WEBG.DE vs. IMID.L

Last updated Apr 3, 2026

Compare and contrast key facts about Amundi Prime All Country World UCITS ETF Dist (WEBG.DE) and SPDR MSCI ACWI IMI (IMID.L).

WEBG.DE and IMID.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. WEBG.DE is a passively managed fund by Amundi that tracks the performance of the Solactive GBS Global Markets Large & Mid Cap Index. It was launched on Feb 21, 2024. IMID.L is a passively managed fund by State Street that tracks the performance of the MSCI ACWI NR USD. It was launched on May 13, 2011. Both WEBG.DE and IMID.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.

Performance

WEBG.DE vs. IMID.L - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Amundi Prime All Country World UCITS ETF Dist (WEBG.DE) and SPDR MSCI ACWI IMI (IMID.L). The values are adjusted to include any dividend payments, if applicable.

WEBG.DE vs. IMID.L - Yearly Performance Comparison

	2026 (YTD)	2025	2024
WEBG.DE Amundi Prime All Country World UCITS ETF Dist	-0.50%	9.19%	16.33%
IMID.L SPDR MSCI ACWI IMI	-95.97%	7.70%	15.93%

Different Trading Currencies

WEBG.DE is traded in EUR, while IMID.L is traded in USD. To make them comparable, the IMID.L values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, WEBG.DE achieves a -0.36% return, which is significantly higher than IMID.L's -95.97% return.

WEBG.DE

• 1D: 2.27%
• 1M: -3.42%
• YTD: -0.36%
• 6M: 2.93%
• 1Y: 14.09%
• 3Y*: —
• 5Y*: —
• 10Y*: —

IMID.L

• 1D: -0.20%
• 1M: -2.52%
• YTD: -95.97%
• 6M: -95.87%
• 1Y: -95.44%
• 3Y*: -60.87%
• 5Y*: -42.38%
• 10Y*: -16.52%

*Multi-year figures are annualized to reflect compound growth (CAGR)

WEBG.DE vs. IMID.L - Expense Ratio Comparison

WEBG.DE has a 0.07% expense ratio, which is lower than IMID.L's 0.40% expense ratio.

IMID.L

SPDR MSCI ACWI IMI

WEBG.DE

Amundi Prime All Country World UCITS ETF Dist

Return for Risk

WEBG.DE vs. IMID.L — Risk / Return Rank

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

IMID.L

IMID.L Risk / Return Rank: 1
IMID.L Sharpe Ratio Rank: 0
IMID.L Sortino Ratio Rank: 3
IMID.L Omega Ratio Rank: 0
IMID.L Calmar Ratio Rank: 0
IMID.L Martin Ratio Rank: 0

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.

WEBG.DE vs. IMID.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi Prime All Country World UCITS ETF Dist (WEBG.DE) and SPDR MSCI ACWI IMI (IMID.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.

	WEBG.DE	IMID.L	Difference
Sharpe ratio Return per unit of total volatility	0.88	-0.98	+1.86
Sortino ratio Return per unit of downside risk	1.25	-0.84	+2.09
Omega ratio Gain probability vs. loss probability	1.19	0.51	+0.68
Calmar ratio Return relative to maximum drawdown	1.57	-0.99	+2.56
Martin ratio Return relative to average drawdown	7.22	-2.92	+10.14
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

WEBG.DE vs. IMID.L - Sharpe Ratio Comparison

The current WEBG.DE Sharpe Ratio is 0.88, which is higher than the IMID.L Sharpe Ratio of -0.98. The chart below compares the historical Sharpe Ratios of WEBG.DE and IMID.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	WEBG.DE	IMID.L	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.88	-0.98	+1.86
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	-0.94	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	-0.46	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.85	-0.32	+1.17

Correlation

The correlation between WEBG.DE and IMID.L is 0.69, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Dividends

WEBG.DE vs. IMID.L - Dividend Comparison

Neither WEBG.DE nor IMID.L has paid dividends to shareholders.

	TTM	2025
WEBG.DE Amundi Prime All Country World UCITS ETF Dist	1.39%	1.32%
IMID.L SPDR MSCI ACWI IMI	0.00%	0.00%

Drawdowns

WEBG.DE vs. IMID.L - Drawdown Comparison

The maximum WEBG.DE drawdown since its inception was -21.31%, smaller than the maximum IMID.L drawdown of -96.23%. Use the drawdown chart below to compare losses from any high point for WEBG.DE and IMID.L.

Volatility

WEBG.DE vs. IMID.L - Volatility Comparison

Amundi Prime All Country World UCITS ETF Dist (WEBG.DE) and SPDR MSCI ACWI IMI (IMID.L) have volatilities of 4.65% and 4.57%, 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.

Volatility by Period

	WEBG.DE	IMID.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.65%	4.57%	+0.08%
Volatility (6M) Calculated over the trailing 6-month period	8.63%	322.69%	-314.06%
Volatility (1Y) Calculated over the trailing 1-year period	15.99%	96.95%	-80.96%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.31%	44.86%	-30.55%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	14.31%	35.78%	-21.47%