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ISIN
FR0010655712
Issuer
Amundi
Inception Date
Sep 16, 2008
Leveraged
1x (No leverage)
Index Tracked
DAX Index
Domicile
France
Distribution Policy
Accumulating
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Blend

Share Price Chart


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Amundi ETF DAX UCITS ETF DR (Acc)

Performance

CG1G.DE Performance Chart

Amundi ETF DAX UCITS ETF DR (Acc) (CG1G.DE) is up 4.8% since the beginning of the year. CG1G.DE is currently trading at €456 per share. Investors who bought €1,000 worth of CG1G.DE shares 5 years ago would now be looking at an investment worth €1,605.


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S&P 500 Index

Returns By Period

Amundi ETF DAX UCITS ETF DR (Acc) (CG1G.DE) has returned 4.76% so far this year and 7.31% over the past 12 months. Over the last ten years, CG1G.DE has returned 9.92% per year, falling short of the S&P 500 Index benchmark, which averaged 13.23% annually.


Amundi ETF DAX UCITS ETF DR (Acc)

1D
0.77%
1M
3.96%
6M
4.67%
YTD
4.76%
1Y
7.31%
3Y*
16.60%
5Y*
9.93%
10Y*
9.92%

Benchmark (S&P 500 Index)

1D
-0.43%
1M
0.48%
6M
11.83%
YTD
12.30%
1Y
22.52%
3Y*
17.03%
5Y*
12.27%
10Y*
13.23%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CG1G.DE Monthly Returns History

Based on dividend-adjusted daily data since Mar 4, 2010, CG1G.DE's average daily return is +0.04%, while the average monthly return is +0.85%. At this rate, an investment would double in approximately 6.8 years.

Historically, 58% of months were positive and 42% were negative. The best month was Nov 2020 with a return of +15.0%, while the worst month was Aug 2011 at -18.7%. The longest winning streak lasted 8 consecutive months, and the longest losing streak was 5 months.

On a daily basis, CG1G.DE closed higher 53% of trading days. The best single day was Mar 24, 2020 with a return of +10.6%, while the worst single day was Mar 12, 2020 at -12.0%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20260.20%2.86%-10.32%6.96%3.18%-0.47%3.19%4.76%
20259.20%3.80%-1.70%1.29%6.48%-0.32%0.58%-0.64%-0.29%0.52%-0.53%2.80%22.68%
20240.95%4.57%4.59%-3.26%2.93%-1.38%1.51%2.09%2.28%-1.36%2.85%1.40%18.23%
20238.58%1.47%1.81%1.70%-1.97%3.12%1.90%-3.10%-3.57%-3.86%9.62%3.25%19.47%
2022-2.57%-6.56%-0.31%-2.26%1.68%-11.13%5.44%-4.77%-5.78%9.57%8.65%-3.39%-12.77%
2021-2.20%2.74%8.72%0.79%1.74%0.68%0.07%1.81%-3.57%2.73%-3.59%4.96%15.19%

Benchmark Metrics

Amundi ETF DAX UCITS ETF DR (Acc) has an annualized alpha of 2.04%, beta of 0.54, and R2 of 0.24 versus S&P 500 Index. Calculated based on daily prices since March 04, 2010.

  • This ETF participated in 91.35% of S&P 500 Index downside but only 71.84% of its upside - more exposed to losses than it benefited from rallies.
  • Beta of 0.54 may look defensive, but with R2 of 0.24 this ETF is largely uncorrelated with S&P 500 Index - low beta reflects independence, not downside protection. See the Volatility section for a true picture of this ETF's risk.
  • R2 of 0.24 means this ETF moves largely independently of S&P 500 Index - capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

Alpha
2.04%
Beta
0.54
0.24
Upside Capture
71.84%
Downside Capture
91.35%

Expense Ratio

CG1G.DE has an expense ratio of 0.10%, which is considered low.


Return for Risk

Risk / Return Rank

CG1G.DE ranks 17 for risk / return — in the bottom 17% of ETFs on our site. This means you're taking on significantly more risk than the returns justify. Consider whether the potential upside is worth the volatility, or explore alternatives with better risk / return profiles.


CG1G.DE Risk / Return Rank: 1717
Overall Rank
CG1G.DE Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
CG1G.DE Sortino Ratio Rank: 1616
Sortino Ratio Rank
CG1G.DE Omega Ratio Rank: 1515
Omega Ratio Rank
CG1G.DE Calmar Ratio Rank: 1717
Calmar Ratio Rank
CG1G.DE Martin Ratio Rank: 1919
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Amundi ETF DAX UCITS ETF DR (Acc) (CG1G.DE) and compare them to S&P 500 Index.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


CG1G.DEBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-1.46

Sortino ratioReturn per unit of downside risk

-1.73

Omega ratioGain probability vs. loss probability

1.09

1.35

-0.26

Calmar ratioReturn relative to maximum drawdown

0.59

3.18

-2.59

Martin ratioReturn relative to average drawdown

1.83

11.76

-9.93

Dividends

Dividend History


Amundi ETF DAX UCITS ETF DR (Acc) 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.


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Worst Drawdowns

The table below displays the maximum drawdowns of the Amundi ETF DAX UCITS ETF DR (Acc). 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 ETF DAX UCITS ETF DR (Acc) was 38.41%, occurring on Mar 18, 2020. Recovery took 202 trading sessions.


Related event

Drawdown

Fall

Recovery

Underwater

COVID crash2020
-38.41%Mar 2020
27d9mo 24d
10mo 21dFeb 2020 - Jan 2021
2011 bear market2011
-32.31%Sep 2011
4mo 12d1y 2mo
1y 7moMay 2011 - Dec 2012
2016 bear market2016
-29.10%Feb 2016
10mo 4d1y 2mo
2y 22dApr 2015 - May 2017
Bear market2022
-26.68%Sep 2022
8mo 26d10mo 2d
1y 6moJan 2022 - Jul 2023
Rate-hike selloffLate 2018
-23.42%Dec 2018
11mo 7d1y 1mo
2y 18dJan 2018 - Feb 2020

Drawdown Indicators


CG1G.DEBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-38.41%

-51.62%

+13.21%

Max Drawdown (1Y)

Largest decline over 1 year

-12.34%

-7.57%

-4.77%

Max Drawdown (3Y)

Largest decline over 3 years

-15.88%

-23.99%

+8.11%

Max Drawdown (5Y)

Largest decline over 5 years

-26.68%

-23.99%

-2.69%

Max Drawdown (10Y)

Largest decline over 10 years

-38.41%

-33.42%

-4.99%

Current Drawdown

Current decline from peak

0.00%

-0.43%

+0.43%

Average Drawdown

Average peak-to-trough decline

-7.19%

-9.08%

+1.89%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.98%

2.04%

+1.94%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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