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

Performance

CWEU.L vs. WNDG.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 Global X Wind Energy UCITS ETF USD Accumulating (WNDG.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

CWEU.L is traded in USD, while WNDG.L is traded in GBP. To make them comparable, the WNDG.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 30.88% return, which is significantly higher than WNDG.L's 16.48% return.


CWEU.L

1D
-1.33%
1M
-1.86%
YTD
30.88%
6M
30.34%
1Y
55.06%
3Y*
11.70%
5Y*
10Y*

WNDG.L

1D
-1.67%
1M
-8.12%
YTD
16.48%
6M
18.74%
1Y
42.14%
3Y*
2.23%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)2025202420232022
CWEU.L
Amundi MSCI World Energy UCITS ETF-C USD
30.88%26.39%-20.71%2.18%19.08%
WNDG.L
Global X Wind Energy UCITS ETF USD Accumulating
16.48%32.85%-20.11%-19.80%-14.01%

Correlation

The correlation between CWEU.L and WNDG.L is 0.33, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.33

Correlation (3Y)
Calculated over the trailing 3-year period

0.27

Correlation (All Time)
Calculated using the full available price history since Feb 10, 2022

0.20

The correlation between CWEU.L and WNDG.L shifts across timeframes, from 0.20 (all time) to 0.33 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

CWEU.L vs. WNDG.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: 9393
Overall Rank
CWEU.L Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
CWEU.L Sortino Ratio Rank: 9292
Sortino Ratio Rank
CWEU.L Omega Ratio Rank: 8989
Omega Ratio Rank
CWEU.L Calmar Ratio Rank: 9595
Calmar Ratio Rank
CWEU.L Martin Ratio Rank: 9494
Martin Ratio Rank

WNDG.L
WNDG.L Risk / Return Rank: 7474
Overall Rank
WNDG.L Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
WNDG.L Sortino Ratio Rank: 6666
Sortino Ratio Rank
WNDG.L Omega Ratio Rank: 6565
Omega Ratio Rank
WNDG.L Calmar Ratio Rank: 8787
Calmar Ratio Rank
WNDG.L Martin Ratio Rank: 8282
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. WNDG.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 Global X Wind Energy UCITS ETF USD Accumulating (WNDG.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.LWNDG.LDifference
Sharpe ratioReturn per unit of total volatility

+1.23

Sortino ratioReturn per unit of downside risk

+1.76

Omega ratioGain probability vs. loss probability

1.55

1.34

+0.21

Calmar ratioReturn relative to maximum drawdown

8.35

4.42

+3.94

Martin ratioReturn relative to average drawdown

27.38

14.23

+13.14

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

The current CWEU.L Sharpe Ratio is 3.26, which is higher than the WNDG.L Sharpe Ratio of 2.03. The chart below compares the historical Sharpe Ratios of CWEU.L and WNDG.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


CWEU.LWNDG.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.26

2.03

+1.23

Sharpe Ratio (All Time)

Calculated using the full available price history

1.22

-0.16

+1.38

Drawdowns

CWEU.L vs. WNDG.L - Drawdown Comparison

The maximum CWEU.L drawdown since its inception was -29.78%, smaller than the maximum WNDG.L drawdown of -52.89%. Use the drawdown chart below to compare losses from any high point for CWEU.L and WNDG.L.


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Drawdown Indicators


CWEU.LWNDG.LDifference

Max Drawdown

Largest peak-to-trough decline

-29.78%

-52.89%

+23.11%

Max Drawdown (1Y)

Largest decline over 1 year

-6.56%

-9.50%

+2.94%

Max Drawdown (3Y)

Largest decline over 3 years

-27.62%

-38.15%

+10.53%

Current Drawdown

Current decline from peak

-1.86%

-18.41%

+16.55%

Average Drawdown

Average peak-to-trough decline

-8.51%

-30.43%

+21.92%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.01%

2.95%

-0.94%

Volatility

CWEU.L vs. WNDG.L - Volatility Comparison

Amundi MSCI World Energy UCITS ETF-C USD (CWEU.L) and Global X Wind Energy UCITS ETF USD Accumulating (WNDG.L) have volatilities of 5.96% and 5.87%, 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.


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Volatility by Period


CWEU.LWNDG.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.96%

5.87%

+0.09%

Volatility (6M)

Calculated over the trailing 6-month period

12.82%

14.84%

-2.02%

Volatility (1Y)

Calculated over the trailing 1-year period

16.80%

20.67%

-3.87%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

35.73%

23.07%

+12.66%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

35.73%

23.07%

+12.66%

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

CWEU.L has a 0.25% expense ratio, which is lower than WNDG.L's 0.50% expense ratio.


Dividends

CWEU.L vs. WNDG.L - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


CWEU.L and WNDG.L have a correlation of 0.33, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, CWEU.L is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.

CWEU.L is cheaper with a 0.25% expense ratio, compared with 0.50% for WNDG.L.

CWEU.L tracks MSCI World/Energy NR USD, while WNDG.L tracks S&P Global Clean Energy TR USD. They also come from different issuers: Amundi and Global X. Their fees differ too: 0.25% for CWEU.L and 0.50% for WNDG.L.

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