PSWD.DE vs. MWOL.DE
PSWD.DE (Invesco FTSE RAFI All World 3000 UCITS ETF) and MWOL.DE (Amundi Prime Global UCITS ETF Dist) are both Global Equities funds - PSWD.DE tracks the FTSE RAFI All-World 3000 while MWOL.DE tracks the Solactive GBS Developed Markets Large & Mid Cap USD Index Net TR. Both are passively managed. Over the past 5 years, PSWD.DE returned 13.34%/yr vs 11.86%/yr for MWOL.DE. Their correlation of 0.84 suggests significant overlap in exposure. PSWD.DE charges 0.39%/yr vs 0.05%/yr for MWOL.DE.
Performance
PSWD.DE vs. MWOL.DE - Performance Comparison
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Returns By Period
In the year-to-date period, PSWD.DE achieves a 16.46% return, which is significantly higher than MWOL.DE's 10.87% return.
PSWD.DE
- 1D
- -0.19%
- 1M
- 4.72%
- YTD
- 16.46%
- 6M
- 17.75%
- 1Y
- 32.88%
- 3Y*
- 18.93%
- 5Y*
- 13.34%
- 10Y*
- 11.86%
MWOL.DE
- 1D
- -0.04%
- 1M
- 4.83%
- YTD
- 10.87%
- 6M
- 11.46%
- 1Y
- 24.25%
- 3Y*
- 17.01%
- 5Y*
- 11.86%
- 10Y*
- —
PSWD.DE vs. MWOL.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
PSWD.DE Invesco FTSE RAFI All World 3000 UCITS ETF | 16.46% | 14.64% | 17.68% | 12.73% | -3.63% | 31.90% | -3.90% | 13.25% |
MWOL.DE Amundi Prime Global UCITS ETF Dist | 10.87% | 8.53% | 25.60% | 18.54% | -15.49% | 30.82% | 3.73% | 15.10% |
Correlation
The correlation between PSWD.DE and MWOL.DE is 0.83, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.83 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.84 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.85 |
Correlation (All Time) Calculated using the full available price history since Mar 26, 2019 | 0.84 |
The correlation between PSWD.DE and MWOL.DE has been stable across timeframes, ranging from 0.83 to 0.85 - a consistent structural relationship.
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Return for Risk
PSWD.DE vs. MWOL.DE — Risk / Return Rank
PSWD.DE
MWOL.DE
PSWD.DE vs. MWOL.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco FTSE RAFI All World 3000 UCITS ETF (PSWD.DE) 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.
| PSWD.DE | MWOL.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.93 | ||
| Sortino ratioReturn per unit of downside risk | +1.13 | ||
| Omega ratioGain probability vs. loss probability | 1.58 | 1.40 | +0.17 |
| Calmar ratioReturn relative to maximum drawdown | 5.56 | 3.67 | +1.89 |
| Martin ratioReturn relative to average drawdown | 22.39 | 14.63 | +7.76 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| PSWD.DE | MWOL.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 3.10 | 2.17 | +0.93 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.00 | 0.83 | +0.18 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.80 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.68 | 0.77 | -0.09 |
Drawdowns
PSWD.DE vs. MWOL.DE - Drawdown Comparison
The maximum PSWD.DE drawdown since its inception was -36.39%, which is greater than MWOL.DE's maximum drawdown of -33.56%. Use the drawdown chart below to compare losses from any high point for PSWD.DE and MWOL.DE.
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Drawdown Indicators
| PSWD.DE | MWOL.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.39% | -33.56% | -2.83% |
Max Drawdown (1Y)Largest decline over 1 year | -5.89% | -6.58% | +0.69% |
Max Drawdown (3Y)Largest decline over 3 years | -18.19% | -21.64% | +3.45% |
Max Drawdown (5Y)Largest decline over 5 years | -18.19% | -21.64% | +3.45% |
Max Drawdown (10Y)Largest decline over 10 years | -36.39% | — | — |
Current DrawdownCurrent decline from peak | -0.31% | -0.37% | +0.06% |
Average DrawdownAverage peak-to-trough decline | -4.65% | -4.89% | +0.24% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.46% | 1.65% | -0.19% |
Volatility
PSWD.DE vs. MWOL.DE - Volatility Comparison
Invesco FTSE RAFI All World 3000 UCITS ETF (PSWD.DE) has a higher volatility of 3.08% compared to Amundi Prime Global UCITS ETF Dist (MWOL.DE) at 2.63%. This indicates that PSWD.DE'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
| PSWD.DE | MWOL.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.08% | 2.63% | +0.45% |
Volatility (6M)Calculated over the trailing 6-month period | 7.86% | 7.71% | +0.15% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.54% | 11.12% | -0.58% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.16% | 14.20% | -1.04% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.19% | 16.46% | -1.27% |
PSWD.DE vs. MWOL.DE - Expense Ratio Comparison
PSWD.DE has a 0.39% expense ratio, which is higher than MWOL.DE's 0.05% expense ratio.
Dividends
PSWD.DE vs. MWOL.DE - Dividend Comparison
PSWD.DE's dividend yield for the trailing twelve months is around 1.75%, more than MWOL.DE's 1.19% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MWOL.DE Amundi Prime Global UCITS ETF Dist | 1.19% | 1.67% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
PSWD.DE Invesco FTSE RAFI All World 3000 UCITS ETF | 1.75% | 2.03% | 2.27% | 2.48% | 2.66% | 1.92% | 1.98% | 2.37% | 2.56% | 2.06% | 1.97% | 2.02% |
Frequently Asked Questions
PSWD.DE and MWOL.DE have a correlation of 0.83, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, MWOL.DE is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.
MWOL.DE is cheaper with a 0.05% expense ratio, compared with 0.39% for PSWD.DE.
PSWD.DE tracks FTSE RAFI All-World 3000, while MWOL.DE tracks Solactive GBS Developed Markets Large & Mid Cap USD Index Net TR. They also come from different issuers: Invesco and Amundi. Their fees differ too: 0.39% for PSWD.DE and 0.05% for MWOL.DE.
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