CEUR.L vs. URTH
Compare and contrast key facts about Amundi MSCI Europe (CEUR.L) and iShares MSCI World ETF (URTH).
CEUR.L and URTH are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. CEUR.L is a passively managed fund by Amundi that tracks the performance of the MSCI Europe NR EUR. It was launched on Mar 22, 2018. URTH is a passively managed fund by iShares that tracks the performance of the MSCI World Index. It was launched on Jan 10, 2012. Both CEUR.L and URTH 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: CEUR.L or URTH.
Performance
CEUR.L vs. URTH - Performance Comparison
Returns By Period
In the year-to-date period, CEUR.L achieves a 4.26% return, which is significantly lower than URTH's 19.28% return. Over the past 10 years, CEUR.L has underperformed URTH with an annualized return of 7.02%, while URTH has yielded a comparatively higher 10.07% annualized return.
CEUR.L
4.26%
-4.01%
-5.00%
9.32%
6.30%
7.02%
URTH
19.28%
-0.64%
8.10%
26.66%
12.31%
10.07%
Key characteristics
| CEUR.L | URTH | |
|---|---|---|
| Sharpe Ratio | 0.91 | 2.33 |
| Sortino Ratio | 1.34 | 3.17 |
| Omega Ratio | 1.16 | 1.42 |
| Calmar Ratio | 1.46 | 3.32 |
| Martin Ratio | 4.17 | 14.74 |
| Ulcer Index | 2.20% | 1.85% |
| Daily Std Dev | 10.11% | 11.72% |
| Max Drawdown | -28.63% | -34.01% |
| Current Drawdown | -5.26% | -1.78% |
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CEUR.L vs. URTH - Expense Ratio Comparison
CEUR.L has a 0.05% expense ratio, which is lower than URTH's 0.24% 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 CEUR.L and URTH is 0.57, 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.
Risk-Adjusted Performance
CEUR.L vs. URTH - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Amundi MSCI Europe (CEUR.L) and iShares MSCI World ETF (URTH). 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
CEUR.L vs. URTH - Dividend Comparison
CEUR.L has not paid dividends to shareholders, while URTH's dividend yield for the trailing twelve months is around 1.45%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CEUR.L Amundi MSCI Europe | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
URTH iShares MSCI World ETF | 1.45% | 1.70% | 1.68% | 1.50% | 1.52% | 2.16% | 2.30% | 1.88% | 2.14% | 2.35% | 2.32% | 1.04% |
Drawdowns
CEUR.L vs. URTH - Drawdown Comparison
The maximum CEUR.L drawdown since its inception was -28.63%, smaller than the maximum URTH drawdown of -34.01%. Use the drawdown chart below to compare losses from any high point for CEUR.L and URTH. For additional features, visit the drawdowns tool.
Volatility
CEUR.L vs. URTH - Volatility Comparison
Amundi MSCI Europe (CEUR.L) has a higher volatility of 4.64% compared to iShares MSCI World ETF (URTH) at 3.43%. This indicates that CEUR.L's price experiences larger fluctuations and is considered to be riskier than URTH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.