OM3Y.DE vs. MWOP.DE
OM3Y.DE (iShares MSCI EM IMI Screened UCITS ETF USD (Dist)) and MWOP.DE (Amundi MSCI World ESG Leaders UCITS ETF Acc) are both exchange-traded funds - OM3Y.DE is a Emerging Markets Equities fund tracking the MSCI Emerging Markets IMI Screened Index, while MWOP.DE is a ESG fund tracking the MSCI World ESG Leaders Select 5% Issuer Capped Index. Both are passively managed. Over the past 3 years, OM3Y.DE returned 18.82%/yr vs 17.70%/yr for MWOP.DE. A 0.63 correlation means they provide meaningful diversification when combined. Both charge a 0.18% expense ratio.
Performance
OM3Y.DE vs. MWOP.DE - Performance Comparison
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Returns By Period
In the year-to-date period, OM3Y.DE achieves a 22.46% return, which is significantly higher than MWOP.DE's 13.53% return.
OM3Y.DE
- 1D
- -0.52%
- 1M
- -5.15%
- 6M
- 15.69%
- YTD
- 22.46%
- 1Y
- 36.72%
- 3Y*
- 18.82%
- 5Y*
- 7.56%
- 10Y*
- —
MWOP.DE
- 1D
- 0.00%
- 1M
- 0.71%
- 6M
- 11.42%
- YTD
- 13.53%
- 1Y
- 26.42%
- 3Y*
- 17.70%
- 5Y*
- —
- 10Y*
- —
OM3Y.DE vs. MWOP.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
OM3Y.DE iShares MSCI EM IMI Screened UCITS ETF USD (Dist) | 22.46% | 17.76% | 13.99% | 4.17% |
MWOP.DE Amundi MSCI World ESG Leaders UCITS ETF Acc | 13.53% | 7.50% | 23.56% | 8.87% |
Correlation
The correlation between OM3Y.DE and MWOP.DE is 0.72, 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 | 0.72 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.63 |
Correlation (All Time) Calculated using the full available price history since Jul 7, 2023 | 0.63 |
The correlation between OM3Y.DE and MWOP.DE has been stable across timeframes, ranging from 0.63 to 0.72 - a consistent structural relationship.
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Return for Risk
OM3Y.DE vs. MWOP.DE — Risk / Return Rank
OM3Y.DE
MWOP.DE
OM3Y.DE vs. MWOP.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI EM IMI Screened UCITS ETF USD (Dist) (OM3Y.DE) and Amundi MSCI World ESG Leaders UCITS ETF Acc (MWOP.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.
| OM3Y.DE | MWOP.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.25 | ||
| Sortino ratioReturn per unit of downside risk | -0.47 | ||
| Omega ratioGain probability vs. loss probability | 1.33 | 1.37 | -0.04 |
| Calmar ratioReturn relative to maximum drawdown | 3.28 | 2.85 | +0.42 |
| Martin ratioReturn relative to average drawdown | 10.36 | 11.05 | -0.69 |
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Drawdowns
OM3Y.DE vs. MWOP.DE - Drawdown Comparison
The maximum OM3Y.DE drawdown since its inception was -31.70%, which is greater than MWOP.DE's maximum drawdown of -21.85%. Use the drawdown chart below to compare losses from any high point for OM3Y.DE and MWOP.DE.
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Drawdown Indicators
| OM3Y.DE | MWOP.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -31.70% | -21.85% | -9.85% |
Max Drawdown (1Y)Largest decline over 1 year | -11.16% | -9.30% | -1.86% |
Max Drawdown (3Y)Largest decline over 3 years | -19.59% | -21.85% | +2.26% |
Max Drawdown (5Y)Largest decline over 5 years | -23.39% | — | — |
Current DrawdownCurrent decline from peak | -8.13% | -1.11% | -7.02% |
Average DrawdownAverage peak-to-trough decline | -8.71% | -2.90% | -5.81% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.54% | 2.40% | +1.14% |
Volatility
OM3Y.DE vs. MWOP.DE - Volatility Comparison
iShares MSCI EM IMI Screened UCITS ETF USD (Dist) (OM3Y.DE) has a higher volatility of 8.73% compared to Amundi MSCI World ESG Leaders UCITS ETF Acc (MWOP.DE) at 3.20%. This indicates that OM3Y.DE's price experiences larger fluctuations and is considered to be riskier than MWOP.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| OM3Y.DE | MWOP.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.73% | 3.20% | +5.53% |
Volatility (6M)Calculated over the trailing 6-month period | 17.72% | 9.60% | +8.12% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.15% | 12.86% | +7.29% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.11% | 13.90% | +3.21% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.55% | 13.90% | +5.65% |
OM3Y.DE vs. MWOP.DE - Expense Ratio Comparison
Both OM3Y.DE and MWOP.DE have an expense ratio of 0.18%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Dividends
OM3Y.DE vs. MWOP.DE - Dividend Comparison
OM3Y.DE's dividend yield for the trailing twelve months is around 1.67%, while MWOP.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
MWOP.DE Amundi MSCI World ESG Leaders UCITS ETF Acc | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
OM3Y.DE iShares MSCI EM IMI Screened UCITS ETF USD (Dist) | 1.67% | 1.98% | 2.33% | 2.35% | 2.59% | 1.82% | 1.58% | 2.23% |
Frequently Asked Questions
OM3Y.DE and MWOP.DE have a correlation of 0.72, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Both ETFs have the same 0.18% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.
OM3Y.DE and MWOP.DE have the same expense ratio: 0.18% per year.
OM3Y.DE is categorized as Emerging Markets Equities, while MWOP.DE is ESG. OM3Y.DE tracks MSCI Emerging Markets IMI Screened Index, while MWOP.DE tracks MSCI World ESG Leaders Select 5% Issuer Capped Index. They also come from different issuers: iShares and Amundi.
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