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CW8U.L vs. SPY
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


CW8U.LSPY
YTD Return8.49%10.44%
1Y Return23.47%28.54%
3Y Return (Ann)6.87%9.53%
5Y Return (Ann)11.73%14.57%
10Y Return (Ann)9.29%12.81%
Sharpe Ratio2.022.52
Daily Std Dev11.68%11.50%
Max Drawdown-34.10%-55.19%
Current Drawdown-0.14%0.00%

Correlation

-0.50.00.51.00.5

The correlation between CW8U.L and SPY is 0.50, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Performance

CW8U.L vs. SPY - Performance Comparison

In the year-to-date period, CW8U.L achieves a 8.49% return, which is significantly lower than SPY's 10.44% return. Over the past 10 years, CW8U.L has underperformed SPY with an annualized return of 9.29%, while SPY has yielded a comparatively higher 12.81% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


200.00%250.00%300.00%350.00%400.00%December2024FebruaryMarchAprilMay
218.76%
394.90%
CW8U.L
SPY

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Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Amundi MSCI World UCITS USD

SPDR S&P 500 ETF

CW8U.L vs. SPY - Expense Ratio Comparison

CW8U.L has a 0.28% expense ratio, which is higher than SPY's 0.09% expense ratio.


CW8U.L
Amundi MSCI World UCITS USD
Expense ratio chart for CW8U.L: current value at 0.28% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.28%
Expense ratio chart for SPY: current value at 0.09% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.09%

Risk-Adjusted Performance

CW8U.L vs. SPY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi MSCI World UCITS USD (CW8U.L) and SPDR S&P 500 ETF (SPY). 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
Sharpe ratio
The chart of Sharpe ratio for CW8U.L, currently valued at 1.88, compared to the broader market0.002.004.001.88
Sortino ratio
The chart of Sortino ratio for CW8U.L, currently valued at 2.73, compared to the broader market-2.000.002.004.006.008.0010.002.74
Omega ratio
The chart of Omega ratio for CW8U.L, currently valued at 1.35, compared to the broader market0.501.001.502.002.501.35
Calmar ratio
The chart of Calmar ratio for CW8U.L, currently valued at 1.68, compared to the broader market0.002.004.006.008.0010.0012.0014.001.68
Martin ratio
The chart of Martin ratio for CW8U.L, currently valued at 6.69, compared to the broader market0.0020.0040.0060.0080.006.69
SPY
Sharpe ratio
The chart of Sharpe ratio for SPY, currently valued at 2.35, compared to the broader market0.002.004.002.35
Sortino ratio
The chart of Sortino ratio for SPY, currently valued at 3.32, compared to the broader market-2.000.002.004.006.008.0010.003.32
Omega ratio
The chart of Omega ratio for SPY, currently valued at 1.42, compared to the broader market0.501.001.502.002.501.42
Calmar ratio
The chart of Calmar ratio for SPY, currently valued at 2.19, compared to the broader market0.002.004.006.008.0010.0012.0014.002.19
Martin ratio
The chart of Martin ratio for SPY, currently valued at 9.25, compared to the broader market0.0020.0040.0060.0080.009.25

CW8U.L vs. SPY - Sharpe Ratio Comparison

The current CW8U.L Sharpe Ratio is 2.02, which roughly equals the SPY Sharpe Ratio of 2.52. The chart below compares the 12-month rolling Sharpe Ratio of CW8U.L and SPY.


Rolling 12-month Sharpe Ratio1.001.502.002.503.00December2024FebruaryMarchAprilMay
1.88
2.35
CW8U.L
SPY

Dividends

CW8U.L vs. SPY - Dividend Comparison

CW8U.L has not paid dividends to shareholders, while SPY's dividend yield for the trailing twelve months is around 1.28%.


TTM20232022202120202019201820172016201520142013
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%
SPY
SPDR S&P 500 ETF
1.28%1.40%1.65%1.20%1.52%1.75%2.04%1.80%2.03%2.06%1.87%1.81%

Drawdowns

CW8U.L vs. SPY - Drawdown Comparison

The maximum CW8U.L drawdown since its inception was -34.10%, smaller than the maximum SPY drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for CW8U.L and SPY. For additional features, visit the drawdowns tool.


-6.00%-5.00%-4.00%-3.00%-2.00%-1.00%0.00%December2024FebruaryMarchAprilMay
-0.14%
0
CW8U.L
SPY

Volatility

CW8U.L vs. SPY - Volatility Comparison

Amundi MSCI World UCITS USD (CW8U.L) has a higher volatility of 4.11% compared to SPDR S&P 500 ETF (SPY) at 3.34%. This indicates that CW8U.L's price experiences larger fluctuations and is considered to be riskier than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


1.50%2.00%2.50%3.00%3.50%4.00%4.50%5.00%December2024FebruaryMarchAprilMay
4.11%
3.34%
CW8U.L
SPY