SUWG.L vs. MWOZ.L
SUWG.L (iShares MSCI World SRI UCITS ETF USD (Dist)) and MWOZ.L (Amundi Prime Global UCITS ETF Dist) are both Global Equities funds - SUWG.L tracks the MSCI ACWI NR USD while MWOZ.L tracks the Solactive GBS Developed Markets Large & Mid Cap Index. Both are passively managed. Over the past year, SUWG.L returned 21.97% vs 27.54% for MWOZ.L. Their correlation of 0.91 suggests significant overlap in exposure. SUWG.L charges 0.20%/yr vs 0.05%/yr for MWOZ.L.
Performance
SUWG.L vs. MWOZ.L - Performance Comparison
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Returns By Period
The year-to-date returns for both stocks are quite close, with SUWG.L having a 10.28% return and MWOZ.L slightly lower at 10.17%.
SUWG.L
- 1D
- 0.39%
- 1M
- 4.00%
- YTD
- 10.28%
- 6M
- 10.19%
- 1Y
- 21.97%
- 3Y*
- 13.08%
- 5Y*
- 10.67%
- 10Y*
- —
MWOZ.L
- 1D
- 0.05%
- 1M
- 3.80%
- YTD
- 10.17%
- 6M
- 9.89%
- 1Y
- 27.54%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
SUWG.L vs. MWOZ.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
SUWG.L iShares MSCI World SRI UCITS ETF USD (Dist) | 10.28% | 4.85% |
MWOZ.L Amundi Prime Global UCITS ETF Dist | 10.17% | 8.44% |
Correlation
The correlation between SUWG.L and MWOZ.L is 0.88, 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 | 0.88 |
Correlation (All Time) Calculated using the full available price history since Feb 7, 2025 | 0.91 |
The correlation between SUWG.L and MWOZ.L has been stable across timeframes, ranging from 0.88 to 0.91 - a consistent structural relationship.
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Return for Risk
SUWG.L vs. MWOZ.L — Risk / Return Rank
SUWG.L
MWOZ.L
SUWG.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 USD (Dist) (SUWG.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.
| SUWG.L | MWOZ.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.77 | ||
| Sortino ratioReturn per unit of downside risk | -0.95 | ||
| Omega ratioGain probability vs. loss probability | 1.35 | 1.51 | -0.15 |
| Calmar ratioReturn relative to maximum drawdown | 2.75 | 4.16 | -1.40 |
| Martin ratioReturn relative to average drawdown | 10.28 | 16.80 | -6.52 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| SUWG.L | MWOZ.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.91 | 2.68 | -0.77 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.78 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.85 | 1.04 | -0.19 |
Drawdowns
SUWG.L vs. MWOZ.L - Drawdown Comparison
The maximum SUWG.L drawdown since its inception was -18.97%, roughly equal to the maximum MWOZ.L drawdown of -18.50%. Use the drawdown chart below to compare losses from any high point for SUWG.L and MWOZ.L.
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Drawdown Indicators
| SUWG.L | MWOZ.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -18.97% | -18.50% | -0.47% |
Max Drawdown (1Y)Largest decline over 1 year | -7.92% | -6.63% | -1.29% |
Max Drawdown (3Y)Largest decline over 3 years | -18.97% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -18.97% | — | — |
Current DrawdownCurrent decline from peak | 0.00% | -0.15% | +0.15% |
Average DrawdownAverage peak-to-trough decline | -4.31% | -3.16% | -1.15% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.12% | 1.64% | +0.48% |
Volatility
SUWG.L vs. MWOZ.L - Volatility Comparison
iShares MSCI World SRI UCITS ETF USD (Dist) (SUWG.L) has a higher volatility of 3.37% compared to Amundi Prime Global UCITS ETF Dist (MWOZ.L) at 2.54%. This indicates that SUWG.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
| SUWG.L | MWOZ.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.37% | 2.54% | +0.83% |
Volatility (6M)Calculated over the trailing 6-month period | 8.65% | 7.27% | +1.38% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.38% | 10.29% | +1.09% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.65% | 13.91% | -0.26% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.63% | 13.91% | -0.28% |
SUWG.L vs. MWOZ.L - Expense Ratio Comparison
SUWG.L has a 0.20% 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
SUWG.L vs. MWOZ.L - Dividend Comparison
SUWG.L's dividend yield for the trailing twelve months is around 1.12%, less than MWOZ.L's 1.20% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 |
|---|---|---|---|---|---|---|
MWOZ.L Amundi Prime Global UCITS ETF Dist | 1.20% | 1.60% | 0.00% | 0.00% | 0.00% | 0.00% |
SUWG.L iShares MSCI World SRI UCITS ETF USD (Dist) | 1.12% | 1.21% | 1.38% | 1.54% | 1.69% | 1.17% |
Frequently Asked Questions
SUWG.L and MWOZ.L have a correlation of 0.88, 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 0.20% for SUWG.L.
SUWG.L tracks MSCI ACWI NR USD, 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: 0.20% for SUWG.L and 0.05% for MWOZ.L.
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