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OIGS.DE vs. WEBG.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

OIGS.DE vs. WEBG.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Amundi STOXX Europe 600 Energy ESG Screened UCITS ETF Dist (OIGS.DE) and Amundi Prime All Country World UCITS ETF Dist (WEBG.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, OIGS.DE achieves a 31.26% return, which is significantly higher than WEBG.DE's 12.80% return.


OIGS.DE

1D
-1.01%
1M
-2.54%
YTD
31.26%
6M
31.09%
1Y
64.03%
3Y*
23.41%
5Y*
20.84%
10Y*
11.77%

WEBG.DE

1D
-0.23%
1M
3.70%
YTD
12.80%
6M
12.74%
1Y
26.64%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

OIGS.DE vs. WEBG.DE - Yearly Performance Comparison


Correlation

The correlation between OIGS.DE and WEBG.DE is 0.22, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.22

Correlation (All Time)
Calculated using the full available price history since Mar 18, 2024

0.38

The correlation between OIGS.DE and WEBG.DE shifts across timeframes, from 0.22 (1 year) to 0.38 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

OIGS.DE vs. WEBG.DE — Risk / Return Rank

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

OIGS.DE
OIGS.DE Risk / Return Rank: 9595
Overall Rank
OIGS.DE Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
OIGS.DE Sortino Ratio Rank: 9393
Sortino Ratio Rank
OIGS.DE Omega Ratio Rank: 9393
Omega Ratio Rank
OIGS.DE Calmar Ratio Rank: 9696
Calmar Ratio Rank
OIGS.DE Martin Ratio Rank: 9696
Martin Ratio Rank

WEBG.DE
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.

OIGS.DE vs. WEBG.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi STOXX Europe 600 Energy ESG Screened UCITS ETF Dist (OIGS.DE) and Amundi Prime All Country World UCITS ETF Dist (WEBG.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.


OIGS.DEWEBG.DEDifference
Sharpe ratioReturn per unit of total volatility

+1.47

Sortino ratioReturn per unit of downside risk

+1.28

Omega ratioGain probability vs. loss probability

1.63

1.44

+0.19

Calmar ratioReturn relative to maximum drawdown

9.84

4.11

+5.73

Martin ratioReturn relative to average drawdown

34.28

16.53

+17.75

OIGS.DE vs. WEBG.DE - Sharpe Ratio Comparison

The current OIGS.DE Sharpe Ratio is 3.79, which is higher than the WEBG.DE Sharpe Ratio of 2.33. The chart below compares the historical Sharpe Ratios of OIGS.DE and WEBG.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


OIGS.DEWEBG.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.79

2.33

+1.47

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.94

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.50

Sharpe Ratio (All Time)

Calculated using the full available price history

0.27

1.24

-0.97

Drawdowns

OIGS.DE vs. WEBG.DE - Drawdown Comparison

The maximum OIGS.DE drawdown since its inception was -55.79%, which is greater than WEBG.DE's maximum drawdown of -21.31%. Use the drawdown chart below to compare losses from any high point for OIGS.DE and WEBG.DE.


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Drawdown Indicators


OIGS.DEWEBG.DEDifference

Max Drawdown

Largest peak-to-trough decline

-55.79%

-21.31%

-34.48%

Max Drawdown (1Y)

Largest decline over 1 year

-6.49%

-6.50%

+0.01%

Max Drawdown (3Y)

Largest decline over 3 years

-21.44%

Max Drawdown (5Y)

Largest decline over 5 years

-21.44%

Max Drawdown (10Y)

Largest decline over 10 years

-55.79%

Current Drawdown

Current decline from peak

-4.67%

-0.63%

-4.04%

Average Drawdown

Average peak-to-trough decline

-10.56%

-2.81%

-7.75%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.87%

1.62%

+0.25%

Volatility

OIGS.DE vs. WEBG.DE - Volatility Comparison

Amundi STOXX Europe 600 Energy ESG Screened UCITS ETF Dist (OIGS.DE) has a higher volatility of 5.97% compared to Amundi Prime All Country World UCITS ETF Dist (WEBG.DE) at 3.10%. This indicates that OIGS.DE's price experiences larger fluctuations and is considered to be riskier than WEBG.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


OIGS.DEWEBG.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.97%

3.10%

+2.87%

Volatility (6M)

Calculated over the trailing 6-month period

13.24%

8.28%

+4.96%

Volatility (1Y)

Calculated over the trailing 1-year period

16.88%

11.48%

+5.40%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.81%

14.15%

+7.66%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.75%

14.15%

+9.60%

OIGS.DE vs. WEBG.DE - Expense Ratio Comparison

OIGS.DE has a 0.30% expense ratio, which is higher than WEBG.DE's 0.07% expense ratio.


Dividends

OIGS.DE vs. WEBG.DE - Dividend Comparison

OIGS.DE's dividend yield for the trailing twelve months is around 2.88%, while WEBG.DE has not paid dividends to shareholders.


PositionTTM202520242023202220212020201920182017
OIGS.DE
Amundi STOXX Europe 600 Energy ESG Screened UCITS ETF Dist
2.88%3.78%4.78%0.00%3.66%4.17%7.35%4.04%4.04%1.97%
WEBG.DE
Amundi Prime All Country World UCITS ETF Dist
1.22%1.32%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


OIGS.DE and WEBG.DE have a correlation of 0.22, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, WEBG.DE is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.

WEBG.DE is cheaper with a 0.07% expense ratio, compared with 0.30% for OIGS.DE.

OIGS.DE is categorized as Energy Equities, while WEBG.DE is Global Equities. OIGS.DE tracks STOXX® Europe 600 Energy ESG+, while WEBG.DE tracks Solactive GBS Global Markets Large & Mid Cap Index. Their fees differ too: 0.30% for OIGS.DE and 0.07% for WEBG.DE.

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