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

Performance

MWOZ.L vs. VPAC.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 Invesco Variable Rate Preferred Shares UCITS ETF USD (VPAC.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 VPAC.L is traded in USD. To make them comparable, the VPAC.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 VPAC.L's 3.01% return.


MWOZ.L

1D
0.00%
1M
0.45%
6M
9.49%
YTD
10.79%
1Y
22.33%
3Y*
5Y*
10Y*

VPAC.L

1D
0.27%
1M
0.51%
6M
2.59%
YTD
3.01%
1Y
5.62%
3Y*
7.72%
5Y*
4.29%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


Correlation

The correlation between MWOZ.L and VPAC.L is 0.33, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.33

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

0.32

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Return for Risk

MWOZ.L vs. VPAC.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: 8181
Sharpe Ratio Rank
MWOZ.L Sortino Ratio Rank: 8080
Sortino Ratio Rank
MWOZ.L Omega Ratio Rank: 8282
Omega Ratio Rank
MWOZ.L Calmar Ratio Rank: 8080
Calmar Ratio Rank
MWOZ.L Martin Ratio Rank: 8484
Martin Ratio Rank

VPAC.L
VPAC.L Risk / Return Rank: 6565
Overall Rank
VPAC.L Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
VPAC.L Sortino Ratio Rank: 6464
Sortino Ratio Rank
VPAC.L Omega Ratio Rank: 6767
Omega Ratio Rank
VPAC.L Calmar Ratio Rank: 6363
Calmar Ratio Rank
VPAC.L Martin Ratio Rank: 6969
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. VPAC.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 Invesco Variable Rate Preferred Shares UCITS ETF USD (VPAC.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.LVPAC.LDifference
Sharpe ratioReturn per unit of total volatility

+1.13

Sortino ratioReturn per unit of downside risk

+1.48

Omega ratioGain probability vs. loss probability

1.39

1.17

+0.22

Calmar ratioReturn relative to maximum drawdown

3.38

1.27

+2.11

Martin ratioReturn relative to average drawdown

13.30

3.30

+10.00

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

The current MWOZ.L Sharpe Ratio is 2.06, which is higher than the VPAC.L Sharpe Ratio of 0.93. The chart below compares the historical Sharpe Ratios of MWOZ.L and VPAC.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. VPAC.L - Drawdown Comparison

The maximum MWOZ.L drawdown since its inception was -18.50%, smaller than the maximum VPAC.L drawdown of -26.87%. Use the drawdown chart below to compare losses from any high point for MWOZ.L and VPAC.L.


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Drawdown Indicators


MWOZ.LVPAC.LDifference

Max Drawdown

Largest peak-to-trough decline

-18.50%

-26.87%

+8.37%

Max Drawdown (1Y)

Largest decline over 1 year

-6.63%

-4.94%

-1.69%

Max Drawdown (3Y)

Largest decline over 3 years

-9.34%

Max Drawdown (5Y)

Largest decline over 5 years

-15.98%

Current Drawdown

Current decline from peak

-0.44%

-1.48%

+1.04%

Average Drawdown

Average peak-to-trough decline

-2.99%

-4.54%

+1.55%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.68%

1.90%

-0.22%

Volatility

MWOZ.L vs. VPAC.L - Volatility Comparison

Amundi Prime Global UCITS ETF Dist (MWOZ.L) has a higher volatility of 2.77% compared to Invesco Variable Rate Preferred Shares UCITS ETF USD (VPAC.L) at 1.91%. This indicates that MWOZ.L's price experiences larger fluctuations and is considered to be riskier than VPAC.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.LVPAC.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.77%

1.91%

+0.86%

Volatility (6M)

Calculated over the trailing 6-month period

8.05%

5.14%

+2.91%

Volatility (1Y)

Calculated over the trailing 1-year period

10.88%

6.72%

+4.16%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.82%

8.70%

+5.12%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.82%

12.35%

+1.47%

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

MWOZ.L has a 0.05% expense ratio, which is lower than VPAC.L's 0.50% expense ratio.


Dividends

MWOZ.L vs. VPAC.L - Dividend Comparison

MWOZ.L's dividend yield for the trailing twelve months is around 1.19%, while VPAC.L has not paid dividends to shareholders.


Frequently Asked Questions


MWOZ.L and VPAC.L have a correlation of 0.33, 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 0.50% for VPAC.L.

MWOZ.L tracks Solactive GBS Developed Markets Large & Mid Cap Index, while VPAC.L tracks Invesco Variable Rate Preferred Shares UCITS ETF USD. They also come from different issuers: Amundi and Invesco. Their fees differ too: 0.05% for MWOZ.L and 0.50% for VPAC.L.

Portfolio Optimizer

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