PE500.PA vs. CW8U.L
Compare and contrast key facts about Amundi ETF PEA S&P 500 UCITS ETF EUR (PE500.PA) and Amundi MSCI World UCITS USD (CW8U.L).
PE500.PA 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. PE500.PA is a passively managed fund by Amundi that tracks the performance of the S&P 500 ESG+ Index. It was launched on Apr 25, 2019. 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 PE500.PA 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.
Performance
PE500.PA vs. CW8U.L - Performance Comparison
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PE500.PA vs. CW8U.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
PE500.PA Amundi ETF PEA S&P 500 UCITS ETF EUR | -3.24% | 3.89% | 32.77% | 21.94% | -14.19% | 40.52% | 7.92% | 13.82% |
CW8U.L Amundi MSCI World UCITS USD | -0.96% | 6.04% | 26.89% | 20.34% | -13.16% | 31.22% | 6.24% | 12.33% |
Different Trading Currencies
PE500.PA is traded in EUR, while CW8U.L is traded in USD. To make them comparable, the CW8U.L values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, PE500.PA achieves a -3.24% return, which is significantly lower than CW8U.L's -0.96% return.
PE500.PA
- 1D
- 1.81%
- 1M
- -3.67%
- YTD
- -3.24%
- 6M
- 1.19%
- 1Y
- 10.93%
- 3Y*
- 15.49%
- 5Y*
- 11.80%
- 10Y*
- —
CW8U.L
- 1D
- 2.67%
- 1M
- -2.68%
- YTD
- -0.96%
- 6M
- 2.29%
- 1Y
- 11.86%
- 3Y*
- 14.79%
- 5Y*
- 10.63%
- 10Y*
- 11.76%
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PE500.PA vs. CW8U.L - Expense Ratio Comparison
PE500.PA has a 0.25% expense ratio, which is lower than CW8U.L's 0.28% expense ratio.
Return for Risk
PE500.PA vs. CW8U.L — Risk / Return Rank
PE500.PA
CW8U.L
PE500.PA vs. CW8U.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Amundi ETF PEA S&P 500 UCITS ETF EUR (PE500.PA) 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.
| PE500.PA | CW8U.L | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.64 | 0.74 | -0.10 |
Sortino ratioReturn per unit of downside risk | 0.96 | 1.08 | -0.12 |
Omega ratioGain probability vs. loss probability | 1.14 | 1.16 | -0.02 |
Calmar ratioReturn relative to maximum drawdown | 3.01 | 1.54 | +1.46 |
Martin ratioReturn relative to average drawdown | 11.16 | 5.84 | +5.33 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| PE500.PA | CW8U.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.64 | 0.74 | -0.10 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.76 | 0.71 | +0.05 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.75 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.79 | 0.78 | 0.00 |
Correlation
The correlation between PE500.PA and CW8U.L is 0.86, 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.
Dividends
PE500.PA vs. CW8U.L - Dividend Comparison
Neither PE500.PA nor CW8U.L has paid dividends to shareholders.
Drawdowns
PE500.PA vs. CW8U.L - Drawdown Comparison
The maximum PE500.PA drawdown since its inception was -33.60%, roughly equal to the maximum CW8U.L drawdown of -33.58%. Use the drawdown chart below to compare losses from any high point for PE500.PA and CW8U.L.
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Drawdown Indicators
| PE500.PA | CW8U.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.60% | -34.10% | +0.50% |
Max Drawdown (1Y)Largest decline over 1 year | -13.86% | -11.80% | -2.06% |
Max Drawdown (5Y)Largest decline over 5 years | -23.69% | -25.79% | +2.10% |
Max Drawdown (10Y)Largest decline over 10 years | — | -34.10% | — |
Current DrawdownCurrent decline from peak | -5.38% | -5.25% | -0.13% |
Average DrawdownAverage peak-to-trough decline | -4.95% | -4.54% | -0.41% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.01% | 2.12% | -0.11% |
Volatility
PE500.PA vs. CW8U.L - Volatility Comparison
The current volatility for Amundi ETF PEA S&P 500 UCITS ETF EUR (PE500.PA) is 3.77%, while Amundi MSCI World UCITS USD (CW8U.L) has a volatility of 5.24%. This indicates that PE500.PA experiences smaller price fluctuations and is considered to be less risky than CW8U.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PE500.PA | CW8U.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.77% | 5.24% | -1.47% |
Volatility (6M)Calculated over the trailing 6-month period | 8.26% | 8.99% | -0.73% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.06% | 16.06% | +1.00% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.20% | 14.92% | +0.28% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.11% | 15.81% | +1.30% |