TSWE.DE vs. MWOL.DE
TSWE.DE (VanEck Sustainable World Equal Weight UCITS ETF A) and MWOL.DE (Amundi Prime Global UCITS ETF Dist) are both Global Equities funds - TSWE.DE tracks the Solactive Sustainable World Equity while MWOL.DE tracks the Solactive GBS Developed Markets Large & Mid Cap USD Index Net TR. Both are passively managed. Over the past 5 years, TSWE.DE returned 11.66%/yr vs 11.86%/yr for MWOL.DE. Their correlation of 0.90 suggests significant overlap in exposure. TSWE.DE charges 0.20%/yr vs 0.05%/yr for MWOL.DE.
Performance
TSWE.DE vs. MWOL.DE - Performance Comparison
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Returns By Period
In the year-to-date period, TSWE.DE achieves a 13.30% return, which is significantly higher than MWOL.DE's 10.87% return.
TSWE.DE
- 1D
- -0.01%
- 1M
- 6.60%
- YTD
- 13.30%
- 6M
- 15.30%
- 1Y
- 25.79%
- 3Y*
- 17.12%
- 5Y*
- 11.66%
- 10Y*
- —
MWOL.DE
- 1D
- -0.04%
- 1M
- 4.83%
- YTD
- 10.87%
- 6M
- 11.46%
- 1Y
- 24.25%
- 3Y*
- 17.01%
- 5Y*
- 11.86%
- 10Y*
- —
TSWE.DE vs. MWOL.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
TSWE.DE VanEck Sustainable World Equal Weight UCITS ETF A | 13.30% | 13.87% | 16.42% | 16.27% | -13.06% | 29.28% | 5.03% | 16.64% |
MWOL.DE Amundi Prime Global UCITS ETF Dist | 10.87% | 8.53% | 25.60% | 18.54% | -15.49% | 30.82% | 3.73% | 15.10% |
Correlation
The correlation between TSWE.DE and MWOL.DE is 0.90, 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 | 0.90 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.88 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.90 |
Correlation (All Time) Calculated using the full available price history since Mar 26, 2019 | 0.90 |
The correlation between TSWE.DE and MWOL.DE has been stable across timeframes, ranging from 0.88 to 0.90 - a consistent structural relationship.
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Return for Risk
TSWE.DE vs. MWOL.DE — Risk / Return Rank
TSWE.DE
MWOL.DE
TSWE.DE vs. MWOL.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for VanEck Sustainable World Equal Weight UCITS ETF A (TSWE.DE) and Amundi Prime Global UCITS ETF Dist (MWOL.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.
| TSWE.DE | MWOL.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.19 | ||
| Sortino ratioReturn per unit of downside risk | -0.20 | ||
| Omega ratioGain probability vs. loss probability | 1.37 | 1.40 | -0.03 |
| Calmar ratioReturn relative to maximum drawdown | 3.20 | 3.67 | -0.47 |
| Martin ratioReturn relative to average drawdown | 12.60 | 14.63 | -2.03 |
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
| TSWE.DE | MWOL.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.98 | 2.17 | -0.19 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.84 | 0.83 | +0.02 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.82 | 0.77 | +0.05 |
Drawdowns
TSWE.DE vs. MWOL.DE - Drawdown Comparison
The maximum TSWE.DE drawdown since its inception was -33.61%, roughly equal to the maximum MWOL.DE drawdown of -33.56%. Use the drawdown chart below to compare losses from any high point for TSWE.DE and MWOL.DE.
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Drawdown Indicators
| TSWE.DE | MWOL.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.61% | -33.56% | -0.05% |
Max Drawdown (1Y)Largest decline over 1 year | -8.03% | -6.58% | -1.45% |
Max Drawdown (3Y)Largest decline over 3 years | -19.69% | -21.64% | +1.95% |
Max Drawdown (5Y)Largest decline over 5 years | -19.69% | -21.64% | +1.95% |
Current DrawdownCurrent decline from peak | -0.11% | -0.37% | +0.26% |
Average DrawdownAverage peak-to-trough decline | -4.69% | -4.89% | +0.20% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.04% | 1.65% | +0.39% |
Volatility
TSWE.DE vs. MWOL.DE - Volatility Comparison
VanEck Sustainable World Equal Weight UCITS ETF A (TSWE.DE) has a higher volatility of 3.04% compared to Amundi Prime Global UCITS ETF Dist (MWOL.DE) at 2.63%. This indicates that TSWE.DE's price experiences larger fluctuations and is considered to be riskier than MWOL.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TSWE.DE | MWOL.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.04% | 2.63% | +0.41% |
Volatility (6M)Calculated over the trailing 6-month period | 9.89% | 7.71% | +2.18% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.95% | 11.12% | +1.83% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.69% | 14.20% | -0.51% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.89% | 16.46% | -0.57% |
TSWE.DE vs. MWOL.DE - Expense Ratio Comparison
TSWE.DE has a 0.20% expense ratio, which is higher than MWOL.DE'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
TSWE.DE vs. MWOL.DE - Dividend Comparison
TSWE.DE's dividend yield for the trailing twelve months is around 1.83%, more than MWOL.DE's 1.19% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
MWOL.DE Amundi Prime Global UCITS ETF Dist | 1.19% | 1.67% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
TSWE.DE VanEck Sustainable World Equal Weight UCITS ETF A | 1.83% | 1.94% | 2.19% | 2.22% | 2.37% | 1.63% | 1.87% | 2.32% |
Frequently Asked Questions
With a correlation of 0.90, TSWE.DE and MWOL.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
On fees, MWOL.DE is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.
MWOL.DE is cheaper with a 0.05% expense ratio, compared with 0.20% for TSWE.DE.
TSWE.DE tracks Solactive Sustainable World Equity, while MWOL.DE tracks Solactive GBS Developed Markets Large & Mid Cap USD Index Net TR. They also come from different issuers: VanEck and Amundi. Their fees differ too: 0.20% for TSWE.DE and 0.05% for MWOL.DE.
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