CNAL.L vs. MWRD.L

Last updated Apr 3, 2026

Compare and contrast key facts about Lyxor Fortune SG UCITS MSCI China A DR (CNAL.L) and Amundi Index MSCI World (MWRD.L).

CNAL.L and MWRD.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. CNAL.L is a passively managed fund by Amundi that tracks the performance of the MSCI China A Onshore NR CNY. It was launched on Aug 28, 2014. MWRD.L is a passively managed fund by Amundi that tracks the performance of the MSCI ACWI NR USD. It was launched on Nov 11, 2016. Both CNAL.L and MWRD.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.

Performance

CNAL.L vs. MWRD.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Lyxor Fortune SG UCITS MSCI China A DR (CNAL.L) and Amundi Index MSCI World (MWRD.L). The values are adjusted to include any dividend payments, if applicable.

CNAL.L vs. MWRD.L - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018
CNAL.L Lyxor Fortune SG UCITS MSCI China A DR	0.30%	16.96%	16.16%	-18.82%	-20.03%	8.27%	35.63%	30.64%	-23.83%
MWRD.L Amundi Index MSCI World	0.00%	0.00%	-1.27%	17.50%	-9.18%	24.39%	11.85%	23.29%	-5.53%

Returns By Period

CNAL.L

• 1D: -0.21%
• 1M: -1.57%
• YTD: 0.30%
• 6M: 1.48%
• 1Y: 21.93%
• 3Y*: 2.23%
• 5Y*: -0.41%
• 10Y*: —

MWRD.L

• 1D: —
• 1M: —
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

CNAL.L vs. MWRD.L - Expense Ratio Comparison

CNAL.L has a 0.35% expense ratio, which is higher than MWRD.L's 0.08% expense ratio.

CNAL.L

Lyxor Fortune SG UCITS MSCI China A DR

MWRD.L

Amundi Index MSCI World

Return for Risk

CNAL.L vs. MWRD.L — Risk / Return Rank

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

CNAL.L

CNAL.L Risk / Return Rank: 56
CNAL.L Sharpe Ratio Rank: 71
CNAL.L Sortino Ratio Rank: 66
CNAL.L Omega Ratio Rank: 65
CNAL.L Calmar Ratio Rank: 42
CNAL.L Martin Ratio Rank: 36

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.

CNAL.L vs. MWRD.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Lyxor Fortune SG UCITS MSCI China A DR (CNAL.L) and Amundi Index MSCI World (MWRD.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.

	CNAL.L	MWRD.L	Difference
Sharpe ratio Return per unit of total volatility	1.33	—	—
Sortino ratio Return per unit of downside risk	1.76	—	—
Omega ratio Gain probability vs. loss probability	1.25	—	—
Calmar ratio Return relative to maximum drawdown	1.38	—	—
Martin ratio Return relative to average drawdown	4.22	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	CNAL.L	MWRD.L	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.33	—	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.03	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.26	—	—

Correlation

The correlation between CNAL.L and MWRD.L is 0.07, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Dividends

CNAL.L vs. MWRD.L - Dividend Comparison

Neither CNAL.L nor MWRD.L has paid dividends to shareholders.

Tickers have no history of dividend payments

Drawdowns

Drawdown Indicators

	CNAL.L	MWRD.L	Difference
Max Drawdown Largest peak-to-trough decline	-44.83%	—	—
Max Drawdown (1Y) Largest decline over 1 year	-9.39%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-42.19%	—	—
Current Drawdown Current decline from peak	-18.32%	—	—
Average Drawdown Average peak-to-trough decline	-21.92%	—	—
Ulcer Index Depth and duration of drawdowns from previous peaks	4.16%	—	—

Volatility

Volatility by Period

	CNAL.L	MWRD.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.70%	—	—
Volatility (6M) Calculated over the trailing 6-month period	11.15%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	16.85%	—	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	32.14%	—	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	41.09%	—	—