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ISIN
LU1563454823
Issuer
Amundi
Inception Date
Sep 3, 2021
Category
Global Bonds, ESG
Leveraged
1x (No leverage)
Index Tracked
Solactive Green Bond Index (EUR Hedged)
Domicile
Luxembourg
Distribution Policy
Accumulating
Asset Class
Bond

Share Price Chart


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Performance

KLMH.DE Performance Chart

Amundi Global Aggregate Green Bond UCITS ETF EUR Hedged (Acc) (KLMH.DE) is up 1.0% since the beginning of the year. KLMH.DE is currently trading at €48 per share. Investors who bought €1,000 worth of KLMH.DE shares 5 years ago would now be looking at an investment worth €884.


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S&P 500 Index

Returns By Period

Amundi Global Aggregate Green Bond UCITS ETF EUR Hedged (Acc) (KLMH.DE) has returned 0.95% so far this year and 1.19% over the past 12 months.


Amundi Global Aggregate Green Bond UCITS ETF EUR Hedged (Acc)

1D
-0.08%
1M
0.78%
6M
0.91%
YTD
0.95%
1Y
1.19%
3Y*
3.09%
5Y*
-2.43%
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)

KLMH.DE Monthly Returns History

Based on dividend-adjusted daily data since Jun 21, 2017, KLMH.DE's average daily return is 0.00%, while the average monthly return is -0.03%.

Historically, 50% of months were positive and 50% were negative. The best month was Jul 2022 with a return of +5.2%, while the worst month was Aug 2022 at -5.4%. The longest winning streak lasted 6 consecutive months, and the longest losing streak was 7 months.

On a daily basis, KLMH.DE closed higher 49% of trading days. The best single day was Mar 24, 2020 with a return of +2.9%, while the worst single day was Mar 18, 2020 at -2.5%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20260.76%1.12%-2.73%0.88%0.83%0.53%-0.38%0.95%
20250.11%0.84%-1.76%1.45%0.30%-0.17%-0.02%-0.17%0.51%1.10%-0.08%-0.92%1.14%
2024-0.96%-0.97%1.09%-1.41%-0.09%0.65%2.10%0.63%0.84%-0.75%1.70%-1.23%1.55%
20232.43%-2.46%1.85%0.16%0.14%-0.21%0.11%-0.05%-2.18%-0.14%3.31%4.22%7.19%
2022-1.95%-2.62%-2.49%-4.56%-1.45%-3.25%5.21%-5.44%-4.42%-0.56%3.29%-3.10%-19.81%
2021-0.58%-2.66%-0.02%-0.28%-0.30%0.64%1.69%-0.40%-1.52%-0.48%1.03%-0.95%-3.83%

Benchmark Metrics

Amundi Global Aggregate Green Bond UCITS ETF EUR Hedged (Acc) has an annualized alpha of -0.42%, beta of 0.04, and R2 of 0.02 versus S&P 500 Index. Calculated based on daily prices since June 21, 2017.

  • This ETF participated in 29.36% of S&P 500 Index downside but only 11.63% of its upside - more exposed to losses than it benefited from rallies.
  • Beta of 0.04 may look defensive, but with R2 of 0.02 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 0.02 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
-0.42%
Beta
0.04
0.02
Upside Capture
11.63%
Downside Capture
29.36%

Expense Ratio

KLMH.DE has an expense ratio of 0.30%, placing it in the medium range.


Return for Risk

Risk / Return Rank

KLMH.DE ranks 12 for risk / return — in the bottom 12% of ETFs on our site. This means you're taking on significantly more risk than the returns justify. Consider whether the potential upside is worth the volatility, or explore alternatives with better risk / return profiles.


KLMH.DE Risk / Return Rank: 1212
Overall Rank
KLMH.DE Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
KLMH.DE Sortino Ratio Rank: 1111
Sortino Ratio Rank
KLMH.DE Omega Ratio Rank: 1010
Omega Ratio Rank
KLMH.DE Calmar Ratio Rank: 1313
Calmar Ratio Rank
KLMH.DE Martin Ratio Rank: 1414
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 Global Aggregate Green Bond UCITS ETF EUR Hedged (Acc) (KLMH.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.


KLMH.DEBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-1.67

Sortino ratioReturn per unit of downside risk

-2.10

Omega ratioGain probability vs. loss probability

1.04

1.35

-0.31

Calmar ratioReturn relative to maximum drawdown

0.37

3.18

-2.81

Martin ratioReturn relative to average drawdown

0.96

11.76

-10.80

Dividends

Dividend History


Amundi Global Aggregate Green Bond UCITS ETF EUR Hedged (Acc) doesn't pay dividends

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 Global Aggregate Green Bond UCITS ETF EUR Hedged (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 Global Aggregate Green Bond UCITS ETF EUR Hedged (Acc) was 24.67%, occurring on Oct 21, 2022. The portfolio has not yet recovered.

The current Amundi Global Aggregate Green Bond UCITS ETF EUR Hedged (Acc) drawdown is 14.52%.


Related event

Drawdown

Fall

Recovery

Underwater

Bear market2022
-24.67%Oct 2022
1y 10mo
5y 6moDec 2020 - now
COVID crash2020
-9.94%Mar 2020
14d4mo 10d
4mo 24dMar 2020 - Jul 2020
2020 pullback2020
-2.91%Jan 2020
4mo 17d1mo 20d
6mo 7dAug 2019 - Mar 2020
Rate-hike selloffLate 2018
-2.77%Nov 2018
11mo 20d3mo
1y 2moDec 2017 - Feb 2019
2017 pullback2017
-1.52%Jul 2017
14d1mo 5d
1mo 19dJun 2017 - Aug 2017

Drawdown Indicators


KLMH.DEBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-24.67%

-51.62%

+26.95%

Max Drawdown (1Y)

Largest decline over 1 year

-3.18%

-7.57%

+4.39%

Max Drawdown (3Y)

Largest decline over 3 years

-3.80%

-23.99%

+20.19%

Max Drawdown (5Y)

Largest decline over 5 years

-23.60%

-23.99%

+0.39%

Max Drawdown (10Y)

Largest decline over 10 years

-33.42%

Current Drawdown

Current decline from peak

-14.52%

-0.43%

-14.09%

Average Drawdown

Average peak-to-trough decline

-9.59%

-9.08%

-0.51%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.23%

2.04%

-0.81%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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