CW8U.L vs. LLY
CW8U.L (Amundi MSCI World UCITS USD) is Global Equities fund tracking the MSCI ACWI NR USD, while LLY (Eli Lilly and Company) is a stock. Over the past 5 years, CW8U.L returned 11.24%/yr vs 39.59%/yr for LLY. At a 0.14 correlation, their price movements are largely independent.
Performance
CW8U.L vs. LLY - Performance Comparison
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Returns By Period
In the year-to-date period, CW8U.L achieves a 8.47% return, which is significantly higher than LLY's 5.78% return.
CW8U.L
- 1D
- 2.31%
- 1M
- -0.09%
- YTD
- 8.47%
- 6M
- 9.69%
- 1Y
- 23.59%
- 3Y*
- 19.24%
- 5Y*
- 11.24%
- 10Y*
- —
LLY
- 1D
- -2.41%
- 1M
- 12.74%
- YTD
- 5.78%
- 6M
- 10.64%
- 1Y
- 39.26%
- 3Y*
- 37.45%
- 5Y*
- 39.59%
- 10Y*
- 33.45%
CW8U.L vs. LLY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
CW8U.L Amundi MSCI World UCITS USD | 8.47% | 20.32% | 19.03% | 24.06% | -18.23% | 22.09% | 15.78% | 28.00% | -9.23% |
LLY Eli Lilly and Company | 5.78% | 40.25% | 33.30% | 60.91% | 34.26% | 66.08% | 31.04% | 16.14% | 45.12% |
Correlation
The correlation between CW8U.L and LLY is 0.08, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.08 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.12 |
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 | 0.14 |
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Return for Risk
CW8U.L vs. LLY — Risk / Return Rank
CW8U.L
LLY
CW8U.L vs. LLY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Amundi MSCI World UCITS USD (CW8U.L) and Eli Lilly and Company (LLY). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| CW8U.L | LLY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.81 | ||
| Sortino ratioReturn per unit of downside risk | +1.23 | ||
| Omega ratioGain probability vs. loss probability | 1.34 | 1.22 | +0.13 |
| Calmar ratioReturn relative to maximum drawdown | 2.70 | 1.72 | +0.98 |
| Martin ratioReturn relative to average drawdown | 11.32 | 4.28 | +7.04 |
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Drawdowns
CW8U.L vs. LLY - Drawdown Comparison
The maximum CW8U.L drawdown since its inception was -34.10%, smaller than the maximum LLY drawdown of -68.24%. Use the drawdown chart below to compare losses from any high point for CW8U.L and LLY.
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Drawdown Indicators
| CW8U.L | LLY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.10% | -68.24% | +34.14% |
Max Drawdown (1Y)Largest decline over 1 year | -8.48% | -23.64% | +15.16% |
Max Drawdown (3Y)Largest decline over 3 years | -17.26% | -34.48% | +17.22% |
Max Drawdown (5Y)Largest decline over 5 years | -25.79% | -34.48% | +8.69% |
Max Drawdown (10Y)Largest decline over 10 years | — | -34.48% | — |
Current DrawdownCurrent decline from peak | -1.62% | -2.41% | +0.79% |
Average DrawdownAverage peak-to-trough decline | -5.03% | -19.21% | +14.18% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.03% | 9.49% | -7.46% |
Volatility
CW8U.L vs. LLY - Volatility Comparison
The current volatility for Amundi MSCI World UCITS USD (CW8U.L) is 4.07%, while Eli Lilly and Company (LLY) has a volatility of 9.27%. This indicates that CW8U.L experiences smaller price fluctuations and is considered to be less risky than LLY 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 | LLY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.07% | 9.27% | -5.20% |
Volatility (6M)Calculated over the trailing 6-month period | 9.57% | 27.16% | -17.59% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.18% | 38.01% | -25.83% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.68% | 32.46% | -16.78% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.77% | 30.19% | -13.42% |
Dividends
CW8U.L vs. LLY - Dividend Comparison
CW8U.L has not paid dividends to shareholders, while LLY's dividend yield for the trailing twelve months is around 0.57%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
LLY Eli Lilly and Company | 0.57% | 0.56% | 0.67% | 0.78% | 1.07% | 1.23% | 1.75% | 1.96% | 1.94% | 2.46% | 2.77% | 2.37% |
Frequently Asked Questions
CW8U.L and LLY have a correlation of 0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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