XCTW.DE vs. MWOL.DE
XCTW.DE (Xtrackers MSCI World Climate Transition UCITS ETF) and MWOL.DE (Amundi Prime Global UCITS ETF Dist) are both Global Equities funds - XCTW.DE tracks the MSCI ACWI NR USD while MWOL.DE tracks the Solactive GBS Developed Markets Large & Mid Cap USD Index Net TR. Both are passively managed. Over the past 3 years, XCTW.DE returned 16.67%/yr vs 17.01%/yr for MWOL.DE. With a 0.96 correlation, they move nearly in lockstep. XCTW.DE charges 0.19%/yr vs 0.05%/yr for MWOL.DE.
Performance
XCTW.DE vs. MWOL.DE - Performance Comparison
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Returns By Period
In the year-to-date period, XCTW.DE achieves a 9.85% return, which is significantly lower than MWOL.DE's 10.87% return.
XCTW.DE
- 1D
- 0.05%
- 1M
- 4.92%
- YTD
- 9.85%
- 6M
- 10.34%
- 1Y
- 22.78%
- 3Y*
- 16.67%
- 5Y*
- —
- 10Y*
- —
MWOL.DE
- 1D
- -0.04%
- 1M
- 4.83%
- YTD
- 10.87%
- 6M
- 11.46%
- 1Y
- 24.25%
- 3Y*
- 17.01%
- 5Y*
- 11.86%
- 10Y*
- —
XCTW.DE vs. MWOL.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
XCTW.DE Xtrackers MSCI World Climate Transition UCITS ETF | 9.85% | 7.28% | 25.26% | 12.68% |
MWOL.DE Amundi Prime Global UCITS ETF Dist | 10.87% | 8.53% | 25.60% | 11.69% |
Correlation
The correlation between XCTW.DE and MWOL.DE is 0.97 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.97 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.96 |
Correlation (All Time) Calculated using the full available price history since Mar 10, 2023 | 0.96 |
The correlation between XCTW.DE and MWOL.DE has been stable across timeframes, ranging from 0.96 to 0.97 - a consistent structural relationship.
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Return for Risk
XCTW.DE vs. MWOL.DE — Risk / Return Rank
XCTW.DE
MWOL.DE
XCTW.DE vs. MWOL.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI World Climate Transition UCITS ETF (XCTW.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.
| XCTW.DE | MWOL.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.21 | ||
| Sortino ratioReturn per unit of downside risk | -0.24 | ||
| Omega ratioGain probability vs. loss probability | 1.37 | 1.40 | -0.04 |
| Calmar ratioReturn relative to maximum drawdown | 2.94 | 3.67 | -0.73 |
| Martin ratioReturn relative to average drawdown | 11.85 | 14.63 | -2.78 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| XCTW.DE | MWOL.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.96 | 2.17 | -0.21 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.83 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.29 | 0.77 | +0.51 |
Drawdowns
XCTW.DE vs. MWOL.DE - Drawdown Comparison
The maximum XCTW.DE drawdown since its inception was -21.64%, smaller than the maximum MWOL.DE drawdown of -33.56%. Use the drawdown chart below to compare losses from any high point for XCTW.DE and MWOL.DE.
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Drawdown Indicators
| XCTW.DE | MWOL.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -21.64% | -33.56% | +11.92% |
Max Drawdown (1Y)Largest decline over 1 year | -7.72% | -6.58% | -1.14% |
Max Drawdown (3Y)Largest decline over 3 years | -21.64% | -21.64% | 0.00% |
Max Drawdown (5Y)Largest decline over 5 years | — | -21.64% | — |
Current DrawdownCurrent decline from peak | -0.31% | -0.37% | +0.06% |
Average DrawdownAverage peak-to-trough decline | -2.65% | -4.89% | +2.24% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.92% | 1.65% | +0.27% |
Volatility
XCTW.DE vs. MWOL.DE - Volatility Comparison
Xtrackers MSCI World Climate Transition UCITS ETF (XCTW.DE) and Amundi Prime Global UCITS ETF Dist (MWOL.DE) have volatilities of 2.68% and 2.63%, 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
| XCTW.DE | MWOL.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.68% | 2.63% | +0.05% |
Volatility (6M)Calculated over the trailing 6-month period | 8.12% | 7.71% | +0.41% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.55% | 11.12% | +0.43% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.16% | 14.20% | -1.04% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.16% | 16.46% | -3.30% |
XCTW.DE vs. MWOL.DE - Expense Ratio Comparison
XCTW.DE has a 0.19% 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%.
Dividends
XCTW.DE vs. MWOL.DE - Dividend Comparison
XCTW.DE has not paid dividends to shareholders, while MWOL.DE's dividend yield for the trailing twelve months is around 1.19%.
| Position | TTM | 2025 |
|---|---|---|
MWOL.DE Amundi Prime Global UCITS ETF Dist | 1.19% | 1.67% |
XCTW.DE Xtrackers MSCI World Climate Transition UCITS ETF | 0.00% | 0.00% |
Frequently Asked Questions
With a correlation of 0.97, XCTW.DE and MWOL.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
On fees, MWOL.DE is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.
MWOL.DE is cheaper with a 0.05% expense ratio, compared with 0.19% for XCTW.DE.
XCTW.DE tracks MSCI ACWI NR USD, while MWOL.DE tracks Solactive GBS Developed Markets Large & Mid Cap USD Index Net TR. They also come from different issuers: DWS and Amundi. Their fees differ too: 0.19% for XCTW.DE and 0.05% for MWOL.DE.
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