CU2G.L vs. WFC

Last updated Jun 26, 2026

CU2G.L (Amundi MSCI USA UCITS USD) is Large Cap Blend Equities fund tracking the Russell 1000 TR USD, while WFC (Wells Fargo & Company) is a stock. Over the past 10 years, CU2G.L returned 15.63%/yr vs 9.55%/yr for WFC. At a 0.45 correlation, their price movements are largely independent.

Performance

CU2G.L vs. WFC - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Amundi MSCI USA UCITS USD (CU2G.L) and Wells Fargo & Company (WFC). The values are adjusted to include any dividend payments, if applicable.

Different Trading Currencies

CU2G.L is traded in GBp, while WFC is traded in USD. To make them comparable, the WFC values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, CU2G.L achieves a 13.45% return, which is significantly higher than WFC's -6.19% return. Over the past 10 years, CU2G.L has outperformed WFC with an annualized return of 15.63%, while WFC has yielded a comparatively lower 9.55% annualized return.

CU2G.L

• 1D: 1.05%
• 1M: 2.87%
• YTD: 13.45%
• 6M: 13.48%
• 1Y: 29.43%
• 3Y*: 17.55%
• 5Y*: 12.49%
• 10Y*: 15.63%

WFC

• 1D: 0.30%
• 1M: 11.38%
• YTD: -6.19%
• 6M: -8.03%
• 1Y: 13.36%
• 3Y*: 29.41%
• 5Y*: 16.73%
• 10Y*: 9.55%

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

CU2G.L vs. WFC - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
CU2G.L Amundi MSCI USA UCITS USD	13.45%	6.37%	21.31%	20.11%	-10.63%	29.15%	16.42%	26.58%	6.27%	21.44%
WFC Wells Fargo & Company	-6.19%	25.91%	49.04%	16.79%	-1.45%	62.67%	-43.36%	16.82%	-17.19%	3.42%

Correlation

The correlation between CU2G.L and WFC is 0.17, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.17
Correlation (3Y) Calculated over the trailing 3-year period	0.27
Correlation (5Y) Calculated over the trailing 5-year period	0.30
Correlation (10Y) Calculated over the trailing 10-year period	0.33
Correlation (All Time) Calculated using the full available price history since Jun 17, 2010	0.45

Over the past year, the correlation between CU2G.L and WFC has dropped to 0.17 - well below their long-term average of 0.45, suggesting their price drivers have been diverging.

Return for Risk

CU2G.L vs. WFC — Risk / Return Rank

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

CU2G.L

CU2G.L Risk / Return Rank: 77
CU2G.L Sharpe Ratio Rank: 86
CU2G.L Sortino Ratio Rank: 84
CU2G.L Omega Ratio Rank: 84
CU2G.L Calmar Ratio Rank: 67
CU2G.L Martin Ratio Rank: 65

WFC

WFC Risk / Return Rank: 52
WFC Sharpe Ratio Rank: 56
WFC Sortino Ratio Rank: 48
WFC Omega Ratio Rank: 48
WFC Calmar Ratio Rank: 53
WFC Martin Ratio Rank: 54

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.

CU2G.L vs. WFC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi MSCI USA UCITS USD (CU2G.L) and Wells Fargo & Company (WFC). 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.

	CU2G.L	WFC	Difference
Sharpe ratio: Return per unit of total volatility	2.44	0.51	+1.93
Sortino ratio: Return per unit of downside risk	3.31	0.82	+2.49
Omega ratio: Gain probability vs. loss probability	1.44	1.11	+0.34
Calmar ratio: Return relative to maximum drawdown	2.96	0.57	+2.40
Martin ratio: Return relative to average drawdown	10.41	1.30	+9.11

CU2G.L vs. WFC - Sharpe Ratio Comparison

The current CU2G.L Sharpe Ratio is 2.44, which is higher than the WFC Sharpe Ratio of 0.51. The chart below compares the historical Sharpe Ratios of CU2G.L and WFC, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

CU2G.L vs. WFC - Drawdown Comparison

The maximum CU2G.L drawdown since its inception was -25.96%, smaller than the maximum WFC drawdown of -73.27%. Use the drawdown chart below to compare losses from any high point for CU2G.L and WFC.

Drawdown Indicators

	CU2G.L	WFC	Difference
Max Drawdown Largest peak-to-trough decline	-25.96%	-73.27%	+47.31%
Max Drawdown (1Y) Largest decline over 1 year	-9.93%	-23.65%	+13.72%
Max Drawdown (3Y) Largest decline over 3 years	-21.81%	-27.40%	+5.59%
Max Drawdown (5Y) Largest decline over 5 years	-21.81%	-30.84%	+9.03%
Max Drawdown (10Y) Largest decline over 10 years	-25.96%	-62.00%	+36.04%
Current Drawdown Current decline from peak	-0.51%	-9.35%	+8.84%
Average Drawdown Average peak-to-trough decline	-4.09%	-14.63%	+10.54%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.83%	10.33%	-7.50%

Volatility

CU2G.L vs. WFC - Volatility Comparison

The current volatility for Amundi MSCI USA UCITS USD (CU2G.L) is 4.01%, while Wells Fargo & Company (WFC) has a volatility of 6.29%. This indicates that CU2G.L experiences smaller price fluctuations and is considered to be less risky than WFC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	CU2G.L	WFC	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.01%	6.29%	-2.28%
Volatility (6M) Calculated over the trailing 6-month period	9.05%	19.74%	-10.69%
Volatility (1Y) Calculated over the trailing 1-year period	12.08%	26.55%	-14.47%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	24.58%	29.44%	-4.86%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	20.59%	32.08%	-11.49%

Dividends

CU2G.L vs. WFC - Dividend Comparison

CU2G.L has not paid dividends to shareholders, while WFC's dividend yield for the trailing twelve months is around 2.12%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
CU2G.L Amundi MSCI USA UCITS USD	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
WFC Wells Fargo & Company	2.12%	1.82%	2.14%	2.64%	2.66%	1.25%	4.04%	3.57%	3.56%	2.54%	2.75%	2.71%

Frequently Asked Questions

Can I hold both CU2G.L and WFC in my portfolio?

CU2G.L and WFC have a correlation of 0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.