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CW8U.L vs. CU31.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CW8U.L vs. CU31.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Amundi MSCI World UCITS USD (CW8U.L) and iShares USD Treasury Bond 1-3yr UCITS ETF (Acc) (CU31.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

CW8U.L is traded in USD, while CU31.L is traded in GBp. To make them comparable, the CU31.L values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, CW8U.L achieves a 7.97% return, which is significantly higher than CU31.L's 0.28% 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*

CU31.L

1D
0.33%
1M
-0.24%
YTD
0.28%
6M
0.75%
1Y
3.42%
3Y*
4.15%
5Y*
1.80%
10Y*
1.76%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CW8U.L vs. CU31.L - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
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%
CU31.L
iShares USD Treasury Bond 1-3yr UCITS ETF (Acc)
0.28%5.42%4.05%3.61%-3.82%-0.31%2.65%4.32%1.65%

Correlation

The correlation between CW8U.L and CU31.L is -0.17, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


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

-0.17

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

-0.22

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

-0.22

Correlation (All Time)
Calculated using the full available price history since Apr 26, 2018

-0.21

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Return for Risk

CW8U.L vs. CU31.L — Risk / Return Rank

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

CW8U.L
CW8U.L Risk / Return Rank: 6767
Overall Rank
CW8U.L Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
CW8U.L Sortino Ratio Rank: 7373
Sortino Ratio Rank
CW8U.L Omega Ratio Rank: 6666
Omega Ratio Rank
CW8U.L Calmar Ratio Rank: 6161
Calmar Ratio Rank
CW8U.L Martin Ratio Rank: 7070
Martin Ratio Rank

CU31.L
CU31.L Risk / Return Rank: 2424
Overall Rank
CU31.L Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
CU31.L Sortino Ratio Rank: 2424
Sortino Ratio Rank
CU31.L Omega Ratio Rank: 2323
Omega Ratio Rank
CU31.L Calmar Ratio Rank: 2525
Calmar Ratio Rank
CU31.L Martin Ratio Rank: 2424
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.

CW8U.L vs. CU31.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi MSCI World UCITS USD (CW8U.L) and iShares USD Treasury Bond 1-3yr UCITS ETF (Acc) (CU31.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.


CW8U.LCU31.LDifference
Sharpe ratioReturn per unit of total volatility

+1.14

Sortino ratioReturn per unit of downside risk

+1.71

Omega ratioGain probability vs. loss probability

1.35

1.14

+0.21

Calmar ratioReturn relative to maximum drawdown

2.73

3.06

-0.33

Martin ratioReturn relative to average drawdown

11.66

9.24

+2.42

CW8U.L vs. CU31.L - Sharpe Ratio Comparison

The current CW8U.L Sharpe Ratio is 1.95, which is higher than the CU31.L Sharpe Ratio of 0.81. The chart below compares the historical Sharpe Ratios of CW8U.L and CU31.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


CW8U.LCU31.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.95

0.81

+1.14

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.72

0.12

+0.60

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.16

Sharpe Ratio (All Time)

Calculated using the full available price history

0.74

0.02

+0.72

Drawdowns

CW8U.L vs. CU31.L - Drawdown Comparison

The maximum CW8U.L drawdown since its inception was -34.10%, which is greater than CU31.L's maximum drawdown of -19.55%. Use the drawdown chart below to compare losses from any high point for CW8U.L and CU31.L.


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Drawdown Indicators


CW8U.LCU31.LDifference

Max Drawdown

Largest peak-to-trough decline

-34.10%

-19.55%

-14.55%

Max Drawdown (1Y)

Largest decline over 1 year

-8.48%

-1.11%

-7.37%

Max Drawdown (3Y)

Largest decline over 3 years

-17.26%

-19.55%

+2.29%

Max Drawdown (5Y)

Largest decline over 5 years

-25.79%

-19.55%

-6.24%

Max Drawdown (10Y)

Largest decline over 10 years

-19.55%

Current Drawdown

Current decline from peak

-2.07%

-10.21%

+8.14%

Average Drawdown

Average peak-to-trough decline

-5.04%

-4.09%

-0.95%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.99%

0.37%

+1.62%

Volatility

CW8U.L vs. CU31.L - Volatility Comparison

Amundi MSCI World UCITS USD (CW8U.L) has a higher volatility of 3.25% compared to iShares USD Treasury Bond 1-3yr UCITS ETF (Acc) (CU31.L) at 1.40%. This indicates that CW8U.L's price experiences larger fluctuations and is considered to be riskier than CU31.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CW8U.LCU31.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.25%

1.40%

+1.85%

Volatility (6M)

Calculated over the trailing 6-month period

9.18%

3.40%

+5.78%

Volatility (1Y)

Calculated over the trailing 1-year period

11.89%

4.19%

+7.70%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.64%

14.87%

+0.77%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.77%

11.15%

+5.62%

CW8U.L vs. CU31.L - Expense Ratio Comparison

CW8U.L has a 0.28% expense ratio, which is higher than CU31.L's 0.07% expense ratio.


Dividends

CW8U.L vs. CU31.L - Dividend Comparison

Neither CW8U.L nor CU31.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


CW8U.L and CU31.L have a correlation of -0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, CU31.L is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.

CU31.L is cheaper with a 0.07% expense ratio, compared with 0.28% for CW8U.L.

CW8U.L is categorized as Global Equities, while CU31.L is Government Bonds. CW8U.L tracks MSCI ACWI NR USD, while CU31.L tracks ICE US Treasury 1-3 Year Index. They also come from different issuers: Amundi and iShares. Their fees differ too: 0.28% for CW8U.L and 0.07% for CU31.L.

Portfolio Optimizer

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