CI2G.L vs. VUAA.L
Compare and contrast key facts about Amundi MSCI India UCITS ETF USD (CI2G.L) and Vanguard S&P 500 UCITS ETF (VUAA.L).
CI2G.L and VUAA.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. CI2G.L is a passively managed fund by Amundi that tracks the performance of the MSCI India NR USD. It was launched on Apr 18, 2018. VUAA.L is a passively managed fund by Vanguard Group (Ireland) Limited that tracks the performance of the S&P 500 Index. It was launched on May 14, 2019. Both CI2G.L and VUAA.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: CI2G.L or VUAA.L.
Key characteristics
| CI2G.L | VUAA.L | |
|---|---|---|
| YTD Return | 11.23% | 20.63% |
| 1Y Return | 21.67% | 32.52% |
| 3Y Return (Ann) | 7.73% | 8.11% |
| 5Y Return (Ann) | 11.61% | 14.76% |
| Sharpe Ratio | 1.45 | 2.85 |
| Sortino Ratio | 1.93 | 3.95 |
| Omega Ratio | 1.29 | 1.54 |
| Calmar Ratio | 2.80 | 4.23 |
| Martin Ratio | 10.04 | 18.30 |
| Ulcer Index | 2.12% | 1.78% |
| Daily Std Dev | 14.66% | 11.43% |
| Max Drawdown | -37.13% | -34.05% |
| Current Drawdown | -7.61% | -2.37% |
Correlation
The correlation between CI2G.L and VUAA.L is 0.45, 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.
Performance
CI2G.L vs. VUAA.L - Performance Comparison
In the year-to-date period, CI2G.L achieves a 11.23% return, which is significantly lower than VUAA.L's 20.63% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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CI2G.L vs. VUAA.L - Expense Ratio Comparison
CI2G.L has a 0.80% expense ratio, which is higher than VUAA.L's 0.07% expense ratio.
Risk-Adjusted Performance
CI2G.L vs. VUAA.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Amundi MSCI India UCITS ETF USD (CI2G.L) and Vanguard S&P 500 UCITS ETF (VUAA.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
CI2G.L vs. VUAA.L - Dividend Comparison
Neither CI2G.L nor VUAA.L has paid dividends to shareholders.
Drawdowns
CI2G.L vs. VUAA.L - Drawdown Comparison
The maximum CI2G.L drawdown since its inception was -37.13%, which is greater than VUAA.L's maximum drawdown of -34.05%. Use the drawdown chart below to compare losses from any high point for CI2G.L and VUAA.L. For additional features, visit the drawdowns tool.
Volatility
CI2G.L vs. VUAA.L - Volatility Comparison
Amundi MSCI India UCITS ETF USD (CI2G.L) has a higher volatility of 3.49% compared to Vanguard S&P 500 UCITS ETF (VUAA.L) at 2.88%. This indicates that CI2G.L's price experiences larger fluctuations and is considered to be riskier than VUAA.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.