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Amundi MSCI World Energy UCITS ETF-C USD (CWEU.L)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISINLU1681046188
IssuerAmundi
Inception DateJan 31, 2018
CategoryEnergy Equities
Index TrackedMSCI World/Energy NR USD
Asset ClassEquity

Expense Ratio

The Amundi MSCI World Energy UCITS ETF-C USD has a high expense ratio of 0.25%, indicating higher-than-average management fees.


0.50%1.00%1.50%2.00%0.25%

Share Price Chart


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Amundi MSCI World Energy UCITS ETF-C USD

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Amundi MSCI World Energy UCITS ETF-C USD, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


-5.00%0.00%5.00%10.00%15.00%20.00%NovemberDecember2024FebruaryMarchApril
2.36%
15.51%
CWEU.L (Amundi MSCI World Energy UCITS ETF-C USD)
Benchmark (^GSPC)

S&P 500

Returns By Period

Amundi MSCI World Energy UCITS ETF-C USD had a return of -4.67% year-to-date (YTD) and -4.59% in the last 12 months.


PeriodReturnBenchmark
Year-To-Date-4.67%5.90%
1 month0.08%-1.28%
6 months2.36%15.51%
1 year-4.59%21.68%
5 years (annualized)4.97%11.74%
10 years (annualized)N/A10.50%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2024-4.48%-3.17%6.39%
2023-2.46%-4.70%4.68%4.58%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of CWEU.L is 9, indicating that it is in the bottom 9% of the market in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.

The Risk-Adjusted Performance Rank of CWEU.L is 99
Amundi MSCI World Energy UCITS ETF-C USD(CWEU.L)
The Sharpe Ratio Rank of CWEU.L is 1111Sharpe Ratio Rank
The Sortino Ratio Rank of CWEU.L is 1111Sortino Ratio Rank
The Omega Ratio Rank of CWEU.L is 1111Omega Ratio Rank
The Calmar Ratio Rank of CWEU.L is 55Calmar Ratio Rank
The Martin Ratio Rank of CWEU.L is 99Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Amundi MSCI World Energy UCITS ETF-C USD (CWEU.L) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


CWEU.L
Sharpe ratio
The chart of Sharpe ratio for CWEU.L, currently valued at -0.26, compared to the broader market0.002.004.00-0.26
Sortino ratio
The chart of Sortino ratio for CWEU.L, currently valued at -0.25, compared to the broader market-2.000.002.004.006.008.0010.00-0.25
Omega ratio
The chart of Omega ratio for CWEU.L, currently valued at 0.97, compared to the broader market1.001.502.002.500.97
Calmar ratio
The chart of Calmar ratio for CWEU.L, currently valued at -0.31, compared to the broader market0.002.004.006.008.0010.0012.00-0.31
Martin ratio
The chart of Martin ratio for CWEU.L, currently valued at -0.75, compared to the broader market0.0020.0040.0060.0080.00-0.75
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.89, compared to the broader market0.002.004.001.89
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.74, compared to the broader market-2.000.002.004.006.008.0010.002.74
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.33, compared to the broader market1.001.502.002.501.33
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.43, compared to the broader market0.002.004.006.008.0010.0012.001.43
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 7.62, compared to the broader market0.0020.0040.0060.0080.007.62

Sharpe Ratio

The current Amundi MSCI World Energy UCITS ETF-C USD Sharpe ratio is -0.26. A negative Sharpe ratio means that the risk-free rate is higher than the portfolio's return. This value does not convey any meaningful information.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.002.503.00NovemberDecember2024FebruaryMarchApril
-0.26
1.89
CWEU.L (Amundi MSCI World Energy UCITS ETF-C USD)
Benchmark (^GSPC)

Dividends

Dividend History


Amundi MSCI World Energy UCITS ETF-C USD doesn't pay dividends

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-15.00%-10.00%-5.00%0.00%NovemberDecember2024FebruaryMarchApril
-8.73%
-3.86%
CWEU.L (Amundi MSCI World Energy UCITS ETF-C USD)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Amundi MSCI World Energy UCITS ETF-C USD. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Amundi MSCI World Energy UCITS ETF-C USD was 64.38%, occurring on Mar 18, 2020. Recovery took 482 trading sessions.

The current Amundi MSCI World Energy UCITS ETF-C USD drawdown is 8.73%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-64.38%May 23, 2018460Mar 18, 2020482Mar 2, 2022942
-26.49%Jun 9, 202226Jul 14, 2022
-17.99%Dec 11, 201526Jan 20, 201632Mar 4, 201658
-14.02%Jan 25, 201812Feb 9, 201861May 10, 201873
-12.86%Dec 14, 2016140Jul 7, 2017114Dec 21, 2017254

Volatility

Volatility Chart

The current Amundi MSCI World Energy UCITS ETF-C USD volatility is 3.72%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%NovemberDecember2024FebruaryMarchApril
3.72%
3.39%
CWEU.L (Amundi MSCI World Energy UCITS ETF-C USD)
Benchmark (^GSPC)