- ISIN
- LU1233598447
- WKN
- LYX0T3
- Issuer
- Amundi
- Inception Date
- Jun 5, 2015
- Region
- North America (U.S.)
- Category
- Money Market
- Leveraged
- 1x (No leverage)
- Index Tracked
- Solactive Fed Funds Effective Rate Total Return Index
- Domicile
- Luxembourg
- Distribution Policy
- Accumulating
- Asset Class
- Bond
- Assets Under Management
- $140M
Share Price Chart
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Performance
FEDF.L Performance Chart
Amundi USD Fed Funds Rate UCITS ETF Acc (FEDF.L) is up 1.5% since the beginning of the year. FEDF.L is currently trading at $125 per share. Investors who bought $1,000 worth of FEDF.L shares 5 years ago would now be looking at an investment worth $1,189.
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Returns By Period
Amundi USD Fed Funds Rate UCITS ETF Acc (FEDF.L) has returned 1.47% so far this year and 3.87% over the past 12 months. Over the last ten years, FEDF.L has returned 2.27% per year, falling short of the S&P 500 Index benchmark, which averaged 13.75% annually.
Amundi USD Fed Funds Rate UCITS ETF Acc
- 1D
- 0.01%
- 1M
- 0.22%
- YTD
- 1.47%
- 6M
- 1.80%
- 1Y
- 3.87%
- 3Y*
- 4.68%
- 5Y*
- 3.52%
- 10Y*
- 2.27%
Benchmark (S&P 500 Index)
- 1D
- 0.13%
- 1M
- 5.25%
- YTD
- 11.16%
- 6M
- 11.43%
- 1Y
- 28.20%
- 3Y*
- 21.12%
- 5Y*
- 12.66%
- 10Y*
- 13.75%
FEDF.L Monthly Returns History
Based on dividend-adjusted daily data since Jul 10, 2015, FEDF.L's average daily return is +0.01%, while the average monthly return is +0.17%. At this rate, an investment would double in approximately 34.0 years.
Historically, 86% of months were positive and 14% were negative. The best month was Nov 2023 with a return of +0.5%, while the worst month was May 2020 at -0.0%. The longest winning streak lasted 53 consecutive months, and the longest losing streak was 6 months.
On a daily basis, FEDF.L closed higher 53% of trading days. The best single day was Mar 17, 2020 with a return of +0.3%, while the worst single day was Mar 12, 2020 at -0.3%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 0.27% | 0.30% | 0.25% | 0.39% | 0.23% | 0.03% | 1.47% | ||||||
| 2025 | 0.39% | 0.31% | 0.40% | 0.31% | 0.37% | 0.38% | 0.34% | 0.32% | 0.38% | 0.36% | 0.33% | 0.29% | 4.25% |
| 2024 | 0.46% | 0.47% | 0.41% | 0.40% | 0.51% | 0.43% | 0.48% | 0.46% | 0.36% | 0.43% | 0.37% | 0.35% | 5.24% |
| 2023 | 0.34% | 0.35% | 0.41% | 0.39% | 0.42% | 0.44% | 0.40% | 0.49% | 0.42% | 0.40% | 0.51% | 0.41% | 5.10% |
| 2022 | -0.01% | 0.00% | 0.00% | 0.02% | 0.05% | 0.07% | 0.13% | 0.20% | 0.20% | 0.25% | 0.30% | 0.37% | 1.60% |
| 2021 | -0.01% | 0.00% | 0.00% | 0.00% | -0.01% | 0.00% | -0.00% | -0.00% | 0.00% | 0.00% | 0.00% | 0.00% | -0.03% |
Benchmark Metrics
Amundi USD Fed Funds Rate UCITS ETF Acc has an annualized alpha of 2.07%, beta of 0.00, and R2 of 0.00 versus S&P 500 Index. Calculated based on daily prices since July 13, 2015.
- This ETF captured 4.34% of S&P 500 Index gains and tended to rise during its downturns (downside capture of -4.92%) - a profile typical of hedging or uncorrelated assets.
- Beta of 0.00 may look defensive, but with R2 of 0.00 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 0.00 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
- 2.07%
- Beta
- 0.00
- R²
- 0.00
- Upside Capture
- 4.34%
- Downside Capture
- -4.92%
Expense Ratio
FEDF.L has an expense ratio of 0.10%, which is considered low.
Return for Risk
Risk / Return Rank
FEDF.L ranks 99 for risk / return — in the top 99% of ETFs on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for Amundi USD Fed Funds Rate UCITS ETF Acc (FEDF.L) and compare them to S&P 500 Index.
| FEDF.L | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 6.93 | 2.39 | +4.54 |
Sortino ratioReturn per unit of downside risk | 13.57 | 3.25 | +10.32 |
Omega ratioGain probability vs. loss probability | 3.13 | 1.43 | +1.69 |
Calmar ratioReturn relative to maximum drawdown | 29.74 | 3.11 | +26.63 |
Martin ratioReturn relative to average drawdown | 172.34 | 14.38 | +157.96 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Dividends
Dividend History
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 USD Fed Funds Rate 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 USD Fed Funds Rate UCITS ETF Acc was 0.28%, occurring on Mar 13, 2020. Recovery took 3 trading sessions.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
COVID crash2020 | -0.28%Mar 2020 | 1d | 5d | 6dMar 2020 - Mar 2020 |
2025 pullback2025 | -0.13%Nov 2025 | 0s | 14d | 14dNov 2025 - Dec 2025 |
Bear market2022 | -0.10%Feb 2022 | 1y 10mo | 3mo 12d | 2y 2moApr 2020 - Jun 2022 |
2026 pullback2026 | -0.10%Mar 2026 | 0s | 1d | 1dMar 2026 - Mar 2026 |
2024 pullback2024 | -0.09%May 2024 | 6d | 1d | 7dMay 2024 - May 2024 |
Drawdown Indicators
| FEDF.L | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -0.28% | -56.78% | +56.50% |
Max Drawdown (1Y)Largest decline over 1 year | -0.13% | -9.10% | +8.97% |
Max Drawdown (3Y)Largest decline over 3 years | -0.13% | -18.90% | +18.77% |
Max Drawdown (5Y)Largest decline over 5 years | -0.13% | -25.43% | +25.30% |
Max Drawdown (10Y)Largest decline over 10 years | -0.28% | -33.92% | +33.64% |
Current DrawdownCurrent decline from peak | 0.00% | 0.00% | 0.00% |
Average DrawdownAverage peak-to-trough decline | -0.01% | -10.72% | +10.71% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.02% | 1.97% | -1.95% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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