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Amundi S&P 500 II UCITS ETF USD Dist (6TVM.DE)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISINLU0496786657
WKNLYX0FZ
IssuerAmundi
Inception DateDec 9, 2014
CategoryLarge Cap Blend Equities
Leveraged1x
Index TrackedS&P 500®
DomicileLuxembourg
Distribution PolicyDistributing
Asset ClassEquity

Expense Ratio

6TVM.DE has an expense ratio of 0.07%, which is considered low compared to other funds.


Expense ratio chart for 6TVM.DE: current value at 0.07% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.07%

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.


Popular comparisons: 6TVM.DE vs. SPPY.DE

Performance

Performance Chart

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


-4.00%-2.00%0.00%2.00%4.00%6.00%8.00%MayJuneJulyAugustSeptemberOctober
7.54%
7.24%
6TVM.DE (Amundi S&P 500 II UCITS ETF USD Dist)
Benchmark (^GSPC)

Returns By Period

Amundi S&P 500 II UCITS ETF USD Dist had a return of 20.47% year-to-date (YTD) and 26.59% in the last 12 months.


PeriodReturnBenchmark
Year-To-Date20.47%19.68%
1 month2.01%1.07%
6 months7.55%9.66%
1 year26.59%33.12%
5 years (annualized)N/A14.47%
10 years (annualized)N/A11.27%

Monthly Returns

The table below presents the monthly returns of 6TVM.DE, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20244.23%4.38%3.64%-2.06%1.12%7.02%-0.44%-0.75%1.74%20.47%
20234.01%0.99%0.27%0.18%4.10%4.22%2.30%0.46%-2.13%-3.16%5.88%2.77%21.32%
2022-5.90%-1.94%6.15%-2.93%-4.00%-5.88%11.29%-1.24%-5.39%4.84%-1.94%-6.42%-14.05%
20211.11%3.41%7.01%2.55%-1.17%5.72%2.50%3.71%-2.13%5.97%2.47%4.31%41.27%
2020-1.98%7.70%1.28%6.92%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current risk-adjusted rank of 6TVM.DE is 80, placing it in the top 20% 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 6TVM.DE is 8080
6TVM.DE (Amundi S&P 500 II UCITS ETF USD Dist)
The Sharpe Ratio Rank of 6TVM.DE is 7777Sharpe Ratio Rank
The Sortino Ratio Rank of 6TVM.DE is 7474Sortino Ratio Rank
The Omega Ratio Rank of 6TVM.DE is 8080Omega Ratio Rank
The Calmar Ratio Rank of 6TVM.DE is 9191Calmar Ratio Rank
The Martin Ratio Rank of 6TVM.DE is 7575Martin 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 S&P 500 II UCITS ETF USD Dist (6TVM.DE) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


6TVM.DE
Sharpe ratio
The chart of Sharpe ratio for 6TVM.DE, currently valued at 2.45, compared to the broader market0.002.004.006.002.45
Sortino ratio
The chart of Sortino ratio for 6TVM.DE, currently valued at 3.25, compared to the broader market0.005.0010.003.25
Omega ratio
The chart of Omega ratio for 6TVM.DE, currently valued at 1.47, compared to the broader market1.001.502.002.503.001.47
Calmar ratio
The chart of Calmar ratio for 6TVM.DE, currently valued at 3.43, compared to the broader market0.005.0010.0015.003.43
Martin ratio
The chart of Martin ratio for 6TVM.DE, currently valued at 14.03, compared to the broader market0.0020.0040.0060.0080.00100.00120.0014.03
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.64, compared to the broader market0.002.004.006.002.64
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.52, compared to the broader market0.005.0010.003.52
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.48, compared to the broader market1.001.502.002.503.001.48
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 2.34, compared to the broader market0.005.0010.0015.002.34
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 16.15, compared to the broader market0.0020.0040.0060.0080.00100.00120.0016.15

Sharpe Ratio

The current Amundi S&P 500 II UCITS ETF USD Dist Sharpe ratio is 2.45. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of Amundi S&P 500 II UCITS ETF USD Dist with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio1.502.002.503.00MayJuneJulyAugustSeptemberOctober
2.45
2.21
6TVM.DE (Amundi S&P 500 II UCITS ETF USD Dist)
Benchmark (^GSPC)

Dividends

Dividend History

Amundi S&P 500 II UCITS ETF USD Dist granted a 0.00% dividend yield in the last twelve months. The annual payout for that period amounted to €0.00 per share.


PeriodTTM2023202220212020
Dividend€0.00€0.00€0.77€0.47€0.19

Dividend yield

0.00%0.00%2.12%1.08%0.61%

Monthly Dividends

The table displays the monthly dividend distributions for Amundi S&P 500 II UCITS ETF USD Dist. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024€0.00€0.00€0.00€0.00€0.00€0.00€0.00€0.00€0.00€0.00€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€0.00€0.00
2022€0.00€0.00€0.00€0.00€0.00€0.00€0.34€0.00€0.00€0.00€0.00€0.43€0.77
2021€0.00€0.00€0.00€0.00€0.00€0.00€0.25€0.00€0.00€0.00€0.00€0.22€0.47
2020€0.19€0.19

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


-8.00%-6.00%-4.00%-2.00%0.00%MayJuneJulyAugustSeptemberOctober
-0.37%
-0.86%
6TVM.DE (Amundi S&P 500 II UCITS ETF USD Dist)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Amundi S&P 500 II UCITS ETF USD 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 S&P 500 II UCITS ETF USD Dist was 16.99%, occurring on Jun 16, 2022. Recovery took 43 trading sessions.

The current Amundi S&P 500 II UCITS ETF USD Dist drawdown is 0.37%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-16.99%Jan 5, 2022115Jun 16, 202243Aug 16, 2022158
-14.77%Aug 19, 202293Dec 28, 2022148Jul 27, 2023241
-8.35%Jul 17, 202414Aug 5, 2024
-7.11%Sep 15, 202332Oct 30, 202324Dec 1, 202356
-6.64%Oct 14, 202013Oct 30, 20206Nov 9, 202019

Volatility

Volatility Chart

The current Amundi S&P 500 II UCITS ETF USD Dist volatility is 3.93%, 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%2.00%3.00%4.00%5.00%6.00%7.00%MayJuneJulyAugustSeptemberOctober
3.93%
3.97%
6TVM.DE (Amundi S&P 500 II UCITS ETF USD Dist)
Benchmark (^GSPC)