PortfoliosLab logo
Amundi Index J.P. Morgan GBI Global Govies UCITS E...
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISIN

LU2469335538

WKN

A3DKJ7

Issuer

Amundi

Inception Date

Jun 1, 2022

Category

Global Bonds

Leveraged

1x

Index Tracked

JP Morgan Government Bond Global (USD Hedged)

Domicile

Luxembourg

Distribution Policy

Accumulating

Asset Class

Bond

Expense Ratio

AHYA.DE has an expense ratio of 0.22%, which is considered low.


Expense ratio chart for AHYA.DE: current value is 0.22%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
AHYA.DE: 0.22%

Share Price Chart


Loading data...

Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Amundi Index J.P. Morgan GBI Global Govies UCITS ETF Hedged USD, 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%10.00%20.00%30.00%40.00%50.00%60.00%70.00%NovemberDecember2025FebruaryMarchApril
6.16%
50.35%
AHYA.DE (Amundi Index J.P. Morgan GBI Global Govies UCITS ETF Hedged USD)
Benchmark (^GSPC)

Returns By Period

Amundi Index J.P. Morgan GBI Global Govies UCITS ETF Hedged USD had a return of 1.75% year-to-date (YTD) and 5.65% in the last 12 months.


AHYA.DE

YTD

1.75%

1M

1.18%

6M

1.11%

1Y

5.65%

5Y*

N/A

10Y*

N/A

^GSPC (Benchmark)

YTD

-6.06%

1M

-2.95%

6M

-4.87%

1Y

8.34%

5Y*

13.98%

10Y*

10.15%

*Annualized

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20250.35%1.18%-0.43%0.65%1.75%
2024-0.36%-0.80%0.79%-1.79%0.47%0.94%1.66%1.31%0.99%-1.76%1.16%-1.26%1.27%
20232.18%-1.52%2.61%0.33%-0.68%-0.30%-0.38%-0.25%-1.76%-0.76%3.28%2.99%5.70%
20221.41%2.27%-2.83%-3.08%-0.46%2.05%-1.75%-2.53%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

With an overall rank of 85, AHYA.DE is among the top 15% of ETFs on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of AHYA.DE is 8585
Overall Rank
The Sharpe Ratio Rank of AHYA.DE is 8787
Sharpe Ratio Rank
The Sortino Ratio Rank of AHYA.DE is 8787
Sortino Ratio Rank
The Omega Ratio Rank of AHYA.DE is 8484
Omega Ratio Rank
The Calmar Ratio Rank of AHYA.DE is 9090
Calmar Ratio Rank
The Martin Ratio Rank of AHYA.DE is 7979
Martin 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 J.P. Morgan GBI Global Govies UCITS ETF Hedged USD (AHYA.DE) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


The chart of Sharpe ratio for AHYA.DE, currently valued at 1.28, compared to the broader market-1.000.001.002.003.004.00
AHYA.DE: 1.28
^GSPC: 0.46
The chart of Sortino ratio for AHYA.DE, currently valued at 1.91, compared to the broader market-2.000.002.004.006.008.00
AHYA.DE: 1.91
^GSPC: 0.77
The chart of Omega ratio for AHYA.DE, currently valued at 1.23, compared to the broader market0.501.001.502.002.50
AHYA.DE: 1.23
^GSPC: 1.11
The chart of Calmar ratio for AHYA.DE, currently valued at 1.57, compared to the broader market0.002.004.006.008.0010.0012.00
AHYA.DE: 1.57
^GSPC: 0.47
The chart of Martin ratio for AHYA.DE, currently valued at 3.81, compared to the broader market0.0020.0040.0060.00
AHYA.DE: 3.81
^GSPC: 1.94

The current Amundi Index J.P. Morgan GBI Global Govies UCITS ETF Hedged USD Sharpe ratio is 1.28. 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 J.P. Morgan GBI Global Govies UCITS ETF Hedged USD 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 Ratio0.001.002.003.00NovemberDecember2025FebruaryMarchApril
1.28
0.46
AHYA.DE (Amundi Index J.P. Morgan GBI Global Govies UCITS ETF Hedged USD)
Benchmark (^GSPC)

Dividends

Dividend History


Amundi Index J.P. Morgan GBI Global Govies UCITS ETF Hedged USD 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.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-0.97%
-10.07%
AHYA.DE (Amundi Index J.P. Morgan GBI Global Govies UCITS ETF Hedged USD)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Amundi Index J.P. Morgan GBI Global Govies UCITS ETF Hedged USD. 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 J.P. Morgan GBI Global Govies UCITS ETF Hedged USD was 8.05%, occurring on Oct 21, 2022. Recovery took 454 trading sessions.

The current Amundi Index J.P. Morgan GBI Global Govies UCITS ETF Hedged USD drawdown is 0.97%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-8.05%Aug 2, 202259Oct 21, 2022454Aug 1, 2024513
-3.44%Sep 17, 202481Jan 14, 202558Apr 4, 2025139
-1.88%Apr 7, 20255Apr 11, 2025
-0.93%Jul 6, 20223Jul 8, 202210Jul 22, 202213
-0.81%Aug 6, 20243Aug 8, 20244Aug 14, 20247

Volatility

Volatility Chart

The current Amundi Index J.P. Morgan GBI Global Govies UCITS ETF Hedged USD volatility is 1.74%, 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.


0.00%5.00%10.00%15.00%NovemberDecember2025FebruaryMarchApril
1.74%
14.23%
AHYA.DE (Amundi Index J.P. Morgan GBI Global Govies UCITS ETF Hedged USD)
Benchmark (^GSPC)