Amundi Index Solutions - Amundi Index FTSE EPRA NAREIT Global UCITS ETF DR

10-Year Study

EPRA.LSE · · GB · ETF

Executive Summary: Amundi Index Solutions - Amundi Index FTSE EPRA NAREIT Global UCITS ETF DR has compounded at 3.1% annually over the last 10 years, with a maximum drawdown of 28.6% and an annualized volatility of 15.4%.

1Y CAGR
+14.6%
3Y CAGR
+7.6%
5Y CAGR
+2.7%
10Y CAGR
+3.1%

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 →
28.6%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
-0.01
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
-0.01
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
15.2%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2021 · +27.8%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -16.0%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
67%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20260.310.3-7.75.5————————7.8%
20253.60.3-4.7-2.92.0-1.33.02.21.30.91.1-2.13.1%
2024-3.5-1.03.5-4.60.71.25.42.41.20.23.3-6.71.3%
20235.8-1.4-6.40.7-3.30.13.4-1.8-2.4-4.86.19.74.4%
2022-6.0-1.07.1-0.6-6.6-5.17.6-1.4-8.8-0.41.0-2.0-16.0%
2021-0.22.13.85.5-0.64.03.01.8-3.14.11.53.327.8%
20201.2-5.4-20.85.53.02.9-4.31.80.5-4.210.20.5-12.0%
20197.2-0.55.5-1.83.01.05.01.21.9-2.6-0.9-2.317.3%
2018-5.7-3.00.44.05.22.31.71.6-3.3-0.72.6-5.0-0.6%
2017——————0.01.5-3.10.41.11.51.4%

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 15.4%. The dominant macroeconomic risk driver is VNQ.US, accounting for 48.2% of variance. Idiosyncratic stock-specific factors contribute 6.3%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2017-06-0110000
2017-07-0110000
2017-08-0110147.379912663757
2017-09-019832.96943231441
2017-10-019875.545851528384
2017-11-019985.80786026201
2017-12-0110135.3711790393
2018-01-019556.768558951964
2018-02-019266.375545851528
2018-03-019307.860262008733
2018-04-019679.039301310044
2018-05-0110179.039301310044
2018-06-0110413.755458515283
2018-07-0110586.244541484715
2018-08-0110756.55021834061
2018-09-0110406.113537117904
2018-10-0110338.427947598255
2018-11-0110611.353711790392
2018-12-0110078.602620087337
2019-01-0110804.585152838428
2019-02-0110746.724890829695
2019-03-0111342.794759825327
2019-04-0111134.279475982534
2019-05-0111470.524017467249
2019-06-0111584.06113537118
2019-07-0112160.480349344978
2019-08-0112307.860262008735
2019-09-0112543.668122270741
2019-10-0112212.882096069869
2019-11-0112102.620087336245
2019-12-0111822.052401746725
2020-01-0111969.43231441048
2020-02-0111320.960698689956
2020-03-018961.7903930131
2020-04-019450.873362445414
2020-05-019737.991266375546
2020-06-0110018.558951965066
2020-07-019584.06113537118
2020-08-019755.458515283843
2020-09-019806.768558951964
2020-10-019399.563318777293
2020-11-0110358.078602620086
2020-12-0110405.021834061134
2021-01-0110384.279475982532
2021-02-0110603.711790393014
2021-03-0111009.825327510918
2021-04-0111612.445414847161
2021-05-0111542.576419213974
2021-06-0112002.183406113538
2021-07-0112359.170305676857
2021-08-0112578.602620087337
2021-09-0112188.864628820962
2021-10-0112686.681222707422
2021-11-0112872.270742358078
2021-12-0113301.310043668122
2022-01-0112507.641921397379
2022-02-0112388.646288209606
2022-03-0113272.925764192141
2022-04-0113192.139737991267
2022-05-0112326.419213973799
2022-06-0111699.781659388645
2022-07-0112591.70305676856
2022-08-0112418.122270742359
2022-09-0111327.510917030568
2022-10-0111277.292576419213
2022-11-0111394.10480349345
2022-12-0111170.305676855896
2023-01-0111816.593886462882
2023-02-0111649.563318777291
2023-03-0110899.563318777293
2023-04-0110974.890829694325
2023-05-0110611.353711790392
2023-06-0110617.903930131006
2023-07-0110979.257641921398
2023-08-0110783.842794759827
2023-09-0110521.83406113537
2023-10-0110018.558951965066
2023-11-0110627.729257641922
2023-12-0111661.572052401747
2024-01-0111247.816593886464
2024-02-0111134.279475982534
2024-03-0111522.92576419214
2024-04-0110987.991266375546
2024-05-0111061.135371179038
2024-06-0111192.139737991267
2024-07-0111794.75982532751
2024-08-0112082.96943231441
2024-09-0112232.532751091703
2024-10-0112256.550218340612
2024-11-0112667.03056768559
2024-12-0111814.410480349345
2025-01-0112243.449781659388
2025-02-0112284.934497816594
2025-03-0111712.88209606987
2025-04-0111371.179039301309
2025-05-0111593.886462882097
2025-06-0111441.048034934498
2025-07-0111783.884279475982
2025-08-0112042.624454148472
2025-09-0112193.644104803494
2025-10-0112301.77074235808
2025-11-0112440.779475982534
2025-12-0112183.40611353712
2026-01-0112225.982532751092
2026-02-0113484.716157205241
2026-03-0112450.873362445414
2026-04-0113139.737991266376
Annual Return Matrix
YearAnnual Return
2018-0.005601034037053032
20190.1729852686308493
2020-0.1198633299473636
20210.2783548420942188
2022-0.1602101116217991
20230.043979671618451954
20240.013106159895150737
20250.03123267418222131
20260.07849462365591409
Total Factor Risk
0.15406961220805593
VTI.US Exposure
0.19651486293652018
VEA.US Exposure
0.16528036793914383
VWO.US Exposure
-0.01117625502617386
QQQ.US Exposure
-0.08568794135850528
VTV.US Exposure
-0.09095818851731914
IJR.US Exposure
0.03080352146288259
QUAL.US Exposure
-0.01506622439240145
SHV.US Exposure
0.21232042849201882
TLT.US Exposure
0.08714319676191103
LQD.US Exposure
-0.04123628973270848
HYG.US Exposure
-0.03176464824420572
GLD.US Exposure
0.016238202542722208
USO.US Exposure
0.0005284591788014103
VNQ.US Exposure
0.48204807534570565
BTC-USD.CC Exposure
-0.004894009163467202
CPER.US Exposure
-0.018814852759363024
VIX.INDX Exposure
0.0070892601764610715
UUP.US Exposure
0.04198692770857791
TIP.US Exposure
-0.0035316883226837155
Idiosyncratic Exposure
0.0631767949720831
Value Score
40.1
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
53.3
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
15.4%

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 →24.8x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →4.44%
Market Cap$15.5B
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 →
+1.9%
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 →
+6.8%
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 Index FTSE EPRA NAREIT Global UCITS ETF DR a high-risk investment?

Amundi Index Solutions - Amundi Index FTSE EPRA NAREIT Global UCITS ETF DR (EPRA.LSE) has an annualized volatility of 15.4% and experienced a maximum drawdown of 28.6% over the last 10 years. Its primary macro risk driver is VNQ.US.

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

Over the past 10 years, EPRA.LSE has generated a Compound Annual Growth Rate (CAGR) of 3.1%. It has had a positive return in 67% 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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