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Amundi Index MSCI Emerging Markets SRI PAB UCITS E...
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISINLU2059756754
WKNA2PTYZ
IssuerAmundi
Inception DateOct 24, 2019
CategoryEmerging Markets Equities
Leveraged1x
Index TrackedMSCI Emerging Markets SRI Filtered PAB
DomicileLuxembourg
Distribution PolicyDistributing
Asset ClassEquity

Expense Ratio

ACUG.DE has an expense ratio of 0.25%, which is considered low compared to other funds.


Expense ratio chart for ACUG.DE: current value at 0.25% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.25%

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: ACUG.DE vs. IITU.L

Performance

Performance Chart

The chart shows the growth of an initial investment of €10,000 in Amundi Index MSCI Emerging Markets SRI PAB UCITS ETF DR (D), 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%5.00%10.00%15.00%MayJuneJulyAugustSeptemberOctober
13.51%
10.21%
ACUG.DE (Amundi Index MSCI Emerging Markets SRI PAB UCITS ETF DR (D))
Benchmark (^GSPC)

Returns By Period

Amundi Index MSCI Emerging Markets SRI PAB UCITS ETF DR (D) had a return of 14.65% year-to-date (YTD) and 12.74% in the last 12 months.


PeriodReturnBenchmark
Year-To-Date14.65%21.43%
1 month11.22%5.87%
6 months13.51%12.23%
1 year12.74%32.90%
5 years (annualized)N/A14.34%
10 years (annualized)N/A11.78%

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-3.96%3.68%1.45%0.25%-1.52%5.52%0.83%-0.87%7.36%14.65%
20234.87%-5.33%-0.74%-1.86%-0.08%2.44%6.12%-6.18%-1.69%-3.70%2.66%-0.83%-4.99%
2022-2.53%-1.03%-10.00%-0.35%-2.27%-4.21%4.33%-0.32%-8.80%-3.50%7.21%-4.88%-24.40%
20212.96%-2.22%-0.26%3.25%3.40%3.38%-7.01%2.95%-4.23%1.50%-5.41%-0.80%-3.24%
20205.23%7.91%8.76%3.78%-3.00%3.72%11.35%7.70%54.62%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of ACUG.DE is 17, indicating that it is in the bottom 17% 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 ACUG.DE is 1717
ACUG.DE (Amundi Index MSCI Emerging Markets SRI PAB UCITS ETF DR (D))
The Sharpe Ratio Rank of ACUG.DE is 1919Sharpe Ratio Rank
The Sortino Ratio Rank of ACUG.DE is 1818Sortino Ratio Rank
The Omega Ratio Rank of ACUG.DE is 1717Omega Ratio Rank
The Calmar Ratio Rank of ACUG.DE is 1313Calmar Ratio Rank
The Martin Ratio Rank of ACUG.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 Index MSCI Emerging Markets SRI PAB UCITS ETF DR (D) (ACUG.DE) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


ACUG.DE
Sharpe ratio
The chart of Sharpe ratio for ACUG.DE, currently valued at 0.82, compared to the broader market0.002.004.000.82
Sortino ratio
The chart of Sortino ratio for ACUG.DE, currently valued at 1.22, compared to the broader market-2.000.002.004.006.008.0010.0012.001.22
Omega ratio
The chart of Omega ratio for ACUG.DE, currently valued at 1.15, compared to the broader market1.001.502.002.503.001.15
Calmar ratio
The chart of Calmar ratio for ACUG.DE, currently valued at 0.29, compared to the broader market0.005.0010.0015.000.29
Martin ratio
The chart of Martin ratio for ACUG.DE, currently valued at 3.03, compared to the broader market0.0020.0040.0060.0080.00100.003.03
^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 Index MSCI Emerging Markets SRI PAB UCITS ETF DR (D) Sharpe ratio is 0.82. 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 Index MSCI Emerging Markets SRI PAB UCITS ETF DR (D) 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 Ratio-0.500.000.501.001.502.002.503.00MayJuneJulyAugustSeptemberOctober
0.82
2.36
ACUG.DE (Amundi Index MSCI Emerging Markets SRI PAB UCITS ETF DR (D))
Benchmark (^GSPC)

Dividends

Dividend History


Amundi Index MSCI Emerging Markets SRI PAB UCITS ETF DR (D) 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.


-40.00%-30.00%-20.00%-10.00%0.00%MayJuneJulyAugustSeptemberOctober
-28.53%
0
ACUG.DE (Amundi Index MSCI Emerging Markets SRI PAB UCITS ETF DR (D))
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Amundi Index MSCI Emerging Markets SRI PAB UCITS ETF DR (D). 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 Index MSCI Emerging Markets SRI PAB UCITS ETF DR (D) was 41.33%, occurring on Jan 17, 2024. The portfolio has not yet recovered.

The current Amundi Index MSCI Emerging Markets SRI PAB UCITS ETF DR (D) drawdown is 28.53%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-41.33%Feb 16, 2021748Jan 17, 2024
-7.37%Aug 31, 202019Sep 24, 202014Oct 14, 202033
-5.7%Jan 26, 20214Jan 29, 20217Feb 9, 202111
-5.14%Jun 11, 20203Jun 15, 202013Jul 2, 202016
-3.94%Nov 25, 20204Nov 30, 20209Dec 11, 202013

Volatility

Volatility Chart

The current Amundi Index MSCI Emerging Markets SRI PAB UCITS ETF DR (D) volatility is 5.12%, 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
5.12%
2.91%
ACUG.DE (Amundi Index MSCI Emerging Markets SRI PAB UCITS ETF DR (D))
Benchmark (^GSPC)