- ISIN
- LU1806495575
- Issuer
- Amundi
- Inception Date
- Dec 16, 2020
- Category
- Corporate Bonds, ESG
- Leveraged
- 1x (No leverage)
- Index Tracked
- Bloomberg MSCI US Corporate SRI Index
- Domicile
- Luxembourg
- Distribution Policy
- Accumulating
- Asset Class
- Bond
Share Price Chart
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Performance
UCRP.DE Performance Chart
Amundi USD Corporate Bond ESG UCITS ETF DR (Acc) (UCRP.DE) is up 3.2% since the beginning of the year. UCRP.DE is currently trading at €55 per share. Investors who bought €1,000 worth of UCRP.DE shares 5 years ago would now be looking at an investment worth €1,046.
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Returns By Period
Amundi USD Corporate Bond ESG UCITS ETF DR (Acc) (UCRP.DE) has returned 3.24% so far this year and 6.79% over the past 12 months.
Amundi USD Corporate Bond ESG UCITS ETF DR (Acc)
- 1D
- -0.16%
- 1M
- 1.82%
- 6M
- 2.96%
- YTD
- 3.24%
- 1Y
- 6.79%
- 3Y*
- 3.27%
- 5Y*
- 0.91%
- 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%
UCRP.DE Monthly Returns History
Based on dividend-adjusted daily data since May 15, 2018, UCRP.DE's average daily return is +0.01%, while the average monthly return is +0.13%. At this rate, an investment would double in approximately 44.5 years.
Historically, 54% of months were positive and 46% were negative. The best month was Jul 2022 with a return of +6.3%, while the worst month was Apr 2019 at -10.4%. The longest winning streak lasted 6 consecutive months, and the longest losing streak was 7 months.
On a daily basis, UCRP.DE closed higher 51% of trading days. The best single day was Mar 24, 2020 with a return of +3.7%, while the worst single day was Apr 16, 2019 at -11.8%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | -0.87% | 1.61% | 0.49% | -1.17% | 1.17% | 2.51% | -0.49% | 3.24% | |||||
| 2025 | 1.26% | 1.46% | -3.71% | -4.63% | -0.23% | -1.97% | 3.21% | -1.43% | 1.19% | 1.93% | 0.11% | -1.41% | -4.44% |
| 2024 | 1.55% | -0.97% | 1.19% | -1.49% | 0.25% | 2.20% | 0.75% | -0.04% | 0.69% | 0.07% | 4.26% | -0.82% | 7.79% |
| 2023 | 1.75% | -0.60% | 0.34% | -0.80% | 1.92% | -1.52% | -0.80% | 0.81% | 0.12% | -1.55% | 2.28% | 2.85% | 4.77% |
| 2022 | -1.92% | -1.96% | -1.28% | -0.27% | -0.85% | -0.14% | 6.29% | -2.04% | -2.12% | -2.28% | -0.27% | -3.15% | -9.83% |
| 2021 | 0.23% | -2.43% | 2.61% | -1.83% | -0.97% | 4.94% | 1.03% | 0.19% | 0.53% | 0.62% | 2.51% | -0.83% | 6.55% |
Benchmark Metrics
Amundi USD Corporate Bond ESG UCITS ETF DR (Acc) has an annualized alpha of 0.50%, beta of 0.10, and R2 of 0.05 versus S&P 500 Index. Calculated based on daily prices since May 15, 2018.
- This ETF participated in 22.69% of S&P 500 Index downside but only 13.44% of its upside - more exposed to losses than it benefited from rallies.
- Beta of 0.10 may look defensive, but with R2 of 0.05 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 0.05 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
- 0.50%
- Beta
- 0.10
- R²
- 0.05
- Upside Capture
- 13.44%
- Downside Capture
- 22.69%
Expense Ratio
UCRP.DE has an expense ratio of 0.14%, which is considered low.
Return for Risk
Risk / Return Rank
UCRP.DE ranks 42 for risk / return — on par with similar ETFs. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for Amundi USD Corporate Bond ESG UCITS ETF DR (Acc) (UCRP.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.
| UCRP.DE | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.73 | ||
| Sortino ratioReturn per unit of downside risk | -0.70 | ||
| Omega ratioGain probability vs. loss probability | 1.21 | 1.35 | -0.14 |
| Calmar ratioReturn relative to maximum drawdown | 2.05 | 3.18 | -1.13 |
| Martin ratioReturn relative to average drawdown | 5.77 | 11.76 | -5.99 |
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 Corporate Bond ESG UCITS ETF DR (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 Corporate Bond ESG UCITS ETF DR (Acc) was 14.40%, occurring on Mar 19, 2020. Recovery took 431 trading sessions.
The current Amundi USD Corporate Bond ESG UCITS ETF DR (Acc) drawdown is 3.97%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
COVID crash2020 | -14.40%Mar 2020 | 27d | 1y 8mo | 1y 9moFeb 2020 - Nov 2021 |
2023 correction2023 | -12.94%Jul 2023 | 1y 7mo | 1y 4mo | 2y 11moDec 2021 - Nov 2024 |
2019 correction2019 | -11.75%Apr 2019 | 0s | 9mo 17d | 9mo 17dApr 2019 - Jan 2020 |
2025 selloff2025 | -11.27%Apr 2025 | 1mo 9d | — | 1y 4moMar 2025 - now |
2025 pullback2025 | -2.50%Jan 2025 | 21d | 10d | 1mo 1dJan 2025 - Feb 2025 |
Drawdown Indicators
| UCRP.DE | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -14.40% | -51.62% | +37.22% |
Max Drawdown (1Y)Largest decline over 1 year | -3.29% | -7.57% | +4.28% |
Max Drawdown (3Y)Largest decline over 3 years | -11.27% | -23.99% | +12.72% |
Max Drawdown (5Y)Largest decline over 5 years | -12.94% | -23.99% | +11.05% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.42% | — |
Current DrawdownCurrent decline from peak | -3.97% | -0.43% | -3.54% |
Average DrawdownAverage peak-to-trough decline | -5.31% | -9.08% | +3.77% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.17% | 2.04% | -0.87% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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