Amundi CAC 40 UCITS ETF Dist GBP

10-Year Study

CACX.LSE · · GB · ETF

Executive Summary: Amundi CAC 40 UCITS ETF Dist GBP has compounded at 10.6% annually over the last 10 years, with a maximum drawdown of 23.4% and an annualized volatility of 17.6%.

1Y CAGR
+12.5%
3Y CAGR
+8.4%
5Y CAGR
+8.1%
10Y CAGR
+10.6%

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 →
23.4%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.48
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.75
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
15.1%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2019 · +23.9%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2018 · -7.7%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
70%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
2026-0.97.3-9.55.7————————1.8%
20258.50.8-2.4-0.42.81.02.4-0.93.23.8-0.2-0.019.6%
2024-0.54.03.3-2.31.5-6.70.41.2-1.2-2.5-2.81.7-4.4%
20237.81.91.12.7-5.84.61.3-2.4-1.3-3.25.44.316.8%
2022-2.9-4.00.9-2.01.7-7.26.5-1.9-4.66.67.9-0.2-0.6%
2021-4.63.34.85.83.20.60.91.3-1.62.6-0.24.522.1%
2020-3.9-6.4-14.92.07.76.6-3.93.7-1.5-5.720.11.10.8%
20192.73.32.64.7-2.68.41.3-1.82.1-1.51.61.223.9%
20181.6-1.8-3.77.1-0.3-0.14.5-1.91.4-7.8-1.8-4.4-7.7%
2017-1.51.65.22.15.3-2.01.53.1-0.12.9-1.7-0.217.1%
2016———0.31.03.55.21.31.85.5-4.27.323.7%

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 17.6%. The dominant macroeconomic risk driver is VEA.US, accounting for 62.8% of variance. Idiosyncratic stock-specific factors contribute 11.4%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110033.493720833067
2016-05-0110138.342888271485
2016-06-0110498.03393280743
2016-07-0111049.029877068539
2016-08-0111197.034840312472
2016-09-0111402.429491089259
2016-10-0112032.206064129969
2016-11-0111532.311476685962
2016-12-0112369.998575254664
2017-01-0112188.15387606095
2017-02-0112385.152332477051
2017-03-0113027.671018746385
2017-04-0113304.984504683624
2017-05-0114008.11783236757
2017-06-0113732.319760900067
2017-07-0113943.411843117134
2017-08-0114376.611144995795
2017-09-0114356.353567933133
2017-10-0114772.412141124105
2017-11-0114516.855372772005
2017-12-0114486.013530392234
2018-01-0114710.869109765874
2018-02-0114452.441539622354
2018-03-0113919.190009997239
2018-04-0114906.837270330529
2018-05-0114855.307753710546
2018-06-0114845.158235270208
2018-07-0115520.373993906802
2018-08-0115232.498328723736
2018-09-0115447.19896500795
2018-10-0114249.055946382148
2018-11-0113990.128533572823
2018-12-0113369.26388403092
2019-01-0113735.412585829088
2019-02-0114192.695004801008
2019-03-0114566.101887076553
2019-04-0115256.461716062164
2019-05-0114853.214226638196
2019-06-0116104.893882045888
2019-07-0116320.40550336849
2019-08-0116019.205350129905
2019-09-0116347.787582056053
2019-10-0116110.478170805229
2019-11-0116361.89321957999
2019-12-0116557.94623715535
2020-01-0115920.3027605148
2020-02-0114902.733523296794
2020-03-0112682.204566539345
2020-04-0112936.59697271258
2020-05-0113929.225610806769
2020-06-0114842.04526164458
2020-07-0114260.255134420671
2020-08-0114787.82046937861
2020-09-0114573.260486495703
2020-10-0113746.152228595021
2020-11-0116506.825894066442
2020-12-0116688.022347694354
2021-01-0115928.168114214903
2021-02-0116446.01984003407
2021-03-0117236.335802982325
2021-04-0118231.42296953738
2021-05-0118818.66021939373
2021-06-0118940.507524743858
2021-07-0119104.06689429269
2021-08-0119346.827690400245
2021-09-0119042.08562878328
2021-10-0119543.102343638267
2021-11-0119501.781241648703
2021-12-0120382.31454355007
2022-01-0119784.61275813144
2022-02-0118998.617915655308
2022-03-0119162.72672466159
2022-04-0118770.593178790506
2022-05-0119090.17359303298
2022-06-0117711.659442390246
2022-07-0118855.58503077384
2022-08-0118504.56877507665
2022-09-0117651.84842399026
2022-10-0118821.901447222754
2022-11-0120316.378708856795
2022-12-0120268.71231733608
2023-01-0121854.65032498879
2023-02-0122277.80395170962
2023-03-0122533.829952207678
2023-04-0123140.11353248073
2023-05-0121795.977707947044
2023-06-0122798.745790133267
2023-07-0123088.552630391026
2023-08-0122533.829952207678
2023-09-0122247.57896942594
2023-10-0121539.951707448985
2023-11-0122702.73608838086
2023-12-0123679.716551235942
2024-01-0123568.191965621983
2024-02-0124517.062671862084
2024-03-0125319.672052064543
2024-04-0124727.313545995847
2024-05-0125100.279869270606
2024-06-0123410.961224182105
2024-07-0123495.06149634063
2024-08-0123780.270946497807
2024-09-0123485.92018768046
2024-10-0122891.733187394773
2024-11-0122253.668138025238
2024-12-0122640.309226696514
2025-01-0124567.945105341063
2025-02-0124752.42579651576
2025-03-0124163.216686716554
2025-04-0124072.85869436213
2025-05-0124737.366195702503
2025-06-0124987.73273730389
2025-07-0125580.706941043867
2025-08-0125360.459213594044
2025-09-0126166.150956902286
2025-10-0127150.675944211514
2025-11-0127088.554800250662
2025-12-0127076.748438989416
2026-01-0126834.576604782655
2026-02-0128801.01189854155
2026-03-0126065.438859341986
2026-04-0127557.21735805563
Annual Return Matrix
YearAnnual Return
20170.17106024242965678
2018-0.07709157830194824
20190.2385084459985256
20200.0078558118667591
20210.22137387635786143
2022-0.005573568495926273
20230.16828914340958856
2024-0.043894415809009435
20250.19595311918538805
20260.01774470520892968
Total Factor Risk
0.17572883341916293
VTI.US Exposure
0.013086365054924136
VEA.US Exposure
0.6284731457862802
VWO.US Exposure
-0.05591158006410032
QQQ.US Exposure
-0.05996060036935577
VTV.US Exposure
-0.04666950340088599
IJR.US Exposure
0.022348321695727712
QUAL.US Exposure
0.10900992093297586
SHV.US Exposure
0.2859318130346704
TLT.US Exposure
0.06164413949631978
LQD.US Exposure
-0.03104098342883574
HYG.US Exposure
-0.01937925551262524
GLD.US Exposure
-0.010273138435632472
USO.US Exposure
-0.0031065290249125636
VNQ.US Exposure
-0.03801735070171707
BTC-USD.CC Exposure
0.0036408399019832506
CPER.US Exposure
0.022978283464068303
VIX.INDX Exposure
0.0010764491615798298
UUP.US Exposure
-0.015132383495567028
TIP.US Exposure
0.016917617235159513
Idiosyncratic Exposure
0.11438442866994325
Value Score
44.5
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
38.3
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
17.6%

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 →13.8x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →3.19%
Market Cap$77.5B
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 →
+1.6%
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 →
+4.0%
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 →
4.3% 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 CAC 40 UCITS ETF Dist GBP a high-risk investment?

Amundi CAC 40 UCITS ETF Dist GBP (CACX.LSE) has an annualized volatility of 17.6% and experienced a maximum drawdown of 23.4% over the last 10 years. Its primary macro risk driver is VEA.US.

What is the 10-year return of CACX.LSE?

Over the past 10 years, CACX.LSE has generated a Compound Annual Growth Rate (CAGR) of 10.6%. It has had a positive return in 70% 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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