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

Performance

MWOT.DE vs. VOO - 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 Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, MWOT.DE achieves a -0.50% return, which is significantly lower than VOO's 7.53% return.


MWOT.DE

1D
0.00%
1M
-5.45%
YTD
-0.50%
6M
-0.60%
1Y
14.83%
3Y*
5Y*
10Y*

VOO

1D
-0.52%
1M
-2.57%
YTD
7.53%
6M
6.22%
1Y
20.58%
3Y*
20.26%
5Y*
12.90%
10Y*
15.54%
*Multi-year figures are annualized to reflect compound growth (CAGR)

MWOT.DE vs. VOO - Yearly Performance Comparison


2026 (YTD)20252024
MWOT.DE
Amundi Russell 1000 Growth UCITS ETF Acc
-0.50%18.02%7.47%
VOO
Vanguard S&P 500 ETF
7.53%17.82%6.35%

Correlation

The correlation between MWOT.DE and VOO is 0.62, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.62

Correlation (All Time)
Calculated using the full available price history since Jul 8, 2024

0.59

The correlation between MWOT.DE and VOO has been stable across timeframes, ranging from 0.59 to 0.62 - a consistent structural relationship.

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Return for Risk

MWOT.DE vs. VOO — 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: 2525
Overall Rank
MWOT.DE Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
MWOT.DE Sortino Ratio Rank: 2727
Sortino Ratio Rank
MWOT.DE Omega Ratio Rank: 2424
Omega Ratio Rank
MWOT.DE Calmar Ratio Rank: 2222
Calmar Ratio Rank
MWOT.DE Martin Ratio Rank: 2424
Martin Ratio Rank

VOO
VOO Risk / Return Rank: 5555
Overall Rank
VOO Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
VOO Sortino Ratio Rank: 5252
Sortino Ratio Rank
VOO Omega Ratio Rank: 5454
Omega Ratio Rank
VOO Calmar Ratio Rank: 5353
Calmar Ratio Rank
VOO Martin Ratio Rank: 6464
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. VOO - 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 Vanguard S&P 500 ETF (VOO). 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.


MWOT.DEVOODifference
Sharpe ratioReturn per unit of total volatility

-0.77

Sortino ratioReturn per unit of downside risk

-0.91

Omega ratioGain probability vs. loss probability

1.16

1.30

-0.14

Calmar ratioReturn relative to maximum drawdown

0.96

2.32

-1.37

Martin ratioReturn relative to average drawdown

2.97

10.21

-7.25

MWOT.DE vs. VOO - Sharpe Ratio Comparison

The current MWOT.DE Sharpe Ratio is 0.90, which is lower than the VOO Sharpe Ratio of 1.67. The chart below compares the historical Sharpe Ratios of MWOT.DE and VOO, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

MWOT.DE vs. VOO - Drawdown Comparison

The maximum MWOT.DE drawdown since its inception was -23.24%, smaller than the maximum VOO drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for MWOT.DE and VOO.


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Drawdown Indicators


MWOT.DEVOODifference

Max Drawdown

Largest peak-to-trough decline

-23.24%

-33.99%

+10.75%

Max Drawdown (1Y)

Largest decline over 1 year

-15.44%

-8.90%

-6.54%

Max Drawdown (3Y)

Largest decline over 3 years

-18.69%

Max Drawdown (5Y)

Largest decline over 5 years

-24.52%

Max Drawdown (10Y)

Largest decline over 10 years

-33.99%

Current Drawdown

Current decline from peak

-7.69%

-3.73%

-3.96%

Average Drawdown

Average peak-to-trough decline

-4.30%

-3.68%

-0.62%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.99%

2.02%

+2.97%

Volatility

MWOT.DE vs. VOO - Volatility Comparison

Amundi Russell 1000 Growth UCITS ETF Acc (MWOT.DE) has a higher volatility of 5.24% compared to Vanguard S&P 500 ETF (VOO) at 4.76%. This indicates that MWOT.DE's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MWOT.DEVOODifference

Volatility (1M)

Calculated over the trailing 1-month period

5.24%

4.76%

+0.48%

Volatility (6M)

Calculated over the trailing 6-month period

12.33%

9.78%

+2.55%

Volatility (1Y)

Calculated over the trailing 1-year period

16.37%

12.40%

+3.97%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.74%

16.90%

+2.84%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.74%

18.01%

+1.73%

MWOT.DE vs. VOO - Expense Ratio Comparison

MWOT.DE has a 0.19% expense ratio, which is higher than VOO's 0.03% 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

MWOT.DE vs. VOO - Dividend Comparison

MWOT.DE has not paid dividends to shareholders, while VOO's dividend yield for the trailing twelve months is around 1.36%.


PositionTTM20252024202320222021202020192018201720162015
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%
VOO
Vanguard S&P 500 ETF
1.36%1.13%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%

Frequently Asked Questions


MWOT.DE and VOO have a correlation of 0.62, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, VOO is cheaper at 0.03% per year. The better choice depends on whether you care most about return, fees, risk, or income.

VOO is cheaper with a 0.03% expense ratio, compared with 0.19% for MWOT.DE.

MWOT.DE is categorized as Large Cap Growth Equities, while VOO is S&P 500. MWOT.DE tracks Russell 1000 Growth Index, while VOO tracks S&P 500 Index. They also come from different issuers: Amundi and Vanguard. Their fees differ too: 0.19% for MWOT.DE and 0.03% for VOO.

Portfolio Optimizer

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