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Amundi EUR Corporate Bond Climate Net Zero Ambitio...
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISINLU1829219127
WKNLYX0Z4
IssuerAmundi
Inception DateOct 25, 2018
CategoryEuropean Corporate Bonds
Index TrackedBloomberg Euro Corp TR EUR
DomicileLuxembourg
Distribution PolicyAccumulating
Asset ClassBond

Expense Ratio

CRPX.L features an expense ratio of 0.14%, falling within the medium range.


Expense ratio chart for CRPX.L: current value at 0.14% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.14%

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 EUR Corporate Bond Climate Net Zero Ambition PAB UCITS ETF Acc

Performance

Performance Chart

The chart shows the growth of an initial investment of £10,000 in Amundi EUR Corporate Bond Climate Net Zero Ambition PAB UCITS ETF Acc, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


0.00%50.00%100.00%150.00%200.00%December2024FebruaryMarchAprilMay
20.67%
206.23%
CRPX.L (Amundi EUR Corporate Bond Climate Net Zero Ambition PAB UCITS ETF Acc)
Benchmark (^GSPC)

S&P 500

Returns By Period

Amundi EUR Corporate Bond Climate Net Zero Ambition PAB UCITS ETF Acc had a return of -1.56% year-to-date (YTD) and 4.06% in the last 12 months.


PeriodReturnBenchmark
Year-To-Date-1.56%10.00%
1 month0.19%2.41%
6 months2.21%16.70%
1 year4.06%26.85%
5 years (annualized)-1.23%12.81%
10 years (annualized)N/A10.84%

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-2.17%-0.53%1.18%-1.10%-1.56%
20230.95%-2.31%1.44%0.42%-1.89%-0.46%0.69%-0.07%0.26%0.83%1.52%3.62%4.98%
2022-2.10%-1.89%-0.49%-3.52%0.36%-2.51%2.73%-2.01%-1.28%-2.52%3.61%1.16%-8.39%
2021-1.83%-2.72%-1.49%2.10%-1.51%0.31%0.38%0.18%-0.62%-2.36%1.11%-1.45%-7.74%
2020-0.35%1.55%-3.14%1.51%3.96%2.12%0.22%-0.66%2.14%-0.45%0.60%0.62%8.23%
2019-1.41%-1.08%2.10%0.39%2.39%3.14%3.11%-0.57%-2.55%-2.95%-1.38%-0.14%0.81%
2018-1.67%1.01%-1.07%0.09%-0.19%0.90%1.15%0.23%-0.75%-0.74%-0.68%1.26%-0.51%
2017-0.54%0.56%-0.60%-1.08%3.76%0.33%2.44%3.63%-4.74%0.48%0.36%0.26%4.67%
20164.73%2.40%2.51%-0.92%-2.04%10.24%2.14%0.94%1.49%3.04%-6.47%1.81%20.78%
2015-4.24%0.89%3.12%-0.03%-1.89%-1.00%4.09%0.69%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of CRPX.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 CRPX.L is 3434
CRPX.L (Amundi EUR Corporate Bond Climate Net Zero Ambition PAB UCITS ETF Acc)
The Sharpe Ratio Rank of CRPX.L is 3737Sharpe Ratio Rank
The Sortino Ratio Rank of CRPX.L is 3737Sortino Ratio Rank
The Omega Ratio Rank of CRPX.L is 3434Omega Ratio Rank
The Calmar Ratio Rank of CRPX.L is 2323Calmar Ratio Rank
The Martin Ratio Rank of CRPX.L is 3737Martin 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 EUR Corporate Bond Climate Net Zero Ambition PAB UCITS ETF Acc (CRPX.L) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


CRPX.L
Sharpe ratio
The chart of Sharpe ratio for CRPX.L, currently valued at 0.82, compared to the broader market0.002.004.000.82
Sortino ratio
The chart of Sortino ratio for CRPX.L, currently valued at 1.28, compared to the broader market-2.000.002.004.006.008.0010.001.28
Omega ratio
The chart of Omega ratio for CRPX.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 CRPX.L, currently valued at 0.21, compared to the broader market0.002.004.006.008.0010.0012.0014.000.21
Martin ratio
The chart of Martin ratio for CRPX.L, currently valued at 2.56, compared to the broader market0.0020.0040.0060.0080.002.56
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.35, compared to the broader market0.002.004.002.35
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.33, compared to the broader market-2.000.002.004.006.008.0010.003.33
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.41, compared to the broader market0.501.001.502.002.501.41
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.90, compared to the broader market0.002.004.006.008.0010.0012.0014.001.90
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 9.02, compared to the broader market0.0020.0040.0060.0080.009.02

Sharpe Ratio

The current Amundi EUR Corporate Bond Climate Net Zero Ambition PAB UCITS ETF Acc Sharpe ratio is 0.82. 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 EUR Corporate Bond Climate Net Zero Ambition PAB UCITS ETF Acc 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
0.82
2.04
CRPX.L (Amundi EUR Corporate Bond Climate Net Zero Ambition PAB UCITS ETF Acc)
Benchmark (^GSPC)

Dividends

Dividend History


Amundi EUR Corporate Bond Climate Net Zero Ambition PAB UCITS ETF Acc doesn't pay dividends

Drawdowns

Drawdowns Chart

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


-15.00%-10.00%-5.00%0.00%December2024FebruaryMarchAprilMay
-14.38%
0
CRPX.L (Amundi EUR Corporate Bond Climate Net Zero Ambition PAB UCITS ETF Acc)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Amundi EUR Corporate Bond Climate Net Zero Ambition PAB UCITS ETF 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 EUR Corporate Bond Climate Net Zero Ambition PAB UCITS ETF Acc was 21.40%, occurring on Oct 17, 2022. The portfolio has not yet recovered.

The current Amundi EUR Corporate Bond Climate Net Zero Ambition PAB UCITS ETF Acc drawdown is 14.38%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-21.4%Dec 14, 2020462Oct 17, 2022
-15.12%Aug 13, 2019152Mar 18, 2020180Dec 11, 2020332
-9.05%Oct 12, 201644Dec 12, 2016165Aug 10, 2017209
-7.94%Aug 30, 2017306Nov 13, 2018152Jun 24, 2019458
-5.91%Apr 8, 201635May 27, 201619Jun 24, 201654

Volatility

Volatility Chart

The current Amundi EUR Corporate Bond Climate Net Zero Ambition PAB UCITS ETF Acc volatility is 1.55%, 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
1.55%
3.72%
CRPX.L (Amundi EUR Corporate Bond Climate Net Zero Ambition PAB UCITS ETF Acc)
Benchmark (^GSPC)