MWSH.DE vs. AUM5.DE
MWSH.DE (Amundi MSCI World SRI Climate Net Zero Ambition PAB UCITS ETF EUR Hedged (Acc)) and AUM5.DE (Amundi S&P 500 UCITS ETF EUR) are both exchange-traded funds - MWSH.DE is a Global Equities fund tracking the MSCI World SRI Filtered PAB Index (EUR Hedged), while AUM5.DE is a S&P 500 fund tracking the S&P 500 Index. Both are passively managed. Over the past 5 years, MWSH.DE returned 8.73%/yr vs 13.81%/yr for AUM5.DE. A 0.73 correlation means they provide meaningful diversification when combined. MWSH.DE charges 0.20%/yr vs 0.15%/yr for AUM5.DE.
Performance
MWSH.DE vs. AUM5.DE - Performance Comparison
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Returns By Period
In the year-to-date period, MWSH.DE achieves a 14.77% return, which is significantly higher than AUM5.DE's 12.24% return.
MWSH.DE
- 1D
- 1.04%
- 1M
- 3.30%
- 6M
- 14.95%
- YTD
- 14.77%
- 1Y
- 21.64%
- 3Y*
- 13.76%
- 5Y*
- 8.73%
- 10Y*
- —
AUM5.DE
- 1D
- 0.21%
- 1M
- 0.61%
- 6M
- 13.04%
- YTD
- 12.24%
- 1Y
- 24.13%
- 3Y*
- 18.43%
- 5Y*
- 13.81%
- 10Y*
- 15.03%
MWSH.DE vs. AUM5.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
MWSH.DE Amundi MSCI World SRI Climate Net Zero Ambition PAB UCITS ETF EUR Hedged (Acc) | 14.77% | 10.75% | 10.70% | 22.47% | -22.12% | 28.86% | 2.47% |
AUM5.DE Amundi S&P 500 UCITS ETF EUR | 12.24% | 4.80% | 32.40% | 22.65% | -14.14% | 40.97% | -0.21% |
Correlation
The correlation between MWSH.DE and AUM5.DE is 0.70, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.70 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.64 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.73 |
Correlation (All Time) Calculated using the full available price history since Dec 9, 2020 | 0.73 |
The correlation between MWSH.DE and AUM5.DE has been stable across timeframes, ranging from 0.64 to 0.73 - a consistent structural relationship.
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Return for Risk
MWSH.DE vs. AUM5.DE — Risk / Return Rank
MWSH.DE
AUM5.DE
MWSH.DE vs. AUM5.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Amundi MSCI World SRI Climate Net Zero Ambition PAB UCITS ETF EUR Hedged (Acc) (MWSH.DE) and Amundi S&P 500 UCITS ETF EUR (AUM5.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.
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.
| MWSH.DE | AUM5.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.51 | ||
| Sortino ratioReturn per unit of downside risk | -0.50 | ||
| Omega ratioGain probability vs. loss probability | 1.27 | 1.37 | -0.10 |
| Calmar ratioReturn relative to maximum drawdown | 2.31 | 3.35 | -1.04 |
| Martin ratioReturn relative to average drawdown | 8.99 | 11.77 | -2.78 |
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Drawdowns
MWSH.DE vs. AUM5.DE - Drawdown Comparison
The maximum MWSH.DE drawdown since its inception was -26.96%, smaller than the maximum AUM5.DE drawdown of -33.65%. Use the drawdown chart below to compare losses from any high point for MWSH.DE and AUM5.DE.
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Drawdown Indicators
| MWSH.DE | AUM5.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -26.96% | -33.65% | +6.69% |
Max Drawdown (1Y)Largest decline over 1 year | -9.33% | -7.18% | -2.15% |
Max Drawdown (3Y)Largest decline over 3 years | -19.08% | -23.30% | +4.22% |
Max Drawdown (5Y)Largest decline over 5 years | -26.96% | -23.30% | -3.66% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.65% | — |
Current DrawdownCurrent decline from peak | -0.75% | -0.65% | -0.10% |
Average DrawdownAverage peak-to-trough decline | -6.77% | -3.98% | -2.79% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.40% | 2.04% | +0.36% |
Volatility
MWSH.DE vs. AUM5.DE - Volatility Comparison
Amundi MSCI World SRI Climate Net Zero Ambition PAB UCITS ETF EUR Hedged (Acc) (MWSH.DE) has a higher volatility of 4.84% compared to Amundi S&P 500 UCITS ETF EUR (AUM5.DE) at 3.66%. This indicates that MWSH.DE's price experiences larger fluctuations and is considered to be riskier than AUM5.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MWSH.DE | AUM5.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.84% | 3.66% | +1.18% |
Volatility (6M)Calculated over the trailing 6-month period | 11.57% | 7.97% | +3.60% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.19% | 11.89% | +2.30% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.65% | 15.22% | +1.43% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.33% | 16.08% | +0.25% |
MWSH.DE vs. AUM5.DE - Expense Ratio Comparison
MWSH.DE has a 0.20% expense ratio, which is higher than AUM5.DE's 0.15% 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
MWSH.DE vs. AUM5.DE - Dividend Comparison
Neither MWSH.DE nor AUM5.DE has paid dividends to shareholders.
Frequently Asked Questions
MWSH.DE and AUM5.DE have a correlation of 0.70, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, AUM5.DE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.
AUM5.DE is cheaper with a 0.15% expense ratio, compared with 0.20% for MWSH.DE.
MWSH.DE is categorized as Global Equities, while AUM5.DE is S&P 500. MWSH.DE tracks MSCI World SRI Filtered PAB Index (EUR Hedged), while AUM5.DE tracks S&P 500 Index. Their fees differ too: 0.20% for MWSH.DE and 0.15% for AUM5.DE.
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