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Amundi ETF Government Bond Euro Broad Investment G...
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISINFR0010754184
WKNA0RNV9
IssuerAmundi
Inception DateJun 29, 2009
CategoryEuropean Government Bonds
Index TrackedFTSE Eurozone Government Broad Investment Grade 7-10
DomicileFrance
Distribution PolicyAccumulating
Asset ClassBond

Expense Ratio

18M0.DE has an expense ratio of 0.14%, which is considered low compared to other funds.


Expense ratio chart for 18M0.DE: current value at 0.14% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.14%

Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Amundi ETF Government Bond Euro Broad Investment Grade 7-10 UCITS ETF EUR

Popular comparisons: 18M0.DE vs. 9W1A.DE, 18M0.DE vs. SDEU.L

Performance

Performance Chart

The chart shows the growth of an initial investment of €10,000 in Amundi ETF Government Bond Euro Broad Investment Grade 7-10 UCITS ETF EUR, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


0.00%100.00%200.00%300.00%400.00%Jan 21Jan 28Feb 04Feb 11Feb 18Feb 25Mar 03Mar 10Mar 17Mar 24Mar 31Apr 07Apr 14Apr 21Apr 28May 05May 12May 19May 26Jun 02
40.51%
438.88%
18M0.DE (Amundi ETF Government Bond Euro Broad Investment Grade 7-10 UCITS ETF EUR)
Benchmark (^GSPC)

S&P 500

Returns By Period


PeriodReturnBenchmark
Year-To-DateN/A15.41%
1 monthN/A0.33%
6 monthsN/A13.74%
1 yearN/A21.39%
5 years (annualized)N/A13.11%
10 years (annualized)N/A10.77%

Monthly Returns

The table below presents the monthly returns of 18M0.DE, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-0.65%-1.30%1.03%-1.52%-0.25%-1.91%
20232.65%-2.48%2.91%-0.06%0.61%-0.40%-0.19%0.40%-3.07%0.72%3.40%4.08%8.62%
2022-1.44%-1.98%-2.72%-3.88%-1.64%-1.79%4.49%-5.74%-4.25%0.54%2.14%-4.58%-19.37%
2021-0.43%-1.89%0.60%-0.95%0.00%0.47%1.75%-0.59%-1.24%-1.32%1.97%-1.19%-2.87%
20202.27%0.16%-1.88%-0.99%1.00%1.08%0.92%-0.69%1.22%0.78%0.26%0.15%4.30%
20190.96%0.12%1.79%0.10%0.51%2.58%1.74%2.03%-1.29%-0.16%-0.87%-1.02%6.60%
2018-0.75%-0.17%1.51%-0.04%-1.86%1.36%-0.27%-0.22%-0.33%-0.89%2.75%1.00%
2017-1.03%-1.08%0.73%0.64%0.69%1.13%-1.49%0.75%-0.29%1.01%0.76%-0.68%1.11%
20160.72%1.94%1.03%-0.16%-0.19%1.67%1.05%0.17%0.48%-2.23%-1.92%1.09%3.62%
20151.96%1.08%0.20%-0.61%-2.08%-2.36%2.18%-0.68%2.09%0.44%2.14%
20142.63%3.28%2.07%1.13%1.85%1.09%1.80%0.10%0.45%1.69%1.17%18.63%
20130.07%0.91%0.98%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of 18M0.DE is 25, indicating that it is in the bottom 25% of ETFs on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.


The Risk-Adjusted Performance Rank of 18M0.DE is 2525
18M0.DE (Amundi ETF Government Bond Euro Broad Investment Grade 7-10 UCITS ETF EUR)
The Sharpe Ratio Rank of 18M0.DE is 2727Sharpe Ratio Rank
The Sortino Ratio Rank of 18M0.DE is 2626Sortino Ratio Rank
The Omega Ratio Rank of 18M0.DE is 2424Omega Ratio Rank
The Calmar Ratio Rank of 18M0.DE is 2020Calmar Ratio Rank
The Martin Ratio Rank of 18M0.DE is 2828Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Amundi ETF Government Bond Euro Broad Investment Grade 7-10 UCITS ETF EUR (18M0.DE) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


18M0.DE
Sharpe ratio
No data
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.82, compared to the broader market0.002.004.006.001.82
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.59, compared to the broader market0.005.0010.0015.002.59
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.32, compared to the broader market1.002.003.001.32
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.45, compared to the broader market0.005.0010.0015.0020.001.45
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 6.82, compared to the broader market0.0050.00100.00150.006.82

Sharpe Ratio

There is not enough data available to calculate the Sharpe ratio for Amundi ETF Government Bond Euro Broad Investment Grade 7-10 UCITS ETF EUR. We calculate this metric based on the past 12 months of trading data. Please check back later for updated information.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00Jan 21Jan 28Feb 04Feb 11Feb 18Feb 25Mar 03Mar 10Mar 17Mar 24Mar 31Apr 07Apr 14Apr 21Apr 28May 05May 12May 19May 26Jun 02
0.53
2.03
18M0.DE (Amundi ETF Government Bond Euro Broad Investment Grade 7-10 UCITS ETF EUR)
Benchmark (^GSPC)

Dividends

Dividend History


Amundi ETF Government Bond Euro Broad Investment Grade 7-10 UCITS ETF EUR doesn't pay dividends

Drawdowns

Drawdowns Chart

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


-15.00%-10.00%-5.00%0.00%Jan 21Jan 28Feb 04Feb 11Feb 18Feb 25Mar 03Mar 10Mar 17Mar 24Mar 31Apr 07Apr 14Apr 21Apr 28May 05May 12May 19May 26Jun 02
-16.80%
-0.82%
18M0.DE (Amundi ETF Government Bond Euro Broad Investment Grade 7-10 UCITS ETF EUR)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Amundi ETF Government Bond Euro Broad Investment Grade 7-10 UCITS ETF EUR. 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 ETF Government Bond Euro Broad Investment Grade 7-10 UCITS ETF EUR was 22.53%, occurring on Mar 2, 2023. The portfolio has not yet recovered.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-22.53%Dec 18, 2020557Mar 2, 2023
-6.11%Apr 22, 201513Jun 15, 201518Feb 1, 201631
-5.79%Oct 12, 201628Mar 13, 201796Feb 14, 2019124
-5.4%Sep 9, 201949Mar 19, 202073Oct 12, 2020122
-1.11%Apr 7, 20164May 2, 20164Jun 20, 20168

Volatility

Volatility Chart

The current Amundi ETF Government Bond Euro Broad Investment Grade 7-10 UCITS ETF EUR volatility is 1.86%, 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.


1.50%2.00%2.50%3.00%3.50%4.00%Jan 21Jan 28Feb 04Feb 11Feb 18Feb 25Mar 03Mar 10Mar 17Mar 24Mar 31Apr 07Apr 14Apr 21Apr 28May 05May 12May 19May 26Jun 02
1.86%
1.97%
18M0.DE (Amundi ETF Government Bond Euro Broad Investment Grade 7-10 UCITS ETF EUR)
Benchmark (^GSPC)