CW8U.L vs. VXUS
Compare and contrast key facts about Amundi MSCI World UCITS USD (CW8U.L) and Vanguard Total International Stock ETF (VXUS).
CW8U.L and VXUS 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. VXUS is a passively managed fund by Vanguard that tracks the performance of the MSCI All Country World ex USA Investable Market Index. It was launched on Jan 26, 2011. Both CW8U.L and VXUS 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 VXUS.
Performance
CW8U.L vs. VXUS - Performance Comparison
Returns By Period
In the year-to-date period, CW8U.L achieves a 18.73% return, which is significantly higher than VXUS's 6.59% return. Over the past 10 years, CW8U.L has outperformed VXUS with an annualized return of 9.82%, while VXUS has yielded a comparatively lower 4.79% annualized return.
CW8U.L
18.73%
-0.54%
7.59%
26.86%
12.07%
9.82%
VXUS
6.59%
-4.79%
-1.06%
12.95%
5.51%
4.79%
Key characteristics
| CW8U.L | VXUS | |
|---|---|---|
| Sharpe Ratio | 2.31 | 1.11 |
| Sortino Ratio | 3.23 | 1.59 |
| Omega Ratio | 1.42 | 1.20 |
| Calmar Ratio | 3.36 | 1.27 |
| Martin Ratio | 14.65 | 5.84 |
| Ulcer Index | 1.78% | 2.42% |
| Daily Std Dev | 11.25% | 12.72% |
| Max Drawdown | -34.10% | -35.97% |
| Current Drawdown | -1.82% | -6.99% |
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CW8U.L vs. VXUS - Expense Ratio Comparison
CW8U.L has a 0.28% expense ratio, which is higher than VXUS's 0.07% expense ratio.
Correlation
The correlation between CW8U.L and VXUS is 0.54, 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. VXUS - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Amundi MSCI World UCITS USD (CW8U.L) and Vanguard Total International Stock ETF (VXUS). 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. VXUS - Dividend Comparison
CW8U.L has not paid dividends to shareholders, while VXUS's dividend yield for the trailing twelve months is around 3.00%.
| 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% |
VXUS Vanguard Total International Stock ETF | 3.00% | 3.25% | 3.09% | 3.10% | 2.14% | 3.06% | 3.17% | 2.73% | 2.93% | 2.83% | 3.40% | 2.70% |
Drawdowns
CW8U.L vs. VXUS - Drawdown Comparison
The maximum CW8U.L drawdown since its inception was -34.10%, smaller than the maximum VXUS drawdown of -35.97%. Use the drawdown chart below to compare losses from any high point for CW8U.L and VXUS. For additional features, visit the drawdowns tool.
Volatility
CW8U.L vs. VXUS - Volatility Comparison
The current volatility for Amundi MSCI World UCITS USD (CW8U.L) is 3.44%, while Vanguard Total International Stock ETF (VXUS) has a volatility of 3.86%. This indicates that CW8U.L experiences smaller price fluctuations and is considered to be less risky than VXUS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.