PortfoliosLab logoPortfoliosLab logo
SRSA.L vs. MWOZ.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SRSA.L vs. MWOZ.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares MSCI South Africa UCITS ETF USD (Acc) (SRSA.L) and Amundi Prime Global UCITS ETF Dist (MWOZ.L). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Different Trading Currencies

SRSA.L is traded in GBp, while MWOZ.L is traded in GBP. To make them comparable, the MWOZ.L values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, SRSA.L achieves a -4.79% return, which is significantly lower than MWOZ.L's 10.79% return.


SRSA.L

1D
1.37%
1M
-5.51%
6M
-10.99%
YTD
-4.79%
1Y
31.31%
3Y*
20.62%
5Y*
11.36%
10Y*
6.41%

MWOZ.L

1D
0.00%
1M
0.45%
6M
9.49%
YTD
10.79%
1Y
22.33%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SRSA.L vs. MWOZ.L - Yearly Performance Comparison


Correlation

The correlation between SRSA.L and MWOZ.L is 0.40, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.40

Correlation (All Time)
Calculated using the full available price history since Feb 6, 2025

0.40

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

SRSA.L vs. MWOZ.L — Risk / Return Rank

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

SRSA.L
SRSA.L Risk / Return Rank: 3232
Overall Rank
SRSA.L Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
SRSA.L Sortino Ratio Rank: 3232
Sortino Ratio Rank
SRSA.L Omega Ratio Rank: 3333
Omega Ratio Rank
SRSA.L Calmar Ratio Rank: 3232
Calmar Ratio Rank
SRSA.L Martin Ratio Rank: 2727
Martin Ratio Rank

MWOZ.L
MWOZ.L Risk / Return Rank: 8181
Overall Rank
MWOZ.L Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
MWOZ.L Sortino Ratio Rank: 8080
Sortino Ratio Rank
MWOZ.L Omega Ratio Rank: 8282
Omega Ratio Rank
MWOZ.L Calmar Ratio Rank: 8080
Calmar Ratio Rank
MWOZ.L Martin Ratio Rank: 8484
Martin Ratio Rank
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.

SRSA.L vs. MWOZ.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI South Africa UCITS ETF USD (Acc) (SRSA.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.


SRSA.LMWOZ.LDifference
Sharpe ratioReturn per unit of total volatility

-1.04

Sortino ratioReturn per unit of downside risk

-1.38

Omega ratioGain probability vs. loss probability

1.19

1.39

-0.20

Calmar ratioReturn relative to maximum drawdown

1.34

3.38

-2.04

Martin ratioReturn relative to average drawdown

2.92

13.30

-10.38

SRSA.L vs. MWOZ.L - Sharpe Ratio Comparison

The current SRSA.L Sharpe Ratio is 1.02, which is lower than the MWOZ.L Sharpe Ratio of 2.06. The chart below compares the historical Sharpe Ratios of SRSA.L and MWOZ.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

SRSA.L vs. MWOZ.L - Drawdown Comparison

The maximum SRSA.L drawdown since its inception was -52.58%, 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 SRSA.L and MWOZ.L.


Loading charts...

Drawdown Indicators


SRSA.LMWOZ.LDifference

Max Drawdown

Largest peak-to-trough decline

-52.58%

-18.50%

-34.08%

Max Drawdown (1Y)

Largest decline over 1 year

-23.06%

-6.63%

-16.43%

Max Drawdown (3Y)

Largest decline over 3 years

-27.05%

Max Drawdown (5Y)

Largest decline over 5 years

-27.76%

Max Drawdown (10Y)

Largest decline over 10 years

-52.58%

Current Drawdown

Current decline from peak

-20.04%

-0.44%

-19.60%

Average Drawdown

Average peak-to-trough decline

-16.96%

-2.99%

-13.97%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.60%

1.68%

+8.92%

Volatility

SRSA.L vs. MWOZ.L - Volatility Comparison

iShares MSCI South Africa UCITS ETF USD (Acc) (SRSA.L) has a higher volatility of 6.81% compared to Amundi Prime Global UCITS ETF Dist (MWOZ.L) at 2.77%. This indicates that SRSA.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.


Loading charts...

Volatility by Period


SRSA.LMWOZ.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.81%

2.77%

+4.04%

Volatility (6M)

Calculated over the trailing 6-month period

25.83%

8.05%

+17.78%

Volatility (1Y)

Calculated over the trailing 1-year period

30.27%

10.88%

+19.39%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

28.66%

13.82%

+14.84%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

31.97%

13.82%

+18.15%

SRSA.L vs. MWOZ.L - Expense Ratio Comparison

SRSA.L has a 0.65% expense ratio, which is higher than MWOZ.L's 0.05% expense ratio.


Dividends

SRSA.L vs. MWOZ.L - Dividend Comparison

SRSA.L has not paid dividends to shareholders, while MWOZ.L's dividend yield for the trailing twelve months is around 1.19%.


Frequently Asked Questions


SRSA.L and MWOZ.L have a correlation of 0.40, 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 0.65% for SRSA.L.

SRSA.L tracks iShares MSCI South Africa 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: 0.65% for SRSA.L and 0.05% for MWOZ.L.

Portfolio Optimizer

Find the right allocation for SRSA.L and MWOZ.L

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