CE2D.L vs. ESRG.L
Compare and contrast key facts about Amundi Index MSCI Europe UCITS ETF DR EUR (D) (CE2D.L) and Amundi Index MSCI Europe SRI PAB UCITS ETF DR (C) (ESRG.L).
CE2D.L and ESRG.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. CE2D.L is a passively managed fund by Amundi that tracks the performance of the MSCI Europe NR EUR. It was launched on Dec 19, 2017. ESRG.L is a passively managed fund by Amundi that tracks the performance of the MSCI Europe NR EUR. It was launched on Sep 11, 2018. Both CE2D.L and ESRG.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: CE2D.L or ESRG.L.
Performance
CE2D.L vs. ESRG.L - Performance Comparison
Returns By Period
In the year-to-date period, CE2D.L achieves a 3.47% return, which is significantly higher than ESRG.L's 2.13% return.
CE2D.L
3.47%
-3.83%
-5.33%
7.87%
6.68%
N/A
ESRG.L
2.13%
-5.01%
-6.57%
6.88%
6.48%
N/A
Key characteristics
| CE2D.L | ESRG.L | |
|---|---|---|
| Sharpe Ratio | 0.78 | 0.64 |
| Sortino Ratio | 1.16 | 0.96 |
| Omega Ratio | 1.14 | 1.11 |
| Calmar Ratio | 1.19 | 0.94 |
| Martin Ratio | 3.26 | 2.59 |
| Ulcer Index | 2.42% | 2.66% |
| Daily Std Dev | 10.08% | 10.82% |
| Max Drawdown | -28.51% | -24.73% |
| Current Drawdown | -5.80% | -7.26% |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
CE2D.L vs. ESRG.L - Expense Ratio Comparison
CE2D.L has a 0.15% expense ratio, which is lower than ESRG.L's 0.18% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Correlation
The correlation between CE2D.L and ESRG.L is 0.96, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Risk-Adjusted Performance
CE2D.L vs. ESRG.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Amundi Index MSCI Europe UCITS ETF DR EUR (D) (CE2D.L) and Amundi Index MSCI Europe SRI PAB UCITS ETF DR (C) (ESRG.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
CE2D.L vs. ESRG.L - Dividend Comparison
CE2D.L's dividend yield for the trailing twelve months is around 2.65%, while ESRG.L has not paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|
CE2D.L Amundi Index MSCI Europe UCITS ETF DR EUR (D) | 2.65% | 2.74% | 2.96% | 2.19% | 2.07% | 3.22% |
ESRG.L Amundi Index MSCI Europe SRI PAB UCITS ETF DR (C) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
CE2D.L vs. ESRG.L - Drawdown Comparison
The maximum CE2D.L drawdown since its inception was -28.51%, which is greater than ESRG.L's maximum drawdown of -24.73%. Use the drawdown chart below to compare losses from any high point for CE2D.L and ESRG.L. For additional features, visit the drawdowns tool.
Volatility
CE2D.L vs. ESRG.L - Volatility Comparison
The current volatility for Amundi Index MSCI Europe UCITS ETF DR EUR (D) (CE2D.L) is 4.64%, while Amundi Index MSCI Europe SRI PAB UCITS ETF DR (C) (ESRG.L) has a volatility of 5.06%. This indicates that CE2D.L experiences smaller price fluctuations and is considered to be less risky than ESRG.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.