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WGES.DE vs. F50A.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

WGES.DE vs. F50A.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Amundi MSCI World SRI Climate Paris Aligned UCITS ETF Dist (WGES.DE) and Amundi Prime Global UCITS ETF Accumulating (F50A.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, WGES.DE achieves a 14.97% return, which is significantly higher than F50A.DE's 12.02% return.


WGES.DE

1D
0.00%
1M
-1.54%
6M
11.96%
YTD
14.97%
1Y
22.30%
3Y*
5Y*
10Y*
ALL TIME*
12.01%

F50A.DE

1D
0.00%
1M
0.28%
6M
11.91%
YTD
12.02%
1Y
22.82%
3Y*
5Y*
10Y*
ALL TIME*
11.76%
*Multi-year figures are annualized to reflect compound growth (CAGR)

WGES.DE vs. F50A.DE - Yearly Performance Comparison


Correlation

The correlation between WGES.DE and F50A.DE is 0.84, 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

0.84

Correlation (All Time)
Calculated using the full available price history since Nov 25, 2024

0.88

The correlation between WGES.DE and F50A.DE has been stable across timeframes, ranging from 0.84 to 0.88 - a consistent structural relationship.

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Return for Risk

WGES.DE vs. F50A.DE — Risk / Return Rank

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

WGES.DE
WGES.DE Risk / Return Rank: 6969
Overall Rank
WGES.DE Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
WGES.DE Sortino Ratio Rank: 6868
Sortino Ratio Rank
WGES.DE Omega Ratio Rank: 6565
Omega Ratio Rank
WGES.DE Calmar Ratio Rank: 7272
Calmar Ratio Rank
WGES.DE Martin Ratio Rank: 7474
Martin Ratio Rank

F50A.DE
F50A.DE Risk / Return Rank: 4242
Overall Rank
F50A.DE Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
F50A.DE Sortino Ratio Rank: 3838
Sortino Ratio Rank
F50A.DE Omega Ratio Rank: 7575
Omega Ratio Rank
F50A.DE Calmar Ratio Rank: 3636
Calmar Ratio Rank
F50A.DE Martin Ratio Rank: 2626
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.

WGES.DE vs. F50A.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi MSCI World SRI Climate Paris Aligned UCITS ETF Dist (WGES.DE) and Amundi Prime Global UCITS ETF Accumulating (F50A.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.

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.


WGES.DEF50A.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.71

Sortino ratioReturn per unit of downside risk

+0.85

Omega ratioGain probability vs. loss probability

1.30

1.33

-0.03

Calmar ratioReturn relative to maximum drawdown

2.76

1.39

+1.37

Martin ratioReturn relative to average drawdown

10.09

2.47

+7.62

WGES.DE vs. F50A.DE - Sharpe Ratio Comparison

The current WGES.DE Sharpe Ratio is 1.65, which is higher than the F50A.DE Sharpe Ratio of 0.94. The chart below compares the historical Sharpe Ratios of WGES.DE and F50A.DE, 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

WGES.DE vs. F50A.DE - Drawdown Comparison

The maximum WGES.DE drawdown since its inception was -22.15%, roughly equal to the maximum F50A.DE drawdown of -21.49%. Use the drawdown chart below to compare losses from any high point for WGES.DE and F50A.DE.


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Drawdown Indicators


WGES.DEF50A.DEDifference

Max Drawdown

Largest peak-to-trough decline

-22.15%

-21.49%

-0.66%

Max Drawdown (1Y)

Largest decline over 1 year

-8.04%

-16.39%

+8.35%

Current Drawdown

Current decline from peak

-3.40%

-2.34%

-1.06%

Average Drawdown

Average peak-to-trough decline

-3.80%

-7.28%

+3.48%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.20%

9.24%

-7.04%

Volatility

WGES.DE vs. F50A.DE - Volatility Comparison

Amundi MSCI World SRI Climate Paris Aligned UCITS ETF Dist (WGES.DE) has a higher volatility of 4.50% compared to Amundi Prime Global UCITS ETF Accumulating (F50A.DE) at 2.77%. This indicates that WGES.DE's price experiences larger fluctuations and is considered to be riskier than F50A.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


WGES.DEF50A.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.50%

2.77%

+1.73%

Volatility (6M)

Calculated over the trailing 6-month period

10.37%

8.10%

+2.27%

Volatility (1Y)

Calculated over the trailing 1-year period

13.44%

24.32%

-10.88%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.04%

22.27%

-7.23%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.04%

22.27%

-7.23%

WGES.DE vs. F50A.DE - Expense Ratio Comparison

WGES.DE has a 0.18% expense ratio, which is higher than F50A.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

WGES.DE vs. F50A.DE - Dividend Comparison

WGES.DE's dividend yield for the trailing twelve months is around 1.17%, while F50A.DE has not paid dividends to shareholders.


Frequently Asked Questions


WGES.DE and F50A.DE have a correlation of 0.84, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, F50A.DE is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.

F50A.DE is cheaper with a 0.05% expense ratio, compared with 0.18% for WGES.DE.

WGES.DE tracks MSCI World SRI Filtered PAB Index, while F50A.DE tracks Solactive GBS Developed Markets Large & Mid Cap Index. Their fees differ too: 0.18% for WGES.DE and 0.05% for F50A.DE.

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