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C50U.L vs. MWRD.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

C50U.L vs. MWRD.L

Last updated Jun 5, 2026

C50U.L (Amundi EURO STOXX 50 UCITS ETF DR USD (C)) and MWRD.L (Amundi Index MSCI World) are both exchange-traded funds - C50U.L is a Europe Equities fund tracking the MSCI EMU NR EUR, while MWRD.L is a Global Equities fund tracking the MSCI ACWI NR USD. Both are passively managed. A 0.57 correlation means they provide meaningful diversification when combined. C50U.L charges 0.15%/yr vs 0.08%/yr for MWRD.L.

Performance

C50U.L vs. MWRD.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Amundi EURO STOXX 50 UCITS ETF DR USD (C) (C50U.L) and Amundi Index MSCI World (MWRD.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

C50U.L is traded in USD, while MWRD.L is traded in GBp. To make them comparable, the MWRD.L values have been converted to USD using the latest available exchange rates.

Returns By Period

C50U.L

1D
0.62%
1M
3.85%
YTD
6.12%
6M
8.26%
1Y
17.64%
3Y*
18.70%
5Y*
10.48%
10Y*
—

MWRD.L

1D
—
1M
—
YTD
—
6M
—
1Y
—
3Y*
—
5Y*
—
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

C50U.L vs. MWRD.L - Yearly Performance Comparison

2026 (YTD)20252024202320222021
C50U.L
Amundi EURO STOXX 50 UCITS ETF DR USD (C)		6.12%37.30%4.69%26.93%-13.63%15.13%
MWRD.L
Amundi Index MSCI World		0.00%0.00%-1.64%23.69%-18.69%20.14%

Correlation

The correlation between C50U.L and MWRD.L is 0.57, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

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

0.27

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

0.55

Correlation (All Time)
Calculated using the full available price history since Feb 3, 2021

0.57

The correlation between C50U.L and MWRD.L shifts across timeframes, from 0.27 (3 years) to 0.57 (all time), reflecting how their relationship changes across market environments.

C50U.L vs. MWRD.L - Sectors Allocation Comparison

Sectors
C50U.L
MWRD.L

Financial Services

25.6%
14.7%

Industrials

22.2%
10.6%

Technology

18.6%
24.7%

Consumer Cyclical

10.1%
10.5%

Healthcare

5.4%
12.4%

Energy

5.2%
4.4%

Utilities

4.7%
2.4%

Consumer Defensive

4.0%
6.7%

Communication Services

2.5%
7.5%

Basic Materials

1.7%
3.8%

Real Estate

-

2.4%

Financial Services

C50U.L
25.6%
MWRD.L
14.7%

Industrials

C50U.L
22.2%
MWRD.L
10.6%

Technology

C50U.L
18.6%
MWRD.L
24.7%

Consumer Cyclical

C50U.L
10.1%
MWRD.L
10.5%

Healthcare

C50U.L
5.4%
MWRD.L
12.4%

Energy

C50U.L
5.2%
MWRD.L
4.4%

Utilities

C50U.L
4.7%
MWRD.L
2.4%

Consumer Defensive

C50U.L
4.0%
MWRD.L
6.7%

Communication Services

C50U.L
2.5%
MWRD.L
7.5%

Basic Materials

C50U.L
1.7%
MWRD.L
3.8%

Real Estate

C50U.L

-

MWRD.L
2.4%

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Amundi EURO STOXX 50 UCITS ETF DR USD (C)

Amundi Index MSCI World

Often compared with C50U.L:
C50U.L vs. AE50.DEC50U.L vs. MSED.LC50U.L vs. SXRW.DEC50U.L vs. SXRT.DEC50U.L vs. IMAE.ASC50U.L vs. ETDD.DEC50U.L vs. SPYL.DE
Often compared with MWRD.L:
MWRD.L vs. BRK-BMWRD.L vs. IWDA.ASMWRD.L vs. URTHMWRD.L vs. SWDA.LMWRD.L vs. JEPIMWRD.L vs. ACWIMWRD.L vs. 36BZ.DE

Return for Risk

C50U.L vs. MWRD.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
C50U.L
C50U.L Risk / Return Rank: 2929
Overall Rank
C50U.L Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
C50U.L Sortino Ratio Rank: 2929
Sortino Ratio Rank
C50U.L Omega Ratio Rank: 2828
Omega Ratio Rank
C50U.L Calmar Ratio Rank: 2828
Calmar Ratio Rank
C50U.L Martin Ratio Rank: 3131
Martin Ratio Rank
MWRD.L
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.

C50U.L vs. MWRD.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi EURO STOXX 50 UCITS ETF DR USD (C) (C50U.L) and Amundi Index MSCI World (MWRD.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.

C50U.LMWRD.LDifference
Sharpe ratioReturn per unit of total volatility
0.99

—

—

Sortino ratioReturn per unit of downside risk
1.53

—

—

Omega ratioGain probability vs. loss probability

1.19

—

—

Calmar ratioReturn relative to maximum drawdown

1.34

—

—

Martin ratioReturn relative to average drawdown

4.57

—

—

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

C50U.L vs. MWRD.L - Sharpe Ratio Comparison

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Sharpe Ratios by Period

C50U.LMWRD.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.99

—

—

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.50

—

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.63

—

—

Drawdowns

C50U.L vs. MWRD.L - Drawdown Comparison

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Drawdown Indicators

C50U.LMWRD.LDifference

Max Drawdown

Largest peak-to-trough decline

-34.81%

—

—

Max Drawdown (1Y)

Largest decline over 1 year

-13.07%

—

—

Max Drawdown (3Y)

Largest decline over 3 years

-15.61%

—

—

Max Drawdown (5Y)

Largest decline over 5 years

-34.81%

—

—

Current Drawdown

Current decline from peak

-1.18%

—

—

Average Drawdown

Average peak-to-trough decline

-6.56%

—

—

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.85%

—

—

Volatility

C50U.L vs. MWRD.L - Volatility Comparison

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Volatility by Period

C50U.LMWRD.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.92%

—

—

Volatility (6M)

Calculated over the trailing 6-month period

14.69%

—

—

Volatility (1Y)

Calculated over the trailing 1-year period

17.86%

—

—

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.94%

—

—

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.62%

—

—

C50U.L vs. MWRD.L - Expense Ratio Comparison

C50U.L has a 0.15% expense ratio, which is higher than MWRD.L's 0.08% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.

Dividends

C50U.L vs. MWRD.L - Dividend Comparison

Neither C50U.L nor MWRD.L has paid dividends to shareholders.

Tickers have no history of dividend payments

Frequently Asked Questions

C50U.L and MWRD.L have a correlation of 0.57, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, MWRD.L is cheaper at 0.08% per year. The better choice depends on whether you care most about return, fees, risk, or income.

MWRD.L is cheaper with a 0.08% expense ratio, compared with 0.15% for C50U.L.

C50U.L is categorized as Europe Equities, while MWRD.L is Global Equities. C50U.L tracks MSCI EMU NR EUR, while MWRD.L tracks MSCI ACWI NR USD. Their fees differ too: 0.15% for C50U.L and 0.08% for MWRD.L.

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