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CWEU.L vs. NCLP.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

CWEU.L vs. NCLP.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Amundi MSCI World Energy UCITS ETF-C USD (CWEU.L) and WisdomTree Uranium and Nuclear Energy UCITS ETF USD Accumulating (NCLP.L). The values are adjusted to include any dividend payments, if applicable.

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CWEU.L vs. NCLP.L - Yearly Performance Comparison


Different Trading Currencies

CWEU.L is traded in USD, while NCLP.L is traded in GBp. To make them comparable, the NCLP.L values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, CWEU.L achieves a 26.18% return, which is significantly higher than NCLP.L's 22.19% return.


CWEU.L

1D
-1.91%
1M
8.18%
YTD
26.18%
6M
30.79%
1Y
58.06%
3Y*
10.16%
5Y*
10Y*

NCLP.L

1D
6.86%
1M
-11.04%
YTD
22.19%
6M
17.56%
1Y
160.49%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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CWEU.L vs. NCLP.L - Expense Ratio Comparison

CWEU.L has a 0.25% expense ratio, which is lower than NCLP.L's 0.45% expense ratio.


Return for Risk

CWEU.L vs. NCLP.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

CWEU.L
CWEU.L Risk / Return Rank: 9797
Overall Rank
CWEU.L Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
CWEU.L Sortino Ratio Rank: 9898
Sortino Ratio Rank
CWEU.L Omega Ratio Rank: 9797
Omega Ratio Rank
CWEU.L Calmar Ratio Rank: 9696
Calmar Ratio Rank
CWEU.L Martin Ratio Rank: 9898
Martin Ratio Rank

NCLP.L
NCLP.L Risk / Return Rank: 9696
Overall Rank
NCLP.L Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
NCLP.L Sortino Ratio Rank: 9797
Sortino Ratio Rank
NCLP.L Omega Ratio Rank: 9494
Omega Ratio Rank
NCLP.L Calmar Ratio Rank: 9797
Calmar Ratio Rank
NCLP.L Martin Ratio Rank: 9595
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

CWEU.L vs. NCLP.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi MSCI World Energy UCITS ETF-C USD (CWEU.L) and WisdomTree Uranium and Nuclear Energy UCITS ETF USD Accumulating (NCLP.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.


CWEU.LNCLP.LDifference

Sharpe ratio

Return per unit of total volatility

3.50

3.36

+0.14

Sortino ratio

Return per unit of downside risk

4.55

3.61

+0.94

Omega ratio

Gain probability vs. loss probability

1.65

1.46

+0.19

Calmar ratio

Return relative to maximum drawdown

4.94

5.62

-0.68

Martin ratio

Return relative to average drawdown

26.17

15.88

+10.28

CWEU.L vs. NCLP.L - Sharpe Ratio Comparison

The current CWEU.L Sharpe Ratio is 3.50, which is comparable to the NCLP.L Sharpe Ratio of 3.36. The chart below compares the historical Sharpe Ratios of CWEU.L and NCLP.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


CWEU.LNCLP.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.50

3.36

+0.14

Sharpe Ratio (All Time)

Calculated using the full available price history

1.24

2.87

-1.63

Correlation

The correlation between CWEU.L and NCLP.L is 0.19, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

CWEU.L vs. NCLP.L - Dividend Comparison

Neither CWEU.L nor NCLP.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

CWEU.L vs. NCLP.L - Drawdown Comparison

The maximum CWEU.L drawdown since its inception was -29.78%, roughly equal to the maximum NCLP.L drawdown of -28.62%. Use the drawdown chart below to compare losses from any high point for CWEU.L and NCLP.L.


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Drawdown Indicators


CWEU.LNCLP.LDifference

Max Drawdown

Largest peak-to-trough decline

-29.78%

-26.96%

-2.82%

Max Drawdown (1Y)

Largest decline over 1 year

-6.84%

-26.96%

+20.12%

Current Drawdown

Current decline from peak

-1.91%

-10.37%

+8.46%

Average Drawdown

Average peak-to-trough decline

-9.01%

-7.10%

-1.91%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.10%

9.37%

-7.27%

Volatility

CWEU.L vs. NCLP.L - Volatility Comparison

The current volatility for Amundi MSCI World Energy UCITS ETF-C USD (CWEU.L) is 6.56%, while WisdomTree Uranium and Nuclear Energy UCITS ETF USD Accumulating (NCLP.L) has a volatility of 13.71%. This indicates that CWEU.L experiences smaller price fluctuations and is considered to be less risky than NCLP.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CWEU.LNCLP.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.56%

13.71%

-7.15%

Volatility (6M)

Calculated over the trailing 6-month period

11.62%

36.75%

-25.13%

Volatility (1Y)

Calculated over the trailing 1-year period

17.99%

47.44%

-29.45%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

36.72%

47.05%

-10.33%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

36.72%

47.05%

-10.33%