Multi Units Luxembourg - Amundi STOXX Europe 600 Banks UCITS ETF Acc GBX

10-Year Study

CB5.LSE · · GB · ETF

Executive Summary: Multi Units Luxembourg - Amundi STOXX Europe 600 Banks UCITS ETF Acc GBX has compounded at 49.4% annually over the last 10 years, with a maximum drawdown of 10.3% and an annualized volatility of 106.0%.

1Y CAGR
+45.2%
3Y CAGR
+49.4%
5Y CAGR
+49.4%
10Y CAGR
+49.4%

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 →
10.3%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
2.73
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
2.89
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
17.2%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +83.8%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2026 · 4.1%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
100%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20264.70.1-10.310.8————————4.1%
202510.111.01.30.98.81.28.31.95.42.24.47.583.8%
2024——————5.2-1.7-0.12.1-1.24.69.0%

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 106.0%. The dominant macroeconomic risk driver is SHV.US, accounting for 86.8% of variance. Idiosyncratic stock-specific factors contribute 0.4%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2024-06-0110000
2024-07-0110519.044420992037
2024-08-0110342.511752854265
2024-09-0110334.83641945697
2024-10-0110546.867504557229
2024-11-0110418.305670152547
2024-12-0110901.851674182097
2025-01-0112000.383766669864
2025-02-0113322.459944353834
2025-03-0113498.992612491606
2025-04-0113615.082030125683
2025-05-0114817.231123476926
2025-06-0115001.439125011993
2025-07-0116250.695577089129
2025-08-0116564.39796603665
2025-09-0117462.6997985225
2025-10-0117842.068502350572
2025-11-0118630.0681185839
2025-12-0120035.820780965176
2026-01-0120969.360069078
2026-02-0120982.442674853686
2026-03-0118830.17557325146
2026-04-0120857.718507147656
Annual Return Matrix
YearAnnual Return
20250.8378364868432631
20260.041021415352413104
Total Factor Risk
1.059744100205749
VTI.US Exposure
0.004532848211699461
VEA.US Exposure
0.0175418707659443
VWO.US Exposure
0.00020293201446793067
QQQ.US Exposure
-0.000977619837751475
VTV.US Exposure
0.0035122956115549026
IJR.US Exposure
-0.0011070270555481813
QUAL.US Exposure
-0.0026255680729983053
SHV.US Exposure
0.8684842300729116
TLT.US Exposure
0.006577966440409398
LQD.US Exposure
0.017069382419780742
HYG.US Exposure
0.06569827966685987
GLD.US Exposure
0.002849498121485245
USO.US Exposure
0.0000677617232225955
VNQ.US Exposure
-0.0035042650741918015
BTC-USD.CC Exposure
0.0004156932238068626
CPER.US Exposure
0.0003960039048051213
VIX.INDX Exposure
0.00020694433999670286
UUP.US Exposure
-0.00017176660626762024
TIP.US Exposure
0.016641835074190404
Idiosyncratic Exposure
0.004188705055622026
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
106.0%

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 →
+15.4%
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 →
2.7% 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 Multi Units Luxembourg - Amundi STOXX Europe 600 Banks UCITS ETF Acc GBX a high-risk investment?

Multi Units Luxembourg - Amundi STOXX Europe 600 Banks UCITS ETF Acc GBX (CB5.LSE) has an annualized volatility of 106.0% and experienced a maximum drawdown of 10.3% over the last 10 years. Its primary macro risk driver is SHV.US.

What is the 10-year return of CB5.LSE?

Over the past 10 years, CB5.LSE has generated a Compound Annual Growth Rate (CAGR) of 49.4%. It has had a positive return in 100% 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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