EUNL.DE vs. CW8U.L
Compare and contrast key facts about iShares Core MSCI World UCITS ETF USD (Acc) (EUNL.DE) and Amundi MSCI World UCITS USD (CW8U.L).
EUNL.DE and CW8U.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. EUNL.DE is a passively managed fund by iShares that tracks the performance of the MSCI World Index. It was launched on Sep 25, 2009. CW8U.L is a passively managed fund by Amundi that tracks the performance of the MSCI ACWI NR USD. It was launched on Apr 18, 2018. Both EUNL.DE and CW8U.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: EUNL.DE or CW8U.L.
Performance
EUNL.DE vs. CW8U.L - Performance Comparison
Returns By Period
In the year-to-date period, EUNL.DE achieves a 24.09% return, which is significantly higher than CW8U.L's 18.25% return. Over the past 10 years, EUNL.DE has outperformed CW8U.L with an annualized return of 11.79%, while CW8U.L has yielded a comparatively lower 9.88% annualized return.
EUNL.DE
24.09%
1.95%
10.98%
30.35%
12.96%
11.79%
CW8U.L
18.25%
-0.94%
7.69%
26.34%
11.94%
9.88%
Key characteristics
| EUNL.DE | CW8U.L | |
|---|---|---|
| Sharpe Ratio | 2.76 | 2.34 |
| Sortino Ratio | 3.70 | 3.26 |
| Omega Ratio | 1.57 | 1.43 |
| Calmar Ratio | 3.72 | 3.40 |
| Martin Ratio | 17.87 | 14.84 |
| Ulcer Index | 1.69% | 1.78% |
| Daily Std Dev | 10.89% | 11.26% |
| Max Drawdown | -33.63% | -34.10% |
| Current Drawdown | -1.40% | -2.22% |
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EUNL.DE vs. CW8U.L - Expense Ratio Comparison
EUNL.DE has a 0.20% expense ratio, which is lower than CW8U.L's 0.28% expense ratio.
Correlation
The correlation between EUNL.DE and CW8U.L is 0.79, 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
EUNL.DE vs. CW8U.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Core MSCI World UCITS ETF USD (Acc) (EUNL.DE) and Amundi MSCI World UCITS USD (CW8U.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
EUNL.DE vs. CW8U.L - Dividend Comparison
Neither EUNL.DE nor CW8U.L has paid dividends to shareholders.
Drawdowns
EUNL.DE vs. CW8U.L - Drawdown Comparison
The maximum EUNL.DE drawdown since its inception was -33.63%, roughly equal to the maximum CW8U.L drawdown of -34.10%. Use the drawdown chart below to compare losses from any high point for EUNL.DE and CW8U.L. For additional features, visit the drawdowns tool.
Volatility
EUNL.DE vs. CW8U.L - Volatility Comparison
iShares Core MSCI World UCITS ETF USD (Acc) (EUNL.DE) and Amundi MSCI World UCITS USD (CW8U.L) have volatilities of 3.24% and 3.41%, 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.