XAMB.DE vs. MXWO.L
Compare and contrast key facts about Amundi MSCI World SRI Climate Net Zero Ambition PAB UCITS ETF Acc (XAMB.DE) and Invesco MSCI World UCITS ETF (MXWO.L).
XAMB.DE and MXWO.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. XAMB.DE is a passively managed fund by Amundi that tracks the performance of the MSCI World SRI Filtered PAB. It was launched on Jan 17, 2024. MXWO.L is a passively managed fund by Invesco that tracks the performance of the MSCI ACWI NR USD. It was launched on Apr 2, 2009. Both XAMB.DE and MXWO.L 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
XAMB.DE vs. MXWO.L - Performance Comparison
Loading graphics...
XAMB.DE vs. MXWO.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
XAMB.DE Amundi MSCI World SRI Climate Net Zero Ambition PAB UCITS ETF Acc | -0.60% | 2.25% | 15.42% | 20.65% | -17.81% | 36.43% | 7.63% | 32.88% | -7.35% |
MXWO.L Invesco MSCI World UCITS ETF | -0.87% | 6.49% | 27.06% | 20.83% | -13.00% | 31.25% | 6.69% | 30.28% | -9.19% |
Different Trading Currencies
XAMB.DE is traded in EUR, while MXWO.L is traded in USD. To make them comparable, the MXWO.L values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, XAMB.DE achieves a -0.60% return, which is significantly higher than MXWO.L's -0.87% 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*
- —
MXWO.L
- 1D
- 2.66%
- 1M
- -2.80%
- YTD
- -0.87%
- 6M
- 2.39%
- 1Y
- 12.30%
- 3Y*
- 15.14%
- 5Y*
- 10.95%
- 10Y*
- 12.02%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
XAMB.DE vs. MXWO.L - Expense Ratio Comparison
XAMB.DE has a 0.18% expense ratio, which is lower than MXWO.L's 0.19% expense ratio. Despite the difference, 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. MXWO.L — Risk / Return Rank
XAMB.DE
MXWO.L
XAMB.DE vs. MXWO.L - 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 Invesco MSCI World UCITS ETF (MXWO.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.
| XAMB.DE | MXWO.L | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.56 | 0.74 | -0.18 |
Sortino ratioReturn per unit of downside risk | 0.87 | 1.09 | -0.22 |
Omega ratioGain probability vs. loss probability | 1.12 | 1.16 | -0.04 |
Calmar ratioReturn relative to maximum drawdown | 1.15 | 1.45 | -0.30 |
Martin ratioReturn relative to average drawdown | 3.99 | 6.05 | -2.06 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| XAMB.DE | MXWO.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.56 | 0.74 | -0.18 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.51 | 0.73 | -0.21 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.76 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.64 | 0.85 | -0.22 |
Correlation
The correlation between XAMB.DE and MXWO.L is 0.88, 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. MXWO.L - Dividend Comparison
Neither XAMB.DE nor MXWO.L has paid dividends to shareholders.
Drawdowns
XAMB.DE vs. MXWO.L - Drawdown Comparison
The maximum XAMB.DE drawdown since its inception was -31.83%, roughly equal to the maximum MXWO.L drawdown of -33.39%. Use the drawdown chart below to compare losses from any high point for XAMB.DE and MXWO.L.
Loading graphics...
Drawdown Indicators
| XAMB.DE | MXWO.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -31.83% | -33.89% | +2.06% |
Max Drawdown (1Y)Largest decline over 1 year | -12.48% | -12.46% | -0.02% |
Max Drawdown (5Y)Largest decline over 5 years | -22.09% | -25.80% | +3.71% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.89% | — |
Current DrawdownCurrent decline from peak | -5.47% | -5.21% | -0.26% |
Average DrawdownAverage peak-to-trough decline | -5.71% | -4.36% | -1.35% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.42% | 2.11% | +0.31% |
Volatility
XAMB.DE vs. MXWO.L - Volatility Comparison
The current volatility for Amundi MSCI World SRI Climate Net Zero Ambition PAB UCITS ETF Acc (XAMB.DE) is 5.01%, while Invesco MSCI World UCITS ETF (MXWO.L) has a volatility of 5.38%. This indicates that XAMB.DE experiences smaller price fluctuations and is considered to be less risky than MXWO.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| XAMB.DE | MXWO.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.01% | 5.38% | -0.37% |
Volatility (6M)Calculated over the trailing 6-month period | 9.57% | 9.01% | +0.56% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.71% | 16.53% | +0.18% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.85% | 15.08% | -0.23% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.43% | 15.86% | +0.57% |