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CMU.L vs. EMNE.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CMU.L vs. EMNE.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Amundi ETF MSCI EMU ESG Leaders Select (CMU.L) and iShares MSCI EMU CTB Enhanced ESG UCITS ETF EUR (Dist) (EMNE.DE). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

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

Returns By Period

In the year-to-date period, CMU.L achieves a 15.46% return, which is significantly higher than EMNE.DE's 7.07% return.


CMU.L

1D
0.09%
1M
-3.51%
6M
14.95%
YTD
15.46%
1Y
26.13%
3Y*
14.82%
5Y*
10.51%
10Y*
10.12%
ALL TIME*
8.12%

EMNE.DE

1D
0.16%
1M
-4.03%
6M
5.99%
YTD
7.07%
1Y
16.55%
3Y*
14.14%
5Y*
10.15%
10Y*
ALL TIME*
11.20%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CMU.L vs. EMNE.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
CMU.L
Amundi ETF MSCI EMU ESG Leaders Select
15.46%25.71%1.42%14.39%-5.30%13.03%4.59%12.74%
EMNE.DE
iShares MSCI EMU CTB Enhanced ESG UCITS ETF EUR (Dist)
7.07%28.54%5.07%16.42%-7.55%14.09%7.17%14.90%

Correlation

The correlation between CMU.L and EMNE.DE is 0.89, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.89

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

0.92

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

0.92

Correlation (All Time)
Calculated using the full available price history since Mar 8, 2019

0.78

The correlation between CMU.L and EMNE.DE shifts across timeframes, from 0.78 (all time) to 0.92 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

CMU.L vs. EMNE.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

CMU.L
CMU.L Risk / Return Rank: 6969
Overall Rank
CMU.L Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
CMU.L Sortino Ratio Rank: 7373
Sortino Ratio Rank
CMU.L Omega Ratio Rank: 7373
Omega Ratio Rank
CMU.L Calmar Ratio Rank: 6262
Calmar Ratio Rank
CMU.L Martin Ratio Rank: 6565
Martin Ratio Rank

EMNE.DE
EMNE.DE Risk / Return Rank: 4949
Overall Rank
EMNE.DE Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
EMNE.DE Sortino Ratio Rank: 5050
Sortino Ratio Rank
EMNE.DE Omega Ratio Rank: 5151
Omega Ratio Rank
EMNE.DE Calmar Ratio Rank: 4545
Calmar Ratio Rank
EMNE.DE Martin Ratio Rank: 5151
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.

CMU.L vs. EMNE.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi ETF MSCI EMU ESG Leaders Select (CMU.L) and iShares MSCI EMU CTB Enhanced ESG UCITS ETF EUR (Dist) (EMNE.DE). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


CMU.LEMNE.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.61

Sortino ratioReturn per unit of downside risk

+0.81

Omega ratioGain probability vs. loss probability

1.32

1.21

+0.11

Calmar ratioReturn relative to maximum drawdown

2.28

1.44

+0.84

Martin ratioReturn relative to average drawdown

8.43

5.06

+3.37

CMU.L vs. EMNE.DE - Sharpe Ratio Comparison

The current CMU.L Sharpe Ratio is 1.73, which is higher than the EMNE.DE Sharpe Ratio of 1.11. The chart below compares the historical Sharpe Ratios of CMU.L and EMNE.DE, 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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Drawdowns

CMU.L vs. EMNE.DE - Drawdown Comparison

The maximum CMU.L drawdown since its inception was -31.46%, which is greater than EMNE.DE's maximum drawdown of -28.65%. Use the drawdown chart below to compare losses from any high point for CMU.L and EMNE.DE.


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Drawdown Indicators


CMU.LEMNE.DEDifference

Max Drawdown

Largest peak-to-trough decline

-31.46%

-28.65%

-2.81%

Max Drawdown (1Y)

Largest decline over 1 year

-11.43%

-11.44%

+0.01%

Max Drawdown (3Y)

Largest decline over 3 years

-11.95%

-13.12%

+1.17%

Max Drawdown (5Y)

Largest decline over 5 years

-21.11%

-22.68%

+1.57%

Max Drawdown (10Y)

Largest decline over 10 years

-31.41%

Current Drawdown

Current decline from peak

-3.81%

-4.31%

+0.50%

Average Drawdown

Average peak-to-trough decline

-6.61%

-4.82%

-1.79%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.09%

3.26%

-0.17%

Volatility

CMU.L vs. EMNE.DE - Volatility Comparison

The current volatility for Amundi ETF MSCI EMU ESG Leaders Select (CMU.L) is 3.79%, while iShares MSCI EMU CTB Enhanced ESG UCITS ETF EUR (Dist) (EMNE.DE) has a volatility of 4.02%. This indicates that CMU.L experiences smaller price fluctuations and is considered to be less risky than EMNE.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CMU.LEMNE.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.79%

4.02%

-0.23%

Volatility (6M)

Calculated over the trailing 6-month period

12.80%

12.72%

+0.08%

Volatility (1Y)

Calculated over the trailing 1-year period

15.08%

14.81%

+0.27%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.99%

16.40%

-0.41%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.68%

20.19%

-3.51%

CMU.L vs. EMNE.DE - Expense Ratio Comparison

CMU.L has a 0.15% expense ratio, which is higher than EMNE.DE's 0.12% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

CMU.L vs. EMNE.DE - Dividend Comparison

CMU.L has not paid dividends to shareholders, while EMNE.DE's dividend yield for the trailing twelve months is around 2.39%.


PositionTTM2025202420232022202120202019
CMU.L
Amundi ETF MSCI EMU ESG Leaders Select
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
EMNE.DE
iShares MSCI EMU CTB Enhanced ESG UCITS ETF EUR (Dist)
2.39%2.61%2.95%3.17%3.34%2.40%1.85%2.67%

Frequently Asked Questions


CMU.L and EMNE.DE have a correlation of 0.89, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, EMNE.DE is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.

EMNE.DE is cheaper with a 0.12% expense ratio, compared with 0.15% for CMU.L.

CMU.L tracks MSCI EMU NR EUR, while EMNE.DE tracks MSCI EMU ESG Enhanced Focus CTB Index. They also come from different issuers: Amundi and iShares. Their fees differ too: 0.15% for CMU.L and 0.12% for EMNE.DE.

Portfolio Optimizer

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