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Amundi Index MSCI Europe UCITS ETF DR EUR (D) (CE2...
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISINLU1737652310
WKNA2H9QZ
IssuerAmundi
Inception DateDec 19, 2017
CategoryEurope Equities
Index TrackedMSCI Europe NR EUR
DomicileLuxembourg
Distribution PolicyDistributing
Asset ClassEquity

Asset Class Size

Large-Cap

Asset Class Style

Blend

Expense Ratio

CE2D.L features an expense ratio of 0.15%, falling within the medium range.


Expense ratio chart for CE2D.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.


Amundi Index MSCI Europe UCITS ETF DR EUR (D)

Popular comparisons: CE2D.L vs. MEUD.L, CE2D.L vs. ESRG.L

Performance

Performance Chart

The chart shows the growth of an initial investment of £10,000 in Amundi Index MSCI Europe UCITS ETF DR EUR (D), comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


40.00%60.00%80.00%100.00%December2024FebruaryMarchAprilMay
54.11%
95.57%
CE2D.L (Amundi Index MSCI Europe UCITS ETF DR EUR (D))
Benchmark (^GSPC)

S&P 500

Returns By Period

Amundi Index MSCI Europe UCITS ETF DR EUR (D) had a return of 4.26% year-to-date (YTD) and 8.38% in the last 12 months.


PeriodReturnBenchmark
Year-To-Date4.26%5.21%
1 month-1.41%-4.30%
6 months14.45%18.42%
1 year8.38%21.82%
5 years (annualized)8.11%11.27%
10 years (annualized)N/A10.33%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2024-0.38%2.30%3.77%-1.04%
2023-3.51%5.60%4.55%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of CE2D.L is 48, 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 CE2D.L is 4848
Amundi Index MSCI Europe UCITS ETF DR EUR (D)(CE2D.L)
The Sharpe Ratio Rank of CE2D.L is 4343Sharpe Ratio Rank
The Sortino Ratio Rank of CE2D.L is 4242Sortino Ratio Rank
The Omega Ratio Rank of CE2D.L is 4343Omega Ratio Rank
The Calmar Ratio Rank of CE2D.L is 6262Calmar Ratio Rank
The Martin Ratio Rank of CE2D.L is 4848Martin 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 Index MSCI Europe UCITS ETF DR EUR (D) (CE2D.L) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


CE2D.L
Sharpe ratio
The chart of Sharpe ratio for CE2D.L, currently valued at 0.72, compared to the broader market-1.000.001.002.003.004.005.000.72
Sortino ratio
The chart of Sortino ratio for CE2D.L, currently valued at 1.10, compared to the broader market-2.000.002.004.006.008.001.10
Omega ratio
The chart of Omega ratio for CE2D.L, currently valued at 1.14, compared to the broader market0.501.001.502.002.501.14
Calmar ratio
The chart of Calmar ratio for CE2D.L, currently valued at 0.96, compared to the broader market0.002.004.006.008.0010.0012.000.96
Martin ratio
The chart of Martin ratio for CE2D.L, currently valued at 2.72, compared to the broader market0.0020.0040.0060.002.72
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.74, compared to the broader market-1.000.001.002.003.004.005.001.74
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.53, compared to the broader market-2.000.002.004.006.008.002.53
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.30, compared to the broader market0.501.001.502.002.501.30
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.33, compared to the broader market0.002.004.006.008.0010.0012.001.33
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 6.79, compared to the broader market0.0020.0040.0060.006.79

Sharpe Ratio

The current Amundi Index MSCI Europe UCITS ETF DR EUR (D) Sharpe ratio is 0.72. This value is calculated based on the past 12 months of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of Amundi Index MSCI Europe UCITS ETF DR EUR (D) 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 Ratio0.000.501.001.502.00December2024FebruaryMarchAprilMay
0.72
1.59
CE2D.L (Amundi Index MSCI Europe UCITS ETF DR EUR (D))
Benchmark (^GSPC)

Dividends

Dividend History

Amundi Index MSCI Europe UCITS ETF DR EUR (D) granted a 0.03% dividend yield in the last twelve months. The annual payout for that period amounted to £1.43 per share.


PeriodTTM20232022202120202019
Dividend£1.43£1.43£1.41£1.12£0.92£1.42

Dividend yield

0.03%0.03%0.03%0.02%0.02%0.03%

Monthly Dividends

The table displays the monthly dividend distributions for Amundi Index MSCI Europe UCITS ETF DR EUR (D). The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDec
2024£0.00£0.00£0.00£0.00
2023£0.00£0.00£0.00£0.00£0.00£0.00£0.00£0.00£0.00£0.00£0.00£1.43
2022£0.00£0.00£0.00£0.00£0.00£0.00£0.00£0.00£0.00£0.00£1.41£0.00
2021£0.00£0.00£0.00£0.00£0.00£0.00£0.00£0.00£0.00£0.00£1.12£0.00
2020£0.00£0.00£0.00£0.00£0.00£0.00£0.00£0.00£0.00£0.00£0.92£0.00
2019£1.42£0.00

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%December2024FebruaryMarchAprilMay
-1.47%
-3.53%
CE2D.L (Amundi Index MSCI Europe UCITS ETF DR EUR (D))
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Amundi Index MSCI Europe UCITS ETF DR EUR (D). 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 Index MSCI Europe UCITS ETF DR EUR (D) was 28.51%, occurring on Mar 16, 2020. Recovery took 175 trading sessions.

The current Amundi Index MSCI Europe UCITS ETF DR EUR (D) drawdown is 1.47%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-28.51%Feb 13, 202023Mar 16, 2020175Dec 10, 2020198
-15.74%Nov 12, 202178Mar 7, 2022212Jan 11, 2023290
-8.72%Nov 22, 201823Dec 27, 201855Mar 18, 201978
-8.22%Apr 25, 2023130Oct 27, 202334Dec 14, 2023164
-7.51%Feb 17, 202319Mar 15, 202319Apr 14, 202338

Volatility

Volatility Chart

The current Amundi Index MSCI Europe UCITS ETF DR EUR (D) volatility is 3.11%, 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%December2024FebruaryMarchAprilMay
3.11%
4.79%
CE2D.L (Amundi Index MSCI Europe UCITS ETF DR EUR (D))
Benchmark (^GSPC)