholders, while SCHG's dividend yield for the trailing twelve months is around 0.43%.


TTM20252024202320222021202020192018201720162015
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%0.00%0.00%0.00%
SCHG
Schwab U.S. Large-Cap Growth ETF
0.43%0.36%0.39%0.46%0.55%0.42%0.52%0.82%1.27%1.01%1.04%1.22%

Drawdowns

MWOT.DE vs. SCHG - Drawdown Comparison

The maximum MWOT.DE drawdown since its inception was -23.24%, smaller than the maximum SCHG drawdown of -34.59%. Use the drawdown chart below to compare losses from any high point for MWOT.DE and SCHG.


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Drawdown Indicators


MWOT.DESCHGDifference

Max Drawdown

Largest peak-to-trough decline

-23.24%

-34.59%

+11.35%

Max Drawdown (1Y)

Largest decline over 1 year

-15.44%

-16.41%

+0.97%

Max Drawdown (5Y)

Largest decline over 5 years

-34.59%

Max Drawdown (10Y)

Largest decline over 10 years

-34.59%

Current Drawdown

Current decline from peak

-12.01%

-12.51%

+0.50%

Average Drawdown

Average peak-to-trough decline

-4.41%

-5.22%

+0.81%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.52%

4.84%

-0.32%

Volatility

MWOT.DE vs. SCHG - Volatility Comparison

The current volatility for Amundi Russell 1000 Growth UCITS ETF Acc (MWOT.DE) is 5.95%, while Schwab U.S. Large-Cap Growth ETF (SCHG) has a volatility of 6.77%. This indicates that MWOT.DE experiences smaller price fluctuations and is considered to be less risky than SCHG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MWOT.DESCHGDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.95%

6.77%

-0.82%

Volatility (6M)

Calculated over the trailing 6-month period

11.90%

12.54%

-0.64%

Volatility (1Y)

Calculated over the trailing 1-year period

20.00%

22.45%

-2.45%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.97%

22.31%

-2.34%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.97%

21.51%

-1.54%