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Amundi MSCI Europe II UCITS ETF (MEU.MI)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISIN

FR0010261198

Issuer

Amundi

Inception Date

Jan 9, 2006

Region

Europe (Broad)

Leveraged

1x

Index Tracked

MSCI Europe index

Domicile

France

Distribution Policy

Accumulating

Asset Class

Equity

Asset Class Size

Large-Cap

Asset Class Style

Blend

Expense Ratio

MEU.MI has an expense ratio of 0.25%, which is considered low.


Share Price Chart


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Compare to other instruments

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


Amundi MSCI Europe II UCITS ETF

Popular comparisons:
MEU.MI vs. VT
Popular comparisons:

Performance

Performance Chart


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S&P 500

Returns By Period

Amundi MSCI Europe II UCITS ETF (MEU.MI) returned 10.94% year-to-date (YTD) and 8.93% over the past 12 months. Over the past 10 years, MEU.MI returned 6.03% annually, underperforming the S&P 500 benchmark at 10.85%.


MEU.MI

YTD

10.94%

1M

4.66%

6M

9.71%

1Y

8.93%

3Y*

10.38%

5Y*

12.51%

10Y*

6.03%

^GSPC (Benchmark)

YTD

0.51%

1M

6.15%

6M

-2.00%

1Y

12.92%

3Y*

12.68%

5Y*

14.19%

10Y*

10.85%

*Annualized

Monthly Returns

The table below presents the monthly returns of MEU.MI, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20257.24%3.65%-3.87%-0.80%4.66%10.94%
20241.87%1.83%3.92%-0.94%3.42%-0.93%1.25%1.64%-0.46%-3.37%1.01%-1.11%8.17%
20237.09%1.70%0.01%2.39%-2.51%2.52%2.27%-2.28%-1.80%-3.84%6.48%3.50%15.92%
2022-3.50%-2.96%1.00%-0.51%-0.86%-7.88%7.78%-4.90%-6.32%6.31%6.95%-3.88%-9.82%
2021-0.86%2.22%6.75%2.02%2.49%1.88%1.83%1.76%-2.54%4.45%-2.55%5.69%25.20%
2020-1.39%-8.72%-14.14%5.87%2.91%3.44%-1.16%2.39%-1.09%-4.95%14.08%2.23%-3.35%
20196.46%4.21%1.97%3.74%-4.75%4.41%0.52%-1.67%3.98%1.06%2.63%2.00%26.91%
20181.86%-3.55%-2.01%4.47%0.23%-0.59%2.97%-2.42%0.73%-5.37%-0.86%-5.92%-10.49%
20170.07%2.82%3.22%1.75%1.69%-2.66%-0.26%-0.76%3.70%2.33%-2.23%0.30%10.19%
2016-7.28%-2.14%1.68%1.88%2.33%-4.51%3.61%1.08%-0.11%-0.71%0.87%5.53%1.56%
20157.71%7.10%1.81%0.01%1.29%-3.97%3.33%-8.82%-4.01%8.51%2.62%-4.46%9.93%
2014-1.70%4.78%-0.77%1.96%2.66%-0.25%-1.73%1.72%0.81%-2.25%3.55%-2.01%6.65%
Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of MEU.MI is 49, indicating average performance compared to other ETFs on our website. Here’s a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of MEU.MI is 4949
Overall Rank
The Sharpe Ratio Rank of MEU.MI is 5151
Sharpe Ratio Rank
The Sortino Ratio Rank of MEU.MI is 4343
Sortino Ratio Rank
The Omega Ratio Rank of MEU.MI is 4545
Omega Ratio Rank
The Calmar Ratio Rank of MEU.MI is 5252
Calmar Ratio Rank
The Martin Ratio Rank of MEU.MI is 5656
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Amundi MSCI Europe II UCITS ETF (MEU.MI) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

Amundi MSCI Europe II UCITS ETF Sharpe ratios as of May 31, 2025 (values are recalculated daily):

  • 1-Year: 0.59
  • 5-Year: 0.84
  • 10-Year: 0.36
  • All Time: 0.29

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

The chart below shows the rolling Sharpe ratio of Amundi MSCI Europe II UCITS ETF compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.


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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

Dividend History

Amundi MSCI Europe II UCITS ETF provided a 0.00% dividend yield over the last twelve months, with an annual payout of €0.00 per share.


0.00%1.00%2.00%3.00%4.00%€0.00€1.00€2.00€3.00€4.0020142015201620172018201920202021202220232024
Dividends
Dividend Yield
PeriodTTM20242023202220212020201920182017201620152014
Dividend€0.00€0.00€0.00€0.00€0.00€2.21€4.49€4.22€3.99€4.06€4.35€3.34

Dividend yield

0.00%0.00%0.00%0.00%0.00%1.70%3.28%3.78%3.10%3.37%3.53%2.88%

Monthly Dividends

The table displays the monthly dividend distributions for Amundi MSCI Europe II UCITS ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2025€0.00€0.00€0.00€0.00€0.00€0.00
2024€0.00€0.00€0.00€0.00€0.00€0.00€0.00€0.00€0.00€0.00€0.00€0.00€0.00
2023€0.00€0.00€0.00€0.00€0.00€0.00€0.00€0.00€0.00€0.00€0.00€0.00€0.00
2022€0.00€0.00€0.00€0.00€0.00€0.00€0.00€0.00€0.00€0.00€0.00€0.00€0.00
2021€0.00€0.00€0.00€0.00€0.00€0.00€0.00€0.00€0.00€0.00€0.00€0.00€0.00
2020€0.00€0.00€0.00€0.00€0.00€0.00€1.63€0.00€0.00€0.00€0.00€0.58€2.21
2019€0.00€0.00€0.00€0.00€0.00€0.00€3.60€0.00€0.00€0.00€0.00€0.89€4.49
2018€0.00€0.00€0.00€0.00€0.00€0.00€3.35€0.00€0.00€0.00€0.00€0.87€4.22
2017€0.00€0.00€0.00€0.00€0.00€0.00€3.15€0.00€0.00€0.00€0.00€0.84€3.99
2016€0.00€0.00€0.00€0.00€0.00€0.00€3.25€0.00€0.00€0.00€0.00€0.81€4.06
2015€0.00€0.00€0.00€0.00€0.00€0.00€3.45€0.00€0.00€0.00€0.00€0.90€4.35
2014€2.52€0.00€0.00€0.00€0.00€0.82€3.34

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 MSCI Europe II UCITS ETF. 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 MSCI Europe II UCITS ETF was 58.23%, occurring on Mar 9, 2009. Recovery took 1236 trading sessions.

The current Amundi MSCI Europe II UCITS ETF drawdown is 1.36%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-58.23%Jun 21, 2007433Mar 9, 20091236Jan 17, 20141669
-35.18%Feb 20, 202020Mar 18, 2020260Mar 29, 2021280
-25.76%Apr 16, 2015211Feb 11, 2016314May 5, 2017525
-19.66%Jan 6, 2022183Sep 29, 2022158May 19, 2023341
-16.42%Mar 4, 202527Apr 9, 2025
Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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