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CSWG.L vs. CW8G.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

CSWG.L vs. CW8G.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Amundi MSCI Switzerland UCITS ETF CHF (CSWG.L) and Amundi MSCI World UCITS USD (CW8G.L). The values are adjusted to include any dividend payments, if applicable.

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CSWG.L vs. CW8G.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CSWG.L
Amundi MSCI Switzerland UCITS ETF CHF
-0.01%23.70%-0.86%8.57%-7.50%19.38%6.91%29.09%-2.83%15.62%
CW8G.L
Amundi MSCI World UCITS USD
-1.51%12.11%20.95%17.29%-8.45%23.58%11.88%23.12%-4.09%11.70%

Returns By Period

In the year-to-date period, CSWG.L achieves a -0.01% return, which is significantly higher than CW8G.L's -1.51% return. Over the past 10 years, CSWG.L has underperformed CW8G.L with an annualized return of 9.92%, while CW8G.L has yielded a comparatively higher 12.62% annualized return.


CSWG.L

1D
1.87%
1M
-6.26%
YTD
-0.01%
6M
8.20%
1Y
13.39%
3Y*
8.91%
5Y*
8.78%
10Y*
9.92%

CW8G.L

1D
1.83%
1M
-3.38%
YTD
-1.51%
6M
1.98%
1Y
16.29%
3Y*
14.42%
5Y*
11.07%
10Y*
12.62%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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CSWG.L vs. CW8G.L - Expense Ratio Comparison

CSWG.L has a 0.25% expense ratio, which is lower than CW8G.L's 0.28% expense ratio.


Return for Risk

CSWG.L vs. CW8G.L — Risk / Return Rank

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

CSWG.L
CSWG.L Risk / Return Rank: 4242
Overall Rank
CSWG.L Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
CSWG.L Sortino Ratio Rank: 4848
Sortino Ratio Rank
CSWG.L Omega Ratio Rank: 4747
Omega Ratio Rank
CSWG.L Calmar Ratio Rank: 3232
Calmar Ratio Rank
CSWG.L Martin Ratio Rank: 3232
Martin Ratio Rank

CW8G.L
CW8G.L Risk / Return Rank: 7070
Overall Rank
CW8G.L Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
CW8G.L Sortino Ratio Rank: 6161
Sortino Ratio Rank
CW8G.L Omega Ratio Rank: 6464
Omega Ratio Rank
CW8G.L Calmar Ratio Rank: 8181
Calmar Ratio Rank
CW8G.L Martin Ratio Rank: 7979
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.

CSWG.L vs. CW8G.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi MSCI Switzerland UCITS ETF CHF (CSWG.L) and Amundi MSCI World UCITS USD (CW8G.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.


CSWG.LCW8G.LDifference

Sharpe ratio

Return per unit of total volatility

0.99

1.16

-0.17

Sortino ratio

Return per unit of downside risk

1.38

1.63

-0.24

Omega ratio

Gain probability vs. loss probability

1.19

1.24

-0.05

Calmar ratio

Return relative to maximum drawdown

0.88

2.44

-1.56

Martin ratio

Return relative to average drawdown

3.17

8.98

-5.81

CSWG.L vs. CW8G.L - Sharpe Ratio Comparison

The current CSWG.L Sharpe Ratio is 0.99, which is comparable to the CW8G.L Sharpe Ratio of 1.16. The chart below compares the historical Sharpe Ratios of CSWG.L and CW8G.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


CSWG.LCW8G.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.99

1.16

-0.17

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.75

0.83

-0.08

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.04

0.88

+0.16

Sharpe Ratio (All Time)

Calculated using the full available price history

1.03

0.91

+0.12

Correlation

The correlation between CSWG.L and CW8G.L is 0.35, 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

CSWG.L vs. CW8G.L - Dividend Comparison

Neither CSWG.L nor CW8G.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

CSWG.L vs. CW8G.L - Drawdown Comparison

The maximum CSWG.L drawdown since its inception was -18.31%, smaller than the maximum CW8G.L drawdown of -25.60%. Use the drawdown chart below to compare losses from any high point for CSWG.L and CW8G.L.


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Drawdown Indicators


CSWG.LCW8G.LDifference

Max Drawdown

Largest peak-to-trough decline

-18.31%

-25.60%

+7.29%

Max Drawdown (1Y)

Largest decline over 1 year

-12.52%

-10.55%

-1.97%

Max Drawdown (5Y)

Largest decline over 5 years

-16.26%

-18.88%

+2.62%

Max Drawdown (10Y)

Largest decline over 10 years

-18.31%

-25.60%

+7.29%

Current Drawdown

Current decline from peak

-8.17%

-3.80%

-4.37%

Average Drawdown

Average peak-to-trough decline

-4.12%

-3.14%

-0.98%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.48%

1.81%

+1.67%

Volatility

CSWG.L vs. CW8G.L - Volatility Comparison

Amundi MSCI Switzerland UCITS ETF CHF (CSWG.L) has a higher volatility of 5.68% compared to Amundi MSCI World UCITS USD (CW8G.L) at 4.30%. This indicates that CSWG.L's price experiences larger fluctuations and is considered to be riskier than CW8G.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CSWG.LCW8G.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.68%

4.30%

+1.38%

Volatility (6M)

Calculated over the trailing 6-month period

9.38%

7.87%

+1.51%

Volatility (1Y)

Calculated over the trailing 1-year period

14.04%

14.04%

0.00%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.34%

13.29%

+1.05%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.76%

14.46%

+4.30%