PortfoliosLab logoPortfoliosLab logo

Documentation

Upgrade your plan
WLD.MI vs. MEU.MI
Performance
Return for Risk
Dividends
Drawdowns
Volatility

WLD.MI vs. MEU.MI

Last updated Apr 2, 2026

Compare and contrast key facts about Lyxor UCITS MSCI World D-EUR (WLD.MI) and Amundi MSCI Europe II UCITS ETF (MEU.MI).

WLD.MI and MEU.MI are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. WLD.MI is a passively managed fund by Amundi that tracks the performance of the MSCI World Index. It was launched on Jun 2, 2021. MEU.MI is a passively managed fund by Amundi that tracks the performance of the MSCI Europe index. It was launched on Jan 9, 2006. Both WLD.MI and MEU.MI 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

WLD.MI vs. MEU.MI - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Lyxor UCITS MSCI World D-EUR (WLD.MI) and Amundi MSCI Europe II UCITS ETF (MEU.MI). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

WLD.MI vs. MEU.MI - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
WLD.MI
Lyxor UCITS MSCI World D-EUR		-1.30%7.52%26.98%20.16%-14.04%32.95%6.11%30.80%-5.02%7.78%
MEU.MI
Amundi MSCI Europe II UCITS ETF		1.10%20.93%8.17%15.92%-9.82%25.20%-3.35%26.91%-10.49%10.19%

Returns By Period

In the year-to-date period, WLD.MI achieves a -1.30% return, which is significantly lower than MEU.MI's 1.10% return. Over the past 10 years, WLD.MI has outperformed MEU.MI with an annualized return of 11.91%, while MEU.MI has yielded a comparatively lower 8.86% annualized return.

WLD.MI

1D
2.00%
1M
-3.05%
YTD
-1.30%
6M
2.12%
1Y
12.08%
3Y*
15.12%
5Y*
10.85%
10Y*
11.91%

MEU.MI

1D
2.63%
1M
-3.87%
YTD
1.10%
6M
6.52%
1Y
13.22%
3Y*
12.07%
5Y*
9.75%
10Y*
8.86%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

Lyxor UCITS MSCI World D-EUR

Amundi MSCI Europe II UCITS ETF

Often compared with WLD.MI:
WLD.MI vs. SPYWLD.MI vs. JGPI.DEWLD.MI vs. IVVWLD.MI vs. VXUSWLD.MI vs. VGWL.DEWLD.MI vs. USHY.MI
Often compared with MEU.MI:
MEU.MI vs. VTMEU.MI vs. VWCG.DEMEU.MI vs. USHY.MI

WLD.MI vs. MEU.MI - Expense Ratio Comparison

WLD.MI has a 0.30% expense ratio, which is higher than MEU.MI's 0.25% expense ratio.

WLD.MI
Lyxor UCITS MSCI World D-EUR
MEU.MI
Amundi MSCI Europe II UCITS ETF

Return for Risk

WLD.MI vs. MEU.MI — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
WLD.MI
WLD.MI Risk / Return Rank: 3737
Overall Rank
WLD.MI Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
WLD.MI Sortino Ratio Rank: 3535
Sortino Ratio Rank
WLD.MI Omega Ratio Rank: 3939
Omega Ratio Rank
WLD.MI Calmar Ratio Rank: 3131
Calmar Ratio Rank
WLD.MI Martin Ratio Rank: 4040
Martin Ratio Rank
MEU.MI
MEU.MI Risk / Return Rank: 4141
Overall Rank
MEU.MI Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
MEU.MI Sortino Ratio Rank: 3939
Sortino Ratio Rank
MEU.MI Omega Ratio Rank: 4444
Omega Ratio Rank
MEU.MI Calmar Ratio Rank: 3636
Calmar Ratio Rank
MEU.MI Martin Ratio Rank: 4242
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.

WLD.MI vs. MEU.MI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Lyxor UCITS MSCI World D-EUR (WLD.MI) and Amundi MSCI Europe II UCITS ETF (MEU.MI). 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.

WLD.MIMEU.MIDifference

Sharpe ratio

Return per unit of total volatility

0.76

0.86

-0.11

Sortino ratio

Return per unit of downside risk

1.10

1.19

-0.09

Omega ratio

Gain probability vs. loss probability

1.17

1.18

-0.02

Calmar ratio

Return relative to maximum drawdown

0.91

1.06

-0.15

Martin ratio

Return relative to average drawdown

4.25

4.47

-0.21

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

WLD.MI vs. MEU.MI - Sharpe Ratio Comparison

The current WLD.MI Sharpe Ratio is 0.76, which is comparable to the MEU.MI Sharpe Ratio of 0.86. The chart below compares the historical Sharpe Ratios of WLD.MI and MEU.MI, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Loading graphics...

Sharpe Ratios by Period

WLD.MIMEU.MIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.76

0.86

-0.11

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.76

0.70

+0.06

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.78

0.57

+0.21

Sharpe Ratio (All Time)

Calculated using the full available price history

0.50

0.31

+0.20

Correlation

The correlation between WLD.MI and MEU.MI is 0.81, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Dividends

WLD.MI vs. MEU.MI - Dividend Comparison

WLD.MI's dividend yield for the trailing twelve months is around 1.28%, while MEU.MI has not paid dividends to shareholders.

TTM20252024202320222021202020192018201720162015
WLD.MI
Lyxor UCITS MSCI World D-EUR		1.28%1.26%1.62%1.36%1.96%1.31%1.58%1.49%2.37%2.06%2.34%2.55%
MEU.MI
Amundi MSCI Europe II UCITS ETF		0.00%0.00%0.00%0.00%0.00%0.00%1.70%3.28%3.78%3.10%3.37%3.53%

Drawdowns

WLD.MI vs. MEU.MI - Drawdown Comparison

The maximum WLD.MI drawdown since its inception was -53.28%, smaller than the maximum MEU.MI drawdown of -58.23%. Use the drawdown chart below to compare losses from any high point for WLD.MI and MEU.MI.

Loading graphics...

Drawdown Indicators

WLD.MIMEU.MIDifference

Max Drawdown

Largest peak-to-trough decline

-53.28%

-58.23%

+4.95%

Max Drawdown (1Y)

Largest decline over 1 year

-13.21%

-12.43%

-0.78%

Max Drawdown (5Y)

Largest decline over 5 years

-21.55%

-19.66%

-1.89%

Max Drawdown (10Y)

Largest decline over 10 years

-33.71%

-35.18%

+1.47%

Current Drawdown

Current decline from peak

-3.97%

-5.57%

+1.60%

Average Drawdown

Average peak-to-trough decline

-9.25%

-11.91%

+2.66%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.84%

2.96%

-0.12%

Volatility

WLD.MI vs. MEU.MI - Volatility Comparison

The current volatility for Lyxor UCITS MSCI World D-EUR (WLD.MI) is 4.32%, while Amundi MSCI Europe II UCITS ETF (MEU.MI) has a volatility of 5.85%. This indicates that WLD.MI experiences smaller price fluctuations and is considered to be less risky than MEU.MI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Loading graphics...

Volatility by Period

WLD.MIMEU.MIDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.32%

5.85%

-1.53%

Volatility (6M)

Calculated over the trailing 6-month period

8.27%

9.27%

-1.00%

Volatility (1Y)

Calculated over the trailing 1-year period

16.04%

15.32%

+0.72%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.20%

14.20%

0.00%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.12%

15.54%

-0.42%