CW8U.L vs. AGG
CW8U.L (Amundi MSCI World UCITS USD) and AGG (iShares Core U.S. Aggregate Bond ETF) are both exchange-traded funds - CW8U.L is a Global Equities fund tracking the MSCI ACWI NR USD, while AGG is a Total Bond Market fund tracking the Bloomberg U.S. Aggregate Bond Index. Both are passively managed. Over the past 5 years, CW8U.L returned 11.16%/yr vs -0.03%/yr for AGG. At a 0.05 correlation, their price movements are largely independent. CW8U.L charges 0.28%/yr vs 0.03%/yr for AGG.
Performance
CW8U.L vs. AGG - Performance Comparison
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Returns By Period
In the year-to-date period, CW8U.L achieves a 7.97% return, which is significantly higher than AGG's -0.08% return.
CW8U.L
- 1D
- -0.54%
- 1M
- 0.75%
- YTD
- 7.97%
- 6M
- 9.11%
- 1Y
- 23.28%
- 3Y*
- 19.80%
- 5Y*
- 11.16%
- 10Y*
- —
AGG
- 1D
- 0.00%
- 1M
- -0.69%
- YTD
- -0.08%
- 6M
- 0.26%
- 1Y
- 4.97%
- 3Y*
- 3.88%
- 5Y*
- -0.03%
- 10Y*
- 1.52%
CW8U.L vs. AGG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
CW8U.L Amundi MSCI World UCITS USD | 7.97% | 20.32% | 19.03% | 24.06% | -18.23% | 22.09% | 15.78% | 28.00% | -9.23% |
AGG iShares Core U.S. Aggregate Bond ETF | -0.08% | 7.19% | 1.31% | 5.65% | -13.02% | -1.77% | 7.48% | 8.46% | 2.87% |
Correlation
The correlation between CW8U.L and AGG is 0.23, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.23 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.17 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.12 |
Correlation (All Time) Calculated using the full available price history since Apr 26, 2018 | 0.05 |
The correlation between CW8U.L and AGG shifts across timeframes, from 0.05 (all time) to 0.23 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
CW8U.L vs. AGG — Risk / Return Rank
CW8U.L
AGG
CW8U.L vs. AGG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Amundi MSCI World UCITS USD (CW8U.L) and iShares Core U.S. Aggregate Bond ETF (AGG). 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.
| CW8U.L | AGG | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.64 | ||
| Sortino ratioReturn per unit of downside risk | +0.99 | ||
| Omega ratioGain probability vs. loss probability | 1.35 | 1.23 | +0.12 |
| Calmar ratioReturn relative to maximum drawdown | 2.73 | 1.81 | +0.93 |
| Martin ratioReturn relative to average drawdown | 11.66 | 5.44 | +6.23 |
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
| CW8U.L | AGG | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.95 | 1.32 | +0.64 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.72 | -0.00 | +0.73 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.28 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.74 | 0.59 | +0.15 |
Drawdowns
CW8U.L vs. AGG - Drawdown Comparison
The maximum CW8U.L drawdown since its inception was -34.10%, which is greater than AGG's maximum drawdown of -18.43%. Use the drawdown chart below to compare losses from any high point for CW8U.L and AGG.
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Drawdown Indicators
| CW8U.L | AGG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.10% | -18.43% | -15.67% |
Max Drawdown (1Y)Largest decline over 1 year | -8.48% | -2.76% | -5.72% |
Max Drawdown (3Y)Largest decline over 3 years | -17.26% | -6.11% | -11.15% |
Max Drawdown (5Y)Largest decline over 5 years | -25.79% | -17.82% | -7.97% |
Max Drawdown (10Y)Largest decline over 10 years | — | -18.43% | — |
Current DrawdownCurrent decline from peak | -2.07% | -2.47% | +0.40% |
Average DrawdownAverage peak-to-trough decline | -5.04% | -2.71% | -2.33% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.99% | 0.92% | +1.07% |
Volatility
CW8U.L vs. AGG - Volatility Comparison
Amundi MSCI World UCITS USD (CW8U.L) has a higher volatility of 3.25% compared to iShares Core U.S. Aggregate Bond ETF (AGG) at 1.29%. This indicates that CW8U.L's price experiences larger fluctuations and is considered to be riskier than AGG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CW8U.L | AGG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.25% | 1.29% | +1.96% |
Volatility (6M)Calculated over the trailing 6-month period | 9.18% | 2.77% | +6.41% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.89% | 3.80% | +8.09% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.64% | 6.09% | +9.55% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.77% | 5.41% | +11.36% |
CW8U.L vs. AGG - Expense Ratio Comparison
CW8U.L has a 0.28% expense ratio, which is higher than AGG's 0.03% expense ratio.
Dividends
CW8U.L vs. AGG - Dividend Comparison
CW8U.L has not paid dividends to shareholders, while AGG's dividend yield for the trailing twelve months is around 4.00%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AGG iShares Core U.S. Aggregate Bond ETF | 4.00% | 3.89% | 3.74% | 3.13% | 2.39% | 1.77% | 2.14% | 2.70% | 2.72% | 2.32% | 2.39% | 2.45% |
CW8U.L Amundi MSCI World 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% |
Frequently Asked Questions
CW8U.L and AGG have a correlation of 0.23, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, AGG is cheaper at 0.03% per year. The better choice depends on whether you care most about return, fees, risk, or income.
AGG is cheaper with a 0.03% expense ratio, compared with 0.28% for CW8U.L.
CW8U.L is categorized as Global Equities, while AGG is Total Bond Market. CW8U.L tracks MSCI ACWI NR USD, while AGG tracks Bloomberg U.S. Aggregate Bond Index. They also come from different issuers: Amundi and iShares. Their fees differ too: 0.28% for CW8U.L and 0.03% for AGG.
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