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Amundi STOXX Europe 600 ESG UCITS ETF EUR (AME6.DE...
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISINLU1681040223
WKNA2H57X
IssuerAmundi
Inception DateApr 18, 2018
CategoryEurope Equities
Index TrackedSTOXX® Europe 600 ESG+
DomicileLuxembourg
Distribution PolicyAccumulating
Asset ClassEquity

Asset Class Size

Large

Asset Class Style

Blend

Expense Ratio

The Amundi STOXX Europe 600 ESG UCITS ETF EUR features an expense ratio of 0.18%, falling within the medium range.


Expense ratio chart for AME6.DE: current value at 0.18% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.18%

Share Price Chart


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Compare to other instruments

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Amundi STOXX Europe 600 ESG UCITS ETF EUR

Popular comparisons: AME6.DE vs. AE50.DE, AME6.DE vs. ISX5.L, AME6.DE vs. MEUD.L

Performance

Performance Chart

The chart shows the growth of an initial investment of €10,000 in Amundi STOXX Europe 600 ESG UCITS ETF EUR, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


100.00%200.00%300.00%400.00%500.00%NovemberDecember2024FebruaryMarchApril
179.73%
437.99%
AME6.DE (Amundi STOXX Europe 600 ESG UCITS ETF EUR)
Benchmark (^GSPC)

S&P 500

Returns By Period

Amundi STOXX Europe 600 ESG UCITS ETF EUR had a return of 6.92% year-to-date (YTD) and 12.22% in the last 12 months. Over the past 10 years, Amundi STOXX Europe 600 ESG UCITS ETF EUR had an annualized return of 6.91%, while the S&P 500 had an annualized return of 10.52%, indicating that Amundi STOXX Europe 600 ESG UCITS ETF EUR did not perform as well as the benchmark.


PeriodReturnBenchmark
Year-To-Date6.92%6.92%
1 month-0.36%-2.83%
6 months20.25%23.86%
1 year12.22%23.33%
5 years (annualized)7.90%11.66%
10 years (annualized)6.91%10.52%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20241.85%1.85%3.65%
2023-2.01%-3.90%6.85%4.16%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of AME6.DE is 63, 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 AME6.DE is 6363
Amundi STOXX Europe 600 ESG UCITS ETF EUR(AME6.DE)
The Sharpe Ratio Rank of AME6.DE is 6161Sharpe Ratio Rank
The Sortino Ratio Rank of AME6.DE is 6060Sortino Ratio Rank
The Omega Ratio Rank of AME6.DE is 6161Omega Ratio Rank
The Calmar Ratio Rank of AME6.DE is 7272Calmar Ratio Rank
The Martin Ratio Rank of AME6.DE is 5959Martin 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 STOXX Europe 600 ESG UCITS ETF EUR (AME6.DE) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


AME6.DE
Sharpe ratio
The chart of Sharpe ratio for AME6.DE, currently valued at 1.18, compared to the broader market-1.000.001.002.003.004.001.18
Sortino ratio
The chart of Sortino ratio for AME6.DE, currently valued at 1.73, compared to the broader market-2.000.002.004.006.008.001.73
Omega ratio
The chart of Omega ratio for AME6.DE, currently valued at 1.21, compared to the broader market0.501.001.502.002.501.21
Calmar ratio
The chart of Calmar ratio for AME6.DE, currently valued at 1.30, compared to the broader market0.002.004.006.008.0010.001.31
Martin ratio
The chart of Martin ratio for AME6.DE, currently valued at 4.03, compared to the broader market0.0020.0040.0060.004.03
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.19, compared to the broader market-1.000.001.002.003.004.002.19
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.18, compared to the broader market-2.000.002.004.006.008.003.18
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.38, compared to the broader market0.501.001.502.002.501.38
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.68, compared to the broader market0.002.004.006.008.0010.001.68
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 8.62, compared to the broader market0.0020.0040.0060.008.62

Sharpe Ratio

The current Amundi STOXX Europe 600 ESG UCITS ETF EUR Sharpe ratio is 1.18. A Sharpe ratio greater than 1.0 is considered acceptable.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.503.00NovemberDecember2024FebruaryMarchApril
1.18
2.61
AME6.DE (Amundi STOXX Europe 600 ESG UCITS ETF EUR)
Benchmark (^GSPC)

Dividends

Dividend History


Amundi STOXX Europe 600 ESG UCITS ETF EUR 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
-0.55%
-2.31%
AME6.DE (Amundi STOXX Europe 600 ESG UCITS ETF EUR)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Amundi STOXX Europe 600 ESG UCITS ETF 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 STOXX Europe 600 ESG UCITS ETF EUR was 35.62%, occurring on Mar 18, 2020. Recovery took 248 trading sessions.

The current Amundi STOXX Europe 600 ESG UCITS ETF EUR drawdown is 0.55%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-35.62%Feb 20, 202020Mar 18, 2020248Mar 11, 2021268
-25.25%Apr 16, 2015210Feb 11, 2016310May 2, 2017520
-23.98%Feb 22, 2011131Sep 23, 2011249Sep 14, 2012380
-20.84%Jan 6, 2022189Sep 29, 2022211Jul 27, 2023400
-16%May 23, 2018153Dec 27, 201876Apr 16, 2019229

Volatility

Volatility Chart

The current Amundi STOXX Europe 600 ESG UCITS ETF EUR volatility is 3.20%, 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.


2.00%2.50%3.00%3.50%4.00%NovemberDecember2024FebruaryMarchApril
3.20%
3.59%
AME6.DE (Amundi STOXX Europe 600 ESG UCITS ETF EUR)
Benchmark (^GSPC)