CW8G.L vs. ^FCHI

Last updated Apr 3, 2026

Compare and contrast key facts about Amundi MSCI World UCITS USD (CW8G.L) and CAC 40 (^FCHI).

CW8G.L is a passively managed fund by Amundi that tracks the performance of the MSCI ACWI NR USD. It was launched on Apr 18, 2018.

Performance

CW8G.L vs. ^FCHI - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Amundi MSCI World UCITS USD (CW8G.L) and CAC 40 (^FCHI). The values are adjusted to include any dividend payments, if applicable.

CW8G.L vs. ^FCHI - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
CW8G.L Amundi MSCI World UCITS USD	-1.28%	12.11%	20.95%	17.29%	-8.45%	23.58%	11.88%	23.12%	-4.09%	11.70%
^FCHI CAC 40	-2.23%	16.33%	-6.60%	14.19%	-4.82%	21.21%	-1.89%	19.20%	-10.07%	13.93%

Different Trading Currencies

CW8G.L is traded in GBp, while ^FCHI is traded in EUR. To make them comparable, the ^FCHI values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, CW8G.L achieves a -1.28% return, which is significantly higher than ^FCHI's -1.76% return. Over the past 10 years, CW8G.L has outperformed ^FCHI with an annualized return of 12.68%, while ^FCHI has yielded a comparatively lower 7.24% annualized return.

CW8G.L

• 1D: 0.23%
• 1M: -1.74%
• YTD: -1.28%
• 6M: 1.47%
• 1Y: 16.56%
• 3Y*: 14.41%
• 5Y*: 11.13%
• 10Y*: 12.68%

^FCHI

• 1D: 0.00%
• 1M: -0.94%
• YTD: -1.76%
• 6M: -0.64%
• 1Y: 6.41%
• 3Y*: 2.69%
• 5Y*: 6.08%
• 10Y*: 7.24%

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

Return for Risk

CW8G.L vs. ^FCHI — Risk / Return Rank

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

CW8G.L

CW8G.L Risk / Return Rank: 73
CW8G.L Sharpe Ratio Rank: 63
CW8G.L Sortino Ratio Rank: 61
CW8G.L Omega Ratio Rank: 63
CW8G.L Calmar Ratio Rank: 89
CW8G.L Martin Ratio Rank: 89

^FCHI

^FCHI Risk / Return Rank: 30
^FCHI Sharpe Ratio Rank: 18
^FCHI Sortino Ratio Rank: 16
^FCHI Omega Ratio Rank: 17
^FCHI Calmar Ratio Rank: 51
^FCHI Martin Ratio Rank: 50

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.

CW8G.L vs. ^FCHI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi MSCI World UCITS USD (CW8G.L) and CAC 40 (^FCHI). 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.

	CW8G.L	^FCHI	Difference
Sharpe ratio Return per unit of total volatility	1.18	0.40	+0.78
Sortino ratio Return per unit of downside risk	1.65	0.64	+1.01
Omega ratio Gain probability vs. loss probability	1.25	1.09	+0.16
Calmar ratio Return relative to maximum drawdown	3.28	1.48	+1.80
Martin ratio Return relative to average drawdown	12.85	5.23	+7.61
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

CW8G.L vs. ^FCHI - Sharpe Ratio Comparison

The current CW8G.L Sharpe Ratio is 1.18, which is higher than the ^FCHI Sharpe Ratio of 0.40. The chart below compares the historical Sharpe Ratios of CW8G.L and ^FCHI, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	CW8G.L	^FCHI	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.18	0.40	+0.78
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.84	0.36	+0.47
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.88	0.40	+0.48
Sharpe Ratio (All Time) Calculated using the full available price history	0.91	0.13	+0.78

Correlation

The correlation between CW8G.L and ^FCHI is 0.70, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Drawdowns

CW8G.L vs. ^FCHI - Drawdown Comparison

The maximum CW8G.L drawdown since its inception was -25.60%, smaller than the maximum ^FCHI drawdown of -45.67%. Use the drawdown chart below to compare losses from any high point for CW8G.L and ^FCHI.

Drawdown Indicators

	CW8G.L	^FCHI	Difference
Max Drawdown Largest peak-to-trough decline	-25.60%	-65.29%	+39.69%
Max Drawdown (1Y) Largest decline over 1 year	-6.67%	-11.08%	+4.41%
Max Drawdown (5Y) Largest decline over 5 years	-18.88%	-23.04%	+4.16%
Max Drawdown (10Y) Largest decline over 10 years	-25.60%	-38.56%	+12.96%
Current Drawdown Current decline from peak	-3.58%	-7.64%	+4.06%
Average Drawdown Average peak-to-trough decline	-3.14%	-23.58%	+20.44%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.70%	3.23%	-1.53%

Volatility

CW8G.L vs. ^FCHI - Volatility Comparison

The current volatility for Amundi MSCI World UCITS USD (CW8G.L) is 4.10%, while CAC 40 (^FCHI) has a volatility of 5.15%. This indicates that CW8G.L experiences smaller price fluctuations and is considered to be less risky than ^FCHI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	CW8G.L	^FCHI	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.10%	5.15%	-1.05%
Volatility (6M) Calculated over the trailing 6-month period	7.87%	9.96%	-2.09%
Volatility (1Y) Calculated over the trailing 1-year period	13.99%	15.75%	-1.76%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	13.28%	16.47%	-3.19%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	14.46%	17.60%	-3.14%