WGES.DE vs. MWOL.DE
WGES.DE (Amundi MSCI World SRI Climate Paris Aligned UCITS ETF Dist) and MWOL.DE (Amundi Prime Global UCITS ETF Dist) are both Global Equities funds from Amundi - WGES.DE tracks the MSCI World SRI Filtered PAB Index while MWOL.DE tracks the Solactive GBS Developed Markets Large & Mid Cap USD Index Net TR. Both are passively managed. Over the past year, WGES.DE returned 22.30% vs 22.72% for MWOL.DE. Their correlation of 0.90 suggests significant overlap in exposure. WGES.DE charges 0.18%/yr vs 0.05%/yr for MWOL.DE.
Performance
WGES.DE vs. MWOL.DE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, WGES.DE achieves a 14.97% return, which is significantly higher than MWOL.DE's 12.11% 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%
MWOL.DE
- 1D
- 0.00%
- 1M
- 0.34%
- 6M
- 11.80%
- YTD
- 12.11%
- 1Y
- 22.72%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 11.73%
WGES.DE vs. MWOL.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
WGES.DE Amundi MSCI World SRI Climate Paris Aligned UCITS ETF Dist | 14.97% | 2.20% | -3.08% |
MWOL.DE Amundi Prime Global UCITS ETF Dist | 12.11% | 8.53% | -1.28% |
Correlation
The correlation between WGES.DE and MWOL.DE is 0.86, 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 | 0.86 |
Correlation (All Time) Calculated using the full available price history since Nov 25, 2024 | 0.90 |
The correlation between WGES.DE and MWOL.DE has been stable across timeframes, ranging from 0.86 to 0.90 - a consistent structural relationship.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
WGES.DE vs. MWOL.DE — Risk / Return Rank
WGES.DE
MWOL.DE
WGES.DE vs. MWOL.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 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.
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.DE | MWOL.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.38 | ||
| Sortino ratioReturn per unit of downside risk | -0.44 | ||
| Omega ratioGain probability vs. loss probability | 1.30 | 1.38 | -0.08 |
| Calmar ratioReturn relative to maximum drawdown | 2.76 | 3.47 | -0.71 |
| Martin ratioReturn relative to average drawdown | 10.09 | 13.78 | -3.68 |
Loading charts...
Drawdowns
WGES.DE vs. MWOL.DE - Drawdown Comparison
The maximum WGES.DE drawdown since its inception was -22.15%, roughly equal to the maximum MWOL.DE drawdown of -21.64%. Use the drawdown chart below to compare losses from any high point for WGES.DE and MWOL.DE.
Loading charts...
Drawdown Indicators
| WGES.DE | MWOL.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -22.15% | -21.64% | -0.51% |
Max Drawdown (1Y)Largest decline over 1 year | -8.04% | -6.58% | -1.46% |
Current DrawdownCurrent decline from peak | -3.40% | -0.85% | -2.55% |
Average DrawdownAverage peak-to-trough decline | -3.80% | -3.48% | -0.32% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.20% | 1.65% | +0.55% |
Volatility
WGES.DE vs. MWOL.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 Dist (MWOL.DE) at 2.74%. This indicates that WGES.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.
Loading charts...
Volatility by Period
| WGES.DE | MWOL.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.50% | 2.74% | +1.76% |
Volatility (6M)Calculated over the trailing 6-month period | 10.37% | 7.98% | +2.39% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.44% | 11.24% | +2.20% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.04% | 14.85% | +0.19% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.04% | 14.85% | +0.19% |
WGES.DE vs. MWOL.DE - Expense Ratio Comparison
WGES.DE has a 0.18% 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
WGES.DE vs. MWOL.DE - Dividend Comparison
WGES.DE's dividend yield for the trailing twelve months is around 1.17%, which matches MWOL.DE's 1.18% yield.
| Position | TTM | 2025 |
|---|---|---|
MWOL.DE Amundi Prime Global UCITS ETF Dist | 1.18% | 1.67% |
WGES.DE Amundi MSCI World SRI Climate Paris Aligned UCITS ETF Dist | 1.17% | 1.17% |
Frequently Asked Questions
WGES.DE and MWOL.DE have a correlation of 0.86, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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 0.18% for WGES.DE.
WGES.DE tracks MSCI World SRI Filtered PAB Index, while MWOL.DE tracks Solactive GBS Developed Markets Large & Mid Cap USD Index Net TR. Their fees differ too: 0.18% for WGES.DE and 0.05% for MWOL.DE.
Find the right allocation for WGES.DE and MWOL.DE
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer