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CMU.L vs. TDIV.AS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CMU.L vs. TDIV.AS - 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 VanEck Morningstar Developed Markets Dividend Leaders UCITS ETF (TDIV.AS). 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 TDIV.AS is traded in EUR. To make them comparable, the TDIV.AS 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 TDIV.AS's 11.67% return. Over the past 10 years, CMU.L has underperformed TDIV.AS with an annualized return of 10.12%, while TDIV.AS has yielded a comparatively higher 12.27% annualized 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%

TDIV.AS

1D
-0.31%
1M
1.91%
6M
10.29%
YTD
11.67%
1Y
28.84%
3Y*
20.18%
5Y*
18.35%
10Y*
12.27%
ALL TIME*
13.53%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CMU.L vs. TDIV.AS - 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%17.21%
TDIV.AS
VanEck Morningstar Developed Markets Dividend Leaders UCITS ETF
11.67%31.05%10.63%9.52%21.37%20.25%-5.07%14.10%-6.21%7.27%

Correlation

The correlation between CMU.L and TDIV.AS is 0.42, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.42

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

0.57

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

0.61

Correlation (10Y)
Calculated over the trailing 10-year period

0.70

Correlation (All Time)
Calculated using the full available price history since May 23, 2016

0.70

Over the past year, the correlation between CMU.L and TDIV.AS has dropped to 0.42 - well below their long-term average of 0.70, suggesting their price drivers have been diverging.

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Return for Risk

CMU.L vs. TDIV.AS — 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

TDIV.AS
TDIV.AS Risk / Return Rank: 9797
Overall Rank
TDIV.AS Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
TDIV.AS Sortino Ratio Rank: 9696
Sortino Ratio Rank
TDIV.AS Omega Ratio Rank: 9696
Omega Ratio Rank
TDIV.AS Calmar Ratio Rank: 9797
Calmar Ratio Rank
TDIV.AS Martin Ratio Rank: 9696
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. TDIV.AS - 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 VanEck Morningstar Developed Markets Dividend Leaders UCITS ETF (TDIV.AS). 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.LTDIV.ASDifference
Sharpe ratioReturn per unit of total volatility

-1.34

Sortino ratioReturn per unit of downside risk

-1.91

Omega ratioGain probability vs. loss probability

1.32

1.54

-0.23

Calmar ratioReturn relative to maximum drawdown

2.28

5.88

-3.60

Martin ratioReturn relative to average drawdown

8.43

18.58

-10.16

CMU.L vs. TDIV.AS - Sharpe Ratio Comparison

The current CMU.L Sharpe Ratio is 1.73, which is lower than the TDIV.AS Sharpe Ratio of 3.06. The chart below compares the historical Sharpe Ratios of CMU.L and TDIV.AS, 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. TDIV.AS - Drawdown Comparison

The maximum CMU.L drawdown since its inception was -31.46%, roughly equal to the maximum TDIV.AS drawdown of -30.10%. Use the drawdown chart below to compare losses from any high point for CMU.L and TDIV.AS.


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Drawdown Indicators


CMU.LTDIV.ASDifference

Max Drawdown

Largest peak-to-trough decline

-31.46%

-30.10%

-1.36%

Max Drawdown (1Y)

Largest decline over 1 year

-11.43%

-4.84%

-6.59%

Max Drawdown (3Y)

Largest decline over 3 years

-11.95%

-14.03%

+2.08%

Max Drawdown (5Y)

Largest decline over 5 years

-21.11%

-14.03%

-7.08%

Max Drawdown (10Y)

Largest decline over 10 years

-31.41%

-30.10%

-1.31%

Current Drawdown

Current decline from peak

-3.81%

-0.31%

-3.50%

Average Drawdown

Average peak-to-trough decline

-6.61%

-3.58%

-3.03%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.09%

1.54%

+1.55%

Volatility

CMU.L vs. TDIV.AS - Volatility Comparison

Amundi ETF MSCI EMU ESG Leaders Select (CMU.L) has a higher volatility of 3.79% compared to VanEck Morningstar Developed Markets Dividend Leaders UCITS ETF (TDIV.AS) at 2.62%. This indicates that CMU.L's price experiences larger fluctuations and is considered to be riskier than TDIV.AS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CMU.LTDIV.ASDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.79%

2.62%

+1.17%

Volatility (6M)

Calculated over the trailing 6-month period

12.80%

7.25%

+5.55%

Volatility (1Y)

Calculated over the trailing 1-year period

15.08%

9.31%

+5.77%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.99%

12.95%

+3.04%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.68%

14.47%

+2.21%

CMU.L vs. TDIV.AS - Expense Ratio Comparison

CMU.L has a 0.15% expense ratio, which is lower than TDIV.AS's 0.38% expense ratio.


Dividends

CMU.L vs. TDIV.AS - Dividend Comparison

CMU.L has not paid dividends to shareholders, while TDIV.AS's dividend yield for the trailing twelve months is around 3.06%.


PositionTTM2025202420232022202120202019201820172016
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%0.00%0.00%0.00%
TDIV.AS
VanEck Morningstar Developed Markets Dividend Leaders UCITS ETF
3.06%3.58%4.19%4.98%4.58%3.98%4.12%4.40%4.93%3.95%1.11%

Frequently Asked Questions


CMU.L and TDIV.AS have a correlation of 0.42, 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 0.38% for TDIV.AS.

CMU.L is categorized as Europe Equities, while TDIV.AS is Global Equity Income. CMU.L tracks MSCI EMU NR EUR, while TDIV.AS tracks Morningstar Developed Markets Large Cap Dividend Leaders Screened Select Index. They also come from different issuers: Amundi and VanEck. Their fees differ too: 0.15% for CMU.L and 0.38% for TDIV.AS.

Portfolio Optimizer

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