YIEL.L vs. CW8G.L
YIEL.L (Lyxor ESG Euro High Yield (DR) UCITS ETF - Dist) and CW8G.L (Amundi MSCI World UCITS USD) are both exchange-traded funds - YIEL.L is a European High Yield Bonds fund tracking the Bloomberg Pan Euro HY Euro TR EUR, while CW8G.L is a Global Equities fund tracking the MSCI ACWI NR USD. Both are passively managed. Over the past 10 years, YIEL.L returned 2.74%/yr vs 12.61%/yr for CW8G.L. A 0.54 correlation means they provide meaningful diversification when combined. YIEL.L charges 0.25%/yr vs 0.28%/yr for CW8G.L.
Performance
YIEL.L vs. CW8G.L - Performance Comparison
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Different Trading Currencies
YIEL.L is traded in EUR, while CW8G.L is traded in GBp. To make them comparable, the CW8G.L values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, YIEL.L achieves a 0.46% return, which is significantly lower than CW8G.L's 10.95% return. Over the past 10 years, YIEL.L has underperformed CW8G.L with an annualized return of 2.74%, while CW8G.L has yielded a comparatively higher 12.61% annualized return.
YIEL.L
- 1D
- 0.06%
- 1M
- 1.02%
- YTD
- 0.46%
- 6M
- 1.13%
- 1Y
- 3.83%
- 3Y*
- 6.51%
- 5Y*
- 2.09%
- 10Y*
- 2.74%
CW8G.L
- 1D
- -0.04%
- 1M
- 4.96%
- YTD
- 10.95%
- 6M
- 11.27%
- 1Y
- 23.49%
- 3Y*
- 17.19%
- 5Y*
- 12.65%
- 10Y*
- 12.61%
YIEL.L vs. CW8G.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
YIEL.L Lyxor ESG Euro High Yield (DR) UCITS ETF - Dist | 0.46% | 5.74% | 6.35% | 9.75% | -11.03% | 1.61% | 1.47% | 10.54% | -4.50% | 4.48% |
CW8G.L Amundi MSCI World UCITS USD | 10.95% | 6.26% | 26.78% | 19.78% | -13.17% | 31.62% | 5.80% | 31.18% | -5.44% | 7.30% |
Correlation
The correlation between YIEL.L and CW8G.L is 0.54, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.54 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.49 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.54 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.54 |
Correlation (All Time) Calculated using the full available price history since Feb 24, 2016 | 0.54 |
The correlation between YIEL.L and CW8G.L has been stable across timeframes, ranging from 0.49 to 0.54 - a consistent structural relationship.
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Return for Risk
YIEL.L vs. CW8G.L — Risk / Return Rank
YIEL.L
CW8G.L
YIEL.L vs. CW8G.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Lyxor ESG Euro High Yield (DR) UCITS ETF - Dist (YIEL.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.
| YIEL.L | CW8G.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.09 | ||
| Sortino ratioReturn per unit of downside risk | -1.25 | ||
| Omega ratioGain probability vs. loss probability | 1.23 | 1.41 | -0.18 |
| Calmar ratioReturn relative to maximum drawdown | 1.21 | 3.48 | -2.27 |
| Martin ratioReturn relative to average drawdown | 5.11 | 13.90 | -8.79 |
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
| YIEL.L | CW8G.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.13 | 2.22 | -1.09 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.39 | 0.90 | -0.52 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.39 | 0.84 | -0.45 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.59 | 0.87 | -0.28 |
Drawdowns
YIEL.L vs. CW8G.L - Drawdown Comparison
The maximum YIEL.L drawdown since its inception was -25.67%, smaller than the maximum CW8G.L drawdown of -33.02%. Use the drawdown chart below to compare losses from any high point for YIEL.L and CW8G.L.
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Drawdown Indicators
| YIEL.L | CW8G.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -25.67% | -33.02% | +7.35% |
Max Drawdown (1Y)Largest decline over 1 year | -3.16% | -6.72% | +3.56% |
Max Drawdown (3Y)Largest decline over 3 years | -3.65% | -21.24% | +17.59% |
Max Drawdown (5Y)Largest decline over 5 years | -16.59% | -21.24% | +4.65% |
Max Drawdown (10Y)Largest decline over 10 years | -25.67% | -33.02% | +7.35% |
Current DrawdownCurrent decline from peak | -0.15% | -0.32% | +0.17% |
Average DrawdownAverage peak-to-trough decline | -2.78% | -3.90% | +1.12% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.75% | 1.69% | -0.94% |
Volatility
YIEL.L vs. CW8G.L - Volatility Comparison
The current volatility for Lyxor ESG Euro High Yield (DR) UCITS ETF - Dist (YIEL.L) is 0.93%, while Amundi MSCI World UCITS USD (CW8G.L) has a volatility of 2.22%. This indicates that YIEL.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
| YIEL.L | CW8G.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.93% | 2.22% | -1.29% |
Volatility (6M)Calculated over the trailing 6-month period | 2.97% | 7.49% | -4.52% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.37% | 10.52% | -7.15% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.41% | 14.04% | -8.63% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 7.00% | 15.08% | -8.08% |
YIEL.L vs. CW8G.L - Expense Ratio Comparison
YIEL.L has a 0.25% expense ratio, which is lower than CW8G.L's 0.28% expense ratio.
Dividends
YIEL.L vs. CW8G.L - Dividend Comparison
YIEL.L's dividend yield for the trailing twelve months is around 4.05%, while CW8G.L has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CW8G.L Amundi MSCI World UCITS USD | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
YIEL.L Lyxor ESG Euro High Yield (DR) UCITS ETF - Dist | 4.05% | 4.07% | 2.29% | 3.31% | 3.55% | 2.85% | 3.16% | 3.67% | 4.00% | 4.05% | 4.80% | 4.41% |
Frequently Asked Questions
YIEL.L and CW8G.L have a correlation of 0.54, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, YIEL.L is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.
YIEL.L is cheaper with a 0.25% expense ratio, compared with 0.28% for CW8G.L.
YIEL.L is categorized as European High Yield Bonds, while CW8G.L is Global Equities. YIEL.L tracks Bloomberg Pan Euro HY Euro TR EUR, while CW8G.L tracks MSCI ACWI NR USD. Their fees differ too: 0.25% for YIEL.L and 0.28% for CW8G.L.
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