PortfoliosLab logoPortfoliosLab logo
CB5.L vs. XMWX.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CB5.L vs. XMWX.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 Xtrackers MSCI World ex USA UCITS ETF 1C (XMWX.L). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Different Trading Currencies

CB5.L is traded in GBp, while XMWX.L is traded in USD. To make them comparable, the XMWX.L values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, CB5.L achieves a 13.44% return, which is significantly higher than XMWX.L's 12.55% return.


CB5.L

1D
-1.57%
1M
7.41%
YTD
13.44%
6M
14.04%
1Y
52.15%
3Y*
-9.02%
5Y*
-1.78%
10Y*
1.59%

XMWX.L

1D
0.00%
1M
3.71%
YTD
12.55%
6M
13.10%
1Y
29.53%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)20252024
CB5.L
Amundi ETF MSCI Europe Banks UCITS ETF
13.44%83.67%6.37%
XMWX.L
Xtrackers MSCI World ex USA UCITS ETF 1C
12.55%14.39%-20.44%

Correlation

The correlation between CB5.L and XMWX.L is 0.56, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.56

Correlation (All Time)
Calculated using the full available price history since Aug 27, 2024

0.52

The correlation between CB5.L and XMWX.L has been stable across timeframes, ranging from 0.52 to 0.56 - a consistent structural relationship.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

CB5.L vs. XMWX.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: 7878
Overall Rank
CB5.L Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
CB5.L Sortino Ratio Rank: 8181
Sortino Ratio Rank
CB5.L Omega Ratio Rank: 7676
Omega Ratio Rank
CB5.L Calmar Ratio Rank: 7575
Calmar Ratio Rank
CB5.L Martin Ratio Rank: 7272
Martin Ratio Rank

XMWX.L
XMWX.L Risk / Return Rank: 3232
Overall Rank
XMWX.L Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
XMWX.L Sortino Ratio Rank: 2424
Sortino Ratio Rank
XMWX.L Omega Ratio Rank: 7575
Omega Ratio Rank
XMWX.L Calmar Ratio Rank: 2323
Calmar Ratio Rank
XMWX.L Martin Ratio Rank: 1616
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. XMWX.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 Xtrackers MSCI World ex USA UCITS ETF 1C (XMWX.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


CB5.LXMWX.LDifference
Sharpe ratioReturn per unit of total volatility

+1.71

Sortino ratioReturn per unit of downside risk

+1.84

Omega ratioGain probability vs. loss probability

1.40

1.40

-0.01

Calmar ratioReturn relative to maximum drawdown

3.40

1.20

+2.20

Martin ratioReturn relative to average drawdown

11.83

1.75

+10.08

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

The current CB5.L Sharpe Ratio is 2.39, which is higher than the XMWX.L Sharpe Ratio of 0.68. The chart below compares the historical Sharpe Ratios of CB5.L and XMWX.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

CB5.L vs. XMWX.L - Drawdown Comparison

The maximum CB5.L drawdown since its inception was -77.77%, which is greater than XMWX.L's maximum drawdown of -27.25%. Use the drawdown chart below to compare losses from any high point for CB5.L and XMWX.L.


Loading charts...

Drawdown Indicators


CB5.LXMWX.LDifference

Max Drawdown

Largest peak-to-trough decline

-77.77%

-27.25%

-50.52%

Max Drawdown (1Y)

Largest decline over 1 year

-15.26%

-24.56%

+9.30%

Max Drawdown (3Y)

Largest decline over 3 years

-77.77%

Max Drawdown (5Y)

Largest decline over 5 years

-77.77%

Max Drawdown (10Y)

Largest decline over 10 years

-77.77%

Current Drawdown

Current decline from peak

-47.17%

-14.03%

-33.14%

Average Drawdown

Average peak-to-trough decline

-29.49%

-19.84%

-9.65%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.39%

16.89%

-12.50%

Volatility

CB5.L vs. XMWX.L - Volatility Comparison

Amundi ETF MSCI Europe Banks UCITS ETF (CB5.L) has a higher volatility of 6.26% compared to Xtrackers MSCI World ex USA UCITS ETF 1C (XMWX.L) at 3.43%. This indicates that CB5.L's price experiences larger fluctuations and is considered to be riskier than XMWX.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


CB5.LXMWX.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.26%

3.43%

+2.83%

Volatility (6M)

Calculated over the trailing 6-month period

18.28%

10.60%

+7.68%

Volatility (1Y)

Calculated over the trailing 1-year period

21.86%

43.39%

-21.53%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

41.45%

37.78%

+3.67%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

34.08%

37.78%

-3.70%

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

CB5.L has a 0.25% expense ratio, which is higher than XMWX.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%.


Dividends

CB5.L vs. XMWX.L - Dividend Comparison

Neither CB5.L nor XMWX.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


CB5.L and XMWX.L have a correlation of 0.56, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, XMWX.L is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XMWX.L is cheaper with a 0.15% expense ratio, compared with 0.25% for CB5.L.

CB5.L is categorized as Financials Equities, while XMWX.L is Foreign Large Cap Equities. CB5.L tracks MSCI World/Financials NR USD, while XMWX.L tracks MSCI World ex USA Index. They also come from different issuers: Amundi and Xtrackers. Their fees differ too: 0.25% for CB5.L and 0.15% for XMWX.L.

Portfolio Optimizer

Find the right allocation for CB5.L and XMWX.L

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer