Amundi Index Solutions - Amundi MSCI Europe ESG Broad CTB UCITS ETF DR EUR C

10-Year Study

CEUG.XETRA · · DE · ETF

Executive Summary: Amundi Index Solutions - Amundi MSCI Europe ESG Broad CTB UCITS ETF DR EUR C has compounded at 8.5% annually over the last 10 years, with a maximum drawdown of 23.1% and an annualized volatility of 13.1%.

1Y CAGR
+15.0%
3Y CAGR
+13.6%
5Y CAGR
+9.2%
10Y CAGR
+8.5%

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 →
23.1%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.39
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.54
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
13.6%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2019 · +27.7%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -11.6%
% 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.
20263.14.1-8.36.2————————4.5%
20256.33.3-4.7-0.24.7-1.40.71.01.52.81.02.919.0%
20241.81.73.7-0.93.8-0.81.41.9-0.1-3.71.2-0.69.6%
20236.61.20.42.2-2.02.21.6-2.5-1.9-3.66.74.115.4%
2022-3.5-3.20.9-0.6-1.4-7.78.3-5.6-7.35.37.8-3.4-11.6%
2021-1.42.86.42.02.61.61.92.0-3.04.6-2.56.025.1%
2020-1.8-8.2-14.66.22.93.2-1.53.1-1.4-5.013.93.0-3.3%
20196.74.12.13.8-4.84.40.3-1.33.61.12.72.527.7%
20181.5-3.8-1.94.50.2-0.63.1-2.30.5-5.4-0.8-6.0-11.0%
2017-0.42.93.61.61.5-2.4-0.4-0.83.91.7-1.91.010.6%
2016———1.82.5-4.43.70.60.3-0.91.15.710.5%

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 13.1%. The dominant macroeconomic risk driver is VEA.US, accounting for 82.4% of variance. Idiosyncratic stock-specific factors contribute 8.8%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110180.868392967477
2016-05-0110438.128405324947
2016-06-019974.161658147503
2016-07-0110343.762287254958
2016-08-0110404.426220299949
2016-09-0110430.826265236195
2016-10-0110331.966522496208
2016-11-0110447.115654664945
2016-12-0111045.329438858618
2017-01-0110997.022973656125
2017-02-0111316.632028309834
2017-03-0111722.181654777283
2017-04-0111912.599000168511
2017-05-0112095.71420547099
2017-06-0111803.628601921024
2017-07-0111754.760433634781
2017-08-0111664.326237151041
2017-09-0112117.620625737236
2017-10-0112317.586923552211
2017-11-0112088.973768465989
2017-12-0112210.863337639723
2018-01-0112388.361512104702
2018-02-0111919.339437173508
2018-03-0111689.04117283604
2018-04-0112214.233556142222
2018-05-0112236.701679492218
2018-06-0112166.488794023478
2018-07-0112545.638375554681
2018-08-0112256.361287423468
2018-09-0112323.76565747346
2018-10-0111658.147503229795
2018-11-0111568.275009829802
2018-12-0110873.448295231141
2019-01-0111601.9771948548
2019-02-0112082.23333146099
2019-03-0112340.616749985958
2019-04-0112812.447340335897
2019-05-0112194.573948210977
2019-06-0112728.19187777341
2019-07-0112761.894062798405
2019-08-0112590.574622254675
2019-09-0113045.55412009212
2019-10-0113185.979891029603
2019-11-0113542.661349210808
2019-12-0113885.300230298262
2020-01-0113632.533842610794
2020-02-0112509.127675110936
2020-03-0110683.592652923664
2020-04-0111343.593776329832
2020-05-0111669.38156490479
2020-06-0112037.297084760996
2020-07-0111857.552097961017
2020-08-0112222.659102398473
2020-09-0112051.339661854743
2020-10-0111447.508846823568
2020-11-0113042.74560467337
2020-12-0113433.129247879571
2021-01-0113239.341683985844
2021-02-0113607.25720384205
2021-03-0114483.51401449194
2021-04-0114778.408133460654
2021-05-0115163.174745829354
2021-06-0115413.13261809807
2021-07-0115710.835252485536
2021-08-0116022.580463966748
2021-09-0115533.89878110431
2021-10-0116255.687243722967
2021-11-0115856.87805426052
2021-12-0116806.156265797898
2022-01-0116213.559512441721
2022-02-0115693.984159973037
2022-03-0115828.792900073022
2022-04-0115738.92040667303
2022-05-0115511.43065775431
2022-06-0114312.19457394821
2022-07-0115500.196596079311
2022-08-0114629.55681626692
2022-09-0113556.703926304554
2022-10-0114272.875358085716
2022-11-0115387.855979329326
2022-12-0114862.663596023142
2023-01-0115848.452508004268
2023-02-0116031.006010222995
2023-03-0116095.60186485424
2023-04-0116446.666292197944
2023-05-0116109.644441947989
2023-06-0116463.51738471044
2023-07-0116733.134864910407
2023-08-0116323.09161377296
2023-09-0116019.771948547996
2023-10-0115446.834803123069
2023-11-0116474.751446385442
2023-12-0117151.603662304107
2024-01-0117454.923327529068
2024-02-0117747.00893107903
2024-03-0118409.81856990395
2024-04-0118252.54170645397
2024-05-0118949.05353030388
2024-06-0118797.393697691397
2024-07-0119055.777116216366
2024-08-0119412.458574397577
2024-09-0119398.415997303826
2024-10-0118671.010503847665
2024-11-0118904.117283603886
2024-12-0118794.58518227265
2025-01-0119982.587204403753
2025-02-0120636.971296972417
2025-03-0119670.841992922542
2025-04-0119639.948323316294
2025-05-0120555.52434982868
2025-06-0120271.864292534967
2025-07-0120415.098578891197
2025-08-0120620.120204459923
2025-09-0120937.482446778635
2025-10-0121527.27068471606
2025-11-0121737.909341122282
2025-12-0122369.82531034095
2026-01-0123060.72010335337
2026-02-0123998.76425321575
2026-03-0121996.29275964725
2026-04-0123366.84828399708
Annual Return Matrix
YearAnnual Return
20170.10552278275020344
2018-0.10952665715994281
20190.27699142473396
2020-0.03256472491909379
20210.2510976374660254
2022-0.11564171122994638
20230.15400604686318964
20240.09579171442606849
20250.19022713687985648
20260.044569993722536116
Total Factor Risk
0.13138898405188776
VTI.US Exposure
-0.24866486834124085
VEA.US Exposure
0.8244055323100142
VWO.US Exposure
-0.028775416909477602
QQQ.US Exposure
0.10479205637076698
VTV.US Exposure
0.07160237139564875
IJR.US Exposure
0.0162469674881875
QUAL.US Exposure
0.09283739895726814
SHV.US Exposure
0.05459145091370799
TLT.US Exposure
0.015813489721520923
LQD.US Exposure
-0.004832783619056255
HYG.US Exposure
-0.015301726413388249
GLD.US Exposure
-0.019847654635914452
USO.US Exposure
-0.004651618150902691
VNQ.US Exposure
0.022830922854615875
BTC-USD.CC Exposure
0.0020371842837418773
CPER.US Exposure
0.03448670764372664
VIX.INDX Exposure
0.017332517218239512
UUP.US Exposure
-0.025110638764972684
TIP.US Exposure
0.002429878210770321
Idiosyncratic Exposure
0.08777822946674424
Value Score
44.2
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
45.6
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
13.1%

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 →14.5x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →3.80%
Market Cap$57.4B
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 →
+8.1%
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 →
2.6% 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 Europe ESG Broad CTB UCITS ETF DR EUR C a high-risk investment?

Amundi Index Solutions - Amundi MSCI Europe ESG Broad CTB UCITS ETF DR EUR C (CEUG.XETRA) has an annualized volatility of 13.1% and experienced a maximum drawdown of 23.1% over the last 10 years. Its primary macro risk driver is VEA.US.

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

Over the past 10 years, CEUG.XETRA has generated a Compound Annual Growth Rate (CAGR) of 8.5%. 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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