PortfoliosLab logoPortfoliosLab logo
ISIN
FR0010510800
Issuer
Amundi
Inception Date
Sep 13, 2007
Category
Money Market
Leveraged
1x (No leverage)
Index Tracked
Solactive EUR Overnight Return Index
Domicile
France
Distribution Policy
Accumulating
Asset Class
Bond

Share Price Chart


Loading charts...

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Performance

L8I3.DE Performance Chart

Amundi EUR Overnight Return UCITS ETF (Acc) (L8I3.DE) is up 1.0% since the beginning of the year. L8I3.DE is currently trading at €114 per share. Investors who bought €1,000 worth of L8I3.DE shares 5 years ago would now be looking at an investment worth €1,100.


Loading charts...

S&P 500 Index

Returns By Period

Amundi EUR Overnight Return UCITS ETF (Acc) (L8I3.DE) has returned 1.03% so far this year and 2.00% over the past 12 months. Over the last ten years, L8I3.DE has returned 0.67% per year, falling short of the S&P 500 Index benchmark, which averaged 13.23% annually.


Amundi EUR Overnight Return UCITS ETF (Acc)

1D
-0.01%
1M
0.20%
6M
0.97%
YTD
1.03%
1Y
2.00%
3Y*
2.93%
5Y*
1.92%
10Y*
0.67%

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)

L8I3.DE Monthly Returns History

Based on dividend-adjusted daily data since Mar 14, 2008, L8I3.DE's average daily return is 0.00%, while the average monthly return is +0.05%. At this rate, an investment would double in approximately 115.6 years.

Historically, 49% of months were positive and 51% were negative. The best month was Mar 2024 with a return of +0.4%, while the worst month was Aug 2021 at -0.1%. The longest winning streak lasted 47 consecutive months, and the longest losing streak was 88 months.

On a daily basis, L8I3.DE closed higher 24% of trading days. The best single day was Jun 9, 2010 with a return of +0.5%, while the worst single day was Jun 8, 2010 at -0.5%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20260.20%0.15%0.13%0.21%0.11%0.18%0.04%1.03%
20250.28%0.21%0.16%0.22%0.19%0.15%0.21%0.13%0.13%0.17%0.19%0.15%2.21%
20240.35%0.31%0.37%0.28%0.33%0.29%0.30%0.30%0.29%0.27%0.26%0.26%3.69%
20230.13%0.17%0.22%0.22%0.25%0.30%0.27%0.31%0.29%0.31%0.34%0.31%3.17%
2022-0.06%-0.06%-0.06%-0.06%-0.06%-0.06%-0.06%-0.02%0.02%0.05%0.10%0.16%-0.11%
2021-0.05%-0.06%-0.07%-0.05%-0.06%-0.06%-0.06%-0.07%-0.06%-0.06%-0.06%-0.06%-0.69%

Benchmark Metrics

Amundi EUR Overnight Return UCITS ETF (Acc) has an annualized alpha of 0.60%, beta of 0.00, and R2 of 0.00 versus S&P 500 Index. Calculated based on daily prices since March 14, 2008.

  • This ETF captured 1.07% of S&P 500 Index gains and tended to rise during its downturns (downside capture of -2.12%) - 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
0.60%
Beta
0.00
0.00
Upside Capture
1.07%
Downside Capture
-2.12%

Expense Ratio

L8I3.DE has an expense ratio of 0.10%, which is considered low.


Return for Risk

Risk / Return Rank

L8I3.DE 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.


L8I3.DE Risk / Return Rank: 9999
Overall Rank
L8I3.DE Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
L8I3.DE Sortino Ratio Rank: 9999
Sortino Ratio Rank
L8I3.DE Omega Ratio Rank: 9999
Omega Ratio Rank
L8I3.DE Calmar Ratio Rank: 9999
Calmar Ratio Rank
L8I3.DE Martin Ratio Rank: 9999
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 EUR Overnight Return UCITS ETF (Acc) (L8I3.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.


L8I3.DEBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

+4.26

Sortino ratioReturn per unit of downside risk

+10.66

Omega ratioGain probability vs. loss probability

2.77

1.35

+1.42

Calmar ratioReturn relative to maximum drawdown

45.01

3.18

+41.82

Martin ratioReturn relative to average drawdown

172.38

11.76

+160.62

Dividends

Dividend History


Amundi EUR Overnight Return UCITS ETF (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.


Loading charts...

Worst Drawdowns

The table below displays the maximum drawdowns of the Amundi EUR Overnight Return 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 EUR Overnight Return UCITS ETF (Acc) was 3.92%, occurring on Sep 12, 2022. Recovery took 370 trading sessions.

The current Amundi EUR Overnight Return UCITS ETF (Acc) drawdown is 0.01%.


Related event

Drawdown

Fall

Recovery

Underwater

Bear market2022
-3.92%Sep 2022
9y 7mo1y 5mo
11y 17dFeb 2013 - Feb 2024
2010 pullback2010
-0.50%Jun 2010
0s1d
1dJun 2010 - Jun 2010
2010 pullback2010
-0.43%Sep 2010
9d8mo 27d
9mo 6dAug 2010 - May 2011
2025 selloff2025
-0.07%May 2025
0s6d
6dMay 2025 - May 2025
2025 selloff2025
-0.06%Apr 2025
0s2d
2dApr 2025 - Apr 2025

Drawdown Indicators


L8I3.DEBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-3.92%

-51.62%

+47.70%

Max Drawdown (1Y)

Largest decline over 1 year

-0.04%

-7.57%

+7.53%

Max Drawdown (3Y)

Largest decline over 3 years

-0.07%

-23.99%

+23.92%

Max Drawdown (5Y)

Largest decline over 5 years

-0.78%

-23.99%

+23.21%

Max Drawdown (10Y)

Largest decline over 10 years

-3.59%

-33.42%

+29.83%

Current Drawdown

Current decline from peak

-0.01%

-0.43%

+0.42%

Average Drawdown

Average peak-to-trough decline

-0.89%

-9.08%

+8.19%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.01%

2.04%

-2.03%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


Loading charts...

Portfolio Analyzer

Build a portfolio with L8I3.DE

Add Amundi EUR Overnight Return UCITS ETF (Acc) to a portfolio and analyze allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Analyzer with L8I3.DE