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MWRL.L vs. 500U.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MWRL.L vs. 500U.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Amundi Core MSCI World UCITS ETF Accumulating (MWRL.L) and Amundi S&P 500 Swap UCITS ETF USD Acc (500U.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

MWRL.L is traded in GBP, while 500U.L is traded in USD. To make them comparable, the 500U.L values have been converted to GBP using the latest available exchange rates.

Returns By Period


MWRL.L

1D
1M
YTD
6M
1Y
3Y*
5Y*
10Y*

500U.L

1D
-0.44%
1M
3.38%
YTD
10.34%
6M
9.56%
1Y
28.10%
3Y*
19.10%
5Y*
14.95%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

MWRL.L vs. 500U.L — Risk / Return Rank

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

MWRL.L

500U.L
500U.L Risk / Return Rank: 7676
Overall Rank
500U.L Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
500U.L Sortino Ratio Rank: 8181
Sortino Ratio Rank
500U.L Omega Ratio Rank: 7575
Omega Ratio Rank
500U.L Calmar Ratio Rank: 6969
Calmar Ratio Rank
500U.L 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.

MWRL.L vs. 500U.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi Core MSCI World UCITS ETF Accumulating (MWRL.L) and Amundi S&P 500 Swap UCITS ETF USD Acc (500U.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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

MWRL.L vs. 500U.L - Sharpe Ratio Comparison


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Sharpe Ratios by Period


MWRL.L500U.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.39

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.98

Sharpe Ratio (All Time)

Calculated using the full available price history

0.96

Drawdowns

MWRL.L vs. 500U.L - Drawdown Comparison


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Drawdown Indicators


MWRL.L500U.LDifference

Max Drawdown

Largest peak-to-trough decline

-26.14%

Max Drawdown (1Y)

Largest decline over 1 year

-7.19%

Max Drawdown (3Y)

Largest decline over 3 years

-20.95%

Max Drawdown (5Y)

Largest decline over 5 years

-20.95%

Current Drawdown

Current decline from peak

-0.62%

Average Drawdown

Average peak-to-trough decline

-3.67%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.15%

Volatility

MWRL.L vs. 500U.L - Volatility Comparison


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Volatility by Period


MWRL.L500U.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.51%

Volatility (6M)

Calculated over the trailing 6-month period

8.64%

Volatility (1Y)

Calculated over the trailing 1-year period

11.85%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.27%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.85%

MWRL.L vs. 500U.L - Expense Ratio Comparison

MWRL.L has a 0.12% expense ratio, which is lower than 500U.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%.


Dividends

MWRL.L vs. 500U.L - Dividend Comparison

Neither MWRL.L nor 500U.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


On fees, MWRL.L is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.

MWRL.L is cheaper with a 0.12% expense ratio, compared with 0.15% for 500U.L.

MWRL.L is categorized as Global Equities, while 500U.L is S&P 500. MWRL.L tracks MSCI World, while 500U.L tracks S&P 500 Index. Their fees differ too: 0.12% for MWRL.L and 0.15% for 500U.L.

Portfolio Optimizer

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