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CN1.L vs. XDN0.L
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


CN1.LXDN0.L

Correlation

-0.50.00.51.00.7

The correlation between CN1.L and XDN0.L is 0.73, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Performance

CN1.L vs. XDN0.L - Performance Comparison

The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember0
-10.11%
CN1.L
XDN0.L

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


CN1.L vs. XDN0.L - Expense Ratio Comparison

CN1.L has a 0.25% expense ratio, which is lower than XDN0.L's 0.30% expense ratio.


XDN0.L
Xtrackers MSCI Nordic UCITS ETF 1D
Expense ratio chart for XDN0.L: current value at 0.30% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.30%
Expense ratio chart for CN1.L: current value at 0.25% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.25%

Risk-Adjusted Performance

CN1.L vs. XDN0.L - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi MSCI Nordic UCITS ETF EUR (C) (CN1.L) and Xtrackers MSCI Nordic UCITS ETF 1D (XDN0.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.


CN1.L
Sharpe ratio
The chart of Sharpe ratio for CN1.L, currently valued at 2.24, compared to the broader market0.002.004.006.002.24
Sortino ratio
The chart of Sortino ratio for CN1.L, currently valued at 5.94, compared to the broader market-2.000.002.004.006.008.0010.0012.005.94
Omega ratio
The chart of Omega ratio for CN1.L, currently valued at 3.16, compared to the broader market1.001.502.002.503.003.16
Calmar ratio
The chart of Calmar ratio for CN1.L, currently valued at 5.95, compared to the broader market0.005.0010.0015.005.95
Martin ratio
The chart of Martin ratio for CN1.L, currently valued at 46.63, compared to the broader market0.0020.0040.0060.0080.00100.0046.63
XDN0.L
Sharpe ratio
The chart of Sharpe ratio for XDN0.L, currently valued at 0.66, compared to the broader market0.002.004.006.000.66
Sortino ratio
The chart of Sortino ratio for XDN0.L, currently valued at 1.06, compared to the broader market-2.000.002.004.006.008.0010.0012.001.06
Omega ratio
The chart of Omega ratio for XDN0.L, currently valued at 1.12, compared to the broader market1.001.502.002.503.001.12
Calmar ratio
The chart of Calmar ratio for XDN0.L, currently valued at 0.77, compared to the broader market0.005.0010.0015.000.77
Martin ratio
The chart of Martin ratio for XDN0.L, currently valued at 2.56, compared to the broader market0.0020.0040.0060.0080.00100.002.56

CN1.L vs. XDN0.L - Sharpe Ratio Comparison


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00JuneJulyAugustSeptemberOctoberNovember
2.24
0.66
CN1.L
XDN0.L

Dividends

CN1.L vs. XDN0.L - Dividend Comparison

CN1.L has not paid dividends to shareholders, while XDN0.L's dividend yield for the trailing twelve months is around 2.69%.


TTM2023202220212020201920182017201620152014
CN1.L
Amundi MSCI Nordic UCITS ETF EUR (C)
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
XDN0.L
Xtrackers MSCI Nordic UCITS ETF 1D
2.69%2.51%4.53%1.09%4.82%4.18%1.05%2.34%1.52%0.00%3.16%

Drawdowns

CN1.L vs. XDN0.L - Drawdown Comparison


-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember0
-12.77%
CN1.L
XDN0.L

Volatility

CN1.L vs. XDN0.L - Volatility Comparison

The current volatility for Amundi MSCI Nordic UCITS ETF EUR (C) (CN1.L) is 0.00%, while Xtrackers MSCI Nordic UCITS ETF 1D (XDN0.L) has a volatility of 4.71%. This indicates that CN1.L experiences smaller price fluctuations and is considered to be less risky than XDN0.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%1.00%2.00%3.00%4.00%5.00%6.00%JuneJulyAugustSeptemberOctoberNovember0
4.71%
CN1.L
XDN0.L