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

ETF Info

ISINLU2439733507
WKNA3DESC
IssuerAmundi
Inception DateJun 16, 2022
CategoryGlobal Bonds
Index TrackedBloomberg MSCI Global Aggregate 500MM ex Securitized Sustainable SRI Sector Neutral (EUR Hedged)
DomicileLuxembourg
Distribution PolicyAccumulating
Asset ClassBond

Expense Ratio

The Amundi Global Aggregate SRI UCITS ETF Hedged EUR 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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Amundi Global Aggregate SRI UCITS ETF Hedged EUR

Performance

Performance Chart

The chart shows the growth of an initial investment of €10,000 in Amundi Global Aggregate SRI UCITS ETF Hedged EUR, 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
3.60%
15.05%
AHYD.DE (Amundi Global Aggregate SRI UCITS ETF Hedged EUR)
Benchmark (^GSPC)

S&P 500

Returns By Period

Amundi Global Aggregate SRI UCITS ETF Hedged EUR had a return of -2.43% year-to-date (YTD) and 0.33% in the last 12 months.


PeriodReturnBenchmark
Year-To-Date-2.43%5.90%
1 month-1.13%-1.28%
6 months3.59%15.51%
1 year0.33%21.68%
5 years (annualized)N/A11.74%
10 years (annualized)N/A10.50%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2024-0.48%-0.82%0.75%
2023-2.00%-0.56%3.17%2.91%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of AHYD.DE is 18, indicating that it is in the bottom 18% 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 AHYD.DE is 1818
Amundi Global Aggregate SRI UCITS ETF Hedged EUR(AHYD.DE)
The Sharpe Ratio Rank of AHYD.DE is 1919Sharpe Ratio Rank
The Sortino Ratio Rank of AHYD.DE is 1717Sortino Ratio Rank
The Omega Ratio Rank of AHYD.DE is 1717Omega Ratio Rank
The Calmar Ratio Rank of AHYD.DE is 1919Calmar Ratio Rank
The Martin Ratio Rank of AHYD.DE is 1919Martin 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 EUR (AHYD.DE) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


AHYD.DE
Sharpe ratio
The chart of Sharpe ratio for AHYD.DE, currently valued at 0.03, compared to the broader market0.002.004.000.03
Sortino ratio
The chart of Sortino ratio for AHYD.DE, currently valued at 0.08, compared to the broader market-2.000.002.004.006.008.0010.000.08
Omega ratio
The chart of Omega ratio for AHYD.DE, currently valued at 1.01, compared to the broader market1.001.502.002.501.01
Calmar ratio
The chart of Calmar ratio for AHYD.DE, currently valued at 0.03, compared to the broader market0.002.004.006.008.0010.0012.000.03
Martin ratio
The chart of Martin ratio for AHYD.DE, currently valued at 0.07, compared to the broader market0.0020.0040.0060.0080.000.07
^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 EUR Sharpe ratio is 0.03. 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
0.03
2.34
AHYD.DE (Amundi Global Aggregate SRI UCITS ETF Hedged EUR)
Benchmark (^GSPC)

Dividends

Dividend History


Amundi Global Aggregate SRI UCITS ETF Hedged EUR doesn't pay dividends

Drawdowns

Drawdowns Chart

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


-8.00%-6.00%-4.00%-2.00%0.00%NovemberDecember2024FebruaryMarchApril
-2.84%
-2.54%
AHYD.DE (Amundi Global Aggregate SRI UCITS ETF Hedged EUR)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Amundi Global Aggregate SRI UCITS ETF Hedged EUR. 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 EUR was 5.02%, occurring on Oct 19, 2023. Recovery took 40 trading sessions.

The current Amundi Global Aggregate SRI UCITS ETF Hedged EUR drawdown is 2.84%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-5.02%Dec 9, 2022221Oct 19, 202340Dec 14, 2023261
-3.09%Oct 5, 202213Oct 21, 202217Nov 15, 202230
-2.84%Dec 28, 202376Apr 16, 2024
-0.79%Nov 25, 20224Nov 30, 20221Dec 1, 20225
-0.71%Sep 27, 20223Sep 29, 20222Oct 3, 20225

Volatility

Volatility Chart

The current Amundi Global Aggregate SRI UCITS ETF Hedged EUR volatility is 1.62%, 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%NovemberDecember2024FebruaryMarchApril
1.62%
3.22%
AHYD.DE (Amundi Global Aggregate SRI UCITS ETF Hedged EUR)
Benchmark (^GSPC)