AGG vs. CW8U.L
AGG (iShares Core U.S. Aggregate Bond ETF) and CW8U.L (Amundi MSCI World UCITS USD) are both exchange-traded funds - AGG is a Total Bond Market fund tracking the Bloomberg U.S. Aggregate Bond Index, while CW8U.L is a Global Equities fund tracking the MSCI ACWI NR USD. Both are passively managed. Over the past 5 years, AGG returned -0.03%/yr vs 11.16%/yr for CW8U.L. At a 0.05 correlation, their price movements are largely independent. AGG charges 0.03%/yr vs 0.28%/yr for CW8U.L.
Performance
AGG vs. CW8U.L - Performance Comparison
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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*
- —
AGG vs. CW8U.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
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
AGG
CW8U.L
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.
| AGG | CW8U.L | Difference | |
|---|---|---|---|
| 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 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| AGG | CW8U.L | Difference | |
|---|---|---|---|
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
| AGG | CW8U.L | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -2.47% | -2.07% | -0.40% |
Average DrawdownAverage peak-to-trough decline | -2.71% | -5.04% | +2.33% |
Ulcer IndexDepth 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
| AGG | CW8U.L | Difference | |
|---|---|---|---|
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.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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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