Amundi Stoxx Europe 600 UCITS ETF C

10-Year Study

MEUD.PA · · FR · ETF

Executive Summary: Amundi Stoxx Europe 600 UCITS ETF C has compounded at 8.9% annually over the last 10 years, with a maximum drawdown of 22.2% and an annualized volatility of 15.3%.

1Y CAGR
+15.7%
3Y CAGR
+14.1%
5Y CAGR
+9.7%
10Y CAGR
+8.9%

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 →
22.2%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.42
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.59
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
13.3%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2019 · +26.2%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -10.2%
% 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.
20263.33.8-7.55.9————————5.0%
20255.83.5-3.8-0.65.0-1.21.01.01.52.60.92.819.5%
20241.31.94.2-1.03.5-1.21.41.5-0.2-3.31.20.19.5%
20236.51.7-0.12.5-2.42.32.1-2.6-1.5-3.86.64.015.8%
2022-3.6-3.61.1-0.7-0.8-8.27.8-4.9-6.56.07.2-3.0-10.2%
2021-0.82.66.42.32.81.62.02.3-3.34.7-2.55.525.5%
2020-1.2-8.5-14.06.23.13.4-0.82.7-1.3-5.013.82.6-1.8%
20195.64.02.23.9-4.84.50.3-1.33.61.22.81.926.2%
20182.0-3.9-1.94.40.2-0.73.4-2.30.3-5.7-0.9-4.7-9.8%
20170.03.03.62.11.2-2.4-0.2-0.93.92.0-2.20.610.8%
2016———1.61.8-5.64.50.70.00.4-1.06.28.4%

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 15.3%. The dominant macroeconomic risk driver is VEA.US, accounting for 73.3% of variance. Idiosyncratic stock-specific factors contribute 3.1%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110158.67901731776
2016-05-0110339.911397503021
2016-06-019757.551349174386
2016-07-0110193.314538864275
2016-08-0110266.612968183648
2016-09-0110271.445831655255
2016-10-0110316.552557390254
2016-11-0110208.618606524364
2016-12-0110844.140153040675
2017-01-0110844.140153040675
2017-02-0111166.331051147805
2017-03-0111568.26419653645
2017-04-0111815.545710833669
2017-05-0111957.309706000804
2017-06-0111666.532420459122
2017-07-0111640.757148610552
2017-08-0111530.40676600886
2017-09-0111981.47402335884
2017-10-0112216.673378977042
2017-11-0111947.643979057591
2017-12-0112020.136931131696
2018-01-0112257.752718485704
2018-02-0111779.299234796616
2018-03-0111560.209424083769
2018-04-0112071.687474828836
2018-05-0112098.268223922672
2018-06-0112012.887635924282
2018-07-0112426.097462746677
2018-08-0112145.791381393474
2018-09-0112186.870720902134
2018-10-0111490.938380990736
2018-11-0111382.19895287958
2018-12-0110848.167539267015
2019-01-0111453.080950463149
2019-02-0111914.61941200161
2019-03-0112175.594039468384
2019-04-0112649.214659685864
2019-05-0112042.690293999194
2019-06-0112583.97100281917
2019-07-0112621.828433346756
2019-08-0112457.511075312123
2019-09-0112908.578332662102
2019-10-0113057.591623036651
2019-11-0113424.889246878774
2019-12-0113686.669351590817
2020-01-0113524.768425291984
2020-02-0112378.574305275875
2020-03-0110645.187273459524
2020-04-0111308.90052356021
2020-05-0111662.505034232781
2020-06-0112060.410793395084
2020-07-0111960.531614981877
2020-08-0112283.527990334273
2020-09-0112125.654450261778
2020-10-0111520.741039065646
2020-11-0113107.531212243253
2020-12-0113441.804269029399
2021-01-0113336.286749899313
2021-02-0113682.641965364479
2021-03-0114552.557390253723
2021-04-0114891.663310511476
2021-05-0115304.87313733387
2021-06-0115551.349174385823
2021-07-0115855.014095851791
2021-08-0116211.840515505439
2021-09-0115679.420056383406
2021-10-0116421.26459927507
2021-11-0116003.221908981071
2021-12-0116875.55376560612
2022-01-0116265.80749093838
2022-02-0115687.474828836082
2022-03-0115853.403141361256
2022-04-0115747.080144985903
2022-05-0115625.453080950461
2022-06-0114351.188078936768
2022-07-0115466.774063632702
2022-08-0114708.819975835682
2022-09-0113750.302053966976
2022-10-0114575.110753121224
2022-11-0115623.036649214659
2022-12-0115151.026983487714
2023-01-0116133.709222714459
2023-02-0116404.349577124445
2023-03-0116389.850986709625
2023-04-0116795.006041079338
2023-05-0116394.68385018123
2023-06-0116778.091018928717
2023-07-0117132.501006846553
2023-08-0116695.12686266613
2023-09-0116446.23439387837
2023-10-0115828.433346757953
2023-11-0116868.30447039871
2023-12-0117539.267015706806
2024-01-0117773.66089407974
2024-02-0118109.544905356423
2024-03-0118873.13733387032
2024-04-0118679.82279500604
2024-05-0119338.70318163512
2024-06-0119109.947643979056
2024-07-0119378.977043898507
2024-08-0119670.55980668546
2024-09-0119626.258558195732
2024-10-0118968.989126057186
2024-11-0119193.71727748691
2024-12-0119207.410390656463
2025-01-0120322.996375352395
2025-02-0121026.178010471205
2025-03-0120227.950060410793
2025-04-0120098.268223922674
2025-05-0121107.531212243255
2025-06-0120847.362062021748
2025-07-0121055.17519130084
2025-08-0121261.377366089404
2025-09-0121587.595650422874
2025-10-0122141.763995167137
2025-11-0122341.522351993553
2025-12-0122960.934353604513
2026-01-0123729.35964559001
2026-02-0124625.8558195731
2026-03-0122780.507450664514
2026-04-0124120.0161095449
Annual Return Matrix
YearAnnual Return
20170.1084453687885314
2018-0.09750050257991005
20190.26165726165726144
2020-0.01789077212806023
20210.2554530201342282
2022-0.10219082621354592
20230.15762892078681556
20240.09510907003444324
20250.19542061561687496
20260.050480600575317336
Total Factor Risk
0.1532754663966975
VTI.US Exposure
-0.0809344262908703
VEA.US Exposure
0.7327622685560686
VWO.US Exposure
-0.025192461111805384
QQQ.US Exposure
-0.0361316221433132
VTV.US Exposure
-0.006227683246780598
IJR.US Exposure
0.0018874503855973595
QUAL.US Exposure
0.12552122835439686
SHV.US Exposure
0.23680559728884654
TLT.US Exposure
0.006509013891548031
LQD.US Exposure
-0.02126646219436455
HYG.US Exposure
0.019017937271264298
GLD.US Exposure
-0.015558347525452125
USO.US Exposure
0.004212572336591471
VNQ.US Exposure
0.0004113214535591324
BTC-USD.CC Exposure
-0.001168448329407294
CPER.US Exposure
0.02977464010672195
VIX.INDX Exposure
0.002632771145949369
UUP.US Exposure
-0.012147155357551988
TIP.US Exposure
0.008053249241040474
Idiosyncratic Exposure
0.031038556167961487
Value Score
44.2
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
15.3%

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 →14.4x
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$56.8B
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 →
+7.4%
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 →
2.1% 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 →
1.01
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Amundi Stoxx Europe 600 UCITS ETF C a high-risk investment?

Amundi Stoxx Europe 600 UCITS ETF C (MEUD.PA) has an annualized volatility of 15.3% and experienced a maximum drawdown of 22.2% over the last 10 years. Its primary macro risk driver is VEA.US.

What is the 10-year return of MEUD.PA?

Over the past 10 years, MEUD.PA has generated a Compound Annual Growth Rate (CAGR) of 8.9%. 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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