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

Performance

MWOZ.L vs. HDGB.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 VanEck Hydrogen Economy UCITS ETF USD (Acc) (HDGB.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, MWOZ.L achieves a 10.08% return, which is significantly lower than HDGB.L's 32.72% return.


MWOZ.L

1D
0.00%
1M
-0.28%
6M
7.83%
YTD
10.08%
1Y
21.20%
3Y*
5Y*
10Y*

HDGB.L

1D
-1.51%
1M
-13.74%
6M
14.76%
YTD
32.72%
1Y
55.48%
3Y*
-8.38%
5Y*
-12.94%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


Correlation

The correlation between MWOZ.L and HDGB.L is 0.57, 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

0.57

Correlation (All Time)
Calculated using the full available price history since Feb 6, 2025

0.58

The correlation between MWOZ.L and HDGB.L has been stable across timeframes, ranging from 0.57 to 0.58 - a consistent structural relationship.

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Return for Risk

MWOZ.L vs. HDGB.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: 8181
Overall Rank
MWOZ.L Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
MWOZ.L Sortino Ratio Rank: 7878
Sortino Ratio Rank
MWOZ.L Omega Ratio Rank: 8181
Omega Ratio Rank
MWOZ.L Calmar Ratio Rank: 8080
Calmar Ratio Rank
MWOZ.L Martin Ratio Rank: 8484
Martin Ratio Rank

HDGB.L
HDGB.L Risk / Return Rank: 4949
Overall Rank
HDGB.L Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
HDGB.L Sortino Ratio Rank: 5757
Sortino Ratio Rank
HDGB.L Omega Ratio Rank: 5050
Omega Ratio Rank
HDGB.L Calmar Ratio Rank: 4747
Calmar Ratio Rank
HDGB.L Martin Ratio Rank: 3636
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.

MWOZ.L vs. HDGB.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 VanEck Hydrogen Economy UCITS ETF USD (Acc) (HDGB.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


MWOZ.LHDGB.LDifference
Sharpe ratioReturn per unit of total volatility

+0.56

Sortino ratioReturn per unit of downside risk

+0.66

Omega ratioGain probability vs. loss probability

1.37

1.24

+0.13

Calmar ratioReturn relative to maximum drawdown

3.21

1.81

+1.40

Martin ratioReturn relative to average drawdown

12.60

4.15

+8.45

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

The current MWOZ.L Sharpe Ratio is 1.97, which is higher than the HDGB.L Sharpe Ratio of 1.41. The chart below compares the historical Sharpe Ratios of MWOZ.L and HDGB.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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Drawdowns

MWOZ.L vs. HDGB.L - Drawdown Comparison

The maximum MWOZ.L drawdown since its inception was -18.50%, smaller than the maximum HDGB.L drawdown of -80.00%. Use the drawdown chart below to compare losses from any high point for MWOZ.L and HDGB.L.


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Drawdown Indicators


MWOZ.LHDGB.LDifference

Max Drawdown

Largest peak-to-trough decline

-18.50%

-80.00%

+61.50%

Max Drawdown (1Y)

Largest decline over 1 year

-6.63%

-30.53%

+23.90%

Max Drawdown (3Y)

Largest decline over 3 years

-63.35%

Max Drawdown (5Y)

Largest decline over 5 years

-80.00%

Current Drawdown

Current decline from peak

-1.08%

-59.70%

+58.62%

Average Drawdown

Average peak-to-trough decline

-2.98%

-51.61%

+48.63%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.69%

13.34%

-11.65%

Volatility

MWOZ.L vs. HDGB.L - Volatility Comparison

The current volatility for Amundi Prime Global UCITS ETF Dist (MWOZ.L) is 2.74%, while VanEck Hydrogen Economy UCITS ETF USD (Acc) (HDGB.L) has a volatility of 10.38%. This indicates that MWOZ.L experiences smaller price fluctuations and is considered to be less risky than HDGB.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MWOZ.LHDGB.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.74%

10.38%

-7.64%

Volatility (6M)

Calculated over the trailing 6-month period

8.00%

27.41%

-19.41%

Volatility (1Y)

Calculated over the trailing 1-year period

10.86%

39.12%

-28.26%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.79%

34.53%

-20.74%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.79%

34.61%

-20.82%

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

MWOZ.L has a 0.05% expense ratio, which is lower than HDGB.L's 0.55% expense ratio.


Dividends

MWOZ.L vs. HDGB.L - Dividend Comparison

MWOZ.L's dividend yield for the trailing twelve months is around 1.20%, while HDGB.L has not paid dividends to shareholders.


Frequently Asked Questions


MWOZ.L and HDGB.L have a correlation of 0.57, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, MWOZ.L is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.

MWOZ.L is cheaper with a 0.05% expense ratio, compared with 0.55% for HDGB.L.

MWOZ.L is categorized as Global Equities, while HDGB.L is Hydrogen Economy. MWOZ.L tracks Solactive GBS Developed Markets Large & Mid Cap Index, while HDGB.L tracks MVIS Global Hydrogen Economy ESG Index. They also come from different issuers: Amundi and VanEck. Their fees differ too: 0.05% for MWOZ.L and 0.55% for HDGB.L.

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