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CMU.L vs. HIGH.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CMU.L vs. HIGH.L - 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 EUR High Yield Corporate Bond UCITS ETF EUR (Acc) (HIGH.L). 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 HIGH.L is traded in EUR. To make them comparable, the HIGH.L 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 HIGH.L's -1.29% 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%

HIGH.L

1D
-0.07%
1M
-1.98%
6M
-0.64%
YTD
-1.29%
1Y
1.13%
3Y*
5.55%
5Y*
2.49%
10Y*
ALL TIME*
2.25%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CMU.L vs. HIGH.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CMU.L
Amundi ETF MSCI EMU ESG Leaders Select
15.46%25.71%1.42%14.39%-5.30%13.03%4.59%19.05%-11.56%1.61%
HIGH.L
iShares EUR High Yield Corporate Bond UCITS ETF EUR (Acc)
-1.29%10.50%0.90%9.36%-4.64%-3.28%6.81%3.53%-2.45%1.65%

Correlation

The correlation between CMU.L and HIGH.L is 0.52, 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

0.52

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

0.51

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

0.56

Correlation (All Time)
Calculated using the full available price history since Sep 21, 2017

0.57

The correlation between CMU.L and HIGH.L has been stable across timeframes, ranging from 0.51 to 0.57 - a consistent structural relationship.

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Return for Risk

CMU.L vs. HIGH.L — 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

HIGH.L
HIGH.L Risk / Return Rank: 3333
Overall Rank
HIGH.L Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
HIGH.L Sortino Ratio Rank: 3434
Sortino Ratio Rank
HIGH.L Omega Ratio Rank: 3333
Omega Ratio Rank
HIGH.L Calmar Ratio Rank: 2929
Calmar Ratio Rank
HIGH.L Martin Ratio Rank: 3838
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. HIGH.L - 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 EUR High Yield Corporate Bond UCITS ETF EUR (Acc) (HIGH.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.

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.LHIGH.LDifference
Sharpe ratioReturn per unit of total volatility

+1.50

Sortino ratioReturn per unit of downside risk

+2.12

Omega ratioGain probability vs. loss probability

1.32

1.04

+0.28

Calmar ratioReturn relative to maximum drawdown

2.28

0.31

+1.96

Martin ratioReturn relative to average drawdown

8.43

0.93

+7.50

CMU.L vs. HIGH.L - Sharpe Ratio Comparison

The current CMU.L Sharpe Ratio is 1.73, which is higher than the HIGH.L Sharpe Ratio of 0.23. The chart below compares the historical Sharpe Ratios of CMU.L and HIGH.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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Drawdowns

CMU.L vs. HIGH.L - Drawdown Comparison

The maximum CMU.L drawdown since its inception was -31.46%, which is greater than HIGH.L's maximum drawdown of -21.81%. Use the drawdown chart below to compare losses from any high point for CMU.L and HIGH.L.


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Drawdown Indicators


CMU.LHIGH.LDifference

Max Drawdown

Largest peak-to-trough decline

-31.46%

-21.81%

-9.65%

Max Drawdown (1Y)

Largest decline over 1 year

-11.43%

-3.62%

-7.81%

Max Drawdown (3Y)

Largest decline over 3 years

-11.95%

-3.62%

-8.33%

Max Drawdown (5Y)

Largest decline over 5 years

-21.11%

-15.38%

-5.73%

Max Drawdown (10Y)

Largest decline over 10 years

-31.41%

Current Drawdown

Current decline from peak

-3.81%

-2.21%

-1.60%

Average Drawdown

Average peak-to-trough decline

-6.61%

-4.38%

-2.23%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.09%

1.22%

+1.87%

Volatility

CMU.L vs. HIGH.L - Volatility Comparison

Amundi ETF MSCI EMU ESG Leaders Select (CMU.L) has a higher volatility of 3.79% compared to iShares EUR High Yield Corporate Bond UCITS ETF EUR (Acc) (HIGH.L) at 1.30%. This indicates that CMU.L's price experiences larger fluctuations and is considered to be riskier than HIGH.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CMU.LHIGH.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.79%

1.30%

+2.49%

Volatility (6M)

Calculated over the trailing 6-month period

12.80%

3.96%

+8.84%

Volatility (1Y)

Calculated over the trailing 1-year period

15.08%

4.99%

+10.09%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.99%

7.17%

+8.82%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.68%

8.48%

+8.20%

CMU.L vs. HIGH.L - Expense Ratio Comparison

CMU.L has a 0.15% expense ratio, which is lower than HIGH.L's 0.50% expense ratio.


Dividends

CMU.L vs. HIGH.L - Dividend Comparison

Neither CMU.L nor HIGH.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


CMU.L and HIGH.L have a correlation of 0.52, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, CMU.L is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.

CMU.L is cheaper with a 0.15% expense ratio, compared with 0.50% for HIGH.L.

CMU.L is categorized as Europe Equities, while HIGH.L is European High Yield Bonds. CMU.L tracks MSCI EMU NR EUR, while HIGH.L tracks Bloomberg Pan Euro HY Euro TR EUR. They also come from different issuers: Amundi and iShares. Their fees differ too: 0.15% for CMU.L and 0.50% for HIGH.L.

Portfolio Optimizer

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