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Amundi MSCI Digital Economy and Metaverse ESG Scre...
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISINLU2023678878
WKNLYX0ZH
IssuerAmundi
Inception DateApr 20, 2020
CategoryTechnology Equities
Index TrackedMSCI World/Information Tech NR USD
DomicileLuxembourg
Distribution PolicyAccumulating
Asset ClassEquity

Asset Class Size

Large-Cap

Asset Class Style

Growth

Expense Ratio

EBUY.L has a high expense ratio of 0.45%, indicating higher-than-average management fees.


Expense ratio chart for EBUY.L: current value at 0.45% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.45%

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 MSCI Digital Economy and Metaverse ESG Screened UCITS ETF Acc

Performance

Performance Chart

The chart shows the growth of an initial investment of £10,000 in Amundi MSCI Digital Economy and Metaverse ESG Screened 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.


30.00%40.00%50.00%60.00%70.00%80.00%December2024FebruaryMarchAprilMay
56.05%
82.21%
EBUY.L (Amundi MSCI Digital Economy and Metaverse ESG Screened UCITS ETF Acc)
Benchmark (^GSPC)

S&P 500

Returns By Period

Amundi MSCI Digital Economy and Metaverse ESG Screened UCITS ETF Acc had a return of 11.45% year-to-date (YTD) and 32.01% in the last 12 months.


PeriodReturnBenchmark
Year-To-Date11.45%11.29%
1 month4.96%4.87%
6 months16.28%17.88%
1 year32.01%29.16%
5 years (annualized)N/A13.20%
10 years (annualized)N/A10.97%

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20240.46%3.73%3.65%-1.95%11.45%
202310.71%-1.03%3.85%-5.15%4.55%5.15%4.25%-2.75%-1.66%-4.24%9.15%4.77%29.53%
2022-13.62%-2.23%2.33%-8.00%-6.64%-4.21%6.31%1.99%-6.46%-2.25%-0.61%-2.94%-31.99%
20213.01%1.29%-5.45%4.78%-4.69%9.35%-2.39%4.30%-3.49%5.49%-3.31%-2.52%5.26%
202010.82%7.71%1.07%6.69%-0.52%-0.94%10.75%7.49%51.00%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of EBUY.L is 71, 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 EBUY.L is 7171
EBUY.L (Amundi MSCI Digital Economy and Metaverse ESG Screened UCITS ETF Acc)
The Sharpe Ratio Rank of EBUY.L is 7575Sharpe Ratio Rank
The Sortino Ratio Rank of EBUY.L is 7373Sortino Ratio Rank
The Omega Ratio Rank of EBUY.L is 7272Omega Ratio Rank
The Calmar Ratio Rank of EBUY.L is 5555Calmar Ratio Rank
The Martin Ratio Rank of EBUY.L is 8282Martin 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 MSCI Digital Economy and Metaverse ESG Screened UCITS ETF Acc (EBUY.L) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


EBUY.L
Sharpe ratio
The chart of Sharpe ratio for EBUY.L, currently valued at 1.88, compared to the broader market0.002.004.001.88
Sortino ratio
The chart of Sortino ratio for EBUY.L, currently valued at 2.62, compared to the broader market-2.000.002.004.006.008.0010.002.62
Omega ratio
The chart of Omega ratio for EBUY.L, currently valued at 1.32, compared to the broader market0.501.001.502.002.501.32
Calmar ratio
The chart of Calmar ratio for EBUY.L, currently valued at 0.96, compared to the broader market0.005.0010.0015.000.97
Martin ratio
The chart of Martin ratio for EBUY.L, currently valued at 10.05, compared to the broader market0.0020.0040.0060.0080.0010.05
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.44, compared to the broader market0.002.004.002.44
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.45, compared to the broader market-2.000.002.004.006.008.0010.003.45
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.42, compared to the broader market0.501.001.502.002.501.42
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.98, compared to the broader market0.005.0010.0015.001.98
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 9.39, compared to the broader market0.0020.0040.0060.0080.009.39

Sharpe Ratio

The current Amundi MSCI Digital Economy and Metaverse ESG Screened UCITS ETF Acc Sharpe ratio is 1.88. 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 MSCI Digital Economy and Metaverse ESG Screened 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 Ratio0.501.001.502.00December2024FebruaryMarchAprilMay
1.88
2.06
EBUY.L (Amundi MSCI Digital Economy and Metaverse ESG Screened UCITS ETF Acc)
Benchmark (^GSPC)

Dividends

Dividend History


Amundi MSCI Digital Economy and Metaverse ESG Screened UCITS ETF Acc 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%December2024FebruaryMarchAprilMay
-12.05%
0
EBUY.L (Amundi MSCI Digital Economy and Metaverse ESG Screened UCITS ETF Acc)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Amundi MSCI Digital Economy and Metaverse ESG Screened 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 MSCI Digital Economy and Metaverse ESG Screened UCITS ETF Acc was 39.97%, occurring on Dec 28, 2022. The portfolio has not yet recovered.

The current Amundi MSCI Digital Economy and Metaverse ESG Screened UCITS ETF Acc drawdown is 12.05%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-39.97%Nov 17, 2021278Dec 28, 2022
-21%Feb 12, 202162May 13, 2021126Nov 9, 2021188
-6.97%Oct 14, 202013Oct 30, 20205Nov 6, 202018
-6.45%Sep 3, 20202Sep 4, 202023Oct 7, 202025
-5.94%Jul 14, 202010Jul 27, 202016Aug 26, 202026

Volatility

Volatility Chart

The current Amundi MSCI Digital Economy and Metaverse ESG Screened UCITS ETF Acc volatility is 5.56%, 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%December2024FebruaryMarchAprilMay
5.56%
3.80%
EBUY.L (Amundi MSCI Digital Economy and Metaverse ESG Screened UCITS ETF Acc)
Benchmark (^GSPC)