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PACW.L vs. MWOL.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PACW.L vs. MWOL.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Amundi Prime All Country World UCITS ETF Income (PACW.L) and Amundi Prime Global UCITS ETF Dist (MWOL.DE). The values are adjusted to include any dividend payments, if applicable.

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PACW.L vs. MWOL.DE - Yearly Performance Comparison


Different Trading Currencies

PACW.L is traded in GBP, while MWOL.DE is traded in EUR. To make them comparable, the MWOL.DE values have been converted to GBP using the latest available exchange rates.

Returns By Period

In the year-to-date period, PACW.L achieves a -2.55% return, which is significantly higher than MWOL.DE's -4.28% return.


PACW.L

1D
0.52%
1M
-6.00%
YTD
-2.55%
6M
1.48%
1Y
17.78%
3Y*
5Y*
10Y*

MWOL.DE

1D
0.60%
1M
-5.00%
YTD
-4.28%
6M
-0.11%
1Y
15.26%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PACW.L vs. MWOL.DE - Expense Ratio Comparison

PACW.L has a 0.07% expense ratio, which is higher than MWOL.DE's 0.05% 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%.


Return for Risk

PACW.L vs. MWOL.DE — Risk / Return Rank

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

PACW.L
PACW.L Risk / Return Rank: 6969
Overall Rank
PACW.L Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
PACW.L Sortino Ratio Rank: 7171
Sortino Ratio Rank
PACW.L Omega Ratio Rank: 7272
Omega Ratio Rank
PACW.L Calmar Ratio Rank: 6464
Calmar Ratio Rank
PACW.L Martin Ratio Rank: 6868
Martin Ratio Rank

MWOL.DE
MWOL.DE Risk / Return Rank: 3131
Overall Rank
MWOL.DE Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
MWOL.DE Sortino Ratio Rank: 3131
Sortino Ratio Rank
MWOL.DE Omega Ratio Rank: 3333
Omega Ratio Rank
MWOL.DE Calmar Ratio Rank: 2828
Calmar Ratio Rank
MWOL.DE Martin Ratio Rank: 3333
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.

PACW.L vs. MWOL.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi Prime All Country World UCITS ETF Income (PACW.L) and Amundi Prime Global UCITS ETF Dist (MWOL.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.


PACW.LMWOL.DEDifference

Sharpe ratio

Return per unit of total volatility

1.28

1.01

+0.27

Sortino ratio

Return per unit of downside risk

1.76

1.44

+0.32

Omega ratio

Gain probability vs. loss probability

1.26

1.21

+0.05

Calmar ratio

Return relative to maximum drawdown

1.61

1.26

+0.35

Martin ratio

Return relative to average drawdown

6.89

5.56

+1.33

PACW.L vs. MWOL.DE - Sharpe Ratio Comparison

The current PACW.L Sharpe Ratio is 1.28, which is comparable to the MWOL.DE Sharpe Ratio of 1.01. The chart below compares the historical Sharpe Ratios of PACW.L and MWOL.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


PACW.LMWOL.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.28

1.01

+0.27

Sharpe Ratio (All Time)

Calculated using the full available price history

0.43

0.47

-0.04

Correlation

The correlation between PACW.L and MWOL.DE is 0.92, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

PACW.L vs. MWOL.DE - Dividend Comparison

PACW.L's dividend yield for the trailing twelve months is around 1.42%, while MWOL.DE has not paid dividends to shareholders.


Drawdowns

PACW.L vs. MWOL.DE - Drawdown Comparison

The maximum PACW.L drawdown since its inception was -17.68%, smaller than the maximum MWOL.DE drawdown of -19.51%. Use the drawdown chart below to compare losses from any high point for PACW.L and MWOL.DE.


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Drawdown Indicators


PACW.LMWOL.DEDifference

Max Drawdown

Largest peak-to-trough decline

-17.68%

-21.64%

+3.96%

Max Drawdown (1Y)

Largest decline over 1 year

-10.23%

-13.37%

+3.14%

Current Drawdown

Current decline from peak

-6.00%

-7.21%

+1.21%

Average Drawdown

Average peak-to-trough decline

-3.37%

-4.17%

+0.80%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.37%

2.98%

-0.61%

Volatility

PACW.L vs. MWOL.DE - Volatility Comparison

Amundi Prime All Country World UCITS ETF Income (PACW.L) has a higher volatility of 4.32% compared to Amundi Prime Global UCITS ETF Dist (MWOL.DE) at 4.07%. This indicates that PACW.L's price experiences larger fluctuations and is considered to be riskier than MWOL.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PACW.LMWOL.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.32%

4.07%

+0.25%

Volatility (6M)

Calculated over the trailing 6-month period

8.17%

8.18%

-0.01%

Volatility (1Y)

Calculated over the trailing 1-year period

13.91%

15.06%

-1.15%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.20%

14.59%

-0.39%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.20%

14.59%

-0.39%