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AGG vs. CW8U.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

AGG vs. CW8U.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Core U.S. Aggregate Bond ETF (AGG) and Amundi MSCI World UCITS USD (CW8U.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, AGG achieves a -0.08% return, which is significantly lower than CW8U.L's 7.97% return.


AGG

1D
0.00%
1M
-0.69%
YTD
-0.08%
6M
0.26%
1Y
4.97%
3Y*
3.88%
5Y*
-0.03%
10Y*
1.52%

CW8U.L

1D
-0.54%
1M
0.75%
YTD
7.97%
6M
9.11%
1Y
23.28%
3Y*
19.80%
5Y*
11.16%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

AGG vs. CW8U.L - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
AGG
iShares Core U.S. Aggregate Bond ETF
-0.08%7.19%1.31%5.65%-13.02%-1.77%7.48%8.46%2.87%
CW8U.L
Amundi MSCI World UCITS USD
7.97%20.32%19.03%24.06%-18.23%22.09%15.78%28.00%-9.23%

Correlation

The correlation between AGG and CW8U.L is 0.23, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.23

Correlation (3Y)
Calculated over the trailing 3-year period

0.17

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

0.12

Correlation (All Time)
Calculated using the full available price history since Apr 26, 2018

0.05

The correlation between AGG and CW8U.L shifts across timeframes, from 0.05 (all time) to 0.23 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

AGG vs. CW8U.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

AGG
AGG Risk / Return Rank: 4040
Overall Rank
AGG Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
AGG Sortino Ratio Rank: 4242
Sortino Ratio Rank
AGG Omega Ratio Rank: 3939
Omega Ratio Rank
AGG Calmar Ratio Rank: 4040
Calmar Ratio Rank
AGG Martin Ratio Rank: 3838
Martin Ratio Rank

CW8U.L
CW8U.L Risk / Return Rank: 6767
Overall Rank
CW8U.L Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
CW8U.L Sortino Ratio Rank: 7373
Sortino Ratio Rank
CW8U.L Omega Ratio Rank: 6666
Omega Ratio Rank
CW8U.L Calmar Ratio Rank: 6161
Calmar Ratio Rank
CW8U.L Martin Ratio Rank: 7070
Martin Ratio Rank
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.

AGG vs. CW8U.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Core U.S. Aggregate Bond ETF (AGG) and Amundi MSCI World UCITS USD (CW8U.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.


AGGCW8U.LDifference
Sharpe ratioReturn per unit of total volatility

-0.64

Sortino ratioReturn per unit of downside risk

-0.99

Omega ratioGain probability vs. loss probability

1.23

1.35

-0.12

Calmar ratioReturn relative to maximum drawdown

1.81

2.73

-0.93

Martin ratioReturn relative to average drawdown

5.44

11.66

-6.23

AGG vs. CW8U.L - Sharpe Ratio Comparison

The current AGG Sharpe Ratio is 1.32, which is lower than the CW8U.L Sharpe Ratio of 1.95. The chart below compares the historical Sharpe Ratios of AGG and CW8U.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


AGGCW8U.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.32

1.95

-0.64

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.00

0.72

-0.73

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.28

Sharpe Ratio (All Time)

Calculated using the full available price history

0.59

0.74

-0.15

Drawdowns

AGG vs. CW8U.L - Drawdown Comparison

The maximum AGG drawdown since its inception was -18.43%, smaller than the maximum CW8U.L drawdown of -34.10%. Use the drawdown chart below to compare losses from any high point for AGG and CW8U.L.


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Drawdown Indicators


AGGCW8U.LDifference

Max Drawdown

Largest peak-to-trough decline

-18.43%

-34.10%

+15.67%

Max Drawdown (1Y)

Largest decline over 1 year

-2.76%

-8.48%

+5.72%

Max Drawdown (3Y)

Largest decline over 3 years

-6.11%

-17.26%

+11.15%

Max Drawdown (5Y)

Largest decline over 5 years

-17.82%

-25.79%

+7.97%

Max Drawdown (10Y)

Largest decline over 10 years

-18.43%

Current Drawdown

Current decline from peak

-2.47%

-2.07%

-0.40%

Average Drawdown

Average peak-to-trough decline

-2.71%

-5.04%

+2.33%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.92%

1.99%

-1.07%

Volatility

AGG vs. CW8U.L - Volatility Comparison

The current volatility for iShares Core U.S. Aggregate Bond ETF (AGG) is 1.29%, while Amundi MSCI World UCITS USD (CW8U.L) has a volatility of 3.25%. This indicates that AGG experiences smaller price fluctuations and is considered to be less risky than CW8U.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AGGCW8U.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.29%

3.25%

-1.96%

Volatility (6M)

Calculated over the trailing 6-month period

2.77%

9.18%

-6.41%

Volatility (1Y)

Calculated over the trailing 1-year period

3.80%

11.89%

-8.09%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.09%

15.64%

-9.55%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.41%

16.77%

-11.36%

AGG vs. CW8U.L - Expense Ratio Comparison

AGG has a 0.03% expense ratio, which is lower than CW8U.L's 0.28% expense ratio.


Dividends

AGG vs. CW8U.L - Dividend Comparison

AGG's dividend yield for the trailing twelve months is around 4.00%, while CW8U.L has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
AGG
iShares Core U.S. Aggregate Bond ETF
4.00%3.89%3.74%3.13%2.39%1.77%2.14%2.70%2.72%2.32%2.39%2.45%
CW8U.L
Amundi MSCI World UCITS USD
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


AGG and CW8U.L have a correlation of 0.23, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, AGG is cheaper at 0.03% per year. The better choice depends on whether you care most about return, fees, risk, or income.

AGG is cheaper with a 0.03% expense ratio, compared with 0.28% for CW8U.L.

AGG is categorized as Total Bond Market, while CW8U.L is Global Equities. AGG tracks Bloomberg U.S. Aggregate Bond Index, while CW8U.L tracks MSCI ACWI NR USD. They also come from different issuers: iShares and Amundi. Their fees differ too: 0.03% for AGG and 0.28% for CW8U.L.

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