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Amundi Index J.P. Morgan EMU Government Investment Grade UCITS ETF EUR Dist (10AL.DE)

ETF · Currency in EUR · Last updated Mar 1, 2024

10AL.DE is a passive ETF by Amundi tracking the investment results of the JP Morgan EMU Government Bond. 10AL.DE launched on Feb 6, 2018 and has a 0.14% expense ratio.

Summary

ETF Info

ISINLU1737653714
WKNA2H9Q4
IssuerAmundi
Inception DateFeb 6, 2018
CategoryEuropean Government Bonds
Index TrackedJP Morgan EMU Government Bond
DomicileLuxembourg
Distribution PolicyDistributing
Asset ClassBond

Expense Ratio

The Amundi Index J.P. Morgan EMU Government Investment Grade UCITS ETF EUR Dist features an expense ratio of 0.14%, falling within the medium range.


0.14%
0.00%2.15%

Share Price Chart


Loading data...

Performance

The chart shows the growth of an initial investment of €10,000 in Amundi Index J.P. Morgan EMU Government Investment Grade UCITS ETF EUR Dist, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


-20.00%0.00%20.00%40.00%60.00%80.00%100.00%OctoberNovemberDecember2024February
-5.96%
105.09%
10AL.DE (Amundi Index J.P. Morgan EMU Government Investment Grade UCITS ETF EUR Dist)
Benchmark (^GSPC)

S&P 500

Compare to other instruments

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Amundi Index J.P. Morgan EMU Government Investment Grade UCITS ETF EUR Dist

Return

Amundi Index J.P. Morgan EMU Government Investment Grade UCITS ETF EUR Dist had a return of -1.72% year-to-date (YTD) and 5.74% in the last 12 months.


PeriodReturnBenchmark
Year-To-Date-1.72%6.84%
1 month-0.47%3.48%
6 months2.68%13.06%
1 year5.74%28.97%
5 years (annualized)-1.51%12.72%
10 years (annualized)N/A10.71%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2024-0.67%
20230.22%-2.59%0.47%3.02%3.62%

Risk-Adjusted Performance

This table presents risk-adjusted performance metrics for Amundi Index J.P. Morgan EMU Government Investment Grade UCITS ETF EUR Dist (10AL.DE) and compares them with a selected benchmark (^GSPC). These performance indicators assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


Sharpe ratioSortino ratioOmega ratioCalmar ratioUlcer Index
10AL.DE
Amundi Index J.P. Morgan EMU Government Investment Grade UCITS ETF EUR Dist
0.83
^GSPC
S&P 500
2.30

Sharpe Ratio

The current Amundi Index J.P. Morgan EMU Government Investment Grade UCITS ETF EUR Dist Sharpe ratio is 0.83. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.00OctoberNovemberDecember2024February
0.83
2.05
10AL.DE (Amundi Index J.P. Morgan EMU Government Investment Grade UCITS ETF EUR Dist)
Benchmark (^GSPC)

Dividend History

Amundi Index J.P. Morgan EMU Government Investment Grade UCITS ETF EUR Dist granted a 1.88% dividend yield in the last twelve months. The annual payout for that period amounted to €0.79 per share.


PeriodTTM202320222021202020192018
Dividend€0.79€0.79€0.90€0.92€1.01€1.09€0.83

Dividend yield

1.88%1.85%2.21%1.81%1.89%2.10%1.67%

Monthly Dividends

The table displays the monthly dividend distributions for Amundi Index J.P. Morgan EMU Government Investment Grade UCITS ETF EUR Dist. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDec
2024€0.00
2023€0.00€0.00€0.00€0.00€0.00€0.00€0.00€0.00€0.00€0.00€0.00€0.79
2022€0.00€0.00€0.00€0.00€0.00€0.00€0.00€0.00€0.00€0.00€0.90€0.00
2021€0.00€0.00€0.00€0.00€0.00€0.00€0.00€0.00€0.00€0.00€0.92€0.00
2020€0.00€0.00€0.00€0.00€0.00€0.00€0.00€0.00€0.00€0.00€1.01€0.00
2019€0.00€0.00€0.00€0.00€0.00€0.00€0.00€0.00€0.00€0.00€1.09€0.00
2018€0.83€0.00

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-20.00%-15.00%-10.00%-5.00%0.00%OctoberNovemberDecember2024February
-17.20%
0
10AL.DE (Amundi Index J.P. Morgan EMU Government Investment Grade UCITS ETF EUR Dist)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Amundi Index J.P. Morgan EMU Government Investment Grade UCITS ETF EUR Dist. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Amundi Index J.P. Morgan EMU Government Investment Grade UCITS ETF EUR Dist was 22.08%, occurring on Oct 3, 2023. The portfolio has not yet recovered.

The current Amundi Index J.P. Morgan EMU Government Investment Grade UCITS ETF EUR Dist drawdown is 17.20%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-22.08%Dec 14, 2020717Oct 3, 2023
-5.05%Mar 9, 20207Mar 17, 2020130Sep 21, 2020137
-3.5%Sep 5, 201987Jan 13, 202039Mar 6, 2020126
-1.05%Nov 6, 20203Nov 10, 202012Nov 26, 202015
-1.02%Jul 8, 20195Jul 12, 20194Jul 18, 20199

Volatility Chart

The current Amundi Index J.P. Morgan EMU Government Investment Grade UCITS ETF EUR Dist volatility is 1.54%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


1.00%1.50%2.00%2.50%3.00%3.50%4.00%4.50%OctoberNovemberDecember2024February
1.54%
3.77%
10AL.DE (Amundi Index J.P. Morgan EMU Government Investment Grade UCITS ETF EUR Dist)
Benchmark (^GSPC)