AUEG.L vs. CW8G.L
Compare and contrast key facts about Amundi MSCI Emerging Markets UCITS ETF USD (AUEG.L) and Amundi MSCI World UCITS USD (CW8G.L).
AUEG.L and CW8G.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. AUEG.L is a passively managed fund by Amundi that tracks the performance of the MSCI EM NR USD. It was launched on Apr 18, 2018. 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. Both AUEG.L and CW8G.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
AUEG.L vs. CW8G.L - Performance Comparison
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AUEG.L vs. CW8G.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
AUEG.L Amundi MSCI Emerging Markets UCITS ETF USD | 5.81% | 25.28% | 8.99% | 3.02% | -10.18% | -2.18% | 14.26% | 13.31% | -9.74% | 25.23% |
CW8G.L Amundi MSCI World UCITS USD | -1.51% | 12.11% | 20.95% | 17.29% | -8.45% | 23.58% | 11.88% | 23.12% | -4.09% | 11.70% |
Returns By Period
In the year-to-date period, AUEG.L achieves a 5.81% return, which is significantly higher than CW8G.L's -1.51% return. Over the past 10 years, AUEG.L has underperformed CW8G.L with an annualized return of 8.85%, while CW8G.L has yielded a comparatively higher 12.62% annualized return.
AUEG.L
- 1D
- 3.27%
- 1M
- -5.61%
- YTD
- 5.81%
- 6M
- 10.15%
- 1Y
- 30.76%
- 3Y*
- 13.79%
- 5Y*
- 5.05%
- 10Y*
- 8.85%
CW8G.L
- 1D
- 1.83%
- 1M
- -3.38%
- YTD
- -1.51%
- 6M
- 1.98%
- 1Y
- 16.29%
- 3Y*
- 14.42%
- 5Y*
- 11.07%
- 10Y*
- 12.62%
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AUEG.L vs. CW8G.L - Expense Ratio Comparison
AUEG.L has a 0.20% expense ratio, which is lower than CW8G.L's 0.28% expense ratio.
Return for Risk
AUEG.L vs. CW8G.L — Risk / Return Rank
AUEG.L
CW8G.L
AUEG.L vs. CW8G.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Amundi MSCI Emerging Markets UCITS ETF USD (AUEG.L) 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.
| AUEG.L | CW8G.L | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.86 | 1.16 | +0.70 |
Sortino ratioReturn per unit of downside risk | 2.40 | 1.63 | +0.77 |
Omega ratioGain probability vs. loss probability | 1.35 | 1.24 | +0.11 |
Calmar ratioReturn relative to maximum drawdown | 2.86 | 2.44 | +0.41 |
Martin ratioReturn relative to average drawdown | 10.04 | 8.98 | +1.06 |
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
| AUEG.L | CW8G.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.86 | 1.16 | +0.70 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.32 | 0.83 | -0.51 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.50 | 0.88 | -0.38 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.54 | 0.91 | -0.38 |
Correlation
The correlation between AUEG.L and CW8G.L is 0.68, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
AUEG.L vs. CW8G.L - Dividend Comparison
Neither AUEG.L nor CW8G.L has paid dividends to shareholders.
Drawdowns
AUEG.L vs. CW8G.L - Drawdown Comparison
The maximum AUEG.L drawdown since its inception was -27.50%, 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 AUEG.L and CW8G.L.
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Drawdown Indicators
| AUEG.L | CW8G.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -27.50% | -25.60% | -1.90% |
Max Drawdown (1Y)Largest decline over 1 year | -10.97% | -10.55% | -0.42% |
Max Drawdown (5Y)Largest decline over 5 years | -23.59% | -18.88% | -4.71% |
Max Drawdown (10Y)Largest decline over 10 years | -27.50% | -25.60% | -1.90% |
Current DrawdownCurrent decline from peak | -7.71% | -3.80% | -3.91% |
Average DrawdownAverage peak-to-trough decline | -9.29% | -3.14% | -6.15% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.12% | 1.81% | +1.31% |
Volatility
AUEG.L vs. CW8G.L - Volatility Comparison
Amundi MSCI Emerging Markets UCITS ETF USD (AUEG.L) has a higher volatility of 7.08% compared to Amundi MSCI World UCITS USD (CW8G.L) at 4.30%. This indicates that AUEG.L'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.
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Volatility by Period
| AUEG.L | CW8G.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.08% | 4.30% | +2.78% |
Volatility (6M)Calculated over the trailing 6-month period | 12.46% | 7.87% | +4.59% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.53% | 14.04% | +2.49% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.80% | 13.29% | +2.51% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.75% | 14.46% | +3.29% |