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Amundi Index Global Aggregate 500M UCITS ETF DR - ...
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISINLU2355200523
WKNA3CSFW
IssuerAmundi Luxembourg S.A.
Inception DateJul 12, 2021
CategoryGlobal Bonds
Index TrackedBloomberg Global Aggregate TR Hdg GBP
DomicileLuxembourg
Distribution PolicyDistributing
Asset ClassBond

Expense Ratio

The Amundi Index Global Aggregate 500M UCITS ETF DR - Hedged GBP (D) has an expense ratio of 0.08% which is considered to be low.


0.50%1.00%1.50%2.00%0.08%

Share Price Chart


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Amundi Index Global Aggregate 500M UCITS ETF DR - Hedged GBP (D)

Performance

Performance Chart

The chart shows the growth of an initial investment of £10,000 in Amundi Index Global Aggregate 500M UCITS ETF DR - Hedged GBP (D), 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%NovemberDecember2024FebruaryMarchApril
4.33%
13.32%
AGHG.L (Amundi Index Global Aggregate 500M UCITS ETF DR - Hedged GBP (D))
Benchmark (^GSPC)

S&P 500

Returns By Period

Amundi Index Global Aggregate 500M UCITS ETF DR - Hedged GBP (D) had a return of -1.82% year-to-date (YTD) and 1.27% in the last 12 months.


PeriodReturnBenchmark
Year-To-Date-1.82%5.90%
1 month-0.94%-1.28%
6 months4.32%15.51%
1 year1.27%21.68%
5 years (annualized)N/A11.74%
10 years (annualized)N/A10.50%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2024-0.22%-0.68%0.77%
2023-1.88%-0.75%3.29%2.92%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of AGHG.L is 26, suggesting that the investment has average results relative to the market 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 AGHG.L is 2626
Amundi Index Global Aggregate 500M UCITS ETF DR - Hedged GBP (D)(AGHG.L)
The Sharpe Ratio Rank of AGHG.L is 2727Sharpe Ratio Rank
The Sortino Ratio Rank of AGHG.L is 2525Sortino Ratio Rank
The Omega Ratio Rank of AGHG.L is 2424Omega Ratio Rank
The Calmar Ratio Rank of AGHG.L is 2929Calmar Ratio Rank
The Martin Ratio Rank of AGHG.L is 2626Martin 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 Global Aggregate 500M UCITS ETF DR - Hedged GBP (D) (AGHG.L) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


AGHG.L
Sharpe ratio
The chart of Sharpe ratio for AGHG.L, currently valued at 0.26, compared to the broader market0.002.004.000.26
Sortino ratio
The chart of Sortino ratio for AGHG.L, currently valued at 0.42, compared to the broader market-2.000.002.004.006.008.0010.000.42
Omega ratio
The chart of Omega ratio for AGHG.L, currently valued at 1.05, compared to the broader market1.001.502.002.501.05
Calmar ratio
The chart of Calmar ratio for AGHG.L, currently valued at 0.17, compared to the broader market0.002.004.006.008.0010.0012.000.17
Martin ratio
The chart of Martin ratio for AGHG.L, currently valued at 0.62, compared to the broader market0.0020.0040.0060.0080.000.62
^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 Index Global Aggregate 500M UCITS ETF DR - Hedged GBP (D) Sharpe ratio is 0.26. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.


Rolling 12-month Sharpe Ratio0.000.501.001.502.00Dec 03Dec 10Dec 17Dec 24Dec 31Jan 07Jan 14Jan 21Jan 28Feb 04Feb 11Feb 18Feb 25Mar 03Mar 10Mar 17Mar 24Mar 31Apr 07Apr 14
0.26
1.73
AGHG.L (Amundi Index Global Aggregate 500M UCITS ETF DR - Hedged GBP (D))
Benchmark (^GSPC)

Dividends

Dividend History

Amundi Index Global Aggregate 500M UCITS ETF DR - Hedged GBP (D) granted a 0.03% dividend yield in the last twelve months. The annual payout for that period amounted to £1.12 per share.


PeriodTTM20232022
Dividend£1.12£1.12£0.93

Dividend yield

0.03%0.03%0.02%

Monthly Dividends

The table displays the monthly dividend distributions for Amundi Index Global Aggregate 500M UCITS ETF DR - Hedged GBP (D). The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDec
2024£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£1.12
2022£0.93£0.00

Drawdowns

Drawdowns Chart

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


-7.00%-6.00%-5.00%-4.00%-3.00%-2.00%-1.00%0.00%NovemberDecember2024FebruaryMarchApril
-2.18%
-2.55%
AGHG.L (Amundi Index Global Aggregate 500M UCITS ETF DR - Hedged GBP (D))
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Amundi Index Global Aggregate 500M UCITS ETF DR - Hedged GBP (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 Global Aggregate 500M UCITS ETF DR - Hedged GBP (D) was 6.62%, occurring on Oct 19, 2023. Recovery took 47 trading sessions.

The current Amundi Index Global Aggregate 500M UCITS ETF DR - Hedged GBP (D) drawdown is 2.18%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-6.62%Aug 12, 2022210Oct 19, 202347Dec 27, 2023257
-3.11%Jun 13, 20221Jun 13, 20227Jul 28, 20228
-2.18%Dec 28, 202376Apr 16, 2024
-0.13%May 20, 20221May 20, 20221May 24, 20222
-0.02%May 17, 20221May 17, 20221May 19, 20222

Volatility

Volatility Chart

The current Amundi Index Global Aggregate 500M UCITS ETF DR - Hedged GBP (D) volatility is 1.41%, 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%NovemberDecember2024FebruaryMarchApril
1.41%
4.15%
AGHG.L (Amundi Index Global Aggregate 500M UCITS ETF DR - Hedged GBP (D))
Benchmark (^GSPC)