CW8G.L vs. ^FCHI
CW8G.L (Amundi MSCI World UCITS USD) is Global Equities fund tracking the MSCI ACWI NR USD, while ^FCHI (CAC 40) is an index. Over the past 10 years, CW8G.L returned 13.68%/yr vs 7.46%/yr for ^FCHI. A 0.70 correlation means they provide meaningful diversification when combined.
Performance
CW8G.L vs. ^FCHI - Performance Comparison
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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 9.97% return, which is significantly higher than ^FCHI's 0.42% return. Over the past 10 years, CW8G.L has outperformed ^FCHI with an annualized return of 13.68%, while ^FCHI has yielded a comparatively lower 7.46% annualized return.
CW8G.L
- 1D
- 0.05%
- 1M
- 5.16%
- YTD
- 9.97%
- 6M
- 10.16%
- 1Y
- 26.81%
- 3Y*
- 17.37%
- 5Y*
- 12.80%
- 10Y*
- 13.68%
^FCHI
- 1D
- 1.28%
- 1M
- 2.49%
- YTD
- 0.42%
- 6M
- 0.52%
- 1Y
- 8.49%
- 3Y*
- 4.77%
- 5Y*
- 4.97%
- 10Y*
- 7.46%
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 | 9.97% | 12.11% | 20.95% | 17.29% | -8.45% | 23.58% | 11.88% | 23.12% | -4.09% | 11.70% |
^FCHI CAC 40 | 0.42% | 16.33% | -6.60% | 14.19% | -4.82% | 21.21% | -1.89% | 19.20% | -10.07% | 13.93% |
Correlation
The correlation between CW8G.L and ^FCHI is 0.57, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.57 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.56 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.64 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.69 |
Correlation (All Time) Calculated using the full available price history since Feb 24, 2016 | 0.70 |
The correlation between CW8G.L and ^FCHI shifts across timeframes, from 0.56 (3 years) to 0.70 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
CW8G.L vs. ^FCHI — Risk / Return Rank
CW8G.L
^FCHI
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 ratioReturn per unit of total volatility | +2.15 | ||
| Sortino ratioReturn per unit of downside risk | +2.80 | ||
| Omega ratioGain probability vs. loss probability | 1.51 | 1.12 | +0.40 |
| Calmar ratioReturn relative to maximum drawdown | 4.00 | 0.71 | +3.30 |
| Martin ratioReturn relative to average drawdown | 15.91 | 2.01 | +13.90 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| CW8G.L | ^FCHI | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.74 | 0.59 | +2.15 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.97 | 0.29 | +0.68 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.95 | 0.42 | +0.54 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.99 | 0.13 | +0.85 |
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 -45.23%. Use the drawdown chart below to compare losses from any high point for CW8G.L and ^FCHI.
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Drawdown Indicators
| CW8G.L | ^FCHI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -25.60% | -45.23% | +19.63% |
Max Drawdown (1Y)Largest decline over 1 year | -6.67% | -11.87% | +5.20% |
Max Drawdown (3Y)Largest decline over 3 years | -18.88% | -17.14% | -1.74% |
Max Drawdown (5Y)Largest decline over 5 years | -18.88% | -19.49% | +0.61% |
Max Drawdown (10Y)Largest decline over 10 years | -25.60% | -31.99% | +6.39% |
Current DrawdownCurrent decline from peak | -0.15% | -5.41% | +5.26% |
Average DrawdownAverage peak-to-trough decline | -3.10% | -13.27% | +10.17% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.68% | 4.19% | -2.51% |
Volatility
CW8G.L vs. ^FCHI - Volatility Comparison
The current volatility for Amundi MSCI World UCITS USD (CW8G.L) is 2.55%, while CAC 40 (^FCHI) has a volatility of 4.18%. 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.
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Volatility by Period
| CW8G.L | ^FCHI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.55% | 4.18% | -1.63% |
Volatility (6M)Calculated over the trailing 6-month period | 7.27% | 11.39% | -4.12% |
Volatility (1Y)Calculated over the trailing 1-year period | 9.75% | 14.23% | -4.48% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.21% | 16.65% | -3.44% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.45% | 17.66% | -3.21% |
Frequently Asked Questions
CW8G.L and ^FCHI have a correlation of 0.57, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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