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Amundi MSCI World Energy UCITS ETF-C USD (CWEU.L) Sharpe Ratio: 3.50

CWEU.L's Sharpe Ratio of 3.50 indicates that for each unit of volatility, it generates 3.50 units of excess return above the risk-free rate. The ratio is calculated using historical daily returns over the past 12 months (as of Apr 2, 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.

CWEU.L Sharpe Ratio Rank

CWEU.L Sharpe Ratio Rank: 97.998
Exceptional

CWEU.L ranks above 97.9% of all investments in our database based on Sharpe Ratio over the past 12 months, demonstrating exceptional risk-adjusted returns. 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

  • Suitable as a core holding given strong risk-adjusted returns
  • Monitor rank changes to detect deteriorating return-to-volatility profile
  • Exceptional Sharpe ratio supports larger position sizes
  • Compare with category peers to assess whether strength is investment-specific or category-wide

CWEU.L Sharpe Ratio Market Positioning

The chart shows CWEU.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%): 0.50 or lower
  • Yellow zone (middle 50%): 0.50 to 1.44
  • Green zone (top 25%): 1.44 or higher
  • Top 1%: 5.95+
  • Median: 0.98 — half of all investments score higher

How it compares to other similar ETFs

The table compares Amundi MSCI World Energy UCITS ETF-C USD's Sharpe Ratio with other ETFs in the Energy Equities category across multiple time periods, showing how CWEU.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 Apr 2, 2026.

SymbolName1Y Sharpe Ratio5Y Sharpe Ratio10Y Sharpe RatioAll Time Sharpe Ratio
ANRJ.LAmundi ETF MSCI Europe Energy UCITS ETF3.90
CWEU.LAmundi MSCI World Energy UCITS ETF-C USD3.50
RENG.LL&G Clean Energy UCITS ETF3.35
NCLP.LWisdomTree Uranium and Nuclear Energy UCITS ETF USD Accumulating3.27
RNRU.LGlobal X Renewable Energy Producers UCITS ETF USD Accumulating3.25
GCLE.LInvesco Global Clean Energy UCITS ETF Acc3.19
GCLX.LInvesco Global Clean Energy UCITS ETF Acc3.18
GCED.LInvesco Global Clean Energy UCITS ETF Dist3.18
NRJL.LLyxor MSCI New Energy ESG Filtered (DR) UCITS ETF - Dist2.66
INRG.LiShares Global Clean Energy UCITS ETF USD (Dist)2.52

S&P 500 Index

How to choose period

Historical Sharpe Ratio

The chart shows CWEU.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 CWEU.L consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

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Explore CWEU.L risk-adjusted metrics in detail

Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.

CWEU.L Sortino Ratio