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

ETF Info

ISINLU2469335538
WKNA3DKJ7
IssuerAmundi
Inception DateJun 1, 2022
CategoryGlobal Bonds
Index TrackedJP Morgan Government Bond Global (USD Hedged)
DomicileLuxembourg
Distribution PolicyAccumulating
Asset ClassBond

Expense Ratio

The Amundi Index J.P. Morgan GBI Global Govies UCITS ETF Hedged USD has a high expense ratio of 0.22%, indicating higher-than-average management fees.


0.50%1.00%1.50%2.00%0.22%

Share Price Chart


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Compare to other instruments

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

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.


-5.00%0.00%5.00%10.00%15.00%20.00%NovemberDecember2024FebruaryMarchApril
3.79%
15.51%
AHYA.DE (Amundi Index J.P. Morgan GBI Global Govies UCITS ETF Hedged USD)
Benchmark (^GSPC)

S&P 500

Returns By Period

Amundi Index J.P. Morgan GBI Global Govies UCITS ETF Hedged USD had a return of -2.20% year-to-date (YTD) and 0.83% in the last 12 months.


PeriodReturnBenchmark
Year-To-Date-2.20%5.90%
1 month-0.99%-1.28%
6 months3.79%15.51%
1 year0.83%21.68%
5 years (annualized)N/A11.74%
10 years (annualized)N/A10.50%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2024-0.36%-0.80%0.79%
2023-1.76%-0.76%3.28%2.99%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of AHYA.DE is 21, indicating that it is in the bottom 21% 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 AHYA.DE is 2121
Amundi Index J.P. Morgan GBI Global Govies UCITS ETF Hedged USD(AHYA.DE)
The Sharpe Ratio Rank of AHYA.DE is 2222Sharpe Ratio Rank
The Sortino Ratio Rank of AHYA.DE is 2020Sortino Ratio Rank
The Omega Ratio Rank of AHYA.DE is 1919Omega Ratio Rank
The Calmar Ratio Rank of AHYA.DE is 2323Calmar Ratio Rank
The Martin Ratio Rank of AHYA.DE is 2121Martin 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.


AHYA.DE
Sharpe ratio
The chart of Sharpe ratio for AHYA.DE, currently valued at 0.12, compared to the broader market0.002.004.000.12
Sortino ratio
The chart of Sortino ratio for AHYA.DE, currently valued at 0.22, compared to the broader market-2.000.002.004.006.008.0010.000.22
Omega ratio
The chart of Omega ratio for AHYA.DE, currently valued at 1.02, compared to the broader market1.001.502.002.501.02
Calmar ratio
The chart of Calmar ratio for AHYA.DE, currently valued at 0.08, compared to the broader market0.002.004.006.008.0010.0012.000.08
Martin ratio
The chart of Martin ratio for AHYA.DE, currently valued at 0.28, compared to the broader market0.0020.0040.0060.0080.000.28
^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 J.P. Morgan GBI Global Govies UCITS ETF Hedged USD Sharpe ratio is 0.12. 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
0.12
1.89
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.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%NovemberDecember2024FebruaryMarchApril
-3.34%
-3.86%
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. The portfolio has not yet recovered.

The current Amundi Index J.P. Morgan GBI Global Govies UCITS ETF Hedged USD drawdown is 3.34%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-8.05%Aug 2, 202259Oct 21, 2022
-0.93%Jul 6, 20223Jul 8, 202210Jul 22, 202213
-0.72%Jun 24, 20223Jun 28, 20222Jun 30, 20225
-0.34%Jul 4, 20221Jul 4, 20221Jul 5, 20222
-0.34%Jun 21, 20221Jun 21, 20221Jun 22, 20222

Volatility

Volatility Chart

The current Amundi Index J.P. Morgan GBI Global Govies UCITS ETF Hedged USD volatility is 1.55%, 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
1.55%
3.39%
AHYA.DE (Amundi Index J.P. Morgan GBI Global Govies UCITS ETF Hedged USD)
Benchmark (^GSPC)