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Amundi Government Bond Highest Rated Euro Investme...
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISINLU1681046691
WKNA2H58G
IssuerAmundi
Inception DateFeb 27, 2018
CategoryEuropean Government Bonds
Index TrackedFTSE Highest-Rated Eurozone Government Bond
DomicileLuxembourg
Distribution PolicyAccumulating
Asset ClassBond

Expense Ratio

The Amundi Government Bond Highest Rated Euro Investment Grade UCITS ETF EUR features an expense ratio of 0.14%, falling within the medium range.


0.50%1.00%1.50%2.00%0.14%

Share Price Chart


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Amundi Government Bond Highest Rated Euro Investment Grade UCITS ETF EUR

Performance

Performance Chart

The chart shows the growth of an initial investment of €10,000 in Amundi Government Bond Highest Rated Euro Investment Grade 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.


-5.00%0.00%5.00%10.00%15.00%20.00%NovemberDecember2024FebruaryMarchApril
4.59%
15.04%
DE5A.DE (Amundi Government Bond Highest Rated Euro Investment Grade UCITS ETF EUR)
Benchmark (^GSPC)

S&P 500

Returns By Period

Amundi Government Bond Highest Rated Euro Investment Grade UCITS ETF EUR had a return of -2.63% year-to-date (YTD) and 2.53% in the last 12 months. Over the past 10 years, Amundi Government Bond Highest Rated Euro Investment Grade UCITS ETF EUR had an annualized return of 0.18%, while the S&P 500 had an annualized return of 10.50%, indicating that Amundi Government Bond Highest Rated Euro Investment Grade UCITS ETF EUR did not perform as well as the benchmark.


PeriodReturnBenchmark
Year-To-Date-2.63%5.90%
1 month-0.39%-1.28%
6 months4.59%15.51%
1 year2.53%21.68%
5 years (annualized)-3.71%11.74%
10 years (annualized)0.18%10.50%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2024-0.87%-1.36%0.78%
2023-2.64%0.38%3.00%3.77%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of DE5A.DE is 29, 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 DE5A.DE is 2929
Amundi Government Bond Highest Rated Euro Investment Grade UCITS ETF EUR(DE5A.DE)
The Sharpe Ratio Rank of DE5A.DE is 3131Sharpe Ratio Rank
The Sortino Ratio Rank of DE5A.DE is 3030Sortino Ratio Rank
The Omega Ratio Rank of DE5A.DE is 2828Omega Ratio Rank
The Calmar Ratio Rank of DE5A.DE is 2424Calmar Ratio Rank
The Martin Ratio Rank of DE5A.DE is 3131Martin 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 Government Bond Highest Rated Euro Investment Grade UCITS ETF EUR (DE5A.DE) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


DE5A.DE
Sharpe ratio
The chart of Sharpe ratio for DE5A.DE, currently valued at 0.36, compared to the broader market-1.000.001.002.003.004.005.000.36
Sortino ratio
The chart of Sortino ratio for DE5A.DE, currently valued at 0.60, compared to the broader market-2.000.002.004.006.008.0010.000.60
Omega ratio
The chart of Omega ratio for DE5A.DE, currently valued at 1.06, compared to the broader market1.001.502.002.501.06
Calmar ratio
The chart of Calmar ratio for DE5A.DE, currently valued at 0.09, compared to the broader market0.002.004.006.008.0010.0012.000.09
Martin ratio
The chart of Martin ratio for DE5A.DE, currently valued at 1.01, compared to the broader market0.0020.0040.0060.0080.001.01
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.89, compared to the broader market-1.000.001.002.003.004.005.001.89
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.74, compared to the broader market-2.000.002.004.006.008.0010.002.74
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.33, compared to the broader market1.001.502.002.501.33
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.43, compared to the broader market0.002.004.006.008.0010.0012.001.43
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 7.62, compared to the broader market0.0020.0040.0060.0080.007.62

Sharpe Ratio

The current Amundi Government Bond Highest Rated Euro Investment Grade UCITS ETF EUR Sharpe ratio is 0.36. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00NovemberDecember2024FebruaryMarchApril
0.36
2.34
DE5A.DE (Amundi Government Bond Highest Rated Euro Investment Grade UCITS ETF EUR)
Benchmark (^GSPC)

Dividends

Dividend History


Amundi Government Bond Highest Rated Euro Investment Grade UCITS ETF EUR doesn't pay dividends

Drawdowns

Drawdowns Chart

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


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2024FebruaryMarchApril
-20.61%
-2.54%
DE5A.DE (Amundi Government Bond Highest Rated Euro Investment Grade UCITS ETF EUR)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Amundi Government Bond Highest Rated Euro Investment Grade 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 Government Bond Highest Rated Euro Investment Grade UCITS ETF EUR was 24.61%, occurring on Oct 3, 2023. The portfolio has not yet recovered.

The current Amundi Government Bond Highest Rated Euro Investment Grade UCITS ETF EUR drawdown is 20.61%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-24.61%Mar 12, 2020826Oct 3, 2023
-6.02%Apr 22, 20159Jun 26, 201535Mar 29, 201644
-5.83%Jul 14, 201646Mar 10, 2017113May 13, 2019159
-4.37%Sep 4, 201945Jan 13, 202020Mar 6, 202065
-3.97%May 3, 201310Sep 3, 20137Apr 28, 201417

Volatility

Volatility Chart

The current Amundi Government Bond Highest Rated Euro Investment Grade UCITS ETF EUR volatility is 1.81%, 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%1.50%2.00%2.50%3.00%3.50%4.00%4.50%NovemberDecember2024FebruaryMarchApril
1.81%
3.22%
DE5A.DE (Amundi Government Bond Highest Rated Euro Investment Grade UCITS ETF EUR)
Benchmark (^GSPC)