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U10C.L vs. CW8G.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

U10C.L vs. CW8G.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Amundi US Treasury Bond 10+Y UCITS ETF Acc (U10C.L) and Amundi MSCI World UCITS USD (CW8G.L). The values are adjusted to include any dividend payments, if applicable.

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U10C.L vs. CW8G.L - Yearly Performance Comparison


2026 (YTD)20252024202320222021
U10C.L
Amundi US Treasury Bond 10+Y UCITS ETF Acc
-0.67%5.51%-5.71%2.61%-28.28%-1.82%
CW8G.L
Amundi MSCI World UCITS USD
-2.61%20.57%18.93%23.48%-18.24%4.34%
Different Trading Currencies

U10C.L is traded in USD, while CW8G.L is traded in GBp. To make them comparable, the CW8G.L values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, U10C.L achieves a -0.67% return, which is significantly higher than CW8G.L's -2.61% return.


U10C.L

1D
0.40%
1M
-2.67%
YTD
-0.67%
6M
-0.30%
1Y
-0.01%
3Y*
-1.29%
5Y*
10Y*

CW8G.L

1D
2.50%
1M
-4.11%
YTD
-2.61%
6M
0.68%
1Y
19.72%
3Y*
17.36%
5Y*
10.22%
10Y*
11.87%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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U10C.L vs. CW8G.L - Expense Ratio Comparison

U10C.L has a 0.07% expense ratio, which is lower than CW8G.L's 0.28% expense ratio.


Return for Risk

U10C.L vs. CW8G.L — Risk / Return Rank

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

U10C.L
U10C.L Risk / Return Rank: 1111
Overall Rank
U10C.L Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
U10C.L Sortino Ratio Rank: 1010
Sortino Ratio Rank
U10C.L Omega Ratio Rank: 1010
Omega Ratio Rank
U10C.L Calmar Ratio Rank: 1212
Calmar Ratio Rank
U10C.L Martin Ratio Rank: 1212
Martin Ratio Rank

CW8G.L
CW8G.L Risk / Return Rank: 7070
Overall Rank
CW8G.L Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
CW8G.L Sortino Ratio Rank: 6161
Sortino Ratio Rank
CW8G.L Omega Ratio Rank: 6464
Omega Ratio Rank
CW8G.L Calmar Ratio Rank: 8181
Calmar Ratio Rank
CW8G.L Martin Ratio Rank: 7979
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.

U10C.L vs. CW8G.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi US Treasury Bond 10+Y UCITS ETF Acc (U10C.L) and Amundi MSCI World UCITS USD (CW8G.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.


U10C.LCW8G.LDifference

Sharpe ratio

Return per unit of total volatility

-0.00

1.27

-1.27

Sortino ratio

Return per unit of downside risk

0.07

1.79

-1.72

Omega ratio

Gain probability vs. loss probability

1.01

1.26

-0.25

Calmar ratio

Return relative to maximum drawdown

0.04

2.07

-2.03

Martin ratio

Return relative to average drawdown

0.07

8.91

-8.84

U10C.L vs. CW8G.L - Sharpe Ratio Comparison

The current U10C.L Sharpe Ratio is -0.00, which is lower than the CW8G.L Sharpe Ratio of 1.27. The chart below compares the historical Sharpe Ratios of U10C.L and CW8G.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


U10C.LCW8G.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.00

1.27

-1.27

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.67

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.76

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.51

0.81

-1.31

Correlation

The correlation between U10C.L and CW8G.L is 0.06, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

U10C.L vs. CW8G.L - Dividend Comparison

Neither U10C.L nor CW8G.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

U10C.L vs. CW8G.L - Drawdown Comparison

The maximum U10C.L drawdown since its inception was -40.18%, which is greater than CW8G.L's maximum drawdown of -33.66%. Use the drawdown chart below to compare losses from any high point for U10C.L and CW8G.L.


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Drawdown Indicators


U10C.LCW8G.LDifference

Max Drawdown

Largest peak-to-trough decline

-40.18%

-25.60%

-14.58%

Max Drawdown (1Y)

Largest decline over 1 year

-9.02%

-10.55%

+1.53%

Max Drawdown (5Y)

Largest decline over 5 years

-18.88%

Max Drawdown (10Y)

Largest decline over 10 years

-25.60%

Current Drawdown

Current decline from peak

-29.95%

-3.80%

-26.15%

Average Drawdown

Average peak-to-trough decline

-27.19%

-3.14%

-24.05%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.27%

1.81%

+2.46%

Volatility

U10C.L vs. CW8G.L - Volatility Comparison

The current volatility for Amundi US Treasury Bond 10+Y UCITS ETF Acc (U10C.L) is 3.18%, while Amundi MSCI World UCITS USD (CW8G.L) has a volatility of 4.98%. This indicates that U10C.L experiences smaller price fluctuations and is considered to be less risky than CW8G.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


U10C.LCW8G.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.18%

4.98%

-1.80%

Volatility (6M)

Calculated over the trailing 6-month period

5.88%

8.66%

-2.78%

Volatility (1Y)

Calculated over the trailing 1-year period

10.65%

15.52%

-4.87%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.14%

15.28%

-1.14%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.14%

15.63%

-1.49%