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MWOW.DE vs. QDVE.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MWOW.DE vs. QDVE.DE - 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 S&P 500 Information Technology Sector UCITS ETF (QDVE.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, MWOW.DE achieves a 7.34% return, which is significantly lower than QDVE.DE's 24.06% return.


MWOW.DE

1D
-0.35%
1M
5.91%
YTD
7.34%
6M
6.79%
1Y
22.98%
3Y*
5Y*
10Y*

QDVE.DE

1D
-2.26%
1M
13.91%
YTD
24.06%
6M
23.05%
1Y
49.27%
3Y*
30.81%
5Y*
25.33%
10Y*
26.04%
*Multi-year figures are annualized to reflect compound growth (CAGR)

MWOW.DE vs. QDVE.DE - Yearly Performance Comparison


Correlation

The correlation between MWOW.DE and QDVE.DE 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 Oct 8, 2024

0.92

The correlation between MWOW.DE and QDVE.DE has been stable across timeframes, ranging from 0.91 to 0.92 - a consistent structural relationship.

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Return for Risk

MWOW.DE vs. QDVE.DE — 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: 3838
Overall Rank
MWOW.DE Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
MWOW.DE Sortino Ratio Rank: 4141
Sortino Ratio Rank
MWOW.DE Omega Ratio Rank: 4141
Omega Ratio Rank
MWOW.DE Calmar Ratio Rank: 3232
Calmar Ratio Rank
MWOW.DE Martin Ratio Rank: 3131
Martin Ratio Rank

QDVE.DE
QDVE.DE Risk / Return Rank: 6565
Overall Rank
QDVE.DE Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
QDVE.DE Sortino Ratio Rank: 6969
Sortino Ratio Rank
QDVE.DE Omega Ratio Rank: 6666
Omega Ratio Rank
QDVE.DE Calmar Ratio Rank: 6464
Calmar Ratio Rank
QDVE.DE Martin Ratio Rank: 5050
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. QDVE.DE - 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 S&P 500 Information Technology Sector UCITS ETF (QDVE.DE). 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.DEQDVE.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.92

Sortino ratioReturn per unit of downside risk

-1.03

Omega ratioGain probability vs. loss probability

1.26

1.39

-0.13

Calmar ratioReturn relative to maximum drawdown

1.56

3.14

-1.58

Martin ratioReturn relative to average drawdown

4.43

8.31

-3.88

MWOW.DE vs. QDVE.DE - Sharpe Ratio Comparison

The current MWOW.DE Sharpe Ratio is 1.48, which is lower than the QDVE.DE Sharpe Ratio of 2.40. The chart below compares the historical Sharpe Ratios of MWOW.DE and QDVE.DE, 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.DEQDVE.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.48

2.40

-0.92

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.10

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.19

Sharpe Ratio (All Time)

Calculated using the full available price history

0.81

1.07

-0.26

Drawdowns

MWOW.DE vs. QDVE.DE - Drawdown Comparison

The maximum MWOW.DE drawdown since its inception was -27.10%, smaller than the maximum QDVE.DE drawdown of -31.45%. Use the drawdown chart below to compare losses from any high point for MWOW.DE and QDVE.DE.


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Drawdown Indicators


MWOW.DEQDVE.DEDifference

Max Drawdown

Largest peak-to-trough decline

-27.10%

-31.45%

+4.35%

Max Drawdown (1Y)

Largest decline over 1 year

-14.64%

-15.59%

+0.95%

Max Drawdown (3Y)

Largest decline over 3 years

-29.83%

Max Drawdown (5Y)

Largest decline over 5 years

-29.83%

Max Drawdown (10Y)

Largest decline over 10 years

-31.45%

Current Drawdown

Current decline from peak

-1.48%

-3.08%

+1.60%

Average Drawdown

Average peak-to-trough decline

-6.07%

-5.80%

-0.27%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.18%

5.91%

-0.73%

Volatility

MWOW.DE vs. QDVE.DE - Volatility Comparison

The current volatility for Amundi Russell 1000 Growth UCITS ETF Accumulating (MWOW.DE) is 3.71%, while iShares S&P 500 Information Technology Sector UCITS ETF (QDVE.DE) has a volatility of 7.12%. This indicates that MWOW.DE experiences smaller price fluctuations and is considered to be less risky than QDVE.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MWOW.DEQDVE.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.71%

7.12%

-3.41%

Volatility (6M)

Calculated over the trailing 6-month period

10.29%

14.85%

-4.56%

Volatility (1Y)

Calculated over the trailing 1-year period

15.41%

20.42%

-5.01%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.20%

22.71%

-2.51%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.20%

21.73%

-1.53%

MWOW.DE vs. QDVE.DE - Expense Ratio Comparison

MWOW.DE has a 0.19% expense ratio, which is higher than QDVE.DE's 0.15% 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

MWOW.DE vs. QDVE.DE - Dividend Comparison

Neither MWOW.DE nor QDVE.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 0.91, MWOW.DE and QDVE.DE 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, QDVE.DE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.

QDVE.DE is cheaper with a 0.15% expense ratio, compared with 0.19% for MWOW.DE.

MWOW.DE is categorized as Large Cap Growth Equities, while QDVE.DE is Technology Equities. MWOW.DE tracks Russell 1000 Growth Index, while QDVE.DE tracks S&P 500 Capped 35/20 Information Technology Index. They also come from different issuers: Amundi and iShares. Their fees differ too: 0.19% for MWOW.DE and 0.15% for QDVE.DE.

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