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TDIV.L vs. MWOZ.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TDIV.L vs. MWOZ.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in VanEck Morningstar Developed Markets Dividend Leaders UCITS ETF USD (Dist) (TDIV.L) and Amundi Prime Global UCITS ETF Dist (MWOZ.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

TDIV.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

In the year-to-date period, TDIV.L achieves a 11.84% return, which is significantly higher than MWOZ.L's 10.25% return.


TDIV.L

1D
0.32%
1M
2.15%
6M
10.53%
YTD
11.84%
1Y
29.81%
3Y*
22.34%
5Y*
17.81%
10Y*
13.83%

MWOZ.L

1D
0.00%
1M
1.13%
6M
8.64%
YTD
10.25%
1Y
21.76%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


Correlation

The correlation between TDIV.L and MWOZ.L is 0.44, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.44

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

0.50

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Return for Risk

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

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

TDIV.L
TDIV.L Risk / Return Rank: 9393
Overall Rank
TDIV.L Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
TDIV.L Sortino Ratio Rank: 9393
Sortino Ratio Rank
TDIV.L Omega Ratio Rank: 9292
Omega Ratio Rank
TDIV.L Calmar Ratio Rank: 9595
Calmar Ratio Rank
TDIV.L Martin Ratio Rank: 9191
Martin Ratio Rank

MWOZ.L
MWOZ.L Risk / Return Rank: 8181
Overall Rank
MWOZ.L Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
MWOZ.L Sortino Ratio Rank: 7878
Sortino Ratio Rank
MWOZ.L Omega Ratio Rank: 8181
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.

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

This table presents a comparison of risk-adjusted performance metrics for VanEck Morningstar Developed Markets Dividend Leaders UCITS ETF USD (Dist) (TDIV.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.


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

+0.82

Sortino ratioReturn per unit of downside risk

+0.90

Omega ratioGain probability vs. loss probability

1.48

1.33

+0.15

Calmar ratioReturn relative to maximum drawdown

5.64

2.48

+3.15

Martin ratioReturn relative to average drawdown

15.83

10.55

+5.29

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

The current TDIV.L Sharpe Ratio is 2.65, which is higher than the MWOZ.L Sharpe Ratio of 1.83. The chart below compares the historical Sharpe Ratios of TDIV.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.


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Drawdowns

TDIV.L vs. MWOZ.L - Drawdown Comparison

The maximum TDIV.L drawdown since its inception was -37.94%, 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 TDIV.L and MWOZ.L.


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Drawdown Indicators


TDIV.LMWOZ.LDifference

Max Drawdown

Largest peak-to-trough decline

-37.94%

-17.73%

-20.21%

Max Drawdown (1Y)

Largest decline over 1 year

-5.27%

-8.81%

+3.54%

Max Drawdown (3Y)

Largest decline over 3 years

-13.89%

Max Drawdown (5Y)

Largest decline over 5 years

-18.52%

Max Drawdown (10Y)

Largest decline over 10 years

-37.94%

Current Drawdown

Current decline from peak

0.00%

-0.48%

+0.48%

Average Drawdown

Average peak-to-trough decline

-3.99%

-1.99%

-2.00%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.88%

2.07%

-0.19%

Volatility

TDIV.L vs. MWOZ.L - Volatility Comparison

VanEck Morningstar Developed Markets Dividend Leaders UCITS ETF USD (Dist) (TDIV.L) and Amundi Prime Global UCITS ETF Dist (MWOZ.L) have volatilities of 2.90% and 2.98%, 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


TDIV.LMWOZ.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.90%

2.98%

-0.08%

Volatility (6M)

Calculated over the trailing 6-month period

8.56%

9.25%

-0.69%

Volatility (1Y)

Calculated over the trailing 1-year period

11.22%

12.00%

-0.78%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.56%

15.08%

-0.52%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.20%

15.08%

+1.12%

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

TDIV.L has a 0.38% expense ratio, which is higher than MWOZ.L's 0.05% expense ratio.


Dividends

TDIV.L vs. MWOZ.L - Dividend Comparison

TDIV.L's dividend yield for the trailing twelve months is around 3.10%, more than MWOZ.L's 1.20% yield.


PositionTTM202520242023202220212020201920182017
MWOZ.L
Amundi Prime Global UCITS ETF Dist
1.20%1.60%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
TDIV.L
VanEck Morningstar Developed Markets Dividend Leaders UCITS ETF USD (Dist)
3.10%3.49%4.36%4.82%4.49%4.14%3.88%4.37%5.77%4.50%

Frequently Asked Questions


TDIV.L and MWOZ.L have a correlation of 0.44, 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 0.38% for TDIV.L.

TDIV.L tracks Morningstar Developed Markets Large Cap Dividend Leaders Screened Select Index, while MWOZ.L tracks Solactive GBS Developed Markets Large & Mid Cap Index. They also come from different issuers: VanEck and Amundi. Their fees differ too: 0.38% for TDIV.L and 0.05% for MWOZ.L.

Portfolio Optimizer

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