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CB5.L vs. EQDS.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

CB5.L vs. EQDS.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Amundi ETF MSCI Europe Banks UCITS ETF (CB5.L) and iShares MSCI Europe Quality Dividend ESG UCITS ETF EUR (Dist) (EQDS.L). The values are adjusted to include any dividend payments, if applicable.

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CB5.L vs. EQDS.L - Yearly Performance Comparison


Returns By Period

In the year-to-date period, CB5.L achieves a -2.05% return, which is significantly lower than EQDS.L's 0.77% return.


CB5.L

1D
4.61%
1M
-2.97%
YTD
-2.05%
6M
11.90%
1Y
43.29%
3Y*
5Y*
10Y*

EQDS.L

1D
1.42%
1M
-4.38%
YTD
0.77%
6M
2.93%
1Y
11.22%
3Y*
9.40%
5Y*
10.48%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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CB5.L vs. EQDS.L - Expense Ratio Comparison

CB5.L has a 0.25% expense ratio, which is lower than EQDS.L's 0.28% expense ratio.


Return for Risk

CB5.L vs. EQDS.L — Risk / Return Rank

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

CB5.L
CB5.L Risk / Return Rank: 8484
Overall Rank
CB5.L Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
CB5.L Sortino Ratio Rank: 8484
Sortino Ratio Rank
CB5.L Omega Ratio Rank: 8080
Omega Ratio Rank
CB5.L Calmar Ratio Rank: 8787
Calmar Ratio Rank
CB5.L Martin Ratio Rank: 8484
Martin Ratio Rank

EQDS.L
EQDS.L Risk / Return Rank: 4343
Overall Rank
EQDS.L Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
EQDS.L Sortino Ratio Rank: 4242
Sortino Ratio Rank
EQDS.L Omega Ratio Rank: 4444
Omega Ratio Rank
EQDS.L Calmar Ratio Rank: 4242
Calmar Ratio Rank
EQDS.L Martin Ratio Rank: 4141
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.

CB5.L vs. EQDS.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi ETF MSCI Europe Banks UCITS ETF (CB5.L) and iShares MSCI Europe Quality Dividend ESG UCITS ETF EUR (Dist) (EQDS.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.


CB5.LEQDS.LDifference

Sharpe ratio

Return per unit of total volatility

1.86

0.90

+0.97

Sortino ratio

Return per unit of downside risk

2.33

1.24

+1.09

Omega ratio

Gain probability vs. loss probability

1.32

1.18

+0.14

Calmar ratio

Return relative to maximum drawdown

2.87

1.19

+1.68

Martin ratio

Return relative to average drawdown

10.39

4.16

+6.23

CB5.L vs. EQDS.L - Sharpe Ratio Comparison

The current CB5.L Sharpe Ratio is 1.86, which is higher than the EQDS.L Sharpe Ratio of 0.90. The chart below compares the historical Sharpe Ratios of CB5.L and EQDS.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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Sharpe Ratios by Period


CB5.LEQDS.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.86

0.90

+0.97

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.85

Sharpe Ratio (All Time)

Calculated using the full available price history

1.97

0.55

+1.42

Correlation

The correlation between CB5.L and EQDS.L is 0.62, 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

CB5.L vs. EQDS.L - Dividend Comparison

CB5.L has not paid dividends to shareholders, while EQDS.L's dividend yield for the trailing twelve months is around 3.34%.


TTM202520242023202220212020201920182017
CB5.L
Amundi ETF MSCI Europe Banks UCITS ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
EQDS.L
iShares MSCI Europe Quality Dividend ESG UCITS ETF EUR (Dist)
3.34%2.96%3.16%3.58%4.14%4.63%3.23%4.52%5.06%0.76%

Drawdowns

CB5.L vs. EQDS.L - Drawdown Comparison

The maximum CB5.L drawdown since its inception was -17.55%, smaller than the maximum EQDS.L drawdown of -32.52%. Use the drawdown chart below to compare losses from any high point for CB5.L and EQDS.L.


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Drawdown Indicators


CB5.LEQDS.LDifference

Max Drawdown

Largest peak-to-trough decline

-17.55%

-32.52%

+14.97%

Max Drawdown (1Y)

Largest decline over 1 year

-15.17%

-9.60%

-5.57%

Max Drawdown (5Y)

Largest decline over 5 years

-11.74%

Current Drawdown

Current decline from peak

-8.48%

-6.11%

-2.37%

Average Drawdown

Average peak-to-trough decline

-2.39%

-4.02%

+1.63%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.19%

2.74%

+1.45%

Volatility

CB5.L vs. EQDS.L - Volatility Comparison

Amundi ETF MSCI Europe Banks UCITS ETF (CB5.L) has a higher volatility of 9.62% compared to iShares MSCI Europe Quality Dividend ESG UCITS ETF EUR (Dist) (EQDS.L) at 4.46%. This indicates that CB5.L's price experiences larger fluctuations and is considered to be riskier than EQDS.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CB5.LEQDS.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.62%

4.46%

+5.16%

Volatility (6M)

Calculated over the trailing 6-month period

16.42%

8.12%

+8.30%

Volatility (1Y)

Calculated over the trailing 1-year period

23.17%

12.49%

+10.68%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.56%

12.36%

+9.20%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.56%

15.83%

+5.73%