ESRG.L vs. CE2D.L
Compare and contrast key facts about Amundi Index MSCI Europe SRI PAB UCITS ETF DR (C) (ESRG.L) and Amundi Index MSCI Europe UCITS ETF DR EUR (D) (CE2D.L).
ESRG.L and CE2D.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. ESRG.L is a passively managed fund by Amundi that tracks the performance of the MSCI Europe NR EUR. It was launched on Sep 11, 2018. CE2D.L is a passively managed fund by Amundi that tracks the performance of the MSCI Europe NR EUR. It was launched on Dec 19, 2017. Both ESRG.L and CE2D.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: ESRG.L or CE2D.L.
Performance
ESRG.L vs. CE2D.L - Performance Comparison
Returns By Period
In the year-to-date period, ESRG.L achieves a 2.13% return, which is significantly lower than CE2D.L's 3.47% return.
ESRG.L
2.13%
-5.01%
-6.57%
6.88%
6.48%
N/A
CE2D.L
3.47%
-3.83%
-5.33%
7.87%
6.68%
N/A
Key characteristics
| ESRG.L | CE2D.L | |
|---|---|---|
| Sharpe Ratio | 0.64 | 0.78 |
| Sortino Ratio | 0.96 | 1.16 |
| Omega Ratio | 1.11 | 1.14 |
| Calmar Ratio | 0.94 | 1.19 |
| Martin Ratio | 2.59 | 3.26 |
| Ulcer Index | 2.66% | 2.42% |
| Daily Std Dev | 10.82% | 10.08% |
| Max Drawdown | -24.73% | -28.51% |
| Current Drawdown | -7.26% | -5.80% |
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ESRG.L vs. CE2D.L - Expense Ratio Comparison
ESRG.L has a 0.18% expense ratio, which is higher than CE2D.L's 0.15% 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%.
Correlation
The correlation between ESRG.L and CE2D.L is 0.96, 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
ESRG.L vs. CE2D.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Amundi Index MSCI Europe SRI PAB UCITS ETF DR (C) (ESRG.L) and Amundi Index MSCI Europe UCITS ETF DR EUR (D) (CE2D.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
ESRG.L vs. CE2D.L - Dividend Comparison
ESRG.L has not paid dividends to shareholders, while CE2D.L's dividend yield for the trailing twelve months is around 2.65%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|
ESRG.L Amundi Index MSCI Europe SRI PAB UCITS ETF DR (C) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
CE2D.L Amundi Index MSCI Europe UCITS ETF DR EUR (D) | 2.65% | 2.74% | 2.96% | 2.19% | 2.07% | 3.22% |
Drawdowns
ESRG.L vs. CE2D.L - Drawdown Comparison
The maximum ESRG.L drawdown since its inception was -24.73%, smaller than the maximum CE2D.L drawdown of -28.51%. Use the drawdown chart below to compare losses from any high point for ESRG.L and CE2D.L. For additional features, visit the drawdowns tool.
Volatility
ESRG.L vs. CE2D.L - Volatility Comparison
Amundi Index MSCI Europe SRI PAB UCITS ETF DR (C) (ESRG.L) has a higher volatility of 5.06% compared to Amundi Index MSCI Europe UCITS ETF DR EUR (D) (CE2D.L) at 4.64%. This indicates that ESRG.L's price experiences larger fluctuations and is considered to be riskier than CE2D.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.