CW8U.L vs. URTH
Compare and contrast key facts about Amundi MSCI World UCITS USD (CW8U.L) and iShares MSCI World ETF (URTH).
CW8U.L and URTH 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. URTH is a passively managed fund by iShares that tracks the performance of the MSCI World Index. It was launched on Jan 10, 2012. Both CW8U.L and URTH are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: CW8U.L or URTH.
Performance
CW8U.L vs. URTH - Performance Comparison
Returns By Period
The year-to-date returns for both investments are quite close, with CW8U.L having a 18.73% return and URTH slightly higher at 19.28%. Both investments have delivered pretty close results over the past 10 years, with CW8U.L having a 9.82% annualized return and URTH not far ahead at 10.07%.
CW8U.L
18.73%
-0.54%
7.59%
26.86%
12.07%
9.82%
URTH
19.28%
-0.64%
8.10%
26.66%
12.31%
10.07%
Key characteristics
| CW8U.L | URTH | |
|---|---|---|
| Sharpe Ratio | 2.31 | 2.33 |
| Sortino Ratio | 3.23 | 3.17 |
| Omega Ratio | 1.42 | 1.42 |
| Calmar Ratio | 3.36 | 3.32 |
| Martin Ratio | 14.65 | 14.74 |
| Ulcer Index | 1.78% | 1.85% |
| Daily Std Dev | 11.25% | 11.72% |
| Max Drawdown | -34.10% | -34.01% |
| Current Drawdown | -1.82% | -1.78% |
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CW8U.L vs. URTH - Expense Ratio Comparison
CW8U.L has a 0.28% expense ratio, which is higher than URTH's 0.24% expense ratio.
Correlation
The correlation between CW8U.L and URTH is 0.56, 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.
Risk-Adjusted Performance
CW8U.L vs. URTH - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Amundi MSCI World UCITS USD (CW8U.L) and iShares MSCI World ETF (URTH). 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.
Dividends
CW8U.L vs. URTH - Dividend Comparison
CW8U.L has not paid dividends to shareholders, while URTH's dividend yield for the trailing twelve months is around 1.45%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
URTH iShares MSCI World ETF | 1.45% | 1.70% | 1.68% | 1.50% | 1.52% | 2.16% | 2.30% | 1.88% | 2.14% | 2.35% | 2.32% | 1.04% |
Drawdowns
CW8U.L vs. URTH - Drawdown Comparison
The maximum CW8U.L drawdown since its inception was -34.10%, roughly equal to the maximum URTH drawdown of -34.01%. Use the drawdown chart below to compare losses from any high point for CW8U.L and URTH. For additional features, visit the drawdowns tool.
Volatility
CW8U.L vs. URTH - Volatility Comparison
Amundi MSCI World UCITS USD (CW8U.L) and iShares MSCI World ETF (URTH) have volatilities of 3.44% and 3.43%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.