WLDL.L vs. MWRD.L

Last updated Jun 5, 2026

WLDL.L (Lyxor MSCI World UCITS ETF - Dist) and MWRD.L (Amundi Index MSCI World) are both Global Equities funds from Amundi tracking the MSCI ACWI NR USD. Both are passively managed. At a 0.50 correlation, their price movements are largely independent. WLDL.L charges 0.30%/yr vs 0.08%/yr for MWRD.L.

Performance

WLDL.L vs. MWRD.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Lyxor MSCI World UCITS ETF - Dist (WLDL.L) and Amundi Index MSCI World (MWRD.L). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

WLDL.L

• 1D: 0.04%
• 1M: 3.80%
• YTD: 10.10%
• 6M: 9.98%
• 1Y: 27.12%
• 3Y*: 17.72%
• 5Y*: 13.12%
• 10Y*: —

MWRD.L

• 1D: —
• 1M: —
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

WLDL.L vs. MWRD.L - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
WLDL.L Lyxor MSCI World UCITS ETF - Dist	10.10%	12.59%	21.18%	18.07%	-8.98%	24.03%	11.65%	27.40%	-6.60%	1.88%
MWRD.L Amundi Index MSCI World	0.00%	0.00%	-1.27%	17.50%	-9.18%	24.39%	11.85%	23.29%	-4.10%	1.89%

Correlation

The correlation between WLDL.L and MWRD.L is 0.50, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (3Y) Calculated over the trailing 3-year period	0.27
Correlation (5Y) Calculated over the trailing 5-year period	0.47
Correlation (All Time) Calculated using the full available price history since Oct 23, 2017	0.50

The correlation between WLDL.L and MWRD.L shifts across timeframes, from 0.27 (3 years) to 0.50 (all time), reflecting how their relationship changes across market environments.

WLDL.L vs. MWRD.L - Sectors Allocation Comparison

Sectors	WLDL.L	MWRD.L
Technology	28.3%	24.7%
Financial Services	15.7%	14.7%
Industrials	11.4%	10.6%
Consumer Cyclical	9.3%	10.5%
Communication Services	9.3%	7.5%
Healthcare	8.8%	12.4%
Consumer Defensive	5.2%	6.7%
Energy	4.2%	4.4%
Basic Materials	3.3%	3.8%
Utilities	2.7%	2.4%
Real Estate	1.9%	2.4%

Return for Risk

WLDL.L vs. MWRD.L — Risk / Return Rank

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

WLDL.L

WLDL.L Risk / Return Rank: 88
WLDL.L Sharpe Ratio Rank: 89
WLDL.L Sortino Ratio Rank: 89
WLDL.L Omega Ratio Rank: 89
WLDL.L Calmar Ratio Rank: 84
WLDL.L Martin Ratio Rank: 87

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.

WLDL.L vs. MWRD.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Lyxor MSCI World UCITS ETF - Dist (WLDL.L) and Amundi Index MSCI World (MWRD.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.

	WLDL.L	MWRD.L	Difference
Sharpe ratio: Return per unit of total volatility	2.95	—	—
Sortino ratio: Return per unit of downside risk	4.08	—	—
Omega ratio: Gain probability vs. loss probability	1.56	—	—
Calmar ratio: Return relative to maximum drawdown	4.54	—	—
Martin ratio: Return relative to average drawdown	18.52	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	WLDL.L	MWRD.L	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.95	—	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	1.12	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	1.04	—	—

Drawdowns

Drawdown Indicators

	WLDL.L	MWRD.L	Difference
Max Drawdown Largest peak-to-trough decline	-24.76%	—	—
Max Drawdown (1Y) Largest decline over 1 year	-6.59%	—	—
Max Drawdown (3Y) Largest decline over 3 years	-18.91%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-18.91%	—	—
Current Drawdown Current decline from peak	-0.13%	—	—
Average Drawdown Average peak-to-trough decline	-3.17%	—	—
Ulcer Index Depth and duration of drawdowns from previous peaks	1.58%	—	—

Volatility

Volatility by Period

	WLDL.L	MWRD.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.52%	—	—
Volatility (6M) Calculated over the trailing 6-month period	7.27%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	10.13%	—	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.30%	—	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.50%	—	—

WLDL.L vs. MWRD.L - Expense Ratio Comparison

WLDL.L has a 0.30% expense ratio, which is higher than MWRD.L's 0.08% expense ratio.

Dividends

WLDL.L vs. MWRD.L - Dividend Comparison

WLDL.L's dividend yield for the trailing twelve months is around 1.15%, while MWRD.L has not paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017
MWRD.L Amundi Index MSCI World	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
WLDL.L Lyxor MSCI World UCITS ETF - Dist	1.15%	1.26%	1.61%	1.34%	1.90%	1.34%	1.58%	1.57%	2.41%	0.69%

Frequently Asked Questions

Can I hold both WLDL.L and MWRD.L in my portfolio?

WLDL.L and MWRD.L have a correlation of 0.50, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, WLDL.L or MWRD.L?

On fees, MWRD.L is cheaper at 0.08% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, WLDL.L or MWRD.L?

MWRD.L is cheaper with a 0.08% expense ratio, compared with 0.30% for WLDL.L.

What is the main difference between WLDL.L and MWRD.L?

Both ETFs track MSCI ACWI NR USD. Their fees differ too: 0.30% for WLDL.L and 0.08% for MWRD.L.