PortfoliosLab logoPortfoliosLab logo
MWOZ.L vs. MEUD.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MWOZ.L vs. MEUD.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 Lyxor Core STOXX Europe 600 (DR) - UCITS ETF Acc (MEUD.L). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

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


Different Trading Currencies

MWOZ.L is traded in GBP, while MEUD.L is traded in GBp. To make them comparable, the MEUD.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 MEUD.L's 1.40% return.


MWOZ.L

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

MEUD.L

1D
2.24%
1M
-3.99%
YTD
1.40%
6M
6.88%
1Y
18.80%
3Y*
12.15%
5Y*
10.25%
10Y*
10.00%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


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

MWOZ.L has a 0.05% expense ratio, which is lower than MEUD.L's 0.15% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Return for Risk

MWOZ.L vs. MEUD.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

MEUD.L
MEUD.L Risk / Return Rank: 7070
Overall Rank
MEUD.L Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
MEUD.L Sortino Ratio Rank: 6969
Sortino Ratio Rank
MEUD.L Omega Ratio Rank: 7373
Omega Ratio Rank
MEUD.L Calmar Ratio Rank: 6969
Calmar Ratio Rank
MEUD.L Martin Ratio Rank: 6767
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. MEUD.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 Lyxor Core STOXX Europe 600 (DR) - UCITS ETF Acc (MEUD.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.LMEUD.LDifference

Sharpe ratio

Return per unit of total volatility

1.10

1.38

-0.28

Sortino ratio

Return per unit of downside risk

1.56

1.80

-0.24

Omega ratio

Gain probability vs. loss probability

1.23

1.28

-0.05

Calmar ratio

Return relative to maximum drawdown

2.03

1.84

+0.19

Martin ratio

Return relative to average drawdown

7.65

7.11

+0.55

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

The current MWOZ.L Sharpe Ratio is 1.10, which is comparable to the MEUD.L Sharpe Ratio of 1.38. The chart below compares the historical Sharpe Ratios of MWOZ.L and MEUD.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


MWOZ.LMEUD.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.10

1.38

-0.28

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.74

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.67

Sharpe Ratio (All Time)

Calculated using the full available price history

0.22

0.58

-0.35

Correlation

The correlation between MWOZ.L and MEUD.L is 0.69, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

MWOZ.L vs. MEUD.L - Dividend Comparison

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


Tickers have no history of dividend payments

Drawdowns

MWOZ.L vs. MEUD.L - Drawdown Comparison

The maximum MWOZ.L drawdown since its inception was -19.89%, smaller than the maximum MEUD.L drawdown of -28.57%. Use the drawdown chart below to compare losses from any high point for MWOZ.L and MEUD.L.


Loading graphics...

Drawdown Indicators


MWOZ.LMEUD.LDifference

Max Drawdown

Largest peak-to-trough decline

-19.89%

-28.57%

+8.68%

Max Drawdown (1Y)

Largest decline over 1 year

-10.42%

-10.53%

+0.11%

Max Drawdown (5Y)

Largest decline over 5 years

-17.09%

Max Drawdown (10Y)

Largest decline over 10 years

-28.57%

Current Drawdown

Current decline from peak

-4.87%

-6.13%

+1.26%

Average Drawdown

Average peak-to-trough decline

-4.41%

-4.18%

-0.23%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.07%

2.73%

-0.66%

Volatility

MWOZ.L vs. MEUD.L - Volatility Comparison

The current volatility for Amundi Prime Global UCITS ETF Dist (MWOZ.L) is 4.30%, while Lyxor Core STOXX Europe 600 (DR) - UCITS ETF Acc (MEUD.L) has a volatility of 5.77%. This indicates that MWOZ.L experiences smaller price fluctuations and is considered to be less risky than MEUD.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


MWOZ.LMEUD.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.30%

5.77%

-1.47%

Volatility (6M)

Calculated over the trailing 6-month period

8.28%

9.18%

-0.90%

Volatility (1Y)

Calculated over the trailing 1-year period

14.34%

13.64%

+0.70%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.60%

13.86%

+0.74%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.60%

14.86%

-0.26%