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MWOW.DE vs. CSPX.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MWOW.DE vs. CSPX.L - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Amundi Russell 1000 Growth UCITS ETF Accumulating (MWOW.DE) and iShares Core S&P 500 UCITS ETF USD (Acc) (CSPX.L). The values are adjusted to include any dividend payments, if applicable.

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MWOW.DE vs. CSPX.L - Yearly Performance Comparison


2026 (YTD)20252024
MWOW.DE
Amundi Russell 1000 Growth UCITS ETF Accumulating
-8.30%4.92%13.99%
CSPX.L
iShares Core S&P 500 UCITS ETF USD (Acc)
-2.73%3.52%9.79%
Different Trading Currencies

MWOW.DE is traded in EUR, while CSPX.L is traded in USD. To make them comparable, the CSPX.L values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, MWOW.DE achieves a -8.30% return, which is significantly lower than CSPX.L's -2.69% return.


MWOW.DE

1D
-13.49%
1M
-4.46%
YTD
-8.30%
6M
-7.67%
1Y
18.36%
3Y*
5Y*
10Y*

CSPX.L

1D
2.60%
1M
-3.45%
YTD
-2.69%
6M
-0.30%
1Y
16.74%
3Y*
16.08%
5Y*
12.18%
10Y*
13.69%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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MWOW.DE vs. CSPX.L - Expense Ratio Comparison

MWOW.DE has a 0.19% expense ratio, which is higher than CSPX.L'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%.


Return for Risk

MWOW.DE vs. CSPX.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

MWOW.DE
MWOW.DE Risk / Return Rank: 2828
Overall Rank
MWOW.DE Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
MWOW.DE Sortino Ratio Rank: 2323
Sortino Ratio Rank
MWOW.DE Omega Ratio Rank: 2626
Omega Ratio Rank
MWOW.DE Calmar Ratio Rank: 3737
Calmar Ratio Rank
MWOW.DE Martin Ratio Rank: 3232
Martin Ratio Rank

CSPX.L
CSPX.L Risk / Return Rank: 7272
Overall Rank
CSPX.L Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
CSPX.L Sortino Ratio Rank: 5757
Sortino Ratio Rank
CSPX.L Omega Ratio Rank: 5858
Omega Ratio Rank
CSPX.L Calmar Ratio Rank: 9292
Calmar Ratio Rank
CSPX.L Martin Ratio Rank: 9595
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.

MWOW.DE vs. CSPX.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi Russell 1000 Growth UCITS ETF Accumulating (MWOW.DE) and iShares Core S&P 500 UCITS ETF USD (Acc) (CSPX.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.


MWOW.DECSPX.LDifference

Sharpe ratio

Return per unit of total volatility

0.35

0.58

-0.23

Sortino ratio

Return per unit of downside risk

0.75

0.89

-0.15

Omega ratio

Gain probability vs. loss probability

1.12

1.13

-0.01

Calmar ratio

Return relative to maximum drawdown

1.25

3.52

-2.26

Martin ratio

Return relative to average drawdown

3.80

12.09

-8.29

MWOW.DE vs. CSPX.L - Sharpe Ratio Comparison

The current MWOW.DE Sharpe Ratio is 0.35, which is lower than the CSPX.L Sharpe Ratio of 0.58. The chart below compares the historical Sharpe Ratios of MWOW.DE and CSPX.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


MWOW.DECSPX.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.35

0.58

-0.23

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.76

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.82

Sharpe Ratio (All Time)

Calculated using the full available price history

0.23

0.87

-0.64

Correlation

The correlation between MWOW.DE and CSPX.L is 0.83, 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

MWOW.DE vs. CSPX.L - Dividend Comparison

Neither MWOW.DE nor CSPX.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

MWOW.DE vs. CSPX.L - Drawdown Comparison

The maximum MWOW.DE drawdown since its inception was -27.10%, smaller than the maximum CSPX.L drawdown of -33.40%. Use the drawdown chart below to compare losses from any high point for MWOW.DE and CSPX.L.


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Drawdown Indicators


MWOW.DECSPX.LDifference

Max Drawdown

Largest peak-to-trough decline

-27.10%

-33.90%

+6.80%

Max Drawdown (1Y)

Largest decline over 1 year

-14.64%

-8.17%

-6.47%

Max Drawdown (5Y)

Largest decline over 5 years

-24.39%

Max Drawdown (10Y)

Largest decline over 10 years

-33.90%

Current Drawdown

Current decline from peak

-13.49%

-5.74%

-7.75%

Average Drawdown

Average peak-to-trough decline

-6.37%

-3.76%

-2.61%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.83%

1.90%

+2.93%

Volatility

MWOW.DE vs. CSPX.L - Volatility Comparison

Amundi Russell 1000 Growth UCITS ETF Accumulating (MWOW.DE) has a higher volatility of 23.02% compared to iShares Core S&P 500 UCITS ETF USD (Acc) (CSPX.L) at 4.82%. This indicates that MWOW.DE's price experiences larger fluctuations and is considered to be riskier than CSPX.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MWOW.DECSPX.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

23.02%

4.82%

+18.20%

Volatility (6M)

Calculated over the trailing 6-month period

24.93%

9.36%

+15.57%

Volatility (1Y)

Calculated over the trailing 1-year period

30.73%

17.13%

+13.60%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

27.81%

15.91%

+11.90%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.81%

16.62%

+11.19%