SASU.L vs. MWOZ.L
SASU.L (iShares MSCI USA Screened UCITS ETF USD (Acc)) and MWOZ.L (Amundi Prime Global UCITS ETF Dist) are both Global Equities funds - SASU.L tracks the iShares MSCI USA Screened UCITS ETF USD (Acc) while MWOZ.L tracks the Solactive GBS Developed Markets Large & Mid Cap Index. Both are passively managed. Over the past year, SASU.L returned 21.97% vs 22.34% for MWOZ.L. Their correlation of 0.89 suggests significant overlap in exposure. SASU.L charges 0.07%/yr vs 0.05%/yr for MWOZ.L.
Performance
SASU.L vs. MWOZ.L - Performance Comparison
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Different Trading Currencies
SASU.L is traded in USD, while MWOZ.L is traded in GBP. To make them comparable, the MWOZ.L values have been converted to USD using the latest available exchange rates.
Returns By Period
The year-to-date returns for both investments are quite close, with SASU.L having a 9.89% return and MWOZ.L slightly higher at 10.18%.
SASU.L
- 1D
- -0.07%
- 1M
- 0.12%
- 6M
- 9.97%
- YTD
- 9.89%
- 1Y
- 21.97%
- 3Y*
- 20.80%
- 5Y*
- 13.14%
- 10Y*
- —
MWOZ.L
- 1D
- 0.00%
- 1M
- 0.21%
- 6M
- 9.01%
- YTD
- 10.18%
- 1Y
- 22.34%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
SASU.L vs. MWOZ.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
SASU.L iShares MSCI USA Screened UCITS ETF USD (Acc) | 9.89% | 15.65% |
MWOZ.L Amundi Prime Global UCITS ETF Dist | 10.18% | 17.37% |
Correlation
The correlation between SASU.L and MWOZ.L is 0.89, 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 | 0.89 |
Correlation (All Time) Calculated using the full available price history since Feb 6, 2025 | 0.89 |
The correlation between SASU.L and MWOZ.L has been stable across timeframes, ranging from 0.89 to 0.89 - a consistent structural relationship.
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Return for Risk
SASU.L vs. MWOZ.L — Risk / Return Rank
SASU.L
MWOZ.L
SASU.L vs. MWOZ.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI USA Screened UCITS ETF USD (Acc) (SASU.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.
| SASU.L | MWOZ.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.11 | ||
| Sortino ratioReturn per unit of downside risk | -0.14 | ||
| Omega ratioGain probability vs. loss probability | 1.32 | 1.33 | -0.02 |
| Calmar ratioReturn relative to maximum drawdown | 2.41 | 2.55 | -0.13 |
| Martin ratioReturn relative to average drawdown | 9.61 | 10.83 | -1.22 |
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Drawdowns
SASU.L vs. MWOZ.L - Drawdown Comparison
The maximum SASU.L drawdown since its inception was -34.07%, which is greater than MWOZ.L's maximum drawdown of -17.73%. Use the drawdown chart below to compare losses from any high point for SASU.L and MWOZ.L.
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Drawdown Indicators
| SASU.L | MWOZ.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.07% | -17.73% | -16.34% |
Max Drawdown (1Y)Largest decline over 1 year | -9.53% | -8.81% | -0.72% |
Max Drawdown (3Y)Largest decline over 3 years | -19.83% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -26.24% | — | — |
Current DrawdownCurrent decline from peak | -0.77% | -0.23% | -0.54% |
Average DrawdownAverage peak-to-trough decline | -5.40% | -2.00% | -3.40% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.40% | 2.07% | +0.33% |
Volatility
SASU.L vs. MWOZ.L - Volatility Comparison
iShares MSCI USA Screened UCITS ETF USD (Acc) (SASU.L) and Amundi Prime Global UCITS ETF Dist (MWOZ.L) have volatilities of 3.04% and 3.05%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SASU.L | MWOZ.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.04% | 3.05% | -0.01% |
Volatility (6M)Calculated over the trailing 6-month period | 10.09% | 9.24% | +0.85% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.09% | 11.99% | +1.10% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.03% | 15.10% | +1.93% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.39% | 15.10% | +3.29% |
SASU.L vs. MWOZ.L - Expense Ratio Comparison
SASU.L has a 0.07% expense ratio, which is higher than MWOZ.L'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
SASU.L vs. MWOZ.L - Dividend Comparison
SASU.L has not paid dividends to shareholders, while MWOZ.L's dividend yield for the trailing twelve months is around 1.19%.
| Position | TTM | 2025 |
|---|---|---|
MWOZ.L Amundi Prime Global UCITS ETF Dist | 1.19% | 1.60% |
SASU.L iShares MSCI USA Screened UCITS ETF USD (Acc) | 0.00% | 0.00% |
Frequently Asked Questions
SASU.L and MWOZ.L have a correlation of 0.89, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, MWOZ.L is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.
MWOZ.L is cheaper with a 0.05% expense ratio, compared with 0.07% for SASU.L.
SASU.L tracks iShares MSCI USA Screened UCITS ETF USD (Acc), while MWOZ.L tracks Solactive GBS Developed Markets Large & Mid Cap Index. They also come from different issuers: iShares and Amundi. Their fees differ too: 0.07% for SASU.L and 0.05% for MWOZ.L.
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