PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
Amundi DAX 50 ESG UCITS ETF (DECD.DE)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISINLU2240851688
WKNA2QGW0
IssuerAmundi
Inception DateNov 24, 2020
CategoryEurope Equities
Leveraged1x
Index TrackedDAX® 50 ESG
DomicileLuxembourg
Distribution PolicyAccumulating
Asset ClassEquity

Asset Class Size

Large-Cap

Asset Class Style

Value

Expense Ratio

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


Expense ratio chart for DECD.DE: 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


Loading data...

Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Popular comparisons: DECD.DE vs. IDVY.AS

Performance

Performance Chart

The chart shows the growth of an initial investment of €10,000 in Amundi DAX 50 ESG UCITS ETF, 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%JuneJulyAugustSeptemberOctoberNovember
0.61%
15.35%
DECD.DE (Amundi DAX 50 ESG UCITS ETF)
Benchmark (^GSPC)

Returns By Period

Amundi DAX 50 ESG UCITS ETF had a return of 11.18% year-to-date (YTD) and 22.07% in the last 12 months.


PeriodReturnBenchmark
Year-To-Date11.18%25.70%
1 month-1.91%3.51%
6 months0.61%14.80%
1 year22.07%37.91%
5 years (annualized)N/A14.18%
10 years (annualized)N/A11.41%

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20240.07%4.36%4.01%-2.47%3.44%-1.46%0.37%2.61%2.22%-2.33%11.18%
202310.21%0.90%0.98%1.02%-1.85%2.95%2.61%-3.60%-3.02%-5.06%10.90%3.30%19.58%
2022-1.93%-7.57%-0.09%-2.05%1.27%-11.41%4.78%-5.02%-6.34%8.89%8.88%-3.66%-15.27%
2021-2.07%3.00%7.06%0.82%2.39%1.33%0.14%1.57%-3.70%3.09%-3.72%4.85%15.15%
20200.35%3.26%3.62%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of DECD.DE is 49, 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 DECD.DE is 4949
Combined Rank
The Sharpe Ratio Rank of DECD.DE is 4646Sharpe Ratio Rank
The Sortino Ratio Rank of DECD.DE is 4343Sortino Ratio Rank
The Omega Ratio Rank of DECD.DE is 4444Omega Ratio Rank
The Calmar Ratio Rank of DECD.DE is 6363Calmar Ratio Rank
The Martin Ratio Rank of DECD.DE is 4747Martin 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 DAX 50 ESG UCITS ETF (DECD.DE) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


DECD.DE
Sharpe ratio
The chart of Sharpe ratio for DECD.DE, currently valued at 1.65, compared to the broader market-2.000.002.004.006.001.65
Sortino ratio
The chart of Sortino ratio for DECD.DE, currently valued at 2.27, compared to the broader market-2.000.002.004.006.008.0010.0012.002.27
Omega ratio
The chart of Omega ratio for DECD.DE, currently valued at 1.29, compared to the broader market1.001.502.002.503.001.29
Calmar ratio
The chart of Calmar ratio for DECD.DE, currently valued at 2.20, compared to the broader market0.005.0010.0015.002.20
Martin ratio
The chart of Martin ratio for DECD.DE, currently valued at 8.15, compared to the broader market0.0020.0040.0060.0080.00100.008.15
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.97, compared to the broader market-2.000.002.004.006.002.97
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.97, compared to the broader market-2.000.002.004.006.008.0010.0012.003.97
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.56, compared to the broader market1.001.502.002.503.001.56
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 3.93, compared to the broader market0.005.0010.0015.003.93
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 19.39, compared to the broader market0.0020.0040.0060.0080.00100.0019.39

Sharpe Ratio

The current Amundi DAX 50 ESG UCITS ETF Sharpe ratio is 1.65. 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 DAX 50 ESG UCITS ETF 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 Ratio0.501.001.502.002.503.00JuneJulyAugustSeptemberOctoberNovember
1.65
2.85
DECD.DE (Amundi DAX 50 ESG UCITS ETF)
Benchmark (^GSPC)

Dividends

Dividend History


Amundi DAX 50 ESG UCITS ETF 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
-3.48%
0
DECD.DE (Amundi DAX 50 ESG UCITS ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Amundi DAX 50 ESG UCITS ETF. 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 DAX 50 ESG UCITS ETF was 28.60%, occurring on Sep 29, 2022. Recovery took 354 trading sessions.

The current Amundi DAX 50 ESG UCITS ETF drawdown is 3.48%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-28.6%Jan 6, 2022189Sep 29, 2022354Feb 16, 2024543
-9.03%May 16, 202458Aug 5, 202438Sep 26, 202496
-6.99%Aug 16, 202138Oct 6, 202121Nov 4, 202159
-6.78%Nov 17, 202110Nov 30, 202124Jan 5, 202234
-4.23%Jan 15, 202111Jan 29, 20214Feb 4, 202115

Volatility

Volatility Chart

The current Amundi DAX 50 ESG UCITS ETF volatility is 3.72%, 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%7.00%JuneJulyAugustSeptemberOctoberNovember
3.72%
5.50%
DECD.DE (Amundi DAX 50 ESG UCITS ETF)
Benchmark (^GSPC)