MWOZ.L vs. SASU.L
MWOZ.L (Amundi Prime Global UCITS ETF Dist) and SASU.L (iShares MSCI USA Screened UCITS ETF USD (Acc)) are both Global Equities funds - MWOZ.L tracks the Solactive GBS Developed Markets Large & Mid Cap Index while SASU.L tracks the iShares MSCI USA Screened UCITS ETF USD (Acc). Both are passively managed. Over the past year, MWOZ.L returned 22.33% vs 20.76% for SASU.L. Their correlation of 0.87 suggests significant overlap in exposure. MWOZ.L charges 0.05%/yr vs 0.07%/yr for SASU.L.
Performance
MWOZ.L vs. SASU.L - Performance Comparison
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Different Trading Currencies
MWOZ.L is traded in GBP, while SASU.L is traded in USD. To make them comparable, the SASU.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 10.79% return, which is significantly higher than SASU.L's 9.52% return.
MWOZ.L
- 1D
- 0.00%
- 1M
- 0.45%
- 6M
- 9.49%
- YTD
- 10.79%
- 1Y
- 22.33%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
SASU.L
- 1D
- 0.00%
- 1M
- -0.69%
- 6M
- 9.38%
- YTD
- 9.52%
- 1Y
- 20.76%
- 3Y*
- 19.46%
- 5Y*
- 13.55%
- 10Y*
- —
MWOZ.L vs. SASU.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
MWOZ.L Amundi Prime Global UCITS ETF Dist | 10.79% | 8.44% |
SASU.L iShares MSCI USA Screened UCITS ETF USD (Acc) | 9.52% | 7.33% |
Correlation
The correlation between MWOZ.L and SASU.L is 0.87, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.87 |
Correlation (All Time) Calculated using the full available price history since Feb 6, 2025 | 0.87 |
The correlation between MWOZ.L and SASU.L has been stable across timeframes, ranging from 0.87 to 0.87 - a consistent structural relationship.
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Return for Risk
MWOZ.L vs. SASU.L — Risk / Return Rank
MWOZ.L
SASU.L
MWOZ.L vs. SASU.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 MSCI USA Screened UCITS ETF USD (Acc) (SASU.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.L | SASU.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.38 | ||
| Sortino ratioReturn per unit of downside risk | +0.46 | ||
| Omega ratioGain probability vs. loss probability | 1.39 | 1.31 | +0.08 |
| Calmar ratioReturn relative to maximum drawdown | 3.38 | 2.47 | +0.91 |
| Martin ratioReturn relative to average drawdown | 13.30 | 8.03 | +5.27 |
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Drawdowns
MWOZ.L vs. SASU.L - Drawdown Comparison
The maximum MWOZ.L drawdown since its inception was -18.50%, smaller than the maximum SASU.L drawdown of -26.18%. Use the drawdown chart below to compare losses from any high point for MWOZ.L and SASU.L.
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Drawdown Indicators
| MWOZ.L | SASU.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -18.50% | -26.18% | +7.68% |
Max Drawdown (1Y)Largest decline over 1 year | -6.63% | -8.95% | +2.32% |
Max Drawdown (3Y)Largest decline over 3 years | — | -22.50% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -22.50% | — |
Current DrawdownCurrent decline from peak | -0.44% | -1.29% | +0.85% |
Average DrawdownAverage peak-to-trough decline | -2.99% | -3.93% | +0.94% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.68% | 2.76% | -1.08% |
Volatility
MWOZ.L vs. SASU.L - Volatility Comparison
The current volatility for Amundi Prime Global UCITS ETF Dist (MWOZ.L) is 2.77%, while iShares MSCI USA Screened UCITS ETF USD (Acc) (SASU.L) has a volatility of 3.11%. This indicates that MWOZ.L experiences smaller price fluctuations and is considered to be less risky than SASU.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 | SASU.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.77% | 3.11% | -0.34% |
Volatility (6M)Calculated over the trailing 6-month period | 8.05% | 9.95% | -1.90% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.88% | 13.20% | -2.32% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.82% | 16.35% | -2.53% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.82% | 17.82% | -4.00% |
MWOZ.L vs. SASU.L - Expense Ratio Comparison
MWOZ.L has a 0.05% expense ratio, which is lower than SASU.L's 0.07% 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%.
Dividends
MWOZ.L vs. SASU.L - Dividend Comparison
MWOZ.L's dividend yield for the trailing twelve months is around 1.19%, while SASU.L has not paid dividends to shareholders.
| Position | TTM | 2025 |
|---|---|---|
MWOZ.L Amundi Prime Global UCITS ETF Dist | 1.19% | 1.60% |
SASU.L iShares MSCI USA Screened UCITS ETF USD (Acc) | 0.00% | 0.00% |
Frequently Asked Questions
MWOZ.L and SASU.L have a correlation of 0.87, 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 0.07% for SASU.L.
MWOZ.L tracks Solactive GBS Developed Markets Large & Mid Cap Index, while SASU.L tracks iShares MSCI USA Screened UCITS ETF USD (Acc). They also come from different issuers: Amundi and iShares. Their fees differ too: 0.05% for MWOZ.L and 0.07% for SASU.L.
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