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Amundi Global Aggregate SRI UCITS ETF Hedged USD (...
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISINLU2469335611
WKNA3DKJ8
IssuerAmundi
Inception DateJun 1, 2022
CategoryGlobal Bonds
Leveraged1x
Index TrackedBloomberg MSCI Global Aggregate 500MM ex Securitized Sustainable SRI Sector Neutral (USD Hedged)
DomicileLuxembourg
Distribution PolicyAccumulating
Asset ClassBond

Expense Ratio

AHYB.DE has an expense ratio of 0.16%, which is considered low compared to other funds.


Expense ratio chart for AHYB.DE: current value at 0.16% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.16%

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.


Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Amundi Global Aggregate SRI 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%MayJuneJulyAugustSeptemberOctober
8.40%
52.76%
AHYB.DE (Amundi Global Aggregate SRI UCITS ETF Hedged USD)
Benchmark (^GSPC)

Returns By Period

Amundi Global Aggregate SRI UCITS ETF Hedged USD had a return of 2.95% year-to-date (YTD) and 9.83% in the last 12 months.


PeriodReturnBenchmark
Year-To-Date2.95%20.57%
1 month0.05%4.18%
6 months4.00%10.51%
1 year9.83%35.06%
5 years (annualized)N/A14.29%
10 years (annualized)N/A11.53%

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-0.54%-0.70%0.87%-1.62%0.54%0.84%1.89%1.16%1.13%2.95%
20232.29%-1.70%2.53%0.41%-0.45%-0.06%-0.14%-0.22%-1.64%-0.40%3.29%3.21%7.19%
20221.57%2.79%-3.03%-3.23%-0.46%2.18%-1.42%-1.77%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of AHYB.DE is 58, 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 AHYB.DE is 5858
AHYB.DE (Amundi Global Aggregate SRI UCITS ETF Hedged USD)
The Sharpe Ratio Rank of AHYB.DE is 5858Sharpe Ratio Rank
The Sortino Ratio Rank of AHYB.DE is 6868Sortino Ratio Rank
The Omega Ratio Rank of AHYB.DE is 6262Omega Ratio Rank
The Calmar Ratio Rank of AHYB.DE is 5252Calmar Ratio Rank
The Martin Ratio Rank of AHYB.DE is 5050Martin 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 Global Aggregate SRI UCITS ETF Hedged USD (AHYB.DE) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


AHYB.DE
Sharpe ratio
The chart of Sharpe ratio for AHYB.DE, currently valued at 1.99, compared to the broader market0.002.004.006.001.99
Sortino ratio
The chart of Sortino ratio for AHYB.DE, currently valued at 3.12, compared to the broader market0.005.0010.003.12
Omega ratio
The chart of Omega ratio for AHYB.DE, currently valued at 1.38, compared to the broader market1.001.502.002.503.003.501.38
Calmar ratio
The chart of Calmar ratio for AHYB.DE, currently valued at 1.43, compared to the broader market0.005.0010.0015.001.43
Martin ratio
The chart of Martin ratio for AHYB.DE, currently valued at 9.30, compared to the broader market0.0020.0040.0060.0080.00100.00120.009.31
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.79, compared to the broader market0.002.004.006.002.80
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.73, compared to the broader market0.005.0010.003.73
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.51, compared to the broader market1.001.502.002.503.003.501.51
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 2.46, compared to the broader market0.005.0010.0015.002.46
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 17.01, compared to the broader market0.0020.0040.0060.0080.00100.00120.0017.01

Sharpe Ratio

The current Amundi Global Aggregate SRI UCITS ETF Hedged USD Sharpe ratio is 1.99. 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 Global Aggregate SRI 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 Ratio0.501.001.502.002.50MayJuneJulyAugustSeptemberOctober
1.99
2.80
AHYB.DE (Amundi Global Aggregate SRI UCITS ETF Hedged USD)
Benchmark (^GSPC)

Dividends

Dividend History


Amundi Global Aggregate SRI 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.


-8.00%-6.00%-4.00%-2.00%0.00%MayJuneJulyAugustSeptemberOctober
-0.93%
-0.20%
AHYB.DE (Amundi Global Aggregate SRI UCITS ETF Hedged USD)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Amundi Global Aggregate SRI 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 Global Aggregate SRI UCITS ETF Hedged USD was 8.62%, occurring on Oct 21, 2022. Recovery took 299 trading sessions.

The current Amundi Global Aggregate SRI UCITS ETF Hedged USD drawdown is 0.93%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-8.62%Aug 3, 202258Oct 21, 2022299Dec 20, 2023357
-2.45%Dec 29, 202382Apr 25, 202454Jul 11, 2024136
-0.93%Oct 2, 20243Oct 4, 2024
-0.84%Jul 7, 20222Jul 8, 202210Jul 22, 202212
-0.77%Jun 27, 20222Jun 28, 20221Jun 30, 20223

Volatility

Volatility Chart

The current Amundi Global Aggregate SRI UCITS ETF Hedged USD volatility is 0.95%, 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%6.00%MayJuneJulyAugustSeptemberOctober
0.95%
3.37%
AHYB.DE (Amundi Global Aggregate SRI UCITS ETF Hedged USD)
Benchmark (^GSPC)