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MWOZ.L vs. AVGC.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MWOZ.L vs. AVGC.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Amundi Prime Global UCITS ETF Dist (MWOZ.L) and Avantis Global Equity UCITS ETF USD Accumulating (AVGC.L). The values are adjusted to include any dividend payments, if applicable.

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MWOZ.L vs. AVGC.L - Yearly Performance Comparison


Different Trading Currencies

MWOZ.L is traded in GBP, while AVGC.L is traded in USD. To make them comparable, the AVGC.L values have been converted to GBP using the latest available exchange rates.

Returns By Period

In the year-to-date period, MWOZ.L achieves a -2.67% return, which is significantly lower than AVGC.L's 3.27% return.


MWOZ.L

1D
1.91%
1M
-3.40%
YTD
-2.67%
6M
0.93%
1Y
15.78%
3Y*
5Y*
10Y*

AVGC.L

1D
2.36%
1M
-2.44%
YTD
3.27%
6M
7.76%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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MWOZ.L vs. AVGC.L - Expense Ratio Comparison

MWOZ.L has a 0.05% expense ratio, which is lower than AVGC.L's 0.35% expense ratio.


Return for Risk

MWOZ.L vs. AVGC.L — Risk / Return Rank

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

MWOZ.L
MWOZ.L Risk / Return Rank: 6161
Overall Rank
MWOZ.L Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
MWOZ.L Sortino Ratio Rank: 5656
Sortino Ratio Rank
MWOZ.L Omega Ratio Rank: 5757
Omega Ratio Rank
MWOZ.L Calmar Ratio Rank: 6868
Calmar Ratio Rank
MWOZ.L Martin Ratio Rank: 6666
Martin Ratio Rank

AVGC.L
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.

MWOZ.L vs. AVGC.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi Prime Global UCITS ETF Dist (MWOZ.L) and Avantis Global Equity UCITS ETF USD Accumulating (AVGC.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.


MWOZ.LAVGC.LDifference

Sharpe ratio

Return per unit of total volatility

1.10

Sortino ratio

Return per unit of downside risk

1.56

Omega ratio

Gain probability vs. loss probability

1.23

Calmar ratio

Return relative to maximum drawdown

2.03

Martin ratio

Return relative to average drawdown

7.65

MWOZ.L vs. AVGC.L - Sharpe Ratio Comparison


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Sharpe Ratios by Period


MWOZ.LAVGC.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.10

Sharpe Ratio (All Time)

Calculated using the full available price history

0.22

2.62

-2.40

Correlation

The correlation between MWOZ.L and AVGC.L is 0.81, 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

MWOZ.L vs. AVGC.L - Dividend Comparison

Neither MWOZ.L nor AVGC.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

MWOZ.L vs. AVGC.L - Drawdown Comparison

The maximum MWOZ.L drawdown since its inception was -19.89%, which is greater than AVGC.L's maximum drawdown of -6.12%. Use the drawdown chart below to compare losses from any high point for MWOZ.L and AVGC.L.


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Drawdown Indicators


MWOZ.LAVGC.LDifference

Max Drawdown

Largest peak-to-trough decline

-19.89%

-7.96%

-11.93%

Max Drawdown (1Y)

Largest decline over 1 year

-10.42%

Current Drawdown

Current decline from peak

-4.87%

-4.78%

-0.09%

Average Drawdown

Average peak-to-trough decline

-4.41%

-1.03%

-3.38%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.07%

Volatility

MWOZ.L vs. AVGC.L - Volatility Comparison


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Volatility by Period


MWOZ.LAVGC.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.30%

Volatility (6M)

Calculated over the trailing 6-month period

8.28%

Volatility (1Y)

Calculated over the trailing 1-year period

14.34%

11.93%

+2.41%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.60%

11.93%

+2.67%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.60%

11.93%

+2.67%