^FCHI vs. CW8G.L
Compare and contrast key facts about CAC 40 (^FCHI) and Amundi MSCI World UCITS USD (CW8G.L).
CW8G.L is a passively managed fund by Amundi that tracks the performance of the MSCI ACWI NR USD. It was launched on Apr 18, 2018.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ^FCHI or CW8G.L.
Key characteristics
| ^FCHI | CW8G.L | |
|---|---|---|
| YTD Return | -2.27% | 14.69% |
| 1Y Return | 4.60% | 22.68% |
| 3Y Return (Ann) | 1.52% | 7.35% |
| 5Y Return (Ann) | 4.60% | 11.73% |
| Sharpe Ratio | 0.39 | 2.29 |
| Sortino Ratio | 0.62 | 3.16 |
| Omega Ratio | 1.07 | 1.43 |
| Calmar Ratio | 0.36 | 3.61 |
| Martin Ratio | 0.83 | 16.05 |
| Ulcer Index | 5.81% | 1.41% |
| Daily Std Dev | 12.35% | 9.92% |
| Max Drawdown | -65.29% | -25.60% |
| Current Drawdown | -10.54% | -1.81% |
Correlation
The correlation between ^FCHI and CW8G.L is 0.77, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
^FCHI vs. CW8G.L - Performance Comparison
In the year-to-date period, ^FCHI achieves a -2.27% return, which is significantly lower than CW8G.L's 14.69% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
^FCHI vs. CW8G.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for CAC 40 (^FCHI) and Amundi MSCI World UCITS USD (CW8G.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.
Drawdowns
^FCHI vs. CW8G.L - Drawdown Comparison
The maximum ^FCHI drawdown since its inception was -65.29%, which is greater than CW8G.L's maximum drawdown of -25.60%. Use the drawdown chart below to compare losses from any high point for ^FCHI and CW8G.L. For additional features, visit the drawdowns tool.
Volatility
^FCHI vs. CW8G.L - Volatility Comparison
CAC 40 (^FCHI) has a higher volatility of 3.16% compared to Amundi MSCI World UCITS USD (CW8G.L) at 2.23%. This indicates that ^FCHI's price experiences larger fluctuations and is considered to be riskier than CW8G.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.