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XAMB.DE vs. MWOL.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

XAMB.DE vs. MWOL.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Amundi MSCI World SRI Climate Net Zero Ambition PAB UCITS ETF Acc (XAMB.DE) and Amundi Prime Global UCITS ETF Dist (MWOL.DE). The values are adjusted to include any dividend payments, if applicable.

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XAMB.DE vs. MWOL.DE - Yearly Performance Comparison


Returns By Period

In the year-to-date period, XAMB.DE achieves a -0.60% return, which is significantly higher than MWOL.DE's -2.62% return.


XAMB.DE

1D
2.53%
1M
-3.94%
YTD
-0.60%
6M
2.24%
1Y
9.38%
3Y*
9.67%
5Y*
7.69%
10Y*

MWOL.DE

1D
2.09%
1M
-3.17%
YTD
-2.62%
6M
0.95%
1Y
11.08%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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XAMB.DE vs. MWOL.DE - Expense Ratio Comparison

XAMB.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%.


Return for Risk

XAMB.DE vs. MWOL.DE — Risk / Return Rank

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

XAMB.DE
XAMB.DE Risk / Return Rank: 3232
Overall Rank
XAMB.DE Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
XAMB.DE Sortino Ratio Rank: 2727
Sortino Ratio Rank
XAMB.DE Omega Ratio Rank: 2727
Omega Ratio Rank
XAMB.DE Calmar Ratio Rank: 3939
Calmar Ratio Rank
XAMB.DE Martin Ratio Rank: 3838
Martin Ratio Rank

MWOL.DE
MWOL.DE Risk / Return Rank: 3737
Overall Rank
MWOL.DE Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
MWOL.DE Sortino Ratio Rank: 3232
Sortino Ratio Rank
MWOL.DE Omega Ratio Rank: 3434
Omega Ratio Rank
MWOL.DE Calmar Ratio Rank: 4343
Calmar Ratio Rank
MWOL.DE Martin Ratio Rank: 4545
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.

XAMB.DE vs. MWOL.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi MSCI World SRI Climate Net Zero Ambition PAB UCITS ETF Acc (XAMB.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.


XAMB.DEMWOL.DEDifference

Sharpe ratio

Return per unit of total volatility

0.56

0.69

-0.13

Sortino ratio

Return per unit of downside risk

0.87

1.02

-0.15

Omega ratio

Gain probability vs. loss probability

1.12

1.15

-0.03

Calmar ratio

Return relative to maximum drawdown

1.15

1.31

-0.17

Martin ratio

Return relative to average drawdown

3.99

5.07

-1.08

XAMB.DE vs. MWOL.DE - Sharpe Ratio Comparison

The current XAMB.DE Sharpe Ratio is 0.56, which is comparable to the MWOL.DE Sharpe Ratio of 0.69. The chart below compares the historical Sharpe Ratios of XAMB.DE and MWOL.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


XAMB.DEMWOL.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.56

0.69

-0.13

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.51

Sharpe Ratio (All Time)

Calculated using the full available price history

0.64

0.28

+0.36

Correlation

The correlation between XAMB.DE and MWOL.DE is 0.92, 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

XAMB.DE vs. MWOL.DE - Dividend Comparison

Neither XAMB.DE nor MWOL.DE has paid dividends to shareholders.


Drawdowns

XAMB.DE vs. MWOL.DE - Drawdown Comparison

The maximum XAMB.DE drawdown since its inception was -31.83%, which is greater than MWOL.DE's maximum drawdown of -21.64%. Use the drawdown chart below to compare losses from any high point for XAMB.DE and MWOL.DE.


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Drawdown Indicators


XAMB.DEMWOL.DEDifference

Max Drawdown

Largest peak-to-trough decline

-31.83%

-21.64%

-10.19%

Max Drawdown (1Y)

Largest decline over 1 year

-12.48%

-13.14%

+0.66%

Max Drawdown (5Y)

Largest decline over 5 years

-22.09%

Current Drawdown

Current decline from peak

-5.47%

-5.27%

-0.20%

Average Drawdown

Average peak-to-trough decline

-5.71%

-4.18%

-1.53%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.42%

2.25%

+0.17%

Volatility

XAMB.DE vs. MWOL.DE - Volatility Comparison

Amundi MSCI World SRI Climate Net Zero Ambition PAB UCITS ETF Acc (XAMB.DE) has a higher volatility of 5.01% compared to Amundi Prime Global UCITS ETF Dist (MWOL.DE) at 4.39%. This indicates that XAMB.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.


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Volatility by Period


XAMB.DEMWOL.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.01%

4.39%

+0.62%

Volatility (6M)

Calculated over the trailing 6-month period

9.57%

8.44%

+1.13%

Volatility (1Y)

Calculated over the trailing 1-year period

16.71%

16.02%

+0.69%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.85%

15.61%

-0.76%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.43%

15.61%

+0.82%