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MWRL.L vs. BNKE.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MWRL.L vs. BNKE.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 Lyxor EURO STOXX Banks (DR) UCITS ETF - Acc (BNKE.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


MWRL.L

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

BNKE.L

1D
-0.64%
1M
2.01%
YTD
3.96%
6M
10.80%
1Y
41.38%
3Y*
45.29%
5Y*
29.09%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

MWRL.L vs. BNKE.L — Risk / Return Rank

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

MWRL.L

BNKE.L
BNKE.L Risk / Return Rank: 5555
Overall Rank
BNKE.L Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
BNKE.L Sortino Ratio Rank: 5858
Sortino Ratio Rank
BNKE.L Omega Ratio Rank: 5252
Omega Ratio Rank
BNKE.L Calmar Ratio Rank: 5555
Calmar Ratio Rank
BNKE.L Martin Ratio Rank: 5252
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. BNKE.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 Lyxor EURO STOXX Banks (DR) UCITS ETF - Acc (BNKE.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. BNKE.L - Sharpe Ratio Comparison


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Sharpe Ratios by Period


MWRL.LBNKE.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.81

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.14

Sharpe Ratio (All Time)

Calculated using the full available price history

0.74

Drawdowns

MWRL.L vs. BNKE.L - Drawdown Comparison


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Drawdown Indicators


MWRL.LBNKE.LDifference

Max Drawdown

Largest peak-to-trough decline

-48.52%

Max Drawdown (1Y)

Largest decline over 1 year

-16.66%

Max Drawdown (3Y)

Largest decline over 3 years

-18.40%

Max Drawdown (5Y)

Largest decline over 5 years

-34.20%

Current Drawdown

Current decline from peak

-2.25%

Average Drawdown

Average peak-to-trough decline

-10.48%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.17%

Volatility

MWRL.L vs. BNKE.L - Volatility Comparison


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Volatility by Period


MWRL.LBNKE.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.93%

Volatility (6M)

Calculated over the trailing 6-month period

18.59%

Volatility (1Y)

Calculated over the trailing 1-year period

23.27%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.46%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

29.51%

MWRL.L vs. BNKE.L - Expense Ratio Comparison

MWRL.L has a 0.12% expense ratio, which is lower than BNKE.L's 0.30% expense ratio.


Dividends

MWRL.L vs. BNKE.L - Dividend Comparison

Neither MWRL.L nor BNKE.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 0.30% for BNKE.L.

MWRL.L is categorized as Global Equities, while BNKE.L is Financials Equities. MWRL.L tracks MSCI World, while BNKE.L tracks MSCI World/Financials NR USD. Their fees differ too: 0.12% for MWRL.L and 0.30% for BNKE.L.

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