SBIM.DE vs. LWCR.DE

Last updated Jun 5, 2026

SBIM.DE (Amundi Index MSCI Emerging ESG Broad CTB UCITS ETF) and LWCR.DE (Amundi MSCI World ESG Climate Net Zero Ambition CTB UCITS ETF Acc) are both exchange-traded funds - SBIM.DE is a Emerging Markets Equities fund tracking the MSCI Emerging Markets ESG Broad CTB Select, while LWCR.DE is a Global Equities fund tracking the MSCI World ESG Broad CTB Select. Both are passively managed. Over the past year, SBIM.DE returned 47.90% vs 22.75% for LWCR.DE. A 0.65 correlation means they provide meaningful diversification when combined. SBIM.DE charges 0.20%/yr vs 0.25%/yr for LWCR.DE.

Performance

SBIM.DE vs. LWCR.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Amundi Index MSCI Emerging ESG Broad CTB UCITS ETF (SBIM.DE) and Amundi MSCI World ESG Climate Net Zero Ambition CTB UCITS ETF Acc (LWCR.DE). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, SBIM.DE achieves a 26.80% return, which is significantly higher than LWCR.DE's 10.62% return.

SBIM.DE

• 1D: -1.30%
• 1M: 3.81%
• YTD: 26.80%
• 6M: 27.28%
• 1Y: 47.90%
• 3Y*: 20.34%
• 5Y*: 7.90%
• 10Y*: —

LWCR.DE

• 1D: 0.16%
• 1M: 3.86%
• YTD: 10.62%
• 6M: 10.78%
• 1Y: 22.75%
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

SBIM.DE vs. LWCR.DE - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
SBIM.DE Amundi Index MSCI Emerging ESG Broad CTB UCITS ETF	26.80%	19.60%	13.97%	2.14%
LWCR.DE Amundi MSCI World ESG Climate Net Zero Ambition CTB UCITS ETF Acc	10.62%	6.71%	25.11%	2.33%

Correlation

The correlation between SBIM.DE and LWCR.DE is 0.72, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.72
Correlation (All Time) Calculated using the full available price history since Dec 7, 2023	0.65

The correlation between SBIM.DE and LWCR.DE has been stable across timeframes, ranging from 0.65 to 0.72 - a consistent structural relationship.

Return for Risk

SBIM.DE vs. LWCR.DE — Risk / Return Rank

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

SBIM.DE

SBIM.DE Risk / Return Rank: 82
SBIM.DE Sharpe Ratio Rank: 84
SBIM.DE Sortino Ratio Rank: 82
SBIM.DE Omega Ratio Rank: 82
SBIM.DE Calmar Ratio Rank: 83
SBIM.DE Martin Ratio Rank: 81

LWCR.DE

LWCR.DE Risk / Return Rank: 62
LWCR.DE Sharpe Ratio Rank: 60
LWCR.DE Sortino Ratio Rank: 59
LWCR.DE Omega Ratio Rank: 61
LWCR.DE Calmar Ratio Rank: 64
LWCR.DE Martin Ratio Rank: 67

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.

SBIM.DE vs. LWCR.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi Index MSCI Emerging ESG Broad CTB UCITS ETF (SBIM.DE) and Amundi MSCI World ESG Climate Net Zero Ambition CTB UCITS ETF Acc (LWCR.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.

	SBIM.DE	LWCR.DE	Difference
Sharpe ratio: Return per unit of total volatility	2.68	1.98	+0.71
Sortino ratio: Return per unit of downside risk	3.60	2.76	+0.84
Omega ratio: Gain probability vs. loss probability	1.48	1.37	+0.12
Calmar ratio: Return relative to maximum drawdown	4.37	3.13	+1.24
Martin ratio: Return relative to average drawdown	15.92	12.17	+3.75
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

SBIM.DE vs. LWCR.DE - Sharpe Ratio Comparison

The current SBIM.DE Sharpe Ratio is 2.68, which is higher than the LWCR.DE Sharpe Ratio of 1.98. The chart below compares the historical Sharpe Ratios of SBIM.DE and LWCR.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.

Sharpe Ratios by Period

	SBIM.DE	LWCR.DE	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.68	1.98	+0.71
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.47	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.69	1.30	-0.61

Drawdowns

SBIM.DE vs. LWCR.DE - Drawdown Comparison

The maximum SBIM.DE drawdown since its inception was -26.22%, which is greater than LWCR.DE's maximum drawdown of -21.67%. Use the drawdown chart below to compare losses from any high point for SBIM.DE and LWCR.DE.

Drawdown Indicators

	SBIM.DE	LWCR.DE	Difference
Max Drawdown Largest peak-to-trough decline	-26.22%	-21.67%	-4.55%
Max Drawdown (1Y) Largest decline over 1 year	-11.10%	-7.28%	-3.82%
Max Drawdown (3Y) Largest decline over 3 years	-19.55%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-24.52%	—	—
Current Drawdown Current decline from peak	-2.43%	-0.21%	-2.22%
Average Drawdown Average peak-to-trough decline	-10.36%	-2.80%	-7.56%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.05%	1.87%	+1.18%

Volatility

SBIM.DE vs. LWCR.DE - Volatility Comparison

Amundi Index MSCI Emerging ESG Broad CTB UCITS ETF (SBIM.DE) has a higher volatility of 7.34% compared to Amundi MSCI World ESG Climate Net Zero Ambition CTB UCITS ETF Acc (LWCR.DE) at 2.63%. This indicates that SBIM.DE's price experiences larger fluctuations and is considered to be riskier than LWCR.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	SBIM.DE	LWCR.DE	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.34%	2.63%	+4.71%
Volatility (6M) Calculated over the trailing 6-month period	15.35%	8.04%	+7.31%
Volatility (1Y) Calculated over the trailing 1-year period	18.09%	11.52%	+6.57%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.67%	13.90%	+2.77%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.63%	13.90%	+2.73%

SBIM.DE vs. LWCR.DE - Expense Ratio Comparison

SBIM.DE has a 0.20% expense ratio, which is lower than LWCR.DE's 0.25% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.

Dividends

SBIM.DE vs. LWCR.DE - Dividend Comparison

Neither SBIM.DE nor LWCR.DE has paid dividends to shareholders.

Tickers have no history of dividend payments

Frequently Asked Questions

Can I hold both SBIM.DE and LWCR.DE in my portfolio?

SBIM.DE and LWCR.DE have a correlation of 0.72, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, SBIM.DE or LWCR.DE?

On fees, SBIM.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, SBIM.DE or LWCR.DE?

SBIM.DE is cheaper with a 0.20% expense ratio, compared with 0.25% for LWCR.DE.

What is the main difference between SBIM.DE and LWCR.DE?

SBIM.DE is categorized as Emerging Markets Equities, while LWCR.DE is Global Equities. SBIM.DE tracks MSCI Emerging Markets ESG Broad CTB Select, while LWCR.DE tracks MSCI World ESG Broad CTB Select. Their fees differ too: 0.20% for SBIM.DE and 0.25% for LWCR.DE.