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

Performance

CW8G.L vs. FEDF.L - Performance Comparison

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

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Different Trading Currencies

CW8G.L is traded in GBp, while FEDF.L is traded in USD. To make them comparable, the FEDF.L 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 FEDF.L's 1.94% return. Over the past 10 years, CW8G.L has outperformed FEDF.L with an annualized return of 13.68%, while FEDF.L has yielded a comparatively lower 3.04% 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%

FEDF.L

1D
0.04%
1M
1.22%
YTD
1.94%
6M
1.11%
1Y
4.92%
3Y*
2.07%
5Y*
4.65%
10Y*
3.04%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
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%
FEDF.L
Amundi USD Fed Funds Rate UCITS ETF Acc
1.94%-3.17%7.07%-0.16%13.68%0.92%-2.67%-1.76%7.77%-7.80%

Correlation

The correlation between CW8G.L and FEDF.L is 0.11, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.11

Correlation (3Y)
Calculated over the trailing 3-year period

0.16

Correlation (5Y)
Calculated over the trailing 5-year period

0.07

Correlation (10Y)
Calculated over the trailing 10-year period

0.22

Correlation (All Time)
Calculated using the full available price history since Feb 24, 2016

0.23

The correlation between CW8G.L and FEDF.L shifts across timeframes, from 0.07 (5 years) to 0.23 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

CW8G.L vs. FEDF.L — 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: 8383
Overall Rank
CW8G.L Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
CW8G.L Sortino Ratio Rank: 8484
Sortino Ratio Rank
CW8G.L Omega Ratio Rank: 8585
Omega Ratio Rank
CW8G.L Calmar Ratio Rank: 7979
Calmar Ratio Rank
CW8G.L Martin Ratio Rank: 8181
Martin Ratio Rank

FEDF.L
FEDF.L Risk / Return Rank: 9999
Overall Rank
FEDF.L Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
FEDF.L Sortino Ratio Rank: 9999
Sortino Ratio Rank
FEDF.L Omega Ratio Rank: 9999
Omega Ratio Rank
FEDF.L Calmar Ratio Rank: 9999
Calmar Ratio Rank
FEDF.L Martin Ratio Rank: 9999
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.

CW8G.L vs. FEDF.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 USD Fed Funds Rate UCITS ETF Acc (FEDF.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.LFEDF.LDifference
Sharpe ratioReturn per unit of total volatility

+2.00

Sortino ratioReturn per unit of downside risk

+2.65

Omega ratioGain probability vs. loss probability

1.51

1.13

+0.39

Calmar ratioReturn relative to maximum drawdown

4.00

0.95

+3.05

Martin ratioReturn relative to average drawdown

15.91

2.57

+13.34

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

The current CW8G.L Sharpe Ratio is 2.74, which is higher than the FEDF.L Sharpe Ratio of 0.74. The chart below compares the historical Sharpe Ratios of CW8G.L and FEDF.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


CW8G.LFEDF.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.74

0.74

+2.00

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.97

0.55

+0.42

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.95

0.32

+0.63

Sharpe Ratio (All Time)

Calculated using the full available price history

0.99

0.37

+0.62

Drawdowns

CW8G.L vs. FEDF.L - Drawdown Comparison

The maximum CW8G.L drawdown since its inception was -25.60%, which is greater than FEDF.L's maximum drawdown of -19.27%. Use the drawdown chart below to compare losses from any high point for CW8G.L and FEDF.L.


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Drawdown Indicators


CW8G.LFEDF.LDifference

Max Drawdown

Largest peak-to-trough decline

-25.60%

-19.27%

-6.33%

Max Drawdown (1Y)

Largest decline over 1 year

-6.67%

-5.17%

-1.50%

Max Drawdown (3Y)

Largest decline over 3 years

-18.88%

-9.85%

-9.03%

Max Drawdown (5Y)

Largest decline over 5 years

-18.88%

-15.75%

-3.13%

Max Drawdown (10Y)

Largest decline over 10 years

-25.60%

-19.27%

-6.33%

Current Drawdown

Current decline from peak

-0.15%

-5.89%

+5.74%

Average Drawdown

Average peak-to-trough decline

-3.10%

-7.85%

+4.75%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.68%

1.91%

-0.23%

Volatility

CW8G.L vs. FEDF.L - Volatility Comparison

Amundi MSCI World UCITS USD (CW8G.L) has a higher volatility of 2.55% compared to Amundi USD Fed Funds Rate UCITS ETF Acc (FEDF.L) at 1.78%. This indicates that CW8G.L's price experiences larger fluctuations and is considered to be riskier than FEDF.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.LFEDF.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.55%

1.78%

+0.77%

Volatility (6M)

Calculated over the trailing 6-month period

7.27%

4.98%

+2.29%

Volatility (1Y)

Calculated over the trailing 1-year period

9.75%

6.62%

+3.13%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.21%

8.49%

+4.72%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.45%

9.50%

+4.95%

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

CW8G.L has a 0.28% expense ratio, which is higher than FEDF.L's 0.10% expense ratio.


Dividends

CW8G.L vs. FEDF.L - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


CW8G.L and FEDF.L have a correlation of 0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, FEDF.L is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.

FEDF.L is cheaper with a 0.10% expense ratio, compared with 0.28% for CW8G.L.

CW8G.L is categorized as Global Equities, while FEDF.L is Money Market. CW8G.L tracks MSCI ACWI NR USD, while FEDF.L tracks Solactive Fed Funds Effective Rate Total Return Index. Their fees differ too: 0.28% for CW8G.L and 0.10% for FEDF.L.

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