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ISIN
LU2090062782
Issuer
Amundi
Inception Date
Sep 24, 2020
Leveraged
1x (No leverage)
Index Tracked
Bloomberg Euro Treasury 50bn 15+ Year Bond Index
Domicile
Luxembourg
Distribution Policy
Distributing
Asset Class
Bond

Share Price Chart


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Performance

E15G.DE Performance Chart

Amundi Euro Government Bond 15+Y UCITS ETF (Dist) (E15G.DE) is up 1.1% since the beginning of the year. E15G.DE is currently trading at €145 per share. Investors who bought €1,000 worth of E15G.DE shares 5 years ago would now be looking at an investment worth €659.


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S&P 500 Index

Returns By Period

Amundi Euro Government Bond 15+Y UCITS ETF (Dist) (E15G.DE) has returned 1.08% so far this year and -1.70% over the past 12 months.


Amundi Euro Government Bond 15+Y UCITS ETF (Dist)

1D
-0.31%
1M
0.98%
6M
2.09%
YTD
1.08%
1Y
-1.70%
3Y*
-0.05%
5Y*
-8.00%
10Y*

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)

E15G.DE Monthly Returns History

Based on dividend-adjusted daily data since Sep 24, 2020, E15G.DE's average daily return is -0.03%, while the average monthly return is -0.58%.

Historically, 39% of months were positive and 61% were negative. The best month was Jul 2022 with a return of +9.6%, while the worst month was Dec 2022 at -10.3%. The longest winning streak lasted 4 consecutive months, and the longest losing streak was 7 months.

On a daily basis, E15G.DE closed higher 47% of trading days. The best single day was Mar 15, 2023 with a return of +4.3%, while the worst single day was Mar 5, 2025 at -3.5%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20260.90%3.33%-4.04%-0.17%1.72%0.76%-1.26%1.08%
2025-1.05%0.86%-5.52%3.52%-0.25%-1.19%-0.69%-2.59%1.52%1.93%-0.73%-1.72%-6.02%
2024-2.21%-1.26%1.81%-3.01%-1.02%-0.10%4.13%-0.35%1.70%-1.37%5.10%-4.36%-1.35%
20234.76%-5.58%4.40%-0.95%0.03%1.65%-2.22%-0.16%-7.30%-0.45%7.58%8.64%9.51%
2022-2.38%-4.04%-4.17%-9.17%-4.99%-4.68%9.59%-10.28%-7.57%-0.49%7.56%-10.33%-35.59%
2021-1.38%-4.97%-0.29%-2.56%-0.16%1.10%4.52%-1.38%-2.79%0.75%2.88%-3.38%-7.77%

Benchmark Metrics

Amundi Euro Government Bond 15+Y UCITS ETF (Dist) has an annualized alpha of -6.63%, beta of 0.08, and R2 of 0.01 versus S&P 500 Index. Calculated based on daily prices since September 24, 2020.

  • This ETF participated in 100.74% of S&P 500 Index downside but only 20.96% of its upside - more exposed to losses than it benefited from rallies.
  • Beta of 0.08 may look defensive, but with R2 of 0.01 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 0.01 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
-6.63%
Beta
0.08
0.01
Upside Capture
20.96%
Downside Capture
100.74%

Expense Ratio

E15G.DE has an expense ratio of 0.15%, which is considered low.


Return for Risk

Risk / Return Rank

E15G.DE ranks 7 for risk / return — in the bottom 7% 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.


E15G.DE Risk / Return Rank: 77
Overall Rank
E15G.DE Sharpe Ratio Rank: 77
Sharpe Ratio Rank
E15G.DE Sortino Ratio Rank: 77
Sortino Ratio Rank
E15G.DE Omega Ratio Rank: 77
Omega Ratio Rank
E15G.DE Calmar Ratio Rank: 77
Calmar Ratio Rank
E15G.DE Martin Ratio Rank: 77
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 Euro Government Bond 15+Y UCITS ETF (Dist) (E15G.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.


E15G.DEBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-2.09

Sortino ratioReturn per unit of downside risk

-2.68

Omega ratioGain probability vs. loss probability

0.98

1.35

-0.37

Calmar ratioReturn relative to maximum drawdown

-0.27

3.18

-3.46

Martin ratioReturn relative to average drawdown

-0.57

11.76

-12.34

Dividends

Dividend History

Amundi Euro Government Bond 15+Y UCITS ETF (Dist) provided a 2.96% dividend yield over the last twelve months, with an annual payout of €4.28 per share. The fund has been increasing its distributions for 2 consecutive years.


1.00%1.50%2.00%2.50%3.00%€0.00€1.00€2.00€3.00€4.00€5.00202020212022202320242025
Dividends
Dividend Yield
PeriodTTM202520242023202220212020
Dividend€4.28€4.28€3.87€3.47€4.26€4.61€1.95

Dividend yield

2.96%2.99%2.47%2.13%2.81%1.91%0.73%

Monthly Dividends

The table displays the monthly dividend distributions for Amundi Euro Government Bond 15+Y UCITS ETF (Dist). The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026€0.00€0.00€0.00€0.00€0.00€0.00€0.00€0.00
2025€0.00€0.00€0.00€0.00€0.00€0.00€0.00€0.00€0.00€0.00€0.00€4.28€4.28
2024€0.00€0.00€0.00€0.00€0.00€0.00€0.00€0.00€0.00€0.00€0.00€3.87€3.87
2023€0.00€0.00€0.00€0.00€0.00€0.00€0.00€0.00€0.00€0.00€0.00€3.47€3.47
2022€0.00€0.00€0.00€0.00€0.00€0.00€2.51€0.00€0.00€0.00€0.00€1.75€4.26
2021€0.00€0.00€0.00€0.00€0.00€0.00€2.71€0.00€0.00€0.00€0.00€1.90€4.61

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 Euro Government Bond 15+Y UCITS ETF (Dist). 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 Euro Government Bond 15+Y UCITS ETF (Dist) was 46.08%, occurring on Oct 3, 2023. The portfolio has not yet recovered.

The current Amundi Euro Government Bond 15+Y UCITS ETF (Dist) drawdown is 39.63%.


Related event

Drawdown

Fall

Recovery

Underwater

2023 bear market2023
-46.08%Oct 2023
2y 9mo
5y 6moDec 2020 - now
2020 pullback2020
-2.57%Nov 2020
4d28d
1mo 2dNov 2020 - Dec 2020
2020 pullback2020
-1.73%Oct 2020
3d13d
16dOct 2020 - Nov 2020
2020 pullback2020
-0.62%Oct 2020
2d1d
3dOct 2020 - Oct 2020
2020 pullback2020
-0.52%Sep 2020
0s2d
2dSep 2020 - Oct 2020

Drawdown Indicators


E15G.DEBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-46.08%

-51.62%

+5.54%

Max Drawdown (1Y)

Largest decline over 1 year

-6.17%

-7.57%

+1.40%

Max Drawdown (3Y)

Largest decline over 3 years

-12.77%

-23.99%

+11.22%

Max Drawdown (5Y)

Largest decline over 5 years

-44.05%

-23.99%

-20.06%

Max Drawdown (10Y)

Largest decline over 10 years

-33.42%

Current Drawdown

Current decline from peak

-39.63%

-0.43%

-39.20%

Average Drawdown

Average peak-to-trough decline

-29.67%

-9.08%

-20.59%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.91%

2.04%

+0.87%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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