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Amundi EURO STOXX 50 UCITS ETF DR USD (C) (C50U.L)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISINLU1681047400
WKNA2H59N
IssuerAmundi
Inception DateFeb 14, 2018
CategoryEurope Equities
Leveraged1x
Index TrackedMSCI EMU NR EUR
DomicileLuxembourg
Distribution PolicyAccumulating
Asset ClassEquity

Asset Class Size

Large-Cap

Asset Class Style

Blend

Expense Ratio

C50U.L has an expense ratio of 0.15%, which is considered low compared to other funds.


Expense ratio chart for C50U.L: current value at 0.15% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.15%

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.


Popular comparisons: C50U.L vs. MSED.L, C50U.L vs. BMW.DE, C50U.L vs. CSPX.L, C50U.L vs. QDVE.DE, C50U.L vs. SXRT.DE, C50U.L vs. SXR8.DE, C50U.L vs. IMAE.AS, C50U.L vs. SPYL.DE

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Amundi EURO STOXX 50 UCITS ETF DR USD (C), comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


-10.00%-5.00%0.00%5.00%10.00%15.00%JuneJulyAugustSeptemberOctoberNovember
-4.90%
14.93%
C50U.L (Amundi EURO STOXX 50 UCITS ETF DR USD (C))
Benchmark (^GSPC)

Returns By Period

Amundi EURO STOXX 50 UCITS ETF DR USD (C) had a return of 5.86% year-to-date (YTD) and 18.81% in the last 12 months.


PeriodReturnBenchmark
Year-To-Date5.86%25.82%
1 month-5.54%3.20%
6 months-4.91%14.94%
1 year18.81%35.92%
5 years (annualized)N/A14.22%
10 years (annualized)N/A11.43%

Monthly Returns

The table below presents the monthly returns of C50U.L, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20240.52%4.97%4.26%-3.45%3.98%-3.18%0.83%4.01%1.72%-6.00%5.86%
202311.31%-0.44%4.38%3.21%-5.40%7.02%2.82%-5.20%-5.38%-3.00%11.89%4.90%26.93%
2022-4.54%-5.01%-1.67%-7.18%2.88%-10.95%4.83%-6.21%-8.15%10.17%14.42%-0.29%-13.92%
20211.70%5.16%4.25%4.60%-2.67%0.66%1.74%-4.29%4.28%-6.11%6.04%15.52%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of C50U.L is 34, 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 C50U.L is 3434
Combined Rank
The Sharpe Ratio Rank of C50U.L is 2828Sharpe Ratio Rank
The Sortino Ratio Rank of C50U.L is 2828Sortino Ratio Rank
The Omega Ratio Rank of C50U.L is 2525Omega Ratio Rank
The Calmar Ratio Rank of C50U.L is 5757Calmar Ratio Rank
The Martin Ratio Rank of C50U.L is 3232Martin 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 EURO STOXX 50 UCITS ETF DR USD (C) (C50U.L) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


C50U.L
Sharpe ratio
The chart of Sharpe ratio for C50U.L, currently valued at 1.11, compared to the broader market-2.000.002.004.006.001.11
Sortino ratio
The chart of Sortino ratio for C50U.L, currently valued at 1.63, compared to the broader market0.005.0010.001.63
Omega ratio
The chart of Omega ratio for C50U.L, currently valued at 1.19, compared to the broader market1.001.502.002.503.001.19
Calmar ratio
The chart of Calmar ratio for C50U.L, currently valued at 1.89, compared to the broader market0.005.0010.0015.001.89
Martin ratio
The chart of Martin ratio for C50U.L, currently valued at 5.33, compared to the broader market0.0020.0040.0060.0080.00100.005.33
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 3.08, compared to the broader market-2.000.002.004.006.003.08
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 4.10, compared to the broader market0.005.0010.004.10
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.58, compared to the broader market1.001.502.002.503.001.58
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 4.48, compared to the broader market0.005.0010.0015.004.48
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 20.05, compared to the broader market0.0020.0040.0060.0080.00100.0020.05

Sharpe Ratio

The current Amundi EURO STOXX 50 UCITS ETF DR USD (C) Sharpe ratio is 1.11. 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 EURO STOXX 50 UCITS ETF DR USD (C) 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 Ratio0.001.002.003.004.00JuneJulyAugustSeptemberOctoberNovember
1.11
3.08
C50U.L (Amundi EURO STOXX 50 UCITS ETF DR USD (C))
Benchmark (^GSPC)

Dividends

Dividend History


Amundi EURO STOXX 50 UCITS ETF DR USD (C) 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.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-8.54%
0
C50U.L (Amundi EURO STOXX 50 UCITS ETF DR USD (C))
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Amundi EURO STOXX 50 UCITS ETF DR USD (C). 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 EURO STOXX 50 UCITS ETF DR USD (C) was 34.81%, occurring on Sep 29, 2022. Recovery took 177 trading sessions.

The current Amundi EURO STOXX 50 UCITS ETF DR USD (C) drawdown is 8.54%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-34.81%Nov 9, 2021222Sep 29, 2022177Jun 15, 2023399
-13.78%Jul 17, 202374Oct 27, 202334Dec 14, 2023108
-9.3%Jun 7, 202443Aug 6, 202436Sep 26, 202479
-8.87%Sep 30, 202428Nov 6, 2024
-7.81%Jun 17, 202123Jul 19, 202132Sep 2, 202155

Volatility

Volatility Chart

The current Amundi EURO STOXX 50 UCITS ETF DR USD (C) volatility is 5.28%, 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%3.00%4.00%5.00%6.00%JuneJulyAugustSeptemberOctoberNovember
5.28%
3.89%
C50U.L (Amundi EURO STOXX 50 UCITS ETF DR USD (C))
Benchmark (^GSPC)