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XAMB.DE vs. SUSW.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

XAMB.DE vs. SUSW.L - 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 iShares MSCI World SRI UCITS ETF EUR (Acc) (SUSW.L). The values are adjusted to include any dividend payments, if applicable.

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XAMB.DE vs. SUSW.L - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
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%
SUSW.L
iShares MSCI World SRI UCITS ETF EUR (Acc)
-0.82%1.89%18.34%20.78%-16.40%35.65%10.76%32.32%-7.46%

Returns By Period

In the year-to-date period, XAMB.DE achieves a -0.60% return, which is significantly higher than SUSW.L's -0.82% 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*

SUSW.L

1D
2.51%
1M
-3.67%
YTD
-0.82%
6M
1.17%
1Y
8.60%
3Y*
10.47%
5Y*
8.40%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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XAMB.DE vs. SUSW.L - Expense Ratio Comparison

XAMB.DE has a 0.18% expense ratio, which is lower than SUSW.L's 0.20% 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. SUSW.L — 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

SUSW.L
SUSW.L Risk / Return Rank: 4848
Overall Rank
SUSW.L Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
SUSW.L Sortino Ratio Rank: 2626
Sortino Ratio Rank
SUSW.L Omega Ratio Rank: 2727
Omega Ratio Rank
SUSW.L Calmar Ratio Rank: 8181
Calmar Ratio Rank
SUSW.L Martin Ratio Rank: 7777
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. SUSW.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 iShares MSCI World SRI UCITS ETF EUR (Acc) (SUSW.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.DESUSW.LDifference

Sharpe ratio

Return per unit of total volatility

0.56

0.53

+0.03

Sortino ratio

Return per unit of downside risk

0.87

0.82

+0.04

Omega ratio

Gain probability vs. loss probability

1.12

1.12

0.00

Calmar ratio

Return relative to maximum drawdown

1.15

2.40

-1.26

Martin ratio

Return relative to average drawdown

3.99

8.83

-4.84

XAMB.DE vs. SUSW.L - Sharpe Ratio Comparison

The current XAMB.DE Sharpe Ratio is 0.56, which is comparable to the SUSW.L Sharpe Ratio of 0.53. The chart below compares the historical Sharpe Ratios of XAMB.DE and SUSW.L, 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.DESUSW.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.56

0.53

+0.03

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.51

0.57

-0.06

Sharpe Ratio (All Time)

Calculated using the full available price history

0.64

0.68

-0.04

Correlation

The correlation between XAMB.DE and SUSW.L is 0.95, 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. SUSW.L - Dividend Comparison

Neither XAMB.DE nor SUSW.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

XAMB.DE vs. SUSW.L - Drawdown Comparison

The maximum XAMB.DE drawdown since its inception was -31.83%, roughly equal to the maximum SUSW.L drawdown of -32.09%. Use the drawdown chart below to compare losses from any high point for XAMB.DE and SUSW.L.


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Drawdown Indicators


XAMB.DESUSW.LDifference

Max Drawdown

Largest peak-to-trough decline

-31.83%

-32.09%

+0.26%

Max Drawdown (1Y)

Largest decline over 1 year

-12.48%

-12.27%

-0.21%

Max Drawdown (5Y)

Largest decline over 5 years

-22.09%

-21.13%

-0.96%

Current Drawdown

Current decline from peak

-5.47%

-4.93%

-0.54%

Average Drawdown

Average peak-to-trough decline

-5.71%

-5.02%

-0.69%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.42%

2.13%

+0.29%

Volatility

XAMB.DE vs. SUSW.L - Volatility Comparison

Amundi MSCI World SRI Climate Net Zero Ambition PAB UCITS ETF Acc (XAMB.DE) and iShares MSCI World SRI UCITS ETF EUR (Acc) (SUSW.L) have volatilities of 5.01% and 4.98%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XAMB.DESUSW.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.01%

4.98%

+0.03%

Volatility (6M)

Calculated over the trailing 6-month period

9.57%

9.03%

+0.54%

Volatility (1Y)

Calculated over the trailing 1-year period

16.71%

16.10%

+0.61%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.85%

14.58%

+0.27%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.43%

16.29%

+0.14%