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MWOT.DE vs. XNAS.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MWOT.DE vs. XNAS.L - 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 Xtrackers NASDAQ 100 UCITS ETF (XNAS.L). 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 XNAS.L's 19.67% return.


MWOT.DE

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

XNAS.L

1D
-0.68%
1M
6.81%
YTD
19.67%
6M
18.60%
1Y
39.30%
3Y*
28.10%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

MWOT.DE vs. XNAS.L - Yearly Performance Comparison


2026 (YTD)20252024
MWOT.DE
Amundi Russell 1000 Growth UCITS ETF Acc
6.07%18.02%7.47%
XNAS.L
Xtrackers NASDAQ 100 UCITS ETF
19.67%19.83%4.47%

Correlation

The correlation between MWOT.DE and XNAS.L is 0.91, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.91

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

0.88

The correlation between MWOT.DE and XNAS.L has been stable across timeframes, ranging from 0.88 to 0.91 - a consistent structural relationship.

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Return for Risk

MWOT.DE vs. XNAS.L — 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

XNAS.L
XNAS.L Risk / Return Rank: 7676
Overall Rank
XNAS.L Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
XNAS.L Sortino Ratio Rank: 7979
Sortino Ratio Rank
XNAS.L Omega Ratio Rank: 7575
Omega Ratio Rank
XNAS.L Calmar Ratio Rank: 7474
Calmar Ratio Rank
XNAS.L Martin Ratio Rank: 7171
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. XNAS.L - 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 Xtrackers NASDAQ 100 UCITS ETF (XNAS.L). 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.DEXNAS.LDifference
Sharpe ratioReturn per unit of total volatility

-0.98

Sortino ratioReturn per unit of downside risk

-1.24

Omega ratioGain probability vs. loss probability

1.27

1.44

-0.17

Calmar ratioReturn relative to maximum drawdown

1.61

3.67

-2.06

Martin ratioReturn relative to average drawdown

5.17

13.19

-8.01

MWOT.DE vs. XNAS.L - Sharpe Ratio Comparison

The current MWOT.DE Sharpe Ratio is 1.56, which is lower than the XNAS.L Sharpe Ratio of 2.54. The chart below compares the historical Sharpe Ratios of MWOT.DE and XNAS.L, 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.DEXNAS.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.56

2.54

-0.98

Sharpe Ratio (All Time)

Calculated using the full available price history

0.85

1.69

-0.84

Drawdowns

MWOT.DE vs. XNAS.L - Drawdown Comparison

The maximum MWOT.DE drawdown since its inception was -23.24%, roughly equal to the maximum XNAS.L drawdown of -22.92%. Use the drawdown chart below to compare losses from any high point for MWOT.DE and XNAS.L.


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Drawdown Indicators


MWOT.DEXNAS.LDifference

Max Drawdown

Largest peak-to-trough decline

-23.24%

-22.92%

-0.32%

Max Drawdown (1Y)

Largest decline over 1 year

-15.44%

-10.91%

-4.53%

Max Drawdown (3Y)

Largest decline over 3 years

-22.92%

Current Drawdown

Current decline from peak

-1.59%

-0.76%

-0.83%

Average Drawdown

Average peak-to-trough decline

-4.28%

-3.03%

-1.25%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.80%

3.05%

+1.75%

Volatility

MWOT.DE vs. XNAS.L - Volatility Comparison

The current volatility for Amundi Russell 1000 Growth UCITS ETF Acc (MWOT.DE) is 4.17%, while Xtrackers NASDAQ 100 UCITS ETF (XNAS.L) has a volatility of 4.96%. This indicates that MWOT.DE experiences smaller price fluctuations and is considered to be less risky than XNAS.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MWOT.DEXNAS.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.17%

4.96%

-0.79%

Volatility (6M)

Calculated over the trailing 6-month period

11.49%

11.72%

-0.23%

Volatility (1Y)

Calculated over the trailing 1-year period

15.87%

15.78%

+0.09%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.74%

19.39%

+0.35%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.74%

19.39%

+0.35%

MWOT.DE vs. XNAS.L - Expense Ratio Comparison

MWOT.DE has a 0.19% expense ratio, which is lower than XNAS.L's 0.20% 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%.


Dividends

MWOT.DE vs. XNAS.L - Dividend Comparison

Neither MWOT.DE nor XNAS.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 0.91, MWOT.DE and XNAS.L move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

On fees, MWOT.DE is cheaper at 0.19% per year. The better choice depends on whether you care most about return, fees, risk, or income.

MWOT.DE is cheaper with a 0.19% expense ratio, compared with 0.20% for XNAS.L.

MWOT.DE is categorized as Large Cap Growth Equities, while XNAS.L is Nasdaq-100. MWOT.DE tracks Russell 1000 Growth Index, while XNAS.L tracks NASDAQ-100 Index. They also come from different issuers: Amundi and Xtrackers. Their fees differ too: 0.19% for MWOT.DE and 0.20% for XNAS.L.

Portfolio Optimizer

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