SGWS.L vs. MWOZ.L
SGWS.L (iShares MSCI World SRI UCITS ETF GBP Hedged (Dist)) and MWOZ.L (Amundi Prime Global UCITS ETF Dist) are both Global Equities funds - SGWS.L tracks the iShares MSCI World SRI UCITS ETF GBP Hedged (Dist) while MWOZ.L tracks the Solactive GBS Developed Markets Large & Mid Cap Index. Both are passively managed. Over the past year, SGWS.L returned 20.35% vs 22.33% for MWOZ.L. Their correlation of 0.80 suggests significant overlap in exposure. SGWS.L charges 0.23%/yr vs 0.05%/yr for MWOZ.L.
Performance
SGWS.L vs. MWOZ.L - Performance Comparison
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Returns By Period
In the year-to-date period, SGWS.L achieves a 11.67% return, which is significantly higher than MWOZ.L's 10.79% return.
SGWS.L
- 1D
- -0.28%
- 1M
- -0.65%
- 6M
- 8.99%
- YTD
- 11.67%
- 1Y
- 20.35%
- 3Y*
- 14.60%
- 5Y*
- 9.85%
- 10Y*
- —
MWOZ.L
- 1D
- 0.00%
- 1M
- 0.45%
- 6M
- 9.49%
- YTD
- 10.79%
- 1Y
- 22.33%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
SGWS.L vs. MWOZ.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
SGWS.L iShares MSCI World SRI UCITS ETF GBP Hedged (Dist) | 11.67% | 11.82% |
MWOZ.L Amundi Prime Global UCITS ETF Dist | 10.79% | 8.44% |
Correlation
The correlation between SGWS.L and MWOZ.L is 0.77, 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 | 0.77 |
Correlation (All Time) Calculated using the full available price history since Feb 6, 2025 | 0.80 |
The correlation between SGWS.L and MWOZ.L has been stable across timeframes, ranging from 0.77 to 0.80 - a consistent structural relationship.
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Return for Risk
SGWS.L vs. MWOZ.L — Risk / Return Rank
SGWS.L
MWOZ.L
SGWS.L vs. MWOZ.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI World SRI UCITS ETF GBP Hedged (Dist) (SGWS.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.
| SGWS.L | MWOZ.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.47 | ||
| Sortino ratioReturn per unit of downside risk | -0.51 | ||
| Omega ratioGain probability vs. loss probability | 1.29 | 1.39 | -0.10 |
| Calmar ratioReturn relative to maximum drawdown | 2.46 | 3.38 | -0.92 |
| Martin ratioReturn relative to average drawdown | 9.53 | 13.30 | -3.77 |
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Drawdowns
SGWS.L vs. MWOZ.L - Drawdown Comparison
The maximum SGWS.L drawdown since its inception was -25.65%, which is greater than MWOZ.L's maximum drawdown of -18.50%. Use the drawdown chart below to compare losses from any high point for SGWS.L and MWOZ.L.
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Drawdown Indicators
| SGWS.L | MWOZ.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -25.65% | -18.50% | -7.15% |
Max Drawdown (1Y)Largest decline over 1 year | -8.63% | -6.63% | -2.00% |
Max Drawdown (3Y)Largest decline over 3 years | -17.92% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -25.65% | — | — |
Current DrawdownCurrent decline from peak | -1.70% | -0.44% | -1.26% |
Average DrawdownAverage peak-to-trough decline | -5.69% | -2.99% | -2.70% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.23% | 1.68% | +0.55% |
Volatility
SGWS.L vs. MWOZ.L - Volatility Comparison
iShares MSCI World SRI UCITS ETF GBP Hedged (Dist) (SGWS.L) has a higher volatility of 4.02% compared to Amundi Prime Global UCITS ETF Dist (MWOZ.L) at 2.77%. This indicates that SGWS.L's price experiences larger fluctuations and is considered to be riskier 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
| SGWS.L | MWOZ.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.02% | 2.77% | +1.25% |
Volatility (6M)Calculated over the trailing 6-month period | 10.83% | 8.05% | +2.78% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.39% | 10.88% | +2.51% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.49% | 13.82% | +1.67% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.20% | 13.82% | +1.38% |
SGWS.L vs. MWOZ.L - Expense Ratio Comparison
SGWS.L has a 0.23% 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
SGWS.L vs. MWOZ.L - Dividend Comparison
SGWS.L's dividend yield for the trailing twelve months is around 1.16%, less than MWOZ.L's 1.19% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 |
|---|---|---|---|---|---|---|---|
MWOZ.L Amundi Prime Global UCITS ETF Dist | 1.19% | 1.60% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SGWS.L iShares MSCI World SRI UCITS ETF GBP Hedged (Dist) | 1.16% | 1.16% | 1.36% | 1.47% | 1.75% | 1.16% | 0.10% |
Frequently Asked Questions
SGWS.L and MWOZ.L have a correlation of 0.77, 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 0.23% for SGWS.L.
SGWS.L tracks iShares MSCI World SRI UCITS ETF GBP Hedged (Dist), 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: 0.23% for SGWS.L and 0.05% for MWOZ.L.
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