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

XWLD.L vs. MWRD.L

Last updated Jun 5, 2026

XWLD.L (Xtrackers MSCI World 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 0.83 suggests significant overlap in exposure. XWLD.L charges 0.19%/yr vs 0.08%/yr for MWRD.L.

Performance

XWLD.L vs. MWRD.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Xtrackers MSCI World UCITS ETF 1C (XWLD.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

XWLD.L

1D
0.06%
1M
5.10%
YTD
10.22%
6M
10.38%
1Y
27.30%
3Y*
17.69%
5Y*
13.07%
10Y*
13.92%

MWRD.L

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

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

2026 (YTD)202520242023202220212020201920182017
XWLD.L
Xtrackers MSCI World UCITS ETF 1C		10.22%12.59%21.09%17.58%-8.42%23.71%12.15%23.21%-3.74%6.66%
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 XWLD.L and MWRD.L is 0.83, 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

0.38

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

0.70

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

0.83

The correlation between XWLD.L and MWRD.L shifts across timeframes, from 0.38 (3 years) to 0.83 (all time), reflecting how their relationship changes across market environments.

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

Sectors
XWLD.L
MWRD.L

Technology

28.3%
24.7%

Financial Services

15.7%
14.7%

Industrials

11.4%
10.6%

Consumer Cyclical

9.3%
10.5%

Communication Services

9.3%
7.5%

Healthcare

8.8%
12.4%

Consumer Defensive

5.2%
6.7%

Energy

4.2%
4.4%

Basic Materials

3.3%
3.8%

Utilities

2.7%
2.4%

Real Estate

1.9%
2.4%

Technology

XWLD.L
28.3%
MWRD.L
24.7%

Financial Services

XWLD.L
15.7%
MWRD.L
14.7%

Industrials

XWLD.L
11.4%
MWRD.L
10.6%

Consumer Cyclical

XWLD.L
9.3%
MWRD.L
10.5%

Communication Services

XWLD.L
9.3%
MWRD.L
7.5%

Healthcare

XWLD.L
8.8%
MWRD.L
12.4%

Consumer Defensive

XWLD.L
5.2%
MWRD.L
6.7%

Energy

XWLD.L
4.2%
MWRD.L
4.4%

Basic Materials

XWLD.L
3.3%
MWRD.L
3.8%

Utilities

XWLD.L
2.7%
MWRD.L
2.4%

Real Estate

XWLD.L
1.9%
MWRD.L
2.4%

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Xtrackers MSCI World UCITS ETF 1C

Amundi Index MSCI World

Often compared with XWLD.L:
XWLD.L vs. SWDA.LXWLD.L vs. VGTXWLD.L vs. SUSW.LXWLD.L vs. VOOXWLD.L vs. BRK-BXWLD.L vs. URTHXWLD.L vs. SPPY.DE
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

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

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
XWLD.L
XWLD.L Risk / Return Rank: 8383
Overall Rank
XWLD.L Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
XWLD.L Sortino Ratio Rank: 8383
Sortino Ratio Rank
XWLD.L Omega Ratio Rank: 8585
Omega Ratio Rank
XWLD.L Calmar Ratio Rank: 8181
Calmar Ratio Rank
XWLD.L Martin Ratio Rank: 8282
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.

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

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

XWLD.LMWRD.LDifference
Sharpe ratioReturn per unit of total volatility
2.67

—

—

Sortino ratioReturn per unit of downside risk
3.66

—

—

Omega ratioGain probability vs. loss probability

1.51

—

—

Calmar ratioReturn relative to maximum drawdown

4.15

—

—

Martin ratioReturn relative to average drawdown

16.43

—

—

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

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

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Sharpe Ratios by Period

XWLD.LMWRD.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.67

—

—

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.98

—

—

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.96

—

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.90

—

—

Drawdowns

XWLD.L vs. MWRD.L - Drawdown Comparison

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Drawdown Indicators

XWLD.LMWRD.LDifference

Max Drawdown

Largest peak-to-trough decline

-26.62%

—

—

Max Drawdown (1Y)

Largest decline over 1 year

-6.55%

—

—

Max Drawdown (3Y)

Largest decline over 3 years

-19.00%

—

—

Max Drawdown (5Y)

Largest decline over 5 years

-19.00%

—

—

Max Drawdown (10Y)

Largest decline over 10 years

-26.62%

—

—

Current Drawdown

Current decline from peak

-0.12%

—

—

Average Drawdown

Average peak-to-trough decline

-3.39%

—

—

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.66%

—

—

Volatility

XWLD.L vs. MWRD.L - Volatility Comparison

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Volatility by Period

XWLD.LMWRD.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.50%

—

—

Volatility (6M)

Calculated over the trailing 6-month period

7.29%

—

—

Volatility (1Y)

Calculated over the trailing 1-year period

10.16%

—

—

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.27%

—

—

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.56%

—

—

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

XWLD.L has a 0.19% 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

XWLD.L vs. MWRD.L - Dividend Comparison

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

Tickers have no history of dividend payments

Frequently Asked Questions

XWLD.L and MWRD.L have a correlation of 0.83, 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 0.19% for XWLD.L.

Both ETFs track MSCI ACWI NR USD. They also come from different issuers: Xtrackers and Amundi. Their fees differ too: 0.19% for XWLD.L and 0.08% for MWRD.L.

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