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Issuer
Amundi
Inception Date
Mar 7, 2018
Leveraged
1x (No leverage)
Index Tracked
No Index (Active)
Domicile
Germany
Distribution Policy
Distributing
Asset Class
Multi-Asset

Share Price Chart


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Performance

F702.DE Performance Chart

Amundi Multi-Asset Portfolio Defensive UCITS ETF (Dist) (F702.DE) is up 5.7% since the beginning of the year. F702.DE is currently trading at €148 per share. Investors who bought €1,000 worth of F702.DE shares 5 years ago would now be looking at an investment worth €1,306.


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S&P 500 Index

Returns By Period

Amundi Multi-Asset Portfolio Defensive UCITS ETF (Dist) (F702.DE) has returned 5.66% so far this year and 12.95% over the past 12 months.


Amundi Multi-Asset Portfolio Defensive UCITS ETF (Dist)

1D
0.14%
1M
-0.15%
6M
5.67%
YTD
5.66%
1Y
12.95%
3Y*
10.66%
5Y*
5.48%
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)

F702.DE Monthly Returns History

Based on dividend-adjusted daily data since Mar 7, 2018, F702.DE's average daily return is +0.02%, while the average monthly return is +0.47%. At this rate, an investment would double in approximately 12.3 years.

Historically, 69% of months were positive and 31% were negative. The best month was Apr 2026 with a return of +3.8%, while the worst month was Mar 2026 at -5.0%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 3 months.

On a daily basis, F702.DE closed higher 54% of trading days. The best single day was Mar 31, 2020 with a return of +5.7%, while the worst single day was Apr 1, 2020 at -6.5%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20263.25%1.70%-5.02%3.77%3.03%-1.66%0.76%5.66%
20253.51%0.20%-1.58%-0.23%2.75%-0.32%1.00%0.55%1.62%2.47%0.39%1.02%11.87%
20240.64%1.04%2.54%-0.48%0.75%1.17%0.51%0.66%1.77%0.13%2.12%-0.53%10.77%
20233.50%-0.57%0.99%0.18%0.48%0.04%1.29%-0.70%-1.04%-1.07%3.16%2.24%8.69%
2022-2.14%-1.36%0.61%-1.36%-1.65%-3.18%3.63%-2.82%-3.62%1.69%1.88%-2.44%-10.51%
20210.19%0.00%2.31%0.50%0.89%1.00%1.04%0.83%-1.34%0.85%0.11%1.35%7.98%

Benchmark Metrics

Amundi Multi-Asset Portfolio Defensive UCITS ETF (Dist) has an annualized alpha of 2.71%, beta of 0.19, and R2 of 0.19 versus S&P 500 Index. Calculated based on daily prices since March 07, 2018.

  • This ETF participated in 31.58% of S&P 500 Index downside but only 28.13% of its upside - more exposed to losses than it benefited from rallies.
  • Beta of 0.19 may look defensive, but with R2 of 0.19 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 0.19 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
2.71%
Beta
0.19
0.19
Upside Capture
28.13%
Downside Capture
31.58%

Return for Risk

Risk / Return Rank

F702.DE ranks 45 for risk / return — on par with similar ETFs. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.


F702.DE Risk / Return Rank: 4545
Overall Rank
F702.DE Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
F702.DE Sortino Ratio Rank: 4141
Sortino Ratio Rank
F702.DE Omega Ratio Rank: 4242
Omega Ratio Rank
F702.DE Calmar Ratio Rank: 4747
Calmar Ratio Rank
F702.DE Martin Ratio Rank: 5454
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 Multi-Asset Portfolio Defensive UCITS ETF (Dist) (F702.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.


F702.DEBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-0.66

Sortino ratioReturn per unit of downside risk

-0.66

Omega ratioGain probability vs. loss probability

1.23

1.35

-0.12

Calmar ratioReturn relative to maximum drawdown

1.98

3.18

-1.20

Martin ratioReturn relative to average drawdown

7.85

11.76

-3.92

Dividends

Dividend History

Amundi Multi-Asset Portfolio Defensive UCITS ETF (Dist) provided a 1.27% dividend yield over the last twelve months, with an annual payout of €1.88 per share. The fund has been increasing its distributions for 3 consecutive years.


0.40%0.60%0.80%1.00%1.20%1.40%€0.00€0.50€1.00€1.50€2.0020182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018
Dividend€1.88€1.88€1.40€1.11€0.86€0.92€0.85€0.37€0.61

Dividend yield

1.27%1.34%1.10%0.96%0.80%0.76%0.75%0.34%0.63%

Monthly Dividends

The table displays the monthly dividend distributions for Amundi Multi-Asset Portfolio Defensive 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€1.88€0.00€1.88
2024€0.00€0.00€0.00€0.00€0.00€0.00€0.00€0.00€0.00€0.00€1.40€0.00€1.40
2023€0.00€0.00€0.00€0.00€0.00€0.00€0.00€0.00€0.00€1.11€0.00€0.00€1.11
2022€0.00€0.00€0.00€0.00€0.00€0.00€0.00€0.00€0.00€0.86€0.00€0.00€0.86
2021€0.00€0.00€0.00€0.00€0.00€0.00€0.00€0.00€0.00€0.00€0.92€0.00€0.92

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 Multi-Asset Portfolio Defensive 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 Multi-Asset Portfolio Defensive UCITS ETF (Dist) was 16.81%, occurring on Mar 18, 2020. Recovery took 185 trading sessions.

The current Amundi Multi-Asset Portfolio Defensive UCITS ETF (Dist) drawdown is 1.49%.


Related event

Drawdown

Fall

Recovery

Underwater

COVID crash2020
-16.81%Mar 2020
27d8mo 25d
9mo 22dFeb 2020 - Dec 2020
Bear market2022
-13.81%Sep 2022
10mo 15d1y 6mo
2y 4moNov 2021 - Mar 2024
2025 selloff2025
-6.83%Apr 2025
1mo 19d2mo 4d
3mo 23dFeb 2025 - Jun 2025
2026 pullback2026
-6.51%Mar 2026
24d2mo 2d
2mo 26dMar 2026 - May 2026
Rate-hike selloffLate 2018
-5.97%Dec 2018
6mo 15d2mo 22d
9mo 7dJun 2018 - Mar 2019

Drawdown Indicators


F702.DEBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-16.81%

-51.62%

+34.81%

Max Drawdown (1Y)

Largest decline over 1 year

-6.51%

-7.57%

+1.06%

Max Drawdown (3Y)

Largest decline over 3 years

-6.83%

-23.99%

+17.16%

Max Drawdown (5Y)

Largest decline over 5 years

-13.81%

-23.99%

+10.18%

Max Drawdown (10Y)

Largest decline over 10 years

-33.42%

Current Drawdown

Current decline from peak

-1.49%

-0.43%

-1.06%

Average Drawdown

Average peak-to-trough decline

-3.05%

-9.08%

+6.03%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.65%

2.04%

-0.39%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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