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MWRE.DE vs. CBUG.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MWRE.DE vs. CBUG.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Amundi Core MSCI World UCITS ETF Accumulating (MWRE.DE) and iShares USD Treasury Bond 3-7yr UCITS ETF GBP hedged (Dist) (CBUG.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, MWRE.DE achieves a 10.85% return, which is significantly lower than CBUG.DE's 14.43% return.


MWRE.DE

1D
-0.02%
1M
4.85%
YTD
10.85%
6M
11.38%
1Y
23.79%
3Y*
5Y*
10Y*

CBUG.DE

1D
0.52%
1M
4.17%
YTD
14.43%
6M
15.69%
1Y
28.51%
3Y*
13.75%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

MWRE.DE vs. CBUG.DE - Yearly Performance Comparison


Correlation

The correlation between MWRE.DE and CBUG.DE is 0.80, 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

0.80

Correlation (All Time)
Calculated using the full available price history since Nov 5, 2024

0.84

The correlation between MWRE.DE and CBUG.DE has been stable across timeframes, ranging from 0.80 to 0.84 - a consistent structural relationship.

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Return for Risk

MWRE.DE vs. CBUG.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

MWRE.DE
MWRE.DE Risk / Return Rank: 6969
Overall Rank
MWRE.DE Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
MWRE.DE Sortino Ratio Rank: 6464
Sortino Ratio Rank
MWRE.DE Omega Ratio Rank: 6868
Omega Ratio Rank
MWRE.DE Calmar Ratio Rank: 7373
Calmar Ratio Rank
MWRE.DE Martin Ratio Rank: 7676
Martin Ratio Rank

CBUG.DE
CBUG.DE Risk / Return Rank: 6868
Overall Rank
CBUG.DE Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
CBUG.DE Sortino Ratio Rank: 6363
Sortino Ratio Rank
CBUG.DE Omega Ratio Rank: 6161
Omega Ratio Rank
CBUG.DE Calmar Ratio Rank: 7878
Calmar Ratio Rank
CBUG.DE Martin Ratio Rank: 7777
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.

MWRE.DE vs. CBUG.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi Core MSCI World UCITS ETF Accumulating (MWRE.DE) and iShares USD Treasury Bond 3-7yr UCITS ETF GBP hedged (Dist) (CBUG.DE). 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.


MWRE.DECBUG.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.08

Sortino ratioReturn per unit of downside risk

+0.05

Omega ratioGain probability vs. loss probability

1.40

1.37

+0.03

Calmar ratioReturn relative to maximum drawdown

3.63

3.94

-0.31

Martin ratioReturn relative to average drawdown

14.47

14.66

-0.19

MWRE.DE vs. CBUG.DE - Sharpe Ratio Comparison

The current MWRE.DE Sharpe Ratio is 2.12, which is comparable to the CBUG.DE Sharpe Ratio of 2.04. The chart below compares the historical Sharpe Ratios of MWRE.DE and CBUG.DE, 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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Sharpe Ratios by Period


MWRE.DECBUG.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.12

2.04

+0.08

Sharpe Ratio (All Time)

Calculated using the full available price history

1.08

0.42

+0.66

Drawdowns

MWRE.DE vs. CBUG.DE - Drawdown Comparison

The maximum MWRE.DE drawdown since its inception was -21.68%, smaller than the maximum CBUG.DE drawdown of -24.59%. Use the drawdown chart below to compare losses from any high point for MWRE.DE and CBUG.DE.


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Drawdown Indicators


MWRE.DECBUG.DEDifference

Max Drawdown

Largest peak-to-trough decline

-21.68%

-24.59%

+2.91%

Max Drawdown (1Y)

Largest decline over 1 year

-6.53%

-7.21%

+0.68%

Max Drawdown (3Y)

Largest decline over 3 years

-24.59%

Current Drawdown

Current decline from peak

-0.33%

0.00%

-0.33%

Average Drawdown

Average peak-to-trough decline

-3.68%

-7.48%

+3.80%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.64%

1.94%

-0.30%

Volatility

MWRE.DE vs. CBUG.DE - Volatility Comparison

The current volatility for Amundi Core MSCI World UCITS ETF Accumulating (MWRE.DE) is 2.56%, while iShares USD Treasury Bond 3-7yr UCITS ETF GBP hedged (Dist) (CBUG.DE) has a volatility of 3.41%. This indicates that MWRE.DE experiences smaller price fluctuations and is considered to be less risky than CBUG.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MWRE.DECBUG.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.56%

3.41%

-0.85%

Volatility (6M)

Calculated over the trailing 6-month period

7.79%

9.78%

-1.99%

Volatility (1Y)

Calculated over the trailing 1-year period

11.18%

13.90%

-2.72%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.25%

16.71%

-1.46%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.25%

16.71%

-1.46%

MWRE.DE vs. CBUG.DE - Expense Ratio Comparison

MWRE.DE has a 0.12% expense ratio, which is higher than CBUG.DE's 0.10% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

MWRE.DE vs. CBUG.DE - Dividend Comparison

Neither MWRE.DE nor CBUG.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


MWRE.DE and CBUG.DE have a correlation of 0.80, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, CBUG.DE is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.

CBUG.DE is cheaper with a 0.10% expense ratio, compared with 0.12% for MWRE.DE.

MWRE.DE tracks MSCI World, while CBUG.DE tracks MSCI ACWI SMID NR USD. They also come from different issuers: Amundi and iShares. Their fees differ too: 0.12% for MWRE.DE and 0.10% for CBUG.DE.

Portfolio Optimizer

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