QUID.L vs. MWOZ.L
QUID.L (PIMCO Sterling Short Maturity UCITS ETF) and MWOZ.L (Amundi Prime Global UCITS ETF Dist) are both Global Equities funds - QUID.L tracks the PIMCO Sterling Short Maturity UCITS ETF while MWOZ.L tracks the Solactive GBS Developed Markets Large & Mid Cap Index. Both are passively managed. Over the past year, QUID.L returned 4.36% vs 22.33% for MWOZ.L. At a 0.10 correlation, their price movements are largely independent.
Performance
QUID.L vs. MWOZ.L - Performance Comparison
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Returns By Period
In the year-to-date period, QUID.L achieves a 2.18% return, which is significantly lower than MWOZ.L's 10.79% return.
QUID.L
- 1D
- 0.10%
- 1M
- 0.36%
- 6M
- 1.97%
- YTD
- 2.18%
- 1Y
- 4.36%
- 3Y*
- 5.10%
- 5Y*
- 3.28%
- 10Y*
- 2.00%
MWOZ.L
- 1D
- 0.00%
- 1M
- 0.45%
- 6M
- 9.49%
- YTD
- 10.79%
- 1Y
- 22.33%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
QUID.L vs. MWOZ.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
QUID.L PIMCO Sterling Short Maturity UCITS ETF | 2.18% | 4.23% |
MWOZ.L Amundi Prime Global UCITS ETF Dist | 10.79% | 8.44% |
Correlation
The correlation between QUID.L and MWOZ.L is 0.08, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.08 |
Correlation (All Time) Calculated using the full available price history since Feb 6, 2025 | 0.10 |
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Return for Risk
QUID.L vs. MWOZ.L — Risk / Return Rank
QUID.L
MWOZ.L
QUID.L vs. MWOZ.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for PIMCO Sterling Short Maturity UCITS ETF (QUID.L) and Amundi Prime Global UCITS ETF Dist (MWOZ.L). 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.
| QUID.L | MWOZ.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +3.94 | ||
| Sortino ratioReturn per unit of downside risk | +7.97 | ||
| Omega ratioGain probability vs. loss probability | 2.80 | 1.39 | +1.41 |
| Calmar ratioReturn relative to maximum drawdown | 9.83 | 3.38 | +6.45 |
| Martin ratioReturn relative to average drawdown | 78.74 | 13.30 | +65.44 |
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Drawdowns
QUID.L vs. MWOZ.L - Drawdown Comparison
The maximum QUID.L drawdown since its inception was -2.47%, smaller than the maximum MWOZ.L drawdown of -18.50%. Use the drawdown chart below to compare losses from any high point for QUID.L and MWOZ.L.
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Drawdown Indicators
| QUID.L | MWOZ.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -2.47% | -18.50% | +16.03% |
Max Drawdown (1Y)Largest decline over 1 year | -0.45% | -6.63% | +6.18% |
Max Drawdown (3Y)Largest decline over 3 years | -0.45% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -2.47% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -2.47% | — | — |
Current DrawdownCurrent decline from peak | 0.00% | -0.44% | +0.44% |
Average DrawdownAverage peak-to-trough decline | -0.21% | -2.99% | +2.78% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.06% | 1.68% | -1.62% |
Volatility
QUID.L vs. MWOZ.L - Volatility Comparison
The current volatility for PIMCO Sterling Short Maturity UCITS ETF (QUID.L) is 0.19%, while Amundi Prime Global UCITS ETF Dist (MWOZ.L) has a volatility of 2.77%. This indicates that QUID.L experiences smaller price fluctuations and is considered to be less risky than MWOZ.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| QUID.L | MWOZ.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.19% | 2.77% | -2.58% |
Volatility (6M)Calculated over the trailing 6-month period | 0.64% | 8.05% | -7.41% |
Volatility (1Y)Calculated over the trailing 1-year period | 0.74% | 10.88% | -10.14% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 0.74% | 13.82% | -13.08% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 0.62% | 13.82% | -13.20% |
Dividends
QUID.L vs. MWOZ.L - Dividend Comparison
QUID.L's dividend yield for the trailing twelve months is around 4.17%, more than MWOZ.L's 1.19% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MWOZ.L Amundi Prime Global UCITS ETF Dist | 1.19% | 1.60% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
QUID.L PIMCO Sterling Short Maturity UCITS ETF | 4.17% | 4.19% | 4.67% | 3.69% | 0.66% | 0.08% | 0.31% | 0.73% | 0.52% | 0.33% | 0.59% | 0.55% |
Frequently Asked Questions
QUID.L and MWOZ.L have a correlation of 0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
QUID.L tracks PIMCO Sterling Short Maturity UCITS ETF, while MWOZ.L tracks Solactive GBS Developed Markets Large & Mid Cap Index. They also come from different issuers: PIMCO and Amundi.
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