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CG1.L vs. IEDL.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

CG1.L vs. IEDL.L

Last updated Jun 5, 2026

CG1.L (Amundi ETF DAX UCITS ETF DR) and IEDL.L (iShares Edge MSCI Europe Value Factor UCITS ETF EUR (Dist)) are both Europe Equities funds - CG1.L tracks the FSE DAX TR EUR while IEDL.L tracks the MSCI Europe Value NR EUR. Both are passively managed. Over the past 5 years, CG1.L returned 9.27%/yr vs 14.62%/yr for IEDL.L. Their correlation of 0.85 suggests significant overlap in exposure. CG1.L charges 0.10%/yr vs 0.25%/yr for IEDL.L.

Performance

CG1.L vs. IEDL.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Amundi ETF DAX UCITS ETF DR (CG1.L) and iShares Edge MSCI Europe Value Factor UCITS ETF EUR (Dist) (IEDL.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

CG1.L is traded in GBp, while IEDL.L is traded in EUR. To make them comparable, the IEDL.L values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, CG1.L achieves a 0.50% return, which is significantly lower than IEDL.L's 13.19% return.

CG1.L

1D
0.55%
1M
2.25%
YTD
0.50%
6M
3.03%
1Y
5.04%
3Y*
15.61%
5Y*
9.27%
10Y*
9.94%

IEDL.L

1D
0.03%
1M
4.86%
YTD
13.19%
6M
15.86%
1Y
36.33%
3Y*
21.75%
5Y*
14.62%
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

CG1.L vs. IEDL.L - Yearly Performance Comparison

2026 (YTD)20252024202320222021202020192018
CG1.L
Amundi ETF DAX UCITS ETF DR		0.50%28.47%13.17%17.07%-7.61%7.99%9.33%16.56%-13.67%
IEDL.L
iShares Edge MSCI Europe Value Factor UCITS ETF EUR (Dist)		13.19%42.22%5.44%11.24%1.22%19.20%-3.60%14.87%-10.37%

Correlation

The correlation between CG1.L and IEDL.L is 0.80, 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

0.80

Correlation (3Y)
Calculated over the trailing 3-year period

0.81

Correlation (5Y)
Calculated over the trailing 5-year period

0.83

Correlation (All Time)
Calculated using the full available price history since Feb 28, 2018

0.85

The correlation between CG1.L and IEDL.L has been stable across timeframes, ranging from 0.80 to 0.85 - a consistent structural relationship.

CG1.L vs. IEDL.L - Sectors Allocation Comparison

Sectors
CG1.L
IEDL.L

Industrials

33.9%
17.0%

Financial Services

20.8%
22.6%

Technology

14.4%
12.2%

Consumer Cyclical

7.0%
6.2%

Communication Services

6.4%
3.7%

Healthcare

5.8%
12.3%

Basic Materials

5.0%
6.2%

Utilities

4.7%
4.5%

Consumer Defensive

1.0%
8.6%

Real Estate

1.0%
0.6%

Energy

-

5.1%

Industrials

CG1.L
33.9%
IEDL.L
17.0%

Financial Services

CG1.L
20.8%
IEDL.L
22.6%

Technology

CG1.L
14.4%
IEDL.L
12.2%

Consumer Cyclical

CG1.L
7.0%
IEDL.L
6.2%

Communication Services

CG1.L
6.4%
IEDL.L
3.7%

Healthcare

CG1.L
5.8%
IEDL.L
12.3%

Basic Materials

CG1.L
5.0%
IEDL.L
6.2%

Utilities

CG1.L
4.7%
IEDL.L
4.5%

Consumer Defensive

CG1.L
1.0%
IEDL.L
8.6%

Real Estate

CG1.L
1.0%
IEDL.L
0.6%

Energy

CG1.L

-

IEDL.L
5.1%

Compare stocks, funds, or ETFs

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

Amundi ETF DAX UCITS ETF DR

iShares Edge MSCI Europe Value Factor UCITS ETF EUR (Dist)

Often compared with CG1.L:
CG1.L vs. DAXCG1.L vs. VTCG1.L vs. IAUCG1.L vs. EXXT.DECG1.L vs. H4ZJ.DECG1.L vs. BNKE.LCG1.L vs. 100D.L
Often compared with IEDL.L:
IEDL.L vs. S7XP.LIEDL.L vs. XHYG.DEIEDL.L vs. MVEW.DEIEDL.L vs. T3KE.DEIEDL.L vs. EUMD.LIEDL.L vs. CNX1.LIEDL.L vs. VEUR.L

Return for Risk

CG1.L vs. IEDL.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
CG1.L
CG1.L Risk / Return Rank: 1414
Overall Rank
CG1.L Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
CG1.L Sortino Ratio Rank: 1414
Sortino Ratio Rank
CG1.L Omega Ratio Rank: 1414
Omega Ratio Rank
CG1.L Calmar Ratio Rank: 1414
Calmar Ratio Rank
CG1.L Martin Ratio Rank: 1515
Martin Ratio Rank
IEDL.L
IEDL.L Risk / Return Rank: 7272
Overall Rank
IEDL.L Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
IEDL.L Sortino Ratio Rank: 7474
Sortino Ratio Rank
IEDL.L Omega Ratio Rank: 7575
Omega Ratio Rank
IEDL.L Calmar Ratio Rank: 6969
Calmar Ratio Rank
IEDL.L Martin Ratio Rank: 6868
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.

CG1.L vs. IEDL.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi ETF DAX UCITS ETF DR (CG1.L) and iShares Edge MSCI Europe Value Factor UCITS ETF EUR (Dist) (IEDL.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.

CG1.LIEDL.LDifference
Sharpe ratioReturn per unit of total volatility
0.33
2.68

-2.35

Sortino ratioReturn per unit of downside risk
0.56
3.61

-3.04

Omega ratioGain probability vs. loss probability

1.07

1.48

-0.42

Calmar ratioReturn relative to maximum drawdown

0.39

3.43

-3.04

Martin ratioReturn relative to average drawdown

1.24

12.68

-11.44

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

CG1.L vs. IEDL.L - Sharpe Ratio Comparison

The current CG1.L Sharpe Ratio is 0.33, which is lower than the IEDL.L Sharpe Ratio of 2.68. The chart below compares the historical Sharpe Ratios of CG1.L and IEDL.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.

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Sharpe Ratios by Period

CG1.LIEDL.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.33

2.68

-2.35

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.55

0.95

-0.41

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.55

—

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.44

0.59

-0.15

Drawdowns

CG1.L vs. IEDL.L - Drawdown Comparison

The maximum CG1.L drawdown since its inception was -34.44%, roughly equal to the maximum IEDL.L drawdown of -34.37%. Use the drawdown chart below to compare losses from any high point for CG1.L and IEDL.L.

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Drawdown Indicators

CG1.LIEDL.LDifference

Max Drawdown

Largest peak-to-trough decline

-34.44%

-34.37%

-0.07%

Max Drawdown (1Y)

Largest decline over 1 year

-12.92%

-10.54%

-2.38%

Max Drawdown (3Y)

Largest decline over 3 years

-13.80%

-16.23%

+2.43%

Max Drawdown (5Y)

Largest decline over 5 years

-23.46%

-16.28%

-7.18%

Max Drawdown (10Y)

Largest decline over 10 years

-34.44%

—

—

Current Drawdown

Current decline from peak

-3.29%

-0.80%

-2.49%

Average Drawdown

Average peak-to-trough decline

-7.08%

-5.72%

-1.36%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.05%

2.86%

+1.19%

Volatility

CG1.L vs. IEDL.L - Volatility Comparison

Amundi ETF DAX UCITS ETF DR (CG1.L) and iShares Edge MSCI Europe Value Factor UCITS ETF EUR (Dist) (IEDL.L) have volatilities of 4.79% and 4.75%, 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.

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Volatility by Period

CG1.LIEDL.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.79%

4.75%

+0.04%

Volatility (6M)

Calculated over the trailing 6-month period

12.45%

11.06%

+1.39%

Volatility (1Y)

Calculated over the trailing 1-year period

15.26%

13.48%

+1.78%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.98%

15.30%

+1.68%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.00%

17.59%

+0.41%

CG1.L vs. IEDL.L - Expense Ratio Comparison

CG1.L has a 0.10% expense ratio, which is lower than IEDL.L's 0.25% 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%.

Dividends

CG1.L vs. IEDL.L - Dividend Comparison

CG1.L has not paid dividends to shareholders, while IEDL.L's dividend yield for the trailing twelve months is around 3.01%.

PositionTTM20252024202320222021202020192018
CG1.L
Amundi ETF DAX UCITS ETF DR		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
IEDL.L
iShares Edge MSCI Europe Value Factor UCITS ETF EUR (Dist)		3.01%3.44%4.22%4.76%4.23%3.56%2.32%3.86%3.19%

Frequently Asked Questions

CG1.L and IEDL.L have a correlation of 0.80, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, CG1.L is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.

CG1.L is cheaper with a 0.10% expense ratio, compared with 0.25% for IEDL.L.

CG1.L tracks FSE DAX TR EUR, while IEDL.L tracks MSCI Europe Value NR EUR. They also come from different issuers: Amundi and iShares. Their fees differ too: 0.10% for CG1.L and 0.25% for IEDL.L.

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