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MWRD.L vs. NASD.L
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


MWRD.LNASD.L

Correlation

-0.50.00.51.00.8

The correlation between MWRD.L and NASD.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.

Performance

MWRD.L vs. NASD.L - Performance Comparison

The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-5.00%0.00%5.00%10.00%AprilMayJuneJulyAugustSeptember0
5.33%
MWRD.L
NASD.L

Compare stocks, funds, or ETFs

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


MWRD.L vs. NASD.L - Expense Ratio Comparison

MWRD.L has a 0.08% expense ratio, which is lower than NASD.L's 0.30% expense ratio.


NASD.L
Lyxor Nasdaq-100 Ucits ETF Acc USD
Expense ratio chart for NASD.L: current value at 0.30% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.30%
Expense ratio chart for MWRD.L: current value at 0.08% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.08%

Risk-Adjusted Performance

MWRD.L vs. NASD.L - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi Index MSCI World (MWRD.L) and Lyxor Nasdaq-100 Ucits ETF Acc USD (NASD.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.


MWRD.L
Sharpe ratio
The chart of Sharpe ratio for MWRD.L, currently valued at 0.90, compared to the broader market0.002.004.000.90
Sortino ratio
The chart of Sortino ratio for MWRD.L, currently valued at 1.41, compared to the broader market-2.000.002.004.006.008.0010.0012.001.41
Omega ratio
The chart of Omega ratio for MWRD.L, currently valued at 1.32, compared to the broader market0.501.001.502.002.503.001.32
Calmar ratio
The chart of Calmar ratio for MWRD.L, currently valued at 0.46, compared to the broader market0.005.0010.0015.000.46
Martin ratio
The chart of Martin ratio for MWRD.L, currently valued at 3.56, compared to the broader market0.0020.0040.0060.0080.00100.003.56
NASD.L
Sharpe ratio
The chart of Sharpe ratio for NASD.L, currently valued at 1.69, compared to the broader market0.002.004.001.69
Sortino ratio
The chart of Sortino ratio for NASD.L, currently valued at 2.29, compared to the broader market-2.000.002.004.006.008.0010.0012.002.29
Omega ratio
The chart of Omega ratio for NASD.L, currently valued at 1.30, compared to the broader market0.501.001.502.002.503.001.30
Calmar ratio
The chart of Calmar ratio for NASD.L, currently valued at 2.08, compared to the broader market0.005.0010.0015.002.08
Martin ratio
The chart of Martin ratio for NASD.L, currently valued at 7.92, compared to the broader market0.0020.0040.0060.0080.00100.007.92

MWRD.L vs. NASD.L - Sharpe Ratio Comparison


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00AprilMayJuneJulyAugustSeptember
0.90
1.69
MWRD.L
NASD.L

Dividends

MWRD.L vs. NASD.L - Dividend Comparison

Neither MWRD.L nor NASD.L has paid dividends to shareholders.


TTM202320222021202020192018
MWRD.L
Amundi Index MSCI World
0.00%0.00%0.00%0.00%0.00%0.00%0.00%
NASD.L
Lyxor Nasdaq-100 Ucits ETF Acc USD
0.00%0.00%0.00%0.00%0.00%0.66%0.70%

Drawdowns

MWRD.L vs. NASD.L - Drawdown Comparison


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%AprilMayJuneJulyAugustSeptember
-1.73%
-5.56%
MWRD.L
NASD.L

Volatility

MWRD.L vs. NASD.L - Volatility Comparison

The current volatility for Amundi Index MSCI World (MWRD.L) is 0.00%, while Lyxor Nasdaq-100 Ucits ETF Acc USD (NASD.L) has a volatility of 5.67%. This indicates that MWRD.L experiences smaller price fluctuations and is considered to be less risky than NASD.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%2.00%4.00%6.00%8.00%AprilMayJuneJulyAugustSeptember0
5.67%
MWRD.L
NASD.L