PortfoliosLab logo
Tools
Performance Analysis
Risk Analysis
Optimization
Factor Model
See All Tools
Portfolio Analysis
Portfolios
Lazy PortfoliosUser Portfolios
Discussions

Amundi ETF Government Bond Euro Broad Investment Grade 7-10 UCITS ETF EUR (18M0.DE)

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

18M0.DE is a passive ETF by Amundi tracking the investment results of the FTSE Eurozone Government Broad Investment Grade 7-10. 18M0.DE launched on Jun 29, 2009 and has a 0.14% expense ratio.

Summary

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

The Amundi ETF Government Bond Euro Broad Investment Grade 7-10 UCITS ETF EUR 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 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%OctoberNovemberDecember2024February
40.47%
422.62%
18M0.DE (Amundi ETF Government Bond Euro Broad Investment Grade 7-10 UCITS ETF EUR)
Benchmark (^GSPC)

S&P 500

Compare to other instruments

Search for stocks, ETFs, and funds to compare with 18M0.DE

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

Return

Amundi ETF Government Bond Euro Broad Investment Grade 7-10 UCITS ETF EUR had a return of -1.93% year-to-date (YTD) and 7.11% in the last 12 months. Over the past 10 years, Amundi ETF Government Bond Euro Broad Investment Grade 7-10 UCITS ETF EUR had an annualized return of 3.09%, while the S&P 500 had an annualized return of 10.71%, indicating that Amundi ETF Government Bond Euro Broad Investment Grade 7-10 UCITS ETF EUR did not perform as well as the benchmark.


PeriodReturnBenchmark
Year-To-Date-1.93%6.84%
1 month-0.59%3.48%
6 months3.03%13.06%
1 year7.11%28.97%
5 years (annualized)-2.17%12.72%
10 years (annualized)3.09%10.71%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2024-0.65%
20230.40%-3.07%0.72%3.40%4.08%

Risk-Adjusted Performance

This table presents risk-adjusted performance metrics for Amundi ETF Government Bond Euro Broad Investment Grade 7-10 UCITS ETF EUR (18M0.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
18M0.DE
Amundi ETF Government Bond Euro Broad Investment Grade 7-10 UCITS ETF EUR
0.90
^GSPC
S&P 500
2.30

Sharpe Ratio

The current Amundi ETF Government Bond Euro Broad Investment Grade 7-10 UCITS ETF EUR Sharpe ratio is 0.90. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.00OctoberNovemberDecember2024February
0.90
2.05
18M0.DE (Amundi ETF Government Bond Euro Broad Investment Grade 7-10 UCITS ETF EUR)
Benchmark (^GSPC)

Dividend History


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

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
-16.82%
0
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.

The current Amundi ETF Government Bond Euro Broad Investment Grade 7-10 UCITS ETF EUR drawdown is 16.82%.


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 Chart

The current Amundi ETF Government Bond Euro Broad Investment Grade 7-10 UCITS ETF EUR volatility is 1.74%, 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%OctoberNovemberDecember2024February
1.74%
3.77%
18M0.DE (Amundi ETF Government Bond Euro Broad Investment Grade 7-10 UCITS ETF EUR)
Benchmark (^GSPC)