MWOZ.L vs. IWFV.L
Compare and contrast key facts about Amundi Prime Global UCITS ETF Dist (MWOZ.L) and iShares Edge MSCI World Value Factor UCITS ETF (IWFV.L).
MWOZ.L and IWFV.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. MWOZ.L is a passively managed fund by Amundi that tracks the performance of the Solactive GBS Developed Markets Large & Mid Cap Index. It was launched on Nov 22, 2024. IWFV.L is a passively managed fund by iShares that tracks the performance of the MSCI ACWI Value NR USD. It was launched on Oct 3, 2014. Both MWOZ.L and IWFV.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
MWOZ.L vs. IWFV.L - Performance Comparison
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MWOZ.L vs. IWFV.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
MWOZ.L Amundi Prime Global UCITS ETF Dist | -2.67% | 6.59% |
IWFV.L iShares Edge MSCI World Value Factor UCITS ETF | 7.37% | 23.50% |
Different Trading Currencies
MWOZ.L is traded in GBP, while IWFV.L is traded in GBp. To make them comparable, the IWFV.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 IWFV.L's 7.37% return.
MWOZ.L
- 1D
- 1.91%
- 1M
- -3.40%
- YTD
- -2.67%
- 6M
- 0.93%
- 1Y
- 15.78%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
IWFV.L
- 1D
- 3.10%
- 1M
- -2.18%
- YTD
- 7.37%
- 6M
- 17.58%
- 1Y
- 34.91%
- 3Y*
- 18.13%
- 5Y*
- 13.03%
- 10Y*
- 11.44%
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MWOZ.L vs. IWFV.L - Expense Ratio Comparison
MWOZ.L has a 0.05% expense ratio, which is lower than IWFV.L's 0.30% expense ratio.
Return for Risk
MWOZ.L vs. IWFV.L — Risk / Return Rank
MWOZ.L
IWFV.L
MWOZ.L vs. IWFV.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 Edge MSCI World Value Factor UCITS ETF (IWFV.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.L | IWFV.L | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.10 | 2.35 | -1.25 |
Sortino ratioReturn per unit of downside risk | 1.56 | 3.02 | -1.46 |
Omega ratioGain probability vs. loss probability | 1.23 | 1.46 | -0.23 |
Calmar ratioReturn relative to maximum drawdown | 2.03 | 5.01 | -2.98 |
Martin ratioReturn relative to average drawdown | 7.65 | 17.91 | -10.26 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| MWOZ.L | IWFV.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.10 | 2.35 | -1.25 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 1.01 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.76 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.22 | 0.66 | -0.44 |
Correlation
The correlation between MWOZ.L and IWFV.L is 0.76, 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. IWFV.L - Dividend Comparison
Neither MWOZ.L nor IWFV.L has paid dividends to shareholders.
Drawdowns
MWOZ.L vs. IWFV.L - Drawdown Comparison
The maximum MWOZ.L drawdown since its inception was -19.89%, smaller than the maximum IWFV.L drawdown of -28.79%. Use the drawdown chart below to compare losses from any high point for MWOZ.L and IWFV.L.
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Drawdown Indicators
| MWOZ.L | IWFV.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -19.89% | -28.79% | +8.90% |
Max Drawdown (1Y)Largest decline over 1 year | -10.42% | -10.70% | +0.28% |
Max Drawdown (5Y)Largest decline over 5 years | — | -13.82% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -28.79% | — |
Current DrawdownCurrent decline from peak | -4.87% | -3.54% | -1.33% |
Average DrawdownAverage peak-to-trough decline | -4.41% | -4.44% | +0.03% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.07% | 1.98% | +0.09% |
Volatility
MWOZ.L vs. IWFV.L - Volatility Comparison
The current volatility for Amundi Prime Global UCITS ETF Dist (MWOZ.L) is 4.30%, while iShares Edge MSCI World Value Factor UCITS ETF (IWFV.L) has a volatility of 6.40%. This indicates that MWOZ.L experiences smaller price fluctuations and is considered to be less risky than IWFV.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.L | IWFV.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.30% | 6.40% | -2.10% |
Volatility (6M)Calculated over the trailing 6-month period | 8.28% | 10.18% | -1.90% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.34% | 14.77% | -0.43% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.60% | 12.87% | +1.73% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.60% | 15.02% | -0.42% |