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XMAW.L vs. MWRD.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

XMAW.L vs. MWRD.L

Last updated Jun 5, 2026

XMAW.L (Xtrackers MSCI AC World ESG Screened UCITS ETF 1C) and MWRD.L (Amundi Index MSCI World) are both Global Equities funds tracking the MSCI ACWI NR USD, from Xtrackers and Amundi respectively. Both are passively managed. Their correlation of 0.82 suggests significant overlap in exposure. XMAW.L charges 0.25%/yr vs 0.08%/yr for MWRD.L.

Performance

XMAW.L vs. MWRD.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Xtrackers MSCI AC World ESG Screened UCITS ETF 1C (XMAW.L) and Amundi Index MSCI World (MWRD.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

XMAW.L

1D
-0.13%
1M
5.65%
YTD
11.58%
6M
12.10%
1Y
30.53%
3Y*
18.30%
5Y*
12.36%
10Y*
13.42%

MWRD.L

1D
—
1M
—
YTD
—
6M
—
1Y
—
3Y*
—
5Y*
—
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

2026 (YTD)202520242023202220212020201920182017
XMAW.L
Xtrackers MSCI AC World ESG Screened UCITS ETF 1C		11.58%13.86%20.55%16.87%-10.40%20.70%12.24%21.60%-4.56%7.47%
MWRD.L
Amundi Index MSCI World		0.00%0.00%-1.27%17.50%-9.18%24.39%11.85%23.29%-4.10%6.52%

Correlation

The correlation between XMAW.L and MWRD.L is 0.82, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

Correlation
Correlation (3Y)
Calculated over the trailing 3-year period

0.37

Correlation (5Y)
Calculated over the trailing 5-year period

0.68

Correlation (All Time)
Calculated using the full available price history since Jun 30, 2017

0.82

The correlation between XMAW.L and MWRD.L shifts across timeframes, from 0.37 (3 years) to 0.82 (all time), reflecting how their relationship changes across market environments.

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

Sectors
XMAW.L
MWRD.L

Technology

31.4%
24.7%

Financial Services

17.2%
14.7%

Industrials

10.2%
10.6%

Communication Services

9.7%
7.5%

Consumer Cyclical

9.6%
10.5%

Healthcare

8.7%
12.4%

Basic Materials

3.4%
3.8%

Consumer Defensive

3.3%
6.7%

Energy

2.7%
4.4%

Real Estate

1.9%
2.4%

Utilities

1.9%
2.4%

Technology

XMAW.L
31.4%
MWRD.L
24.7%

Financial Services

XMAW.L
17.2%
MWRD.L
14.7%

Industrials

XMAW.L
10.2%
MWRD.L
10.6%

Communication Services

XMAW.L
9.7%
MWRD.L
7.5%

Consumer Cyclical

XMAW.L
9.6%
MWRD.L
10.5%

Healthcare

XMAW.L
8.7%
MWRD.L
12.4%

Basic Materials

XMAW.L
3.4%
MWRD.L
3.8%

Consumer Defensive

XMAW.L
3.3%
MWRD.L
6.7%

Energy

XMAW.L
2.7%
MWRD.L
4.4%

Real Estate

XMAW.L
1.9%
MWRD.L
2.4%

Utilities

XMAW.L
1.9%
MWRD.L
2.4%

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Xtrackers MSCI AC World ESG Screened UCITS ETF 1C

Amundi Index MSCI World

Often compared with XMAW.L:
XMAW.L vs. GGRA.LXMAW.L vs. VWRP.LXMAW.L vs. ISAC.LXMAW.L vs. VEVE.LXMAW.L vs. VWRL.LXMAW.L vs. URTHXMAW.L vs. ACWL.L
Often compared with MWRD.L:
MWRD.L vs. BRK-BMWRD.L vs. IWDA.ASMWRD.L vs. URTHMWRD.L vs. SWDA.LMWRD.L vs. JEPIMWRD.L vs. ACWIMWRD.L vs. 36BZ.DE

Return for Risk

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

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
XMAW.L
XMAW.L Risk / Return Rank: 8484
Overall Rank
XMAW.L Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
XMAW.L Sortino Ratio Rank: 8585
Sortino Ratio Rank
XMAW.L Omega Ratio Rank: 8686
Omega Ratio Rank
XMAW.L Calmar Ratio Rank: 8080
Calmar Ratio Rank
XMAW.L Martin Ratio Rank: 8383
Martin Ratio Rank
MWRD.L
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.

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

This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI AC World ESG Screened UCITS ETF 1C (XMAW.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.

XMAW.LMWRD.LDifference
Sharpe ratioReturn per unit of total volatility
2.74

—

—

Sortino ratioReturn per unit of downside risk
3.77

—

—

Omega ratioGain probability vs. loss probability

1.52

—

—

Calmar ratioReturn relative to maximum drawdown

4.12

—

—

Martin ratioReturn relative to average drawdown

16.61

—

—

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

XMAW.L vs. MWRD.L - Sharpe Ratio Comparison

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Sharpe Ratios by Period

XMAW.LMWRD.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.74

—

—

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.92

—

—

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.92

—

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.86

—

—

Drawdowns

XMAW.L vs. MWRD.L - Drawdown Comparison

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Drawdown Indicators

XMAW.LMWRD.LDifference

Max Drawdown

Largest peak-to-trough decline

-25.05%

—

—

Max Drawdown (1Y)

Largest decline over 1 year

-7.37%

—

—

Max Drawdown (3Y)

Largest decline over 3 years

-18.92%

—

—

Max Drawdown (5Y)

Largest decline over 5 years

-18.92%

—

—

Max Drawdown (10Y)

Largest decline over 10 years

-25.05%

—

—

Current Drawdown

Current decline from peak

-0.49%

—

—

Average Drawdown

Average peak-to-trough decline

-3.83%

—

—

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.83%

—

—

Volatility

XMAW.L vs. MWRD.L - Volatility Comparison

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Volatility by Period

XMAW.LMWRD.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.05%

—

—

Volatility (6M)

Calculated over the trailing 6-month period

8.23%

—

—

Volatility (1Y)

Calculated over the trailing 1-year period

11.09%

—

—

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.40%

—

—

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.60%

—

—

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

XMAW.L has a 0.25% expense ratio, which is higher than MWRD.L's 0.08% 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

XMAW.L vs. MWRD.L - Dividend Comparison

Neither XMAW.L nor MWRD.L has paid dividends to shareholders.

Tickers have no history of dividend payments

Frequently Asked Questions

XMAW.L and MWRD.L have a correlation of 0.82, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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.

MWRD.L is cheaper with a 0.08% expense ratio, compared with 0.25% for XMAW.L.

Both ETFs track MSCI ACWI NR USD. They also come from different issuers: Xtrackers and Amundi. Their fees differ too: 0.25% for XMAW.L and 0.08% for MWRD.L.

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