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WEBN.DE vs. 10AJ.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

WEBN.DE vs. 10AJ.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Amundi Prime All Country World UCITS ETF Acc EUR (WEBN.DE) and Amundi Index FTSE EPRA NAREIT Global UCITS ETF EUR Dist (10AJ.DE). The values are adjusted to include any dividend payments, if applicable.

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WEBN.DE vs. 10AJ.DE - Yearly Performance Comparison


Returns By Period

In the year-to-date period, WEBN.DE achieves a -0.91% return, which is significantly lower than 10AJ.DE's 4.69% return.


WEBN.DE

1D
-0.16%
1M
-2.86%
YTD
-0.91%
6M
2.33%
1Y
14.09%
3Y*
5Y*
10Y*

10AJ.DE

1D
1.09%
1M
-3.99%
YTD
4.69%
6M
4.78%
1Y
4.08%
3Y*
5.22%
5Y*
2.35%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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WEBN.DE vs. 10AJ.DE - Expense Ratio Comparison

WEBN.DE has a 0.07% expense ratio, which is lower than 10AJ.DE's 0.24% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Return for Risk

WEBN.DE vs. 10AJ.DE — Risk / Return Rank

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

WEBN.DE
WEBN.DE Risk / Return Rank: 6060
Overall Rank
WEBN.DE Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
WEBN.DE Sortino Ratio Rank: 4040
Sortino Ratio Rank
WEBN.DE Omega Ratio Rank: 4343
Omega Ratio Rank
WEBN.DE Calmar Ratio Rank: 8686
Calmar Ratio Rank
WEBN.DE Martin Ratio Rank: 8787
Martin Ratio Rank

10AJ.DE
10AJ.DE Risk / Return Rank: 2222
Overall Rank
10AJ.DE Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
10AJ.DE Sortino Ratio Rank: 1717
Sortino Ratio Rank
10AJ.DE Omega Ratio Rank: 1818
Omega Ratio Rank
10AJ.DE Calmar Ratio Rank: 2929
Calmar Ratio Rank
10AJ.DE Martin Ratio Rank: 2929
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.

WEBN.DE vs. 10AJ.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi Prime All Country World UCITS ETF Acc EUR (WEBN.DE) and Amundi Index FTSE EPRA NAREIT Global UCITS ETF EUR Dist (10AJ.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.


WEBN.DE10AJ.DEDifference

Sharpe ratio

Return per unit of total volatility

0.87

0.28

+0.59

Sortino ratio

Return per unit of downside risk

1.24

0.46

+0.78

Omega ratio

Gain probability vs. loss probability

1.18

1.07

+0.12

Calmar ratio

Return relative to maximum drawdown

2.97

0.91

+2.06

Martin ratio

Return relative to average drawdown

11.85

2.90

+8.95

WEBN.DE vs. 10AJ.DE - Sharpe Ratio Comparison

The current WEBN.DE Sharpe Ratio is 0.87, which is higher than the 10AJ.DE Sharpe Ratio of 0.28. The chart below compares the historical Sharpe Ratios of WEBN.DE and 10AJ.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


WEBN.DE10AJ.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.87

0.28

+0.59

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.16

Sharpe Ratio (All Time)

Calculated using the full available price history

0.64

0.20

+0.44

Correlation

The correlation between WEBN.DE and 10AJ.DE is 0.52, 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

WEBN.DE vs. 10AJ.DE - Dividend Comparison

WEBN.DE has not paid dividends to shareholders, while 10AJ.DE's dividend yield for the trailing twelve months is around 2.86%.


TTM20252024202320222021202020192018
WEBN.DE
Amundi Prime All Country World UCITS ETF Acc EUR
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
10AJ.DE
Amundi Index FTSE EPRA NAREIT Global UCITS ETF EUR Dist
2.86%2.99%2.94%2.98%3.23%2.13%3.10%2.92%2.63%

Drawdowns

WEBN.DE vs. 10AJ.DE - Drawdown Comparison

The maximum WEBN.DE drawdown since its inception was -21.22%, smaller than the maximum 10AJ.DE drawdown of -42.62%. Use the drawdown chart below to compare losses from any high point for WEBN.DE and 10AJ.DE.


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Drawdown Indicators


WEBN.DE10AJ.DEDifference

Max Drawdown

Largest peak-to-trough decline

-21.22%

-42.62%

+21.40%

Max Drawdown (1Y)

Largest decline over 1 year

-8.77%

-10.73%

+1.96%

Max Drawdown (5Y)

Largest decline over 5 years

-30.01%

Current Drawdown

Current decline from peak

-4.18%

-9.46%

+5.28%

Average Drawdown

Average peak-to-trough decline

-3.36%

-12.26%

+8.90%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.66%

2.49%

-0.83%

Volatility

WEBN.DE vs. 10AJ.DE - Volatility Comparison

Amundi Prime All Country World UCITS ETF Acc EUR (WEBN.DE) and Amundi Index FTSE EPRA NAREIT Global UCITS ETF EUR Dist (10AJ.DE) have volatilities of 4.50% and 4.58%, 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


WEBN.DE10AJ.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.50%

4.58%

-0.08%

Volatility (6M)

Calculated over the trailing 6-month period

8.74%

8.04%

+0.70%

Volatility (1Y)

Calculated over the trailing 1-year period

16.13%

14.62%

+1.51%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.10%

14.59%

+0.51%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.10%

17.20%

-2.10%