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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
Index TrackedBloomberg MSCI Global Aggregate 500MM ex Securitized Sustainable SRI Sector Neutral (USD Hedged)
DomicileLuxembourg
Distribution PolicyAccumulating
Asset ClassBond

Expense Ratio

The Amundi Global Aggregate SRI UCITS ETF Hedged USD features an expense ratio of 0.16%, falling within the medium range.


0.50%1.00%1.50%2.00%0.16%

Share Price Chart


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Compare to other instruments

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Amundi Global Aggregate SRI UCITS ETF Hedged USD

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.


-5.00%0.00%5.00%10.00%15.00%20.00%NovemberDecember2024FebruaryMarchApril
4.41%
15.51%
AHYB.DE (Amundi Global Aggregate SRI UCITS ETF Hedged USD)
Benchmark (^GSPC)

S&P 500

Returns By Period

Amundi Global Aggregate SRI UCITS ETF Hedged USD had a return of -2.12% year-to-date (YTD) and 2.36% in the last 12 months.


PeriodReturnBenchmark
Year-To-Date-2.12%5.90%
1 month-0.95%-1.28%
6 months4.40%15.51%
1 year2.36%21.68%
5 years (annualized)N/A11.74%
10 years (annualized)N/A10.50%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2024-0.54%-0.70%0.87%
2023-1.64%-0.40%3.29%3.21%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of AHYB.DE is 35, 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 AHYB.DE is 3535
Amundi Global Aggregate SRI UCITS ETF Hedged USD(AHYB.DE)
The Sharpe Ratio Rank of AHYB.DE is 3535Sharpe Ratio Rank
The Sortino Ratio Rank of AHYB.DE is 3434Sortino Ratio Rank
The Omega Ratio Rank of AHYB.DE is 3232Omega Ratio Rank
The Calmar Ratio Rank of AHYB.DE is 3939Calmar Ratio Rank
The Martin Ratio Rank of AHYB.DE is 3535Martin 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 0.47, compared to the broader market0.002.004.000.47
Sortino ratio
The chart of Sortino ratio for AHYB.DE, currently valued at 0.73, compared to the broader market-2.000.002.004.006.008.0010.000.73
Omega ratio
The chart of Omega ratio for AHYB.DE, currently valued at 1.08, compared to the broader market1.001.502.002.501.08
Calmar ratio
The chart of Calmar ratio for AHYB.DE, currently valued at 0.34, compared to the broader market0.002.004.006.008.0010.0012.000.34
Martin ratio
The chart of Martin ratio for AHYB.DE, currently valued at 1.34, compared to the broader market0.0020.0040.0060.0080.001.34
^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 Global Aggregate SRI UCITS ETF Hedged USD Sharpe ratio is 0.47. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.503.00NovemberDecember2024FebruaryMarchApril
0.47
1.89
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.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%NovemberDecember2024FebruaryMarchApril
-2.30%
-3.86%
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 2.30%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-8.62%Aug 3, 202258Oct 21, 2022299Dec 20, 2023357
-2.3%Dec 29, 202375Apr 16, 2024
-0.84%Jul 7, 20222Jul 8, 202210Jul 22, 202212
-0.77%Jun 27, 20222Jun 28, 20221Jun 30, 20223
-0.12%Jul 25, 20221Jul 25, 20221Jul 26, 20222

Volatility

Volatility Chart

The current Amundi Global Aggregate SRI UCITS ETF Hedged USD volatility is 1.49%, 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
1.49%
3.39%
AHYB.DE (Amundi Global Aggregate SRI UCITS ETF Hedged USD)
Benchmark (^GSPC)