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

Performance

MWOZ.L vs. IDIN.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 iShares Global Infrastructure UCITS ETF USD (Dist) (IDIN.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

MWOZ.L is traded in GBP, while IDIN.L is traded in USD. To make them comparable, the IDIN.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 10.08% return, which is significantly lower than IDIN.L's 14.05% return.


MWOZ.L

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

IDIN.L

1D
0.89%
1M
2.30%
6M
11.95%
YTD
14.05%
1Y
18.67%
3Y*
11.36%
5Y*
7.32%
10Y*
6.98%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


Correlation

The correlation between MWOZ.L and IDIN.L is 0.10, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

0.10

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

0.20

The correlation between MWOZ.L and IDIN.L shifts across timeframes, from 0.10 (1 year) to 0.20 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

MWOZ.L vs. IDIN.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

IDIN.L
IDIN.L Risk / Return Rank: 7676
Overall Rank
IDIN.L Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
IDIN.L Sortino Ratio Rank: 7575
Sortino Ratio Rank
IDIN.L Omega Ratio Rank: 7070
Omega Ratio Rank
IDIN.L Calmar Ratio Rank: 8787
Calmar Ratio Rank
IDIN.L Martin Ratio Rank: 7272
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. IDIN.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 iShares Global Infrastructure UCITS ETF USD (Dist) (IDIN.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.LIDIN.LDifference
Sharpe ratioReturn per unit of total volatility

+0.38

Sortino ratioReturn per unit of downside risk

+0.47

Omega ratioGain probability vs. loss probability

1.37

1.28

+0.09

Calmar ratioReturn relative to maximum drawdown

3.21

3.73

-0.52

Martin ratioReturn relative to average drawdown

12.60

8.41

+4.19

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

The current MWOZ.L Sharpe Ratio is 1.97, which is comparable to the IDIN.L Sharpe Ratio of 1.59. The chart below compares the historical Sharpe Ratios of MWOZ.L and IDIN.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. IDIN.L - Drawdown Comparison

The maximum MWOZ.L drawdown since its inception was -18.50%, smaller than the maximum IDIN.L drawdown of -36.86%. Use the drawdown chart below to compare losses from any high point for MWOZ.L and IDIN.L.


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Drawdown Indicators


MWOZ.LIDIN.LDifference

Max Drawdown

Largest peak-to-trough decline

-18.50%

-36.86%

+18.36%

Max Drawdown (1Y)

Largest decline over 1 year

-6.63%

-4.98%

-1.65%

Max Drawdown (3Y)

Largest decline over 3 years

-11.31%

Max Drawdown (5Y)

Largest decline over 5 years

-23.50%

Max Drawdown (10Y)

Largest decline over 10 years

-27.06%

Current Drawdown

Current decline from peak

-1.08%

-0.04%

-1.04%

Average Drawdown

Average peak-to-trough decline

-2.98%

-7.25%

+4.27%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.69%

2.21%

-0.52%

Volatility

MWOZ.L vs. IDIN.L - Volatility Comparison

The current volatility for Amundi Prime Global UCITS ETF Dist (MWOZ.L) is 2.74%, while iShares Global Infrastructure UCITS ETF USD (Dist) (IDIN.L) has a volatility of 3.41%. This indicates that MWOZ.L experiences smaller price fluctuations and is considered to be less risky than IDIN.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.LIDIN.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.74%

3.41%

-0.67%

Volatility (6M)

Calculated over the trailing 6-month period

8.00%

9.64%

-1.64%

Volatility (1Y)

Calculated over the trailing 1-year period

10.86%

11.69%

-0.83%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.79%

13.10%

+0.69%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.79%

14.46%

-0.67%

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

MWOZ.L has a 0.05% expense ratio, which is lower than IDIN.L's 0.65% expense ratio.


Dividends

MWOZ.L vs. IDIN.L - Dividend Comparison

MWOZ.L's dividend yield for the trailing twelve months is around 1.20%, less than IDIN.L's 2.01% yield.


PositionTTM20252024202320222021202020192018201720162015
IDIN.L
iShares Global Infrastructure UCITS ETF USD (Dist)
2.01%2.20%2.36%2.37%2.11%1.93%2.08%2.05%2.34%2.60%2.80%3.20%
MWOZ.L
Amundi Prime Global UCITS ETF Dist
1.20%1.60%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


MWOZ.L and IDIN.L have a correlation of 0.10, 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 0.65% for IDIN.L.

MWOZ.L is categorized as Global Equities, while IDIN.L is Mid Cap Value Equities. MWOZ.L tracks Solactive GBS Developed Markets Large & Mid Cap Index, while IDIN.L tracks FTSE Global Core Infrastructure Index (USD). They also come from different issuers: Amundi and iShares. Their fees differ too: 0.05% for MWOZ.L and 0.65% for IDIN.L.

Portfolio Optimizer

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