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Amundi Global Aggregate SRI UCITS ETF (8OUU.DE)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISINLU2439734141
WKNA3DESB
IssuerAmundi
Inception DateMar 22, 2022
CategoryGlobal Bonds
Index TrackedBloomberg MSCI Global Aggregate 500MM ex Securitized Sustainable SRI Sector Neutral
DomicileLuxembourg
Distribution PolicyAccumulating
Asset ClassBond

Expense Ratio

The Amundi Global Aggregate SRI UCITS ETF features an expense ratio of 0.14%, falling within the medium range.


0.50%1.00%1.50%2.00%0.14%

Share Price Chart


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Amundi Global Aggregate SRI UCITS ETF

Performance

Performance Chart

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


-5.00%0.00%5.00%10.00%15.00%20.00%NovemberDecember2024FebruaryMarchApril
-2.58%
15.04%
8OUU.DE (Amundi Global Aggregate SRI UCITS ETF)
Benchmark (^GSPC)

S&P 500

Returns By Period

Amundi Global Aggregate SRI UCITS ETF had a return of -10.91% year-to-date (YTD) and 0.22% in the last 12 months.


PeriodReturnBenchmark
Year-To-Date-10.91%5.90%
1 month-8.32%-1.28%
6 months-2.59%15.51%
1 year0.22%21.68%
5 years (annualized)N/A11.74%
10 years (annualized)N/A10.50%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2024-1.68%-1.48%0.56%
2023-3.20%-1.17%5.32%4.36%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of 8OUU.DE is 20, indicating that it is in the bottom 20% of the market 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 8OUU.DE is 2020
Amundi Global Aggregate SRI UCITS ETF(8OUU.DE)
The Sharpe Ratio Rank of 8OUU.DE is 1818Sharpe Ratio Rank
The Sortino Ratio Rank of 8OUU.DE is 1919Sortino Ratio Rank
The Omega Ratio Rank of 8OUU.DE is 2424Omega Ratio Rank
The Calmar Ratio Rank of 8OUU.DE is 1919Calmar Ratio Rank
The Martin Ratio Rank of 8OUU.DE is 1919Martin 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 Global Aggregate SRI UCITS ETF (8OUU.DE) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


8OUU.DE
Sharpe ratio
The chart of Sharpe ratio for 8OUU.DE, currently valued at 0.01, compared to the broader market0.002.004.000.01
Sortino ratio
The chart of Sortino ratio for 8OUU.DE, currently valued at 0.19, compared to the broader market-2.000.002.004.006.008.0010.000.19
Omega ratio
The chart of Omega ratio for 8OUU.DE, currently valued at 1.04, compared to the broader market1.001.502.002.501.04
Calmar ratio
The chart of Calmar ratio for 8OUU.DE, currently valued at 0.03, compared to the broader market0.002.004.006.008.0010.0012.000.03
Martin ratio
The chart of Martin ratio for 8OUU.DE, currently valued at 0.10, compared to the broader market0.0020.0040.0060.0080.000.10
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.89, compared to the broader market0.002.004.001.89
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.74, compared to the broader market-2.000.002.004.006.008.0010.002.74
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.33, compared to the broader market1.001.502.002.501.33
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.43, compared to the broader market0.002.004.006.008.0010.0012.001.43
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 7.62, compared to the broader market0.0020.0040.0060.0080.007.62

Sharpe Ratio

The current Amundi Global Aggregate SRI UCITS ETF Sharpe ratio is 0.01. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.002.503.00NovemberDecember2024FebruaryMarchApril
0.01
2.34
8OUU.DE (Amundi Global Aggregate SRI UCITS ETF)
Benchmark (^GSPC)

Dividends

Dividend History


Amundi Global Aggregate SRI UCITS ETF doesn't pay dividends

Drawdowns

Drawdowns Chart

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


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%NovemberDecember2024FebruaryMarchApril
-11.27%
-2.54%
8OUU.DE (Amundi Global Aggregate SRI UCITS ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Amundi Global Aggregate SRI UCITS ETF. 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 Global Aggregate SRI UCITS ETF was 11.27%, occurring on Apr 16, 2024. The portfolio has not yet recovered.

The current Amundi Global Aggregate SRI UCITS ETF drawdown is 11.27%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-11.27%Dec 29, 202375Apr 16, 2024
-10.63%Aug 23, 2022242Aug 4, 202394Dec 14, 2023336
-0.47%Dec 18, 20231Dec 18, 20231Dec 19, 20232
-0.1%Dec 22, 20231Dec 22, 20231Dec 27, 20232

Volatility

Volatility Chart

The current Amundi Global Aggregate SRI UCITS ETF volatility is 13.79%, 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.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%NovemberDecember2024FebruaryMarchApril
13.79%
3.22%
8OUU.DE (Amundi Global Aggregate SRI UCITS ETF)
Benchmark (^GSPC)