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Amundi Euro Corporate 0-1Y ESG UCITS ETF (ECR1.DE)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISINLU2300294316
WKNA2QP8C
IssuerAmundi
Inception DateMar 15, 2021
CategoryEuropean Corporate Bonds
Index TrackediBoxx® MSCI ESG EUR Corporates 0-1
DomicileLuxembourg
Distribution PolicyAccumulating
Asset ClassBond

Expense Ratio

ECR1.DE has an expense ratio of 0.08% which is considered to be low.


Expense ratio chart for ECR1.DE: current value at 0.08% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.08%

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 Euro Corporate 0-1Y ESG UCITS ETF

Performance

Performance Chart

The chart shows the growth of an initial investment of €10,000 in Amundi Euro Corporate 0-1Y 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.


0.00%10.00%20.00%30.00%40.00%50.00%December2024FebruaryMarchAprilMay
3.78%
46.59%
ECR1.DE (Amundi Euro Corporate 0-1Y ESG UCITS ETF)
Benchmark (^GSPC)

S&P 500

Returns By Period

Amundi Euro Corporate 0-1Y ESG UCITS ETF had a return of 1.38% year-to-date (YTD) and 3.77% in the last 12 months.


PeriodReturnBenchmark
Year-To-Date1.38%11.29%
1 month0.30%4.87%
6 months1.93%17.88%
1 year3.77%29.16%
5 years (annualized)N/A13.20%
10 years (annualized)N/A10.97%

Monthly Returns

The table below presents the monthly returns of ECR1.DE, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20240.33%0.26%0.36%0.25%1.38%
20230.08%0.12%0.30%0.16%0.21%0.24%0.37%0.35%0.25%0.28%0.36%0.39%3.16%
2022-0.12%-0.14%0.04%-0.18%-0.03%-0.20%0.10%-0.14%-0.31%-0.02%0.37%0.12%-0.51%
20210.00%0.02%-0.10%0.01%0.00%-0.07%-0.08%-0.04%-0.03%0.03%-0.26%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current risk-adjusted rank of ECR1.DE is 99, placing it in the top 1% of ETFs on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.


The Risk-Adjusted Performance Rank of ECR1.DE is 9999
ECR1.DE (Amundi Euro Corporate 0-1Y ESG UCITS ETF)
The Sharpe Ratio Rank of ECR1.DE is 9999Sharpe Ratio Rank
The Sortino Ratio Rank of ECR1.DE is 9999Sortino Ratio Rank
The Omega Ratio Rank of ECR1.DE is 9999Omega Ratio Rank
The Calmar Ratio Rank of ECR1.DE is 9999Calmar Ratio Rank
The Martin Ratio Rank of ECR1.DE is 100100Martin 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 Euro Corporate 0-1Y ESG UCITS ETF (ECR1.DE) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


ECR1.DE
Sharpe ratio
The chart of Sharpe ratio for ECR1.DE, currently valued at 9.11, compared to the broader market0.002.004.009.11
Sortino ratio
The chart of Sortino ratio for ECR1.DE, currently valued at 22.73, compared to the broader market-2.000.002.004.006.008.0010.0022.73
Omega ratio
The chart of Omega ratio for ECR1.DE, currently valued at 4.80, compared to the broader market0.501.001.502.002.504.80
Calmar ratio
The chart of Calmar ratio for ECR1.DE, currently valued at 42.40, compared to the broader market0.005.0010.0015.0042.40
Martin ratio
The chart of Martin ratio for ECR1.DE, currently valued at 288.18, compared to the broader market0.0020.0040.0060.0080.00288.18
^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 Euro Corporate 0-1Y ESG UCITS ETF Sharpe ratio is 9.11. 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 Euro Corporate 0-1Y 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 Ratio0.002.004.006.008.0010.00December2024FebruaryMarchAprilMay
9.11
2.55
ECR1.DE (Amundi Euro Corporate 0-1Y ESG UCITS ETF)
Benchmark (^GSPC)

Dividends

Dividend History


Amundi Euro Corporate 0-1Y ESG UCITS ETF doesn't pay dividends

Drawdowns

Drawdowns Chart

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


-4.00%-3.00%-2.00%-1.00%0.00%December2024FebruaryMarchAprilMay0
-0.08%
ECR1.DE (Amundi Euro Corporate 0-1Y ESG UCITS ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Amundi Euro Corporate 0-1Y 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 Euro Corporate 0-1Y ESG UCITS ETF was 1.49%, occurring on Oct 3, 2022. Recovery took 174 trading sessions.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-1.49%Apr 6, 2021385Oct 3, 2022174Jun 8, 2023559
-0.06%Jan 15, 20241Jan 15, 20244Jan 19, 20245
-0.06%Oct 31, 20231Oct 31, 20231Nov 1, 20232
-0.06%Jul 31, 20233Aug 2, 20232Aug 4, 20235
-0.05%Nov 23, 20232Nov 24, 20231Nov 27, 20233

Volatility

Volatility Chart

The current Amundi Euro Corporate 0-1Y ESG UCITS ETF volatility is 0.07%, 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.


0.00%1.00%2.00%3.00%4.00%December2024FebruaryMarchAprilMay
0.07%
3.27%
ECR1.DE (Amundi Euro Corporate 0-1Y ESG UCITS ETF)
Benchmark (^GSPC)