S6DW.DE vs. MWOL.DE
S6DW.DE (iShares MSCI World ESG Screened UCITS ETF USD (Dist)) and MWOL.DE (Amundi Prime Global UCITS ETF Dist) are both Global Equities funds - S6DW.DE tracks the MSCI World ESG Screened 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, S6DW.DE returned 13.09%/yr vs 11.86%/yr for MWOL.DE. With a 0.96 correlation, they move nearly in lockstep. S6DW.DE charges 0.20%/yr vs 0.05%/yr for MWOL.DE.
Performance
S6DW.DE vs. MWOL.DE - Performance Comparison
Loading charts...
Returns By Period
The year-to-date returns for both investments are quite close, with S6DW.DE having a 10.73% return and MWOL.DE slightly higher at 10.87%.
S6DW.DE
- 1D
- -0.04%
- 1M
- 3.95%
- YTD
- 10.73%
- 6M
- 10.58%
- 1Y
- 23.93%
- 3Y*
- 18.05%
- 5Y*
- 13.09%
- 10Y*
- —
MWOL.DE
- 1D
- -0.04%
- 1M
- 3.68%
- YTD
- 10.87%
- 6M
- 10.90%
- 1Y
- 24.08%
- 3Y*
- 17.01%
- 5Y*
- 11.86%
- 10Y*
- —
S6DW.DE vs. MWOL.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
S6DW.DE iShares MSCI World ESG Screened UCITS ETF USD (Dist) | 10.73% | 7.69% | 27.33% | 22.28% | -15.33% | 32.91% | 6.70% | 16.83% |
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 S6DW.DE and MWOL.DE is 0.99 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.99 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.98 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.97 |
Correlation (All Time) Calculated using the full available price history since Mar 26, 2019 | 0.96 |
The correlation between S6DW.DE and MWOL.DE has been stable across timeframes, ranging from 0.96 to 0.99 - a consistent structural relationship.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
S6DW.DE vs. MWOL.DE — Risk / Return Rank
S6DW.DE
MWOL.DE
S6DW.DE vs. MWOL.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI World ESG Screened UCITS ETF USD (Dist) (S6DW.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.
| S6DW.DE | MWOL.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.16 | ||
| Sortino ratioReturn per unit of downside risk | -0.21 | ||
| Omega ratioGain probability vs. loss probability | 1.37 | 1.40 | -0.03 |
| Calmar ratioReturn relative to maximum drawdown | 3.09 | 3.67 | -0.57 |
| Martin ratioReturn relative to average drawdown | 12.18 | 14.63 | -2.45 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| S6DW.DE | MWOL.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.01 | 2.17 | -0.16 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.89 | 0.83 | +0.06 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.86 | 0.77 | +0.09 |
Drawdowns
S6DW.DE vs. MWOL.DE - Drawdown Comparison
The maximum S6DW.DE drawdown since its inception was -33.13%, roughly equal to the maximum MWOL.DE drawdown of -33.56%. Use the drawdown chart below to compare losses from any high point for S6DW.DE and MWOL.DE.
Loading charts...
Drawdown Indicators
| S6DW.DE | MWOL.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.13% | -33.56% | +0.43% |
Max Drawdown (1Y)Largest decline over 1 year | -7.74% | -6.58% | -1.16% |
Max Drawdown (3Y)Largest decline over 3 years | -22.30% | -21.64% | -0.66% |
Max Drawdown (5Y)Largest decline over 5 years | -22.30% | -21.64% | -0.66% |
Current DrawdownCurrent decline from peak | -0.44% | -0.37% | -0.07% |
Average DrawdownAverage peak-to-trough decline | -4.67% | -4.89% | +0.22% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.97% | 1.65% | +0.32% |
Volatility
S6DW.DE vs. MWOL.DE - Volatility Comparison
iShares MSCI World ESG Screened UCITS ETF USD (Dist) (S6DW.DE) has a higher volatility of 2.85% compared to Amundi Prime Global UCITS ETF Dist (MWOL.DE) at 2.63%. This indicates that S6DW.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.
Loading charts...
Volatility by Period
| S6DW.DE | MWOL.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.85% | 2.63% | +0.22% |
Volatility (6M)Calculated over the trailing 6-month period | 8.39% | 7.71% | +0.68% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.91% | 11.12% | +0.79% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.58% | 14.20% | +0.38% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.37% | 16.46% | -0.09% |
S6DW.DE vs. MWOL.DE - Expense Ratio Comparison
S6DW.DE has a 0.20% 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%.
Dividends
S6DW.DE vs. MWOL.DE - Dividend Comparison
S6DW.DE's dividend yield for the trailing twelve months is around 0.87%, less than MWOL.DE's 1.19% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
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% |
S6DW.DE iShares MSCI World ESG Screened UCITS ETF USD (Dist) | 0.87% | 0.96% | 1.18% | 1.31% | 1.59% | 1.01% | 1.15% | 1.56% | 0.18% |
Frequently Asked Questions
With a correlation of 0.99, S6DW.DE and MWOL.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
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 0.20% for S6DW.DE.
S6DW.DE tracks MSCI World ESG Screened, while MWOL.DE tracks Solactive GBS Developed Markets Large & Mid Cap USD Index Net TR. They also come from different issuers: iShares and Amundi. Their fees differ too: 0.20% for S6DW.DE and 0.05% for MWOL.DE.
Find the right allocation for S6DW.DE and MWOL.DE
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer