ENOR vs. CN1G.DE
Compare and contrast key facts about iShares MSCI Norway ETF (ENOR) and Amundi MSCI Nordic UCITS ETF EUR (C) (CN1G.DE).
ENOR and CN1G.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. ENOR is a passively managed fund by iShares that tracks the performance of the MSCI Norway IMI 25/50 Index. It was launched on Jan 23, 2012. CN1G.DE is a passively managed fund by Amundi that tracks the performance of the MSCI Nordic Countries. It was launched on Mar 22, 2018. Both ENOR and CN1G.DE 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: ENOR or CN1G.DE.
Performance
ENOR vs. CN1G.DE - Performance Comparison
Returns By Period
In the year-to-date period, ENOR achieves a 3.49% return, which is significantly higher than CN1G.DE's 1.71% return. Over the past 10 years, ENOR has underperformed CN1G.DE with an annualized return of 1.91%, while CN1G.DE has yielded a comparatively higher 8.21% annualized return.
ENOR
3.49%
0.62%
0.00%
10.74%
4.24%
1.91%
CN1G.DE
1.71%
-5.47%
-9.91%
8.14%
10.39%
8.21%
Key characteristics
| ENOR | CN1G.DE | |
|---|---|---|
| Sharpe Ratio | 0.56 | 0.54 |
| Sortino Ratio | 0.86 | 0.85 |
| Omega Ratio | 1.10 | 1.10 |
| Calmar Ratio | 0.44 | 0.61 |
| Martin Ratio | 2.33 | 1.70 |
| Ulcer Index | 4.33% | 4.37% |
| Daily Std Dev | 17.89% | 13.64% |
| Max Drawdown | -55.37% | -32.36% |
| Current Drawdown | -12.68% | -11.96% |
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ENOR vs. CN1G.DE - Expense Ratio Comparison
ENOR has a 0.53% expense ratio, which is higher than CN1G.DE's 0.25% expense ratio.
Correlation
The correlation between ENOR and CN1G.DE is 0.62, 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
ENOR vs. CN1G.DE - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Norway ETF (ENOR) and Amundi MSCI Nordic UCITS ETF EUR (C) (CN1G.DE). 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
ENOR vs. CN1G.DE - Dividend Comparison
ENOR's dividend yield for the trailing twelve months is around 5.30%, while CN1G.DE has not paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ENOR iShares MSCI Norway ETF | 5.30% | 5.06% | 4.02% | 2.23% | 2.39% | 3.14% | 2.79% | 2.47% | 2.96% | 3.24% | 4.52% | 0.63% |
CN1G.DE Amundi MSCI Nordic UCITS ETF EUR (C) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
ENOR vs. CN1G.DE - Drawdown Comparison
The maximum ENOR drawdown since its inception was -55.37%, which is greater than CN1G.DE's maximum drawdown of -32.36%. Use the drawdown chart below to compare losses from any high point for ENOR and CN1G.DE. For additional features, visit the drawdowns tool.
Volatility
ENOR vs. CN1G.DE - Volatility Comparison
iShares MSCI Norway ETF (ENOR) has a higher volatility of 4.99% compared to Amundi MSCI Nordic UCITS ETF EUR (C) (CN1G.DE) at 4.65%. This indicates that ENOR's price experiences larger fluctuations and is considered to be riskier than CN1G.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.