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ECRP.L vs. ANXU.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ECRP.L vs. ANXU.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Amundi Index Euro Corporate SRI UCITS ETF DR (C) (ECRP.L) and Amundi Nasdaq-100 UCITS USD (ANXU.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

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

Returns By Period

In the year-to-date period, ECRP.L achieves a -0.42% return, which is significantly lower than ANXU.L's 20.95% return.


ECRP.L

1D
0.28%
1M
1.04%
YTD
-0.42%
6M
-0.50%
1Y
4.66%
3Y*
4.58%
5Y*
0.12%
10Y*

ANXU.L

1D
0.00%
1M
10.24%
YTD
20.95%
6M
19.24%
1Y
42.83%
3Y*
25.22%
5Y*
19.21%
10Y*
22.69%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ECRP.L vs. ANXU.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
ECRP.L
Amundi Index Euro Corporate SRI UCITS ETF DR (C)
-0.42%8.36%-0.55%5.00%-8.32%-8.20%10.39%
ANXU.L
Amundi Nasdaq-100 UCITS USD
20.15%11.32%28.95%48.68%-25.30%28.68%28.84%

Correlation

The correlation between ECRP.L and ANXU.L is 0.14, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.14

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

0.07

Correlation (5Y)
Calculated over the trailing 5-year period

0.11

Correlation (All Time)
Calculated using the full available price history since Feb 14, 2020

0.09

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Return for Risk

ECRP.L vs. ANXU.L — Risk / Return Rank

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

ECRP.L
ECRP.L Risk / Return Rank: 2626
Overall Rank
ECRP.L Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
ECRP.L Sortino Ratio Rank: 2727
Sortino Ratio Rank
ECRP.L Omega Ratio Rank: 2525
Omega Ratio Rank
ECRP.L Calmar Ratio Rank: 2626
Calmar Ratio Rank
ECRP.L Martin Ratio Rank: 2424
Martin Ratio Rank

ANXU.L
ANXU.L Risk / Return Rank: 7676
Overall Rank
ANXU.L Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
ANXU.L Sortino Ratio Rank: 7979
Sortino Ratio Rank
ANXU.L Omega Ratio Rank: 7575
Omega Ratio Rank
ANXU.L Calmar Ratio Rank: 7474
Calmar Ratio Rank
ANXU.L Martin Ratio Rank: 7171
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.

ECRP.L vs. ANXU.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi Index Euro Corporate SRI UCITS ETF DR (C) (ECRP.L) and Amundi Nasdaq-100 UCITS USD (ANXU.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.


ECRP.LANXU.LDifference
Sharpe ratioReturn per unit of total volatility

-1.71

Sortino ratioReturn per unit of downside risk

-2.11

Omega ratioGain probability vs. loss probability

1.17

1.47

-0.31

Calmar ratioReturn relative to maximum drawdown

1.20

3.83

-2.64

Martin ratioReturn relative to average drawdown

3.05

10.84

-7.79

ECRP.L vs. ANXU.L - Sharpe Ratio Comparison

The current ECRP.L Sharpe Ratio is 0.97, which is lower than the ANXU.L Sharpe Ratio of 2.68. The chart below compares the historical Sharpe Ratios of ECRP.L and ANXU.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


ECRP.LANXU.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.97

2.68

-1.71

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.02

0.96

-0.94

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.23

Sharpe Ratio (All Time)

Calculated using the full available price history

0.12

1.30

-1.18

Drawdowns

ECRP.L vs. ANXU.L - Drawdown Comparison

The maximum ECRP.L drawdown since its inception was -21.22%, smaller than the maximum ANXU.L drawdown of -27.52%. Use the drawdown chart below to compare losses from any high point for ECRP.L and ANXU.L.


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Drawdown Indicators


ECRP.LANXU.LDifference

Max Drawdown

Largest peak-to-trough decline

-21.22%

-27.52%

+6.30%

Max Drawdown (1Y)

Largest decline over 1 year

-3.87%

-11.12%

+7.25%

Max Drawdown (3Y)

Largest decline over 3 years

-3.87%

-24.28%

+20.41%

Max Drawdown (5Y)

Largest decline over 5 years

-16.71%

-27.52%

+10.81%

Max Drawdown (10Y)

Largest decline over 10 years

-27.52%

Current Drawdown

Current decline from peak

-6.37%

0.00%

-6.37%

Average Drawdown

Average peak-to-trough decline

-11.10%

-4.99%

-6.11%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.52%

3.94%

-2.42%

Volatility

ECRP.L vs. ANXU.L - Volatility Comparison

The current volatility for Amundi Index Euro Corporate SRI UCITS ETF DR (C) (ECRP.L) is 1.50%, while Amundi Nasdaq-100 UCITS USD (ANXU.L) has a volatility of 5.02%. This indicates that ECRP.L experiences smaller price fluctuations and is considered to be less risky than ANXU.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ECRP.LANXU.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.50%

5.02%

-3.52%

Volatility (6M)

Calculated over the trailing 6-month period

3.64%

11.74%

-8.10%

Volatility (1Y)

Calculated over the trailing 1-year period

4.77%

15.89%

-11.12%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.35%

20.08%

-13.73%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.88%

21.15%

-14.27%

ECRP.L vs. ANXU.L - Expense Ratio Comparison

ECRP.L has a 0.14% expense ratio, which is higher than ANXU.L's 0.13% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

ECRP.L vs. ANXU.L - Dividend Comparison

Neither ECRP.L nor ANXU.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


ECRP.L and ANXU.L have a correlation of 0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, ANXU.L is cheaper at 0.13% per year. The better choice depends on whether you care most about return, fees, risk, or income.

ANXU.L is cheaper with a 0.13% expense ratio, compared with 0.14% for ECRP.L.

ECRP.L is categorized as European Corporate Bonds, while ANXU.L is Nasdaq-100. ECRP.L tracks Bloomberg Euro Corp TR EUR, while ANXU.L tracks Russell 1000 Growth TR USD. Their fees differ too: 0.14% for ECRP.L and 0.13% for ANXU.L.

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