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Amundi MSCI USA UCITS USD (CU2U.L) Sharpe Ratio: 1.53

ETF · Currency in USD · Last updated Jul 18, 2026

CU2U.L is a passive ETF by Amundi tracking the investment results of the Russell 1000 TR USD. CU2U.L launched on Apr 18, 2018 and has a 0.18% expense ratio.

CU2U.L's Sharpe Ratio of 1.53 indicates that for each unit of volatility, it generates 1.53 units of excess return above the risk-free rate. The ratio is calculated using historical daily returns over the past 12 months (as of Jul 18, 2026).

Sharpe uses total volatility (standard deviation) which includes both upside and downside price movements, making it useful for comparing risk-adjusted returns across different assets. For how to read this number and when it can mislead, see Sharpe Ratio Explained.

CU2U.L Sharpe Ratio Rank

CU2U.L Sharpe Ratio Rank: 59.760
Average

CU2U.L ranks above 59.7% of all investments in our database based on Sharpe Ratio over the past 12 months, showing balanced returns relative to total risk taken. Securities are ranked from 0 (worst) to 100 (best).

What moves the rank

  • Strong returns with low total volatility → Higher rank
  • High volatility (both upside and downside) → Lower rank
  • Consistent returns → Higher rank than volatile returns of same magnitude
  • Sharp drawdowns increase volatility → Lower rank

What you can do with this information

  • Returns are proportional to volatility—neither strong nor weak
  • Evaluate whether the volatility profile aligns with your risk tolerance
  • Review higher-ranked alternatives in the same category
  • Monitor rank direction to identify improving or deteriorating trends

CU2U.L Sharpe Ratio Market Positioning

The chart shows CU2U.L's Sharpe Ratio relative to all ETFs on our platform, with color zones indicating percentile rankings. Higher ratios indicate better risk-adjusted returns.

  • Red zone (bottom 25%): 0.67 or lower
  • Yellow zone (middle 50%): 0.67 to 1.79
  • Green zone (top 25%): 1.79 or higher
  • Top 1%: 6.45+
  • Median: 1.31 — half of all investments score higher

How it compares to other similar ETFs

The table compares Amundi MSCI USA UCITS USD's Sharpe Ratio with other ETFs in the Large Cap Blend Equities category across multiple time periods, showing how CU2U.L's risk-adjusted performance compares to similar funds.

Data shows 1-, 5-, and 10-year periods, plus each fund's all-time average, as of Jul 18, 2026.

SymbolName1Y Sharpe Ratio5Y Sharpe Ratio10Y Sharpe RatioAll Time Sharpe Ratio
FLXK.LFranklin FTSE Korea UCITS ETF USD (Acc)3.02
USFM.LUBS ETF (IE) MSCI USA Select Factor Mix UCITS ETF (USD) A-dis2.38
FSWD.LiShares STOXX World Equity Multifactor UCITS ETF USD (Acc)2.24
HSUS.LHSBC USA Sustainable Equity UCITS ETF USD2.23
FUQA.LFidelity US Quality Income ETF Acc2.13
FEX.LFirst Trust US Large Cap Core AlphaDEX® UCITS ETF Class A USD1.99
FUSD.LFidelity US Quality Income UCITS ETF Income USD Shares1.94
ISUS.LiShares MSCI USA Islamic UCITS ETF USD (Dist)1.92
FUSA.LFidelity US Quality Income ETF Acc1.91
FLQA.LFranklin FTSE Asia ex China ex Japan UCITS ETF USD (Acc)1.90
CU2U.LAmundi MSCI USA UCITS USD1.53

S&P 500 Index

How to choose period

Historical Sharpe Ratio

The chart shows CU2U.L's rolling Sharpe ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to total volatility, while declining trends may signal deteriorating risk-adjusted performance or increased volatility. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.

Identify market cycles by observing when CU2U.L consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

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Sharpe Ratio Calculator

How does CU2U.L fit in your portfolio?

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