Amundi Index Solutions - Amundi MSCI World UCITS ETF C EUR

10-Year Study

AMEW.XETRA · · DE · ETF

Executive Summary: Amundi Index Solutions - Amundi MSCI World UCITS ETF C EUR has compounded at 11.7% annually over the last 10 years, with a maximum drawdown of 18.9% and an annualized volatility of 12.2%.

1Y CAGR
+17.1%
3Y CAGR
+15.9%
5Y CAGR
+11.5%
10Y CAGR
+11.7%

History & Riski10-year historical performance analysis including CAGR, Max Drawdown, Sharpe & Sortino ratios, annual returns, and rolling volatility — all computed from daily market data.

10-Year Growth of $10,000

Max DrawdownMax DrawdownThe largest peak-to-trough decline in the asset's value over the measurement period.Click for full definition →
18.9%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.64
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.90
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
13.2%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2021 · +32.7%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -13.9%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
80%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20260.31.1-4.86.6————————3.0%
20254.4-2.5-7.9-3.96.40.74.8-0.42.44.2-0.30.37.4%
20243.43.73.6-2.01.34.90.1-0.21.31.37.4-1.225.8%
20234.90.60.10.32.43.82.3-0.6-1.7-3.45.94.119.9%
2022-5.5-1.84.7-2.7-3.5-6.710.6-1.8-5.84.50.4-5.7-13.9%
20210.53.26.12.2-0.74.71.93.0-2.05.20.74.032.7%
20200.3-8.9-10.99.82.41.7-0.46.0-1.1-2.89.61.85.3%
20197.94.02.53.6-4.83.93.7-1.73.2-0.14.51.531.1%
20181.1-1.8-3.73.83.80.22.41.80.8-5.00.5-8.4-5.2%
2017-1.05.00.5-0.6-1.2-0.9-0.9-0.92.93.4-0.31.37.5%
2016———0.14.2-1.23.90.30.10.55.22.916.9%

Risk X-RayiA 19-factor macroeconomic risk decomposition showing exactly which market forces (equity beta, rates, inflation, credit, commodity, crypto) drive this asset's volatility. Powered by multivariate regression against daily factor returns.

Risk Profile Insight: This asset has an estimated annualized volatility of 12.2%. The dominant macroeconomic risk driver is VTI.US, accounting for 64.5% of variance. Idiosyncratic stock-specific factors contribute 4.5%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110006.995802518488
2016-05-0110428.742754347391
2016-06-0110304.317409554267
2016-07-0110703.577853288027
2016-08-0110731.561063361984
2016-09-0110739.556266240255
2016-10-0110794.023585848492
2016-11-0111360.1838896662
2016-12-0111687.487507495502
2017-01-0111575.554667199682
2017-02-0112159.204477313611
2017-03-0112215.670597641414
2017-04-0112145.712572456527
2017-05-0112001.299220467718
2017-06-0111894.863082150709
2017-07-0111790.425744553268
2017-08-0111686.98780731561
2017-09-0112021.786927843294
2017-10-0112433.040175894463
2017-11-0112401.05936438137
2017-12-0112568.458924645214
2018-01-0112701.878872676392
2018-02-0112474.515290825502
2018-03-0112009.294423345993
2018-04-0112465.020987407555
2018-05-0112932.740355786527
2018-06-0112961.223266040375
2018-07-0113273.036178293025
2018-08-0113510.893463921648
2018-09-0113615.830501698982
2018-10-0112934.739156506097
2018-11-0112999.200479712172
2018-12-0111912.35258844693
2019-01-0112848.79072556466
2019-02-0113358.98460923446
2019-03-0113691.784929042575
2019-04-0114180.491704977012
2019-05-0113495.402758344992
2019-06-0114016.090345792525
2019-07-0114532.280631621026
2019-08-0114288.92664401359
2019-09-0114744.653208075153
2019-10-0114731.16130321807
2019-11-0115391.265240855486
2019-12-0115617.1297221667
2020-01-0115657.105736558064
2020-02-0114264.441335198879
2020-03-0112704.877073755748
2020-04-0113954.627223665799
2020-05-0114287.427543473916
2020-06-0114530.781531081351
2020-07-0114472.31661003398
2020-08-0115338.297021786926
2020-09-0115162.40255846492
2020-10-0114735.658604837095
2020-11-0116151.808914651208
2020-12-0116448.630821507097
2021-01-0116528.083150109935
2021-02-0117064.761143314012
2021-03-0118106.136318209075
2021-04-0118508.394963022187
2021-05-0118384.469318408956
2021-06-0119251.449130521683
2021-07-0119612.73236058365
2021-08-0120204.377373575855
2021-09-0119805.116929842094
2021-10-0120837.99720167899
2021-11-0120989.90605636618
2021-12-0121820.907455526685
2022-01-0120614.131521087344
2022-02-0120241.355186887868
2022-03-0121193.78372976214
2022-04-0120630.621627023786
2022-05-0119916.050369778135
2022-06-0118587.847291625025
2022-07-0120559.664201479114
2022-08-0120180.391764941036
2022-09-0119005.096941834898
2022-10-0119865.080951429143
2022-11-0119936.53807715371
2022-12-0118791.724965020985
2023-01-0119716.170297821307
2023-02-0119837.59744153508
2023-03-0119859.08454927044
2023-04-0119910.053967619428
2023-05-0120388.267039776132
2023-06-0121170.297821307217
2023-07-0121661.003397961224
2023-08-0121536.5780531681
2023-09-0121168.79872076754
2023-10-0120447.231661003396
2023-11-0121645.01299220468
2023-12-0122537.977213671795
2024-01-0123311.013391964818
2024-02-0124163.501898860683
2024-03-0125037.9772136718
2024-04-0124528.28303018189
2024-05-0124842.09474315411
2024-06-0126065.360783529883
2024-07-0126098.34099540276
2024-08-0126046.372176693985
2024-09-0126379.1724965021
2024-10-0126708.97461523086
2024-11-0128674.795122926247
2024-12-0128344.993004197484
2025-01-0129585.248850689582
2025-02-0128831.700979412355
2025-03-0126541.075354787128
2025-04-0125494.703178093143
2025-05-0127130.721567059765
2025-06-0127320.607635418746
2025-07-0128642.814311413153
2025-08-0128530.88147111733
2025-09-0129218.46891864881
2025-10-0130458.724765140912
2025-11-0130363.781730961422
2025-12-0130447.73136118329
2026-01-0130546.671996801917
2026-02-0130895.46272236658
2026-03-0129426.34419348391
2026-04-0131363.18209074555
Annual Return Matrix
YearAnnual Return
20170.07537731412202331
2018-0.05220260814249378
20190.31100297831284873
20200.05324288868268656
20210.3266093507913843
2022-0.13882018869652835
20230.19935648566718078
20240.25765470146110014
20250.07418376701219942
20260.030066303420205998
Total Factor Risk
0.12153963974476002
VTI.US Exposure
0.6453410459202675
VEA.US Exposure
0.11327255642520315
VWO.US Exposure
-0.013511500498792664
QQQ.US Exposure
0.021263515171528632
VTV.US Exposure
-0.0041317508267015276
IJR.US Exposure
0.005872839141046619
QUAL.US Exposure
-0.04159643562281004
SHV.US Exposure
0.003967881928212684
TLT.US Exposure
0.007209672975949703
LQD.US Exposure
0.009373094409627417
HYG.US Exposure
-0.039850288148489454
GLD.US Exposure
0.0028829050339117947
USO.US Exposure
0.004959897486209779
VNQ.US Exposure
0.003295107082814648
BTC-USD.CC Exposure
0.0024705630844091132
CPER.US Exposure
0.003496794245244474
VIX.INDX Exposure
0.00785605787194102
UUP.US Exposure
0.19505034959750164
TIP.US Exposure
0.02741194775979632
Idiosyncratic Exposure
0.04536574696312933
Value Score
50
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
0
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
12.2%

FundamentalsiCompany financial health metrics: P/E valuation, dividend yield, Piotroski F-Score (9-point profitability signal), Altman Z-Score (bankruptcy risk proxy), and a radar chart across 6 fundamental dimensions. Note: ETFs may show N/A for some metrics.

Fundamental Dimensions

Core Valuation

P/E Ratio (TTM)P/E RatioPrice-to-Earnings ratio — the market price of a stock divided by its earnings per share, a key valuation measure.Click for full definition →N/A
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.00%
Market Cap$0
Piotroski F-ScorePiotroski F-ScoreA 9-point scoring system evaluating a company's financial strength across profitability, leverage, and operating efficiency.Click for full definition →
9-point profitability signal
0.0/ 9
Weak
Altman Z-ScoreAltman Z-ScoreA bankruptcy prediction model that combines 5 financial ratios into a single score indicating financial distress risk.Click for full definition →
Bankruptcy risk proxy
1.18
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$0
Avg Yield on Cost
0.00%

Momentum & MacroiPrice momentum indicators relative to key technical levels: distance from 50-Day SMA (intermediate trend), 200-Day SMA (long-term trend), 52-Week High (bullish proximity), and Beta (market sensitivity coefficient).

vs 50-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+2.6%
Above/below 50-day moving average
vs 200-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+6.5%
Above/below 200-day moving average
vs 52-Week High52-Week HighThe highest price an asset reached in the past 52 weeks — a key reference for momentum and valuation context.Click for full definition →
0.0% from high
Distance from 52-week high
BetaBetaA measure of an asset's sensitivity to broad market movements relative to a benchmark (e.g. S&P 500).Click for full definition →
1.00
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Amundi Index Solutions - Amundi MSCI World UCITS ETF C EUR a high-risk investment?

Amundi Index Solutions - Amundi MSCI World UCITS ETF C EUR (AMEW.XETRA) has an annualized volatility of 12.2% and experienced a maximum drawdown of 18.9% over the last 10 years. Its primary macro risk driver is VTI.US.

What is the 10-year return of AMEW.XETRA?

Over the past 10 years, AMEW.XETRA has generated a Compound Annual Growth Rate (CAGR) of 11.7%. It has had a positive return in 80% of the years measured.

Data Methodology & Trust

The risk and return information on this page is pre-calculated mathematically using daily market data spanning a 10-year period. Fundamentals (such as P/E Ratio, Market Cap, and Dividend Yield) represent trailing averages and may not immediately reflect real-time live market fluctuations. Advanced scoring models like the Piotroski F-Score and Altman Z-Score are proxies applied to publicly available trailing-twelve-month financial statements and may not account for recent off-balance-sheet events, qualitative company shifts, or sector-specific capital structures. Macroeconomic factor exposures are estimated via multivariate regression against standard market indices. This data is provided for quantitative insight and backtesting research, and should not be misconstrued as tailored financial advice.

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