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

Performance

MWOT.DE vs. VOOG - 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 Growth ETF (VOOG). 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 6.07% return, which is significantly lower than VOOG's 9.39% return.


MWOT.DE

1D
-0.17%
1M
3.79%
YTD
6.07%
6M
6.11%
1Y
24.11%
3Y*
5Y*
10Y*

VOOG

1D
-3.79%
1M
0.26%
YTD
9.39%
6M
8.44%
1Y
29.60%
3Y*
26.51%
5Y*
15.12%
10Y*
17.65%
*Multi-year figures are annualized to reflect compound growth (CAGR)

MWOT.DE vs. VOOG - Yearly Performance Comparison


2026 (YTD)20252024
MWOT.DE
Amundi Russell 1000 Growth UCITS ETF Acc
6.07%18.02%7.47%
VOOG
Vanguard S&P 500 Growth ETF
9.39%22.11%6.09%

Correlation

The correlation between MWOT.DE and VOOG is 0.68, 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

0.68

Correlation (All Time)
Calculated using the full available price history since Jul 9, 2024

0.65

The correlation between MWOT.DE and VOOG has been stable across timeframes, ranging from 0.65 to 0.68 - a consistent structural relationship.

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Return for Risk

MWOT.DE vs. VOOG — 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: 4040
Overall Rank
MWOT.DE Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
MWOT.DE Sortino Ratio Rank: 4646
Sortino Ratio Rank
MWOT.DE Omega Ratio Rank: 4343
Omega Ratio Rank
MWOT.DE Calmar Ratio Rank: 3333
Calmar Ratio Rank
MWOT.DE Martin Ratio Rank: 3535
Martin Ratio Rank

VOOG
VOOG Risk / Return Rank: 5151
Overall Rank
VOOG Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
VOOG Sortino Ratio Rank: 5151
Sortino Ratio Rank
VOOG Omega Ratio Rank: 5252
Omega Ratio Rank
VOOG Calmar Ratio Rank: 4545
Calmar Ratio Rank
VOOG Martin Ratio Rank: 5353
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. VOOG - 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 Growth ETF (VOOG). 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.DEVOOGDifference
Sharpe ratioReturn per unit of total volatility

-0.26

Sortino ratioReturn per unit of downside risk

-0.18

Omega ratioGain probability vs. loss probability

1.27

1.32

-0.05

Calmar ratioReturn relative to maximum drawdown

1.61

2.17

-0.56

Martin ratioReturn relative to average drawdown

5.17

8.93

-3.76

MWOT.DE vs. VOOG - Sharpe Ratio Comparison

The current MWOT.DE Sharpe Ratio is 1.56, which is comparable to the VOOG Sharpe Ratio of 1.82. The chart below compares the historical Sharpe Ratios of MWOT.DE and VOOG, 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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Sharpe Ratios by Period


MWOT.DEVOOGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.56

1.82

-0.26

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.71

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.85

Sharpe Ratio (All Time)

Calculated using the full available price history

0.85

0.89

-0.04

Drawdowns

MWOT.DE vs. VOOG - Drawdown Comparison

The maximum MWOT.DE drawdown since its inception was -23.24%, smaller than the maximum VOOG drawdown of -32.73%. Use the drawdown chart below to compare losses from any high point for MWOT.DE and VOOG.


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Drawdown Indicators


MWOT.DEVOOGDifference

Max Drawdown

Largest peak-to-trough decline

-23.24%

-32.73%

+9.49%

Max Drawdown (1Y)

Largest decline over 1 year

-15.44%

-13.71%

-1.73%

Max Drawdown (3Y)

Largest decline over 3 years

-22.18%

Max Drawdown (5Y)

Largest decline over 5 years

-32.73%

Max Drawdown (10Y)

Largest decline over 10 years

-32.73%

Current Drawdown

Current decline from peak

-1.59%

-4.90%

+3.31%

Average Drawdown

Average peak-to-trough decline

-4.28%

-4.97%

+0.69%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.80%

3.32%

+1.48%

Volatility

MWOT.DE vs. VOOG - Volatility Comparison

The current volatility for Amundi Russell 1000 Growth UCITS ETF Acc (MWOT.DE) is 4.17%, while Vanguard S&P 500 Growth ETF (VOOG) has a volatility of 5.58%. This indicates that MWOT.DE experiences smaller price fluctuations and is considered to be less risky than VOOG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MWOT.DEVOOGDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.17%

5.58%

-1.41%

Volatility (6M)

Calculated over the trailing 6-month period

11.49%

13.03%

-1.54%

Volatility (1Y)

Calculated over the trailing 1-year period

15.87%

16.32%

-0.45%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.74%

21.24%

-1.50%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.74%

20.76%

-1.02%

MWOT.DE vs. VOOG - Expense Ratio Comparison

MWOT.DE has a 0.19% expense ratio, which is higher than VOOG's 0.07% 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. VOOG - Dividend Comparison

MWOT.DE has not paid dividends to shareholders, while VOOG's dividend yield for the trailing twelve months is around 0.45%.


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%
VOOG
Vanguard S&P 500 Growth ETF
0.45%0.49%0.49%1.12%0.93%0.53%0.88%1.26%1.34%1.32%1.47%1.56%

Frequently Asked Questions


MWOT.DE and VOOG have a correlation of 0.68, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, VOOG is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.

VOOG is cheaper with a 0.07% expense ratio, compared with 0.19% for MWOT.DE.

MWOT.DE is categorized as Large Cap Growth Equities, while VOOG is S&P 500. MWOT.DE tracks Russell 1000 Growth Index, while VOOG tracks S&P 500 Growth Index. They also come from different issuers: Amundi and Vanguard. Their fees differ too: 0.19% for MWOT.DE and 0.07% for VOOG.

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