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Amundi PEA MSCI USA ESG Leaders UCITS ETF EUR (ACU...
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISINLU1681042864
WKNA2H57D
IssuerAmundi
Inception DateApr 18, 2018
CategoryLarge Cap Blend Equities
Leveraged1x
Index TrackedMSCI USA ESG Leaders Select 5% Issuer Capped
DomicileLuxembourg
Distribution PolicyAccumulating
Asset ClassEquity

Expense Ratio

ACU2.DE features an expense ratio of 0.35%, falling within the medium range.


Expense ratio chart for ACU2.DE: current value at 0.35% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.35%

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: ACU2.DE vs. MGK, ACU2.DE vs. VOO

Performance

Performance Chart

The chart shows the growth of an initial investment of €10,000 in Amundi PEA MSCI USA ESG Leaders 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.


-4.00%-2.00%0.00%2.00%4.00%6.00%8.00%10.00%MayJuneJulyAugustSeptemberOctober
8.15%
9.24%
ACU2.DE (Amundi PEA MSCI USA ESG Leaders UCITS ETF EUR)
Benchmark (^GSPC)

Returns By Period

Amundi PEA MSCI USA ESG Leaders UCITS ETF EUR had a return of 19.31% year-to-date (YTD) and 25.50% in the last 12 months. Over the past 10 years, Amundi PEA MSCI USA ESG Leaders UCITS ETF EUR had an annualized return of 17.21%, outperforming the S&P 500 benchmark which had an annualized return of 11.78%.


PeriodReturnBenchmark
Year-To-Date19.31%21.43%
1 month5.88%5.87%
6 months8.22%12.23%
1 year25.50%32.90%
5 years (annualized)15.07%14.34%
10 years (annualized)17.21%11.78%

Monthly Returns

The table below presents the monthly returns of ACU2.DE, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20243.90%4.51%3.68%-3.16%-0.03%5.80%0.35%-0.85%1.82%19.31%
20234.28%1.00%0.13%-0.16%4.25%4.29%2.41%0.34%-2.04%-4.24%6.76%4.20%22.75%
2022-6.42%-1.82%5.86%-3.50%-4.20%-6.00%11.30%-1.06%-5.50%4.76%-2.22%-6.57%-15.83%
20211.05%3.26%6.39%2.67%-1.13%5.87%2.38%3.50%-2.28%6.06%2.11%3.69%38.75%
20201.37%-9.06%-9.73%11.40%2.41%1.18%0.76%7.07%-1.61%-2.30%8.26%1.43%9.40%
20196.72%5.57%2.87%3.95%-4.96%3.91%5.30%-2.33%3.27%-0.45%5.43%1.41%34.49%
20183.28%-2.85%-4.58%3.73%5.29%1.01%2.55%3.61%0.90%-6.90%3.50%-9.42%-1.18%
2017-1.68%6.28%-0.69%-0.50%-2.35%-0.55%-1.30%-0.78%1.41%4.25%1.39%1.30%6.64%
2016-7.01%1.81%0.84%2.47%1.81%-0.13%5.08%-0.76%-0.83%1.30%7.00%2.47%14.24%
20153.74%6.23%3.08%-2.98%2.51%-3.10%2.94%-7.57%-3.03%10.48%4.52%-3.85%12.15%
2014-0.97%2.72%0.03%-0.19%4.13%2.06%1.37%5.09%2.11%1.27%6.01%2.96%29.78%
20133.52%5.41%5.27%-0.45%5.20%-2.80%3.21%-2.31%0.31%4.28%2.59%0.72%27.41%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of ACU2.DE is 74, suggesting that the investment has average results relative to other ETFs in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.


The Risk-Adjusted Performance Rank of ACU2.DE is 7474
ACU2.DE (Amundi PEA MSCI USA ESG Leaders UCITS ETF EUR)
The Sharpe Ratio Rank of ACU2.DE is 7272Sharpe Ratio Rank
The Sortino Ratio Rank of ACU2.DE is 6868Sortino Ratio Rank
The Omega Ratio Rank of ACU2.DE is 7575Omega Ratio Rank
The Calmar Ratio Rank of ACU2.DE is 8888Calmar Ratio Rank
The Martin Ratio Rank of ACU2.DE is 6666Martin 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 PEA MSCI USA ESG Leaders UCITS ETF EUR (ACU2.DE) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


ACU2.DE
Sharpe ratio
The chart of Sharpe ratio for ACU2.DE, currently valued at 2.24, compared to the broader market0.002.004.002.24
Sortino ratio
The chart of Sortino ratio for ACU2.DE, currently valued at 2.95, compared to the broader market-2.000.002.004.006.008.0010.0012.002.95
Omega ratio
The chart of Omega ratio for ACU2.DE, currently valued at 1.43, compared to the broader market1.001.502.002.503.001.43
Calmar ratio
The chart of Calmar ratio for ACU2.DE, currently valued at 3.16, compared to the broader market0.005.0010.0015.003.16
Martin ratio
The chart of Martin ratio for ACU2.DE, currently valued at 11.50, compared to the broader market0.0020.0040.0060.0080.00100.0011.50
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.68, compared to the broader market0.002.004.002.68
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.59, compared to the broader market-2.000.002.004.006.008.0010.0012.003.59
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.49, compared to the broader market1.001.502.002.503.001.49
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 2.37, compared to the broader market0.005.0010.0015.002.37
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 16.37, compared to the broader market0.0020.0040.0060.0080.00100.0016.37

Sharpe Ratio

The current Amundi PEA MSCI USA ESG Leaders UCITS ETF EUR Sharpe ratio is 2.24. 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 PEA MSCI USA ESG Leaders UCITS ETF EUR 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
2.24
2.36
ACU2.DE (Amundi PEA MSCI USA ESG Leaders UCITS ETF EUR)
Benchmark (^GSPC)

Dividends

Dividend History


Amundi PEA MSCI USA ESG Leaders UCITS ETF EUR doesn't pay dividends

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%MayJuneJulyAugustSeptemberOctober00
ACU2.DE (Amundi PEA MSCI USA ESG Leaders UCITS ETF EUR)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Amundi PEA MSCI USA ESG Leaders 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 PEA MSCI USA ESG Leaders UCITS ETF EUR was 34.31%, occurring on Mar 23, 2020. Recovery took 176 trading sessions.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-34.31%Feb 20, 202023Mar 23, 2020176Dec 8, 2020199
-19.97%Feb 17, 201139Aug 11, 201151Jan 2, 201290
-19.68%Apr 15, 2015162Feb 11, 201672Jul 20, 2016234
-18.22%Jan 3, 2022115Jun 16, 2022321Sep 14, 2023436
-15.61%Oct 2, 201846Dec 27, 201842Mar 29, 201988

Volatility

Volatility Chart

The current Amundi PEA MSCI USA ESG Leaders UCITS ETF EUR volatility is 2.86%, 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.


2.00%3.00%4.00%5.00%6.00%7.00%MayJuneJulyAugustSeptemberOctober
2.86%
2.91%
ACU2.DE (Amundi PEA MSCI USA ESG Leaders UCITS ETF EUR)
Benchmark (^GSPC)