CW8G.L vs. AUEG.L
Compare and contrast key facts about Amundi MSCI World UCITS USD (CW8G.L) and Amundi MSCI Emerging Markets UCITS ETF USD (AUEG.L).
CW8G.L and AUEG.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. 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. AUEG.L is a passively managed fund by Amundi that tracks the performance of the MSCI EM NR USD. It was launched on Apr 18, 2018. Both CW8G.L and AUEG.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
CW8G.L vs. AUEG.L - Performance Comparison
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CW8G.L vs. AUEG.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
AUEG.L Amundi MSCI Emerging Markets UCITS ETF USD | 5.81% | 25.28% | 8.99% | 3.02% | -10.18% | -2.18% | 14.26% | 13.31% | -9.74% | 25.23% |
Returns By Period
In the year-to-date period, CW8G.L achieves a -1.51% return, which is significantly lower than AUEG.L's 5.81% return. Over the past 10 years, CW8G.L has outperformed AUEG.L with an annualized return of 12.62%, while AUEG.L has yielded a comparatively lower 8.85% annualized return.
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%
AUEG.L
- 1D
- 3.27%
- 1M
- -5.61%
- YTD
- 5.81%
- 6M
- 10.15%
- 1Y
- 30.76%
- 3Y*
- 13.79%
- 5Y*
- 5.05%
- 10Y*
- 8.85%
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CW8G.L vs. AUEG.L - Expense Ratio Comparison
CW8G.L has a 0.28% expense ratio, which is higher than AUEG.L's 0.20% expense ratio.
Return for Risk
CW8G.L vs. AUEG.L — Risk / Return Rank
CW8G.L
AUEG.L
CW8G.L vs. AUEG.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Amundi MSCI World UCITS USD (CW8G.L) and Amundi MSCI Emerging Markets UCITS ETF USD (AUEG.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.
| CW8G.L | AUEG.L | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.16 | 1.86 | -0.70 |
Sortino ratioReturn per unit of downside risk | 1.63 | 2.40 | -0.77 |
Omega ratioGain probability vs. loss probability | 1.24 | 1.35 | -0.11 |
Calmar ratioReturn relative to maximum drawdown | 2.44 | 2.86 | -0.41 |
Martin ratioReturn relative to average drawdown | 8.98 | 10.04 | -1.06 |
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 | AUEG.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.16 | 1.86 | -0.70 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.83 | 0.32 | +0.51 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.88 | 0.50 | +0.38 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.91 | 0.54 | +0.38 |
Correlation
The correlation between CW8G.L and AUEG.L is 0.68, 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.
Dividends
CW8G.L vs. AUEG.L - Dividend Comparison
Neither CW8G.L nor AUEG.L has paid dividends to shareholders.
Drawdowns
CW8G.L vs. AUEG.L - Drawdown Comparison
The maximum CW8G.L drawdown since its inception was -25.60%, smaller than the maximum AUEG.L drawdown of -27.50%. Use the drawdown chart below to compare losses from any high point for CW8G.L and AUEG.L.
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Drawdown Indicators
| CW8G.L | AUEG.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -25.60% | -27.50% | +1.90% |
Max Drawdown (1Y)Largest decline over 1 year | -10.55% | -10.97% | +0.42% |
Max Drawdown (5Y)Largest decline over 5 years | -18.88% | -23.59% | +4.71% |
Max Drawdown (10Y)Largest decline over 10 years | -25.60% | -27.50% | +1.90% |
Current DrawdownCurrent decline from peak | -3.80% | -7.71% | +3.91% |
Average DrawdownAverage peak-to-trough decline | -3.14% | -9.29% | +6.15% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.81% | 3.12% | -1.31% |
Volatility
CW8G.L vs. AUEG.L - Volatility Comparison
The current volatility for Amundi MSCI World UCITS USD (CW8G.L) is 4.30%, while Amundi MSCI Emerging Markets UCITS ETF USD (AUEG.L) has a volatility of 7.08%. This indicates that CW8G.L experiences smaller price fluctuations and is considered to be less risky than AUEG.L 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 | AUEG.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.30% | 7.08% | -2.78% |
Volatility (6M)Calculated over the trailing 6-month period | 7.87% | 12.46% | -4.59% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.04% | 16.53% | -2.49% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.29% | 15.80% | -2.51% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.46% | 17.75% | -3.29% |