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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

F703.DE Performance Chart

Amundi Multi-Asset Portfolio Offensive UCITS ETF (Dist) (F703.DE) is up 16.5% since the beginning of the year. F703.DE is currently trading at €197 per share. Investors who bought €1,000 worth of F703.DE shares 5 years ago would now be looking at an investment worth €1,566.


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S&P 500 Index

Returns By Period

Amundi Multi-Asset Portfolio Offensive UCITS ETF (Dist) (F703.DE) has returned 16.53% so far this year and 26.98% over the past 12 months.


Amundi Multi-Asset Portfolio Offensive UCITS ETF (Dist)

1D
0.84%
1M
0.38%
6M
17.40%
YTD
16.53%
1Y
26.98%
3Y*
15.64%
5Y*
9.39%
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)

F703.DE Monthly Returns History

Based on dividend-adjusted daily data since Mar 7, 2018, F703.DE's average daily return is +0.04%, while the average monthly return is +0.87%. At this rate, an investment would double in approximately 6.7 years.

Historically, 64% of months were positive and 36% were negative. The best month was May 2020 with a return of +19.1%, while the worst month was Mar 2020 at -12.7%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 4 months.

On a daily basis, F703.DE closed higher 54% of trading days. The best single day was May 29, 2020 with a return of +13.3%, while the worst single day was Jun 2, 2020 at -10.7%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20264.11%2.28%-5.02%8.89%4.73%0.23%0.80%16.53%
20254.58%-0.09%-5.49%-1.21%5.83%0.28%2.63%0.52%0.25%4.19%0.02%0.78%12.46%
20241.39%1.61%2.91%-0.25%0.99%2.08%-0.58%-0.03%1.79%-0.56%2.46%0.66%13.14%
20235.97%0.06%0.80%-0.87%0.27%2.47%2.85%-1.58%-1.17%-3.38%4.42%3.57%13.81%
2022-3.41%-2.13%3.86%-1.74%-1.80%-7.63%7.75%-1.75%-7.09%3.00%2.82%-3.85%-12.35%
20211.38%2.20%3.42%1.49%0.20%3.23%0.67%2.29%-1.46%2.86%-1.26%3.28%19.74%

Benchmark Metrics

Amundi Multi-Asset Portfolio Offensive UCITS ETF (Dist) has an annualized alpha of 4.38%, beta of 0.42, and R2 of 0.23 versus S&P 500 Index. Calculated based on daily prices since March 07, 2018.

  • This ETF participated in 71.84% of S&P 500 Index downside but only 63.34% of its upside - more exposed to losses than it benefited from rallies.
  • Beta of 0.42 may look defensive, but with R2 of 0.23 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 0.23 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
4.38%
Beta
0.42
0.23
Upside Capture
63.34%
Downside Capture
71.84%

Return for Risk

Risk / Return Rank

F703.DE ranks 75 for risk / return — better than 75% of ETFs on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.


F703.DE Risk / Return Rank: 7575
Overall Rank
F703.DE Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
F703.DE Sortino Ratio Rank: 6666
Sortino Ratio Rank
F703.DE Omega Ratio Rank: 6767
Omega Ratio Rank
F703.DE Calmar Ratio Rank: 8989
Calmar Ratio Rank
F703.DE Martin Ratio Rank: 8787
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 Offensive UCITS ETF (Dist) (F703.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.


F703.DEBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-0.13

Sortino ratioReturn per unit of downside risk

+0.03

Omega ratioGain probability vs. loss probability

1.33

1.35

-0.02

Calmar ratioReturn relative to maximum drawdown

4.32

3.18

+1.14

Martin ratioReturn relative to average drawdown

14.82

11.76

+3.05

Dividends

Dividend History

Amundi Multi-Asset Portfolio Offensive UCITS ETF (Dist) provided a 1.36% dividend yield over the last twelve months, with an annual payout of €2.68 per share.


0.50%1.00%1.50%2.00%2.50%3.00%€0.00€1.00€2.00€3.00€4.0020182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018
Dividend€2.68€2.68€2.35€4.14€2.05€1.65€1.45€0.35€0.61

Dividend yield

1.36%1.59%1.54%3.02%1.65%1.14%1.19%0.30%0.66%

Monthly Dividends

The table displays the monthly dividend distributions for Amundi Multi-Asset Portfolio Offensive 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€2.68€0.00€2.68
2024€0.00€0.00€0.00€0.00€0.00€0.00€0.00€0.00€0.00€0.00€2.35€0.00€2.35
2023€0.00€0.00€0.00€0.00€0.00€0.00€0.00€0.00€0.00€4.14€0.00€0.00€4.14
2022€0.00€0.00€0.00€0.00€0.00€0.00€0.00€0.00€0.00€2.05€0.00€0.00€2.05
2021€0.00€0.00€0.00€0.00€0.00€0.00€0.00€0.00€0.00€0.00€1.65€0.00€1.65

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 Offensive 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 Offensive UCITS ETF (Dist) was 30.85%, occurring on Mar 23, 2020. Recovery took 188 trading sessions.

The current Amundi Multi-Asset Portfolio Offensive UCITS ETF (Dist) drawdown is 1.66%.


Related event

Drawdown

Fall

Recovery

Underwater

COVID crash2020
-30.85%Mar 2020
1mo 2d8mo 28d
10moFeb 2020 - Dec 2020
2025 selloff2025
-17.56%Apr 2025
1mo 20d4mo 8d
5mo 28dFeb 2025 - Aug 2025
Bear market2022
-16.22%Oct 2022
11mo1y 3mo
2y 2moNov 2021 - Feb 2024
Rate-hike selloffLate 2018
-13.87%Dec 2018
6mo 15d3mo 7d
9mo 22dJun 2018 - Apr 2019
2024 pullback2024
-8.43%Aug 2024
21d1mo 23d
2mo 14dJul 2024 - Sep 2024

Drawdown Indicators


F703.DEBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-30.85%

-51.62%

+20.77%

Max Drawdown (1Y)

Largest decline over 1 year

-6.21%

-7.57%

+1.36%

Max Drawdown (3Y)

Largest decline over 3 years

-17.56%

-23.99%

+6.43%

Max Drawdown (5Y)

Largest decline over 5 years

-17.56%

-23.99%

+6.43%

Max Drawdown (10Y)

Largest decline over 10 years

-33.42%

Current Drawdown

Current decline from peak

-1.66%

-0.43%

-1.23%

Average Drawdown

Average peak-to-trough decline

-4.29%

-9.08%

+4.79%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.82%

2.04%

-0.22%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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