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S6DW.DE vs. WEBG.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

S6DW.DE vs. WEBG.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares MSCI World ESG Screened UCITS ETF USD (Dist) (S6DW.DE) and Amundi Prime All Country World UCITS ETF Dist (WEBG.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, S6DW.DE achieves a 10.73% return, which is significantly lower than WEBG.DE's 12.80% return.


S6DW.DE

1D
-0.04%
1M
3.95%
YTD
10.73%
6M
10.58%
1Y
23.93%
3Y*
18.05%
5Y*
13.09%
10Y*

WEBG.DE

1D
-0.23%
1M
3.70%
YTD
12.80%
6M
12.74%
1Y
26.64%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

S6DW.DE vs. WEBG.DE - Yearly Performance Comparison


2026 (YTD)20252024
S6DW.DE
iShares MSCI World ESG Screened UCITS ETF USD (Dist)
10.73%7.69%17.73%
WEBG.DE
Amundi Prime All Country World UCITS ETF Dist
12.80%9.19%16.33%

Correlation

The correlation between S6DW.DE and WEBG.DE is 0.98 - 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

0.98

Correlation (All Time)
Calculated using the full available price history since Mar 18, 2024

0.98

The correlation between S6DW.DE and WEBG.DE has been stable across timeframes, ranging from 0.98 to 0.98 - a consistent structural relationship.

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Return for Risk

S6DW.DE vs. WEBG.DE — Risk / Return Rank

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

S6DW.DE
S6DW.DE Risk / Return Rank: 6363
Overall Rank
S6DW.DE Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
S6DW.DE Sortino Ratio Rank: 6161
Sortino Ratio Rank
S6DW.DE Omega Ratio Rank: 6262
Omega Ratio Rank
S6DW.DE Calmar Ratio Rank: 6464
Calmar Ratio Rank
S6DW.DE Martin Ratio Rank: 6767
Martin Ratio Rank

WEBG.DE
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.

S6DW.DE vs. WEBG.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 All Country World UCITS ETF Dist (WEBG.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.DEWEBG.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.32

Sortino ratioReturn per unit of downside risk

-0.43

Omega ratioGain probability vs. loss probability

1.37

1.44

-0.06

Calmar ratioReturn relative to maximum drawdown

3.09

4.11

-1.02

Martin ratioReturn relative to average drawdown

12.18

16.53

-4.35

S6DW.DE vs. WEBG.DE - Sharpe Ratio Comparison

The current S6DW.DE Sharpe Ratio is 2.01, which is comparable to the WEBG.DE Sharpe Ratio of 2.33. The chart below compares the historical Sharpe Ratios of S6DW.DE and WEBG.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


S6DW.DEWEBG.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.01

2.33

-0.32

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.89

Sharpe Ratio (All Time)

Calculated using the full available price history

0.86

1.24

-0.38

Drawdowns

S6DW.DE vs. WEBG.DE - Drawdown Comparison

The maximum S6DW.DE drawdown since its inception was -33.13%, which is greater than WEBG.DE's maximum drawdown of -21.31%. Use the drawdown chart below to compare losses from any high point for S6DW.DE and WEBG.DE.


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Drawdown Indicators


S6DW.DEWEBG.DEDifference

Max Drawdown

Largest peak-to-trough decline

-33.13%

-21.31%

-11.82%

Max Drawdown (1Y)

Largest decline over 1 year

-7.74%

-6.50%

-1.24%

Max Drawdown (3Y)

Largest decline over 3 years

-22.30%

Max Drawdown (5Y)

Largest decline over 5 years

-22.30%

Current Drawdown

Current decline from peak

-0.44%

-0.63%

+0.19%

Average Drawdown

Average peak-to-trough decline

-4.67%

-2.81%

-1.86%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.97%

1.62%

+0.35%

Volatility

S6DW.DE vs. WEBG.DE - Volatility Comparison

The current volatility for iShares MSCI World ESG Screened UCITS ETF USD (Dist) (S6DW.DE) is 2.85%, while Amundi Prime All Country World UCITS ETF Dist (WEBG.DE) has a volatility of 3.10%. This indicates that S6DW.DE experiences smaller price fluctuations and is considered to be less risky than WEBG.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


S6DW.DEWEBG.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.85%

3.10%

-0.25%

Volatility (6M)

Calculated over the trailing 6-month period

8.39%

8.28%

+0.11%

Volatility (1Y)

Calculated over the trailing 1-year period

11.91%

11.48%

+0.43%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.58%

14.15%

+0.43%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.37%

14.15%

+2.22%

S6DW.DE vs. WEBG.DE - Expense Ratio Comparison

S6DW.DE has a 0.20% expense ratio, which is higher than WEBG.DE's 0.07% 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. WEBG.DE - Dividend Comparison

S6DW.DE's dividend yield for the trailing twelve months is around 0.87%, while WEBG.DE has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018
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%
WEBG.DE
Amundi Prime All Country World UCITS ETF Dist
1.22%1.32%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


With a correlation of 0.98, S6DW.DE and WEBG.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, WEBG.DE is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.

WEBG.DE is cheaper with a 0.07% expense ratio, compared with 0.20% for S6DW.DE.

S6DW.DE tracks MSCI World ESG Screened, while WEBG.DE tracks Solactive GBS Global Markets Large & Mid Cap Index. They also come from different issuers: iShares and Amundi. Their fees differ too: 0.20% for S6DW.DE and 0.07% for WEBG.DE.

Portfolio Optimizer

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