CW8U.L vs. XDEQ.L
Compare and contrast key facts about Amundi MSCI World UCITS USD (CW8U.L) and Xtrackers MSCI World Quality Factor UCITS ETF 1C (XDEQ.L).
CW8U.L and XDEQ.L 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. XDEQ.L is a passively managed fund by Xtrackers that tracks the performance of the MSCI ACWI NR USD. It was launched on Sep 11, 2014. Both CW8U.L and XDEQ.L 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 XDEQ.L.
Performance
CW8U.L vs. XDEQ.L - Performance Comparison
Returns By Period
The year-to-date returns for both stocks are quite close, with CW8U.L having a 18.73% return and XDEQ.L slightly lower at 18.66%. Over the past 10 years, CW8U.L has underperformed XDEQ.L with an annualized return of 9.82%, while XDEQ.L has yielded a comparatively higher 12.77% annualized return.
CW8U.L
18.73%
-0.54%
7.59%
26.86%
12.07%
9.82%
XDEQ.L
18.66%
0.78%
5.69%
23.19%
12.73%
12.77%
Key characteristics
| CW8U.L | XDEQ.L | |
|---|---|---|
| Sharpe Ratio | 2.31 | 2.13 |
| Sortino Ratio | 3.23 | 3.06 |
| Omega Ratio | 1.42 | 1.39 |
| Calmar Ratio | 3.36 | 3.59 |
| Martin Ratio | 14.65 | 12.83 |
| Ulcer Index | 1.78% | 1.80% |
| Daily Std Dev | 11.25% | 10.84% |
| Max Drawdown | -34.10% | -23.79% |
| Current Drawdown | -1.82% | -1.10% |
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CW8U.L vs. XDEQ.L - Expense Ratio Comparison
CW8U.L has a 0.28% expense ratio, which is higher than XDEQ.L's 0.25% expense ratio.
Correlation
The correlation between CW8U.L and XDEQ.L is 0.88, 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.
Risk-Adjusted Performance
CW8U.L vs. XDEQ.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Amundi MSCI World UCITS USD (CW8U.L) and Xtrackers MSCI World Quality Factor UCITS ETF 1C (XDEQ.L). 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. XDEQ.L - Dividend Comparison
Neither CW8U.L nor XDEQ.L has paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
XDEQ.L Xtrackers MSCI World Quality Factor UCITS ETF 1C | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.51% |
Drawdowns
CW8U.L vs. XDEQ.L - Drawdown Comparison
The maximum CW8U.L drawdown since its inception was -34.10%, which is greater than XDEQ.L's maximum drawdown of -23.79%. Use the drawdown chart below to compare losses from any high point for CW8U.L and XDEQ.L. For additional features, visit the drawdowns tool.
Volatility
CW8U.L vs. XDEQ.L - Volatility Comparison
Amundi MSCI World UCITS USD (CW8U.L) has a higher volatility of 3.44% compared to Xtrackers MSCI World Quality Factor UCITS ETF 1C (XDEQ.L) at 2.98%. This indicates that CW8U.L's price experiences larger fluctuations and is considered to be riskier than XDEQ.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.