CW8U.L vs. PE500.PA
Compare and contrast key facts about Amundi MSCI World UCITS USD (CW8U.L) and Amundi ETF PEA S&P 500 UCITS ETF EUR (PE500.PA).
CW8U.L and PE500.PA are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. CW8U.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. PE500.PA is a passively managed fund by Amundi that tracks the performance of the S&P 500 ESG+ Index. It was launched on Apr 25, 2019. Both CW8U.L and PE500.PA 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
CW8U.L vs. PE500.PA - Performance Comparison
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CW8U.L vs. PE500.PA - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
CW8U.L Amundi MSCI World UCITS USD | -2.46% | 20.32% | 19.03% | 24.06% | -18.23% | 22.09% | 15.78% | 12.77% |
PE500.PA Amundi ETF PEA S&P 500 UCITS ETF EUR | -4.52% | 17.84% | 24.56% | 25.80% | -19.35% | 30.95% | 17.47% | 14.40% |
Different Trading Currencies
CW8U.L is traded in USD, while PE500.PA is traded in EUR. To make them comparable, the PE500.PA 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 -2.46% return, which is significantly higher than PE500.PA's -4.48% return.
CW8U.L
- 1D
- 2.78%
- 1M
- -3.70%
- YTD
- -2.46%
- 6M
- 0.86%
- 1Y
- 19.89%
- 3Y*
- 17.30%
- 5Y*
- 10.24%
- 10Y*
- 11.93%
PE500.PA
- 1D
- 2.18%
- 1M
- -4.45%
- YTD
- -4.48%
- 6M
- 0.02%
- 1Y
- 19.19%
- 3Y*
- 18.11%
- 5Y*
- 11.45%
- 10Y*
- —
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CW8U.L vs. PE500.PA - Expense Ratio Comparison
CW8U.L has a 0.28% expense ratio, which is higher than PE500.PA's 0.25% expense ratio.
Return for Risk
CW8U.L vs. PE500.PA — Risk / Return Rank
CW8U.L
PE500.PA
CW8U.L vs. PE500.PA - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Amundi MSCI World UCITS USD (CW8U.L) and Amundi ETF PEA S&P 500 UCITS ETF EUR (PE500.PA). 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 | PE500.PA | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.28 | 1.11 | +0.16 |
Sortino ratioReturn per unit of downside risk | 1.82 | 1.62 | +0.19 |
Omega ratioGain probability vs. loss probability | 1.26 | 1.24 | +0.03 |
Calmar ratioReturn relative to maximum drawdown | 2.21 | 3.14 | -0.93 |
Martin ratioReturn relative to average drawdown | 9.23 | 14.04 | -4.81 |
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 | PE500.PA | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.28 | 1.11 | +0.16 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.66 | 0.70 | -0.05 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.76 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.69 | 0.79 | -0.10 |
Correlation
The correlation between CW8U.L and PE500.PA is 0.87, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
CW8U.L vs. PE500.PA - Dividend Comparison
Neither CW8U.L nor PE500.PA has paid dividends to shareholders.
Drawdowns
CW8U.L vs. PE500.PA - Drawdown Comparison
The maximum CW8U.L drawdown since its inception was -34.10%, roughly equal to the maximum PE500.PA drawdown of -34.26%. Use the drawdown chart below to compare losses from any high point for CW8U.L and PE500.PA.
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Drawdown Indicators
| CW8U.L | PE500.PA | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.10% | -33.60% | -0.50% |
Max Drawdown (1Y)Largest decline over 1 year | -11.80% | -13.86% | +2.06% |
Max Drawdown (5Y)Largest decline over 5 years | -25.79% | -23.69% | -2.10% |
Max Drawdown (10Y)Largest decline over 10 years | -34.10% | — | — |
Current DrawdownCurrent decline from peak | -5.25% | -5.38% | +0.13% |
Average DrawdownAverage peak-to-trough decline | -4.54% | -4.95% | +0.41% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.12% | 2.01% | +0.11% |
Volatility
CW8U.L vs. PE500.PA - Volatility Comparison
Amundi MSCI World UCITS USD (CW8U.L) has a higher volatility of 5.30% compared to Amundi ETF PEA S&P 500 UCITS ETF EUR (PE500.PA) at 4.44%. This indicates that CW8U.L's price experiences larger fluctuations and is considered to be riskier than PE500.PA 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 | PE500.PA | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.30% | 4.44% | +0.86% |
Volatility (6M)Calculated over the trailing 6-month period | 8.92% | 8.47% | +0.45% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.54% | 17.05% | -1.51% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.54% | 15.97% | -0.43% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.79% | 17.76% | -1.97% |