CG1.L vs. WDEP.L
CG1.L (Amundi ETF DAX UCITS ETF DR) and WDEP.L (WisdomTree Europe Defence UCITS ETF EUR Accumulating) are both Europe Equities funds - CG1.L tracks the FSE DAX TR EUR while WDEP.L tracks the WisdomTree Europe Defence Index. Both are passively managed. Over the past year, CG1.L returned 5.04% vs -0.69% for WDEP.L. At a 0.48 correlation, their price movements are largely independent. CG1.L charges 0.10%/yr vs 0.45%/yr for WDEP.L.
Performance
CG1.L vs. WDEP.L - Performance Comparison
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Returns By Period
In the year-to-date period, CG1.L achieves a 0.50% return, which is significantly lower than WDEP.L's 1.13% 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%
WDEP.L
- 1D
- 1.35%
- 1M
- -3.38%
- YTD
- 1.13%
- 6M
- 4.34%
- 1Y
- -0.69%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
CG1.L vs. WDEP.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
CG1.L Amundi ETF DAX UCITS ETF DR | 0.50% | 11.66% |
WDEP.L WisdomTree Europe Defence UCITS ETF EUR Accumulating | 1.13% | 20.67% |
Correlation
The correlation between CG1.L and WDEP.L is 0.44, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.44 |
Correlation (All Time) Calculated using the full available price history since Mar 13, 2025 | 0.48 |
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Return for Risk
CG1.L vs. WDEP.L — Risk / Return Rank
CG1.L
WDEP.L
CG1.L vs. WDEP.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 WisdomTree Europe Defence UCITS ETF EUR Accumulating (WDEP.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.L | WDEP.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.35 | ||
| Sortino ratioReturn per unit of downside risk | +0.40 | ||
| Omega ratioGain probability vs. loss probability | 1.07 | 1.02 | +0.05 |
| Calmar ratioReturn relative to maximum drawdown | 0.39 | -0.04 | +0.42 |
| Martin ratioReturn relative to average drawdown | 1.24 | -0.08 | +1.32 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| CG1.L | WDEP.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.33 | -0.02 | +0.35 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.55 | — | — |
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. WDEP.L - Drawdown Comparison
The maximum CG1.L drawdown since its inception was -34.44%, which is greater than WDEP.L's maximum drawdown of -19.56%. Use the drawdown chart below to compare losses from any high point for CG1.L and WDEP.L.
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Drawdown Indicators
| CG1.L | WDEP.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.44% | -19.56% | -14.88% |
Max Drawdown (1Y)Largest decline over 1 year | -12.92% | -19.56% | +6.64% |
Max Drawdown (3Y)Largest decline over 3 years | -13.80% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -23.46% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -34.44% | — | — |
Current DrawdownCurrent decline from peak | -3.29% | -14.70% | +11.41% |
Average DrawdownAverage peak-to-trough decline | -7.08% | -6.15% | -0.93% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.05% | 8.32% | -4.27% |
Volatility
CG1.L vs. WDEP.L - Volatility Comparison
The current volatility for Amundi ETF DAX UCITS ETF DR (CG1.L) is 4.79%, while WisdomTree Europe Defence UCITS ETF EUR Accumulating (WDEP.L) has a volatility of 10.28%. This indicates that CG1.L experiences smaller price fluctuations and is considered to be less risky than WDEP.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CG1.L | WDEP.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.79% | 10.28% | -5.49% |
Volatility (6M)Calculated over the trailing 6-month period | 12.45% | 22.06% | -9.61% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.26% | 28.59% | -13.33% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.98% | 30.09% | -13.11% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.00% | 30.09% | -12.09% |
CG1.L vs. WDEP.L - Expense Ratio Comparison
CG1.L has a 0.10% expense ratio, which is lower than WDEP.L's 0.45% expense ratio.
Dividends
CG1.L vs. WDEP.L - Dividend Comparison
Neither CG1.L nor WDEP.L has paid dividends to shareholders.
Frequently Asked Questions
CG1.L and WDEP.L have a correlation of 0.44, 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 0.45% for WDEP.L.
CG1.L tracks FSE DAX TR EUR, while WDEP.L tracks WisdomTree Europe Defence Index. They also come from different issuers: Amundi and WisdomTree. Their fees differ too: 0.10% for CG1.L and 0.45% for WDEP.L.
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