CB5.L vs. UIFS.L
Compare and contrast key facts about Amundi ETF MSCI Europe Banks UCITS ETF (CB5.L) and iShares S&P 500 Financials Sector UCITS ETF (Acc) (UIFS.L).
CB5.L and UIFS.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. CB5.L is a passively managed fund by Amundi that tracks the performance of the MSCI World/Financials NR USD. It was launched on Dec 4, 2008. UIFS.L is a passively managed fund by iShares that tracks the performance of the MSCI World/Financials NR USD. It was launched on Nov 20, 2015. Both CB5.L and UIFS.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.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: CB5.L or UIFS.L.
Key characteristics
| CB5.L | UIFS.L | |
|---|---|---|
| YTD Return | -70.11% | 33.12% |
| 1Y Return | -68.10% | 43.30% |
| 3Y Return (Ann) | -27.54% | 11.11% |
| 5Y Return (Ann) | -16.58% | 13.06% |
| Sharpe Ratio | -0.88 | 3.05 |
| Sortino Ratio | -0.63 | 4.63 |
| Omega Ratio | 0.70 | 1.59 |
| Calmar Ratio | -0.88 | 5.20 |
| Martin Ratio | -1.33 | 23.33 |
| Ulcer Index | 51.24% | 1.83% |
| Daily Std Dev | 77.11% | 13.93% |
| Max Drawdown | -77.77% | -35.31% |
| Current Drawdown | -75.78% | 0.00% |
Correlation
The correlation between CB5.L and UIFS.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.
Performance
CB5.L vs. UIFS.L - Performance Comparison
In the year-to-date period, CB5.L achieves a -70.11% return, which is significantly lower than UIFS.L's 33.12% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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CB5.L vs. UIFS.L - Expense Ratio Comparison
CB5.L has a 0.25% expense ratio, which is higher than UIFS.L's 0.15% 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%.
Risk-Adjusted Performance
CB5.L vs. UIFS.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Amundi ETF MSCI Europe Banks UCITS ETF (CB5.L) and iShares S&P 500 Financials Sector UCITS ETF (Acc) (UIFS.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.
Dividends
CB5.L vs. UIFS.L - Dividend Comparison
Neither CB5.L nor UIFS.L has paid dividends to shareholders.
Drawdowns
CB5.L vs. UIFS.L - Drawdown Comparison
The maximum CB5.L drawdown since its inception was -77.77%, which is greater than UIFS.L's maximum drawdown of -35.31%. Use the drawdown chart below to compare losses from any high point for CB5.L and UIFS.L. For additional features, visit the drawdowns tool.
Volatility
CB5.L vs. UIFS.L - Volatility Comparison
Amundi ETF MSCI Europe Banks UCITS ETF (CB5.L) and iShares S&P 500 Financials Sector UCITS ETF (Acc) (UIFS.L) have volatilities of 5.83% and 6.11%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.