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AIE.L vs. CI2G.L
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between AIE.L and CI2G.L is 0.27, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

AIE.L vs. CI2G.L

Last updated Jun 19, 2025

Compare and contrast key facts about Ashoka India Equity Investment Trust plc (AIE.L) and Amundi MSCI India UCITS ETF USD (CI2G.L).

CI2G.L is a passively managed fund by Amundi that tracks the performance of the MSCI India 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: AIE.L or CI2G.L.

Performance

AIE.L vs. CI2G.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Ashoka India Equity Investment Trust plc (AIE.L) and Amundi MSCI India UCITS ETF USD (CI2G.L). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

AIE.L:

-0.08

CI2G.L:

-0.58

Sortino Ratio

AIE.L:

0.09

CI2G.L:

-0.65

Omega Ratio

AIE.L:

1.01

CI2G.L:

0.93

Calmar Ratio

AIE.L:

-0.05

CI2G.L:

-0.40

Martin Ratio

AIE.L:

-0.12

CI2G.L:

-0.83

Ulcer Index

AIE.L:

9.33%

CI2G.L:

9.47%

Daily Std Dev

AIE.L:

22.68%

CI2G.L:

15.52%

Max Drawdown

AIE.L:

-41.42%

CI2G.L:

-37.13%

Current Drawdown

AIE.L:

-10.68%

CI2G.L:

-12.61%

Returns By Period

In the year-to-date period, AIE.L achieves a -8.00% return, which is significantly lower than CI2G.L's -5.50% return.

AIE.L

YTD

-8.00%

1M

1.85%

6M

-7.38%

1Y

-1.78%

3Y*

15.21%

5Y*

23.52%

10Y*

N/A

CI2G.L

YTD

-5.50%

1M

-2.87%

6M

-7.63%

1Y

-9.12%

3Y*

9.70%

5Y*

13.96%

10Y*

N/A

*Annualized

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Ashoka India Equity Investment Trust plc

Amundi MSCI India UCITS ETF USD

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

AIE.L vs. CI2G.L — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
AIE.L
The Risk-Adjusted Performance Rank of AIE.L is 4040
Overall Rank
The Sharpe Ratio Rank of AIE.L is 4242
Sharpe Ratio Rank
The Sortino Ratio Rank of AIE.L is 3535
Sortino Ratio Rank
The Omega Ratio Rank of AIE.L is 3535
Omega Ratio Rank
The Calmar Ratio Rank of AIE.L is 4444
Calmar Ratio Rank
The Martin Ratio Rank of AIE.L is 4545
Martin Ratio Rank
CI2G.L
The Risk-Adjusted Performance Rank of CI2G.L is 33
Overall Rank
The Sharpe Ratio Rank of CI2G.L is 22
Sharpe Ratio Rank
The Sortino Ratio Rank of CI2G.L is 33
Sortino Ratio Rank
The Omega Ratio Rank of CI2G.L is 33
Omega Ratio Rank
The Calmar Ratio Rank of CI2G.L is 22
Calmar Ratio Rank
The Martin Ratio Rank of CI2G.L is 55
Martin 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.

AIE.L vs. CI2G.L - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Ashoka India Equity Investment Trust plc (AIE.L) and Amundi MSCI India UCITS ETF USD (CI2G.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.

The current AIE.L Sharpe Ratio is -0.08, which is higher than the CI2G.L Sharpe Ratio of -0.58. The chart below compares the historical Sharpe Ratios of AIE.L and CI2G.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

AIE.L vs. CI2G.L - Dividend Comparison

Neither AIE.L nor CI2G.L has paid dividends to shareholders.

Tickers have no history of dividend payments

Drawdowns

AIE.L vs. CI2G.L - Drawdown Comparison

The maximum AIE.L drawdown since its inception was -41.42%, which is greater than CI2G.L's maximum drawdown of -37.13%. Use the drawdown chart below to compare losses from any high point for AIE.L and CI2G.L.

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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

AIE.L vs. CI2G.L - Volatility Comparison

Ashoka India Equity Investment Trust plc (AIE.L) has a higher volatility of 4.55% compared to Amundi MSCI India UCITS ETF USD (CI2G.L) at 3.63%. This indicates that AIE.L's price experiences larger fluctuations and is considered to be riskier than CI2G.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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