Amundi MSCI Semiconductors ESG Screened UCITS ETF Acc

10-Year Study

SEMG.LSE · · GB · ETF

Executive Summary: Amundi MSCI Semiconductors ESG Screened UCITS ETF Acc has compounded at 24.5% annually over the last 10 years, with a maximum drawdown of 33.1% and an annualized volatility of 37.8%.

1Y CAGR
+97.9%
3Y CAGR
+49.8%
5Y CAGR
+30.2%
10Y CAGR
+24.5%

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 →
33.1%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
1.09
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.96
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
26.5%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2023 · +68.8%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -30.2%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
78%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20269.71.6-8.020.8————————23.9%
20250.1-8.2-13.8-1.217.213.98.7-2.212.316.2-5.41.138.5%
20247.415.77.7-3.49.512.6-8.6-2.6-0.04.01.56.960.2%
202314.03.77.8-8.221.93.13.7-0.8-4.1-5.111.010.468.8%
2022-13.1-0.04.6-12.02.1-13.611.3-4.0-9.8-1.611.5-6.5-30.2%
20218.00.90.58.5-5.40.54.9-2.62.8-1.37.80.627.1%
2020—1.2-9.76.10.14.711.72.2-0.73.9-0.812.633.9%
2019————2.26.17.0-2.9—6.6—5.927.2%
2018———-0.45.1-2.05.4—1.1-9.91.4—-0.1%
2017——————1.73.5-6.2———-1.3%

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 37.8%. The dominant macroeconomic risk driver is SHV.US, accounting for 50.9% of variance. Idiosyncratic stock-specific factors contribute 8.5%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2017-06-0110000
2017-07-0110168.956972291056
2017-08-0110520.387474656454
2017-09-019869.33994142825
2018-04-019831.043027708944
2018-05-0110333.408425321019
2018-06-0110128.407298941202
2018-07-0110671.322369903131
2018-09-0110783.960351430502
2018-10-019720.65780581212
2018-11-019855.823383644965
2019-05-0110074.341067808065
2019-06-0110689.79499887362
2019-07-0111434.106780806487
2019-08-0111101.599459337687
2019-10-0111837.801306600586
2019-12-0112535.255688218065
2020-02-0112689.34444694751
2020-03-0111458.436584816398
2020-04-0112161.297589547195
2020-05-0112173.913043478262
2020-06-0112748.817301193962
2020-07-0114243.748592025231
2020-08-0114550.123901779682
2020-09-0114455.507997296689
2020-10-0115015.994593376887
2020-11-0114897.048884883983
2020-12-0116780.355936021628
2021-01-0118118.945708492905
2021-02-0118287.902680783962
2021-03-0118375.760306375312
2021-04-0119932.41721108358
2021-05-0118860.103626943004
2021-06-0118956.972291056543
2021-07-0119894.120297364272
2021-08-0119375.985582338366
2021-09-0119912.14237440865
2021-10-0119644.063978373506
2021-11-0121182.698806037395
2021-12-0121320.11714350079
2022-01-0118524.44244199144
2022-02-0118515.43140346925
2022-03-0119375.985582338366
2022-04-0117049.785987835097
2022-05-0117413.83194413156
2022-06-0115047.533228204551
2022-07-0116747.015093489525
2022-08-0116082.901554404145
2022-09-0114499.662086055418
2022-10-0114269.88060373958
2022-11-0115910.790718630324
2022-12-0114879.927911691822
2023-01-0116956.972291056543
2023-02-0117591.3494030187
2023-03-0118954.719531425995
2023-04-0117409.326424870465
2023-05-0121220.995719756702
2023-06-0121876.548772246002
2023-07-0122689.79499887362
2023-08-0122518.585266952017
2023-09-0121599.459337688666
2023-10-0120497.85987835098
2023-11-0122755.1250281595
2023-12-0125118.26988060374
2024-01-0126981.302095066458
2024-02-0131223.24847938725
2024-03-0133640.459562964636
2024-04-0132493.804911015992
2024-05-0135589.09664338815
2024-06-0140058.571750394236
2024-07-0136629.871592701056
2024-08-0135674.70150934895
2024-09-0135665.69047082676
2024-10-0137096.19283622438
2024-11-0137641.36066681685
2024-12-0140241.04528046857
2025-01-0140281.59495381843
2025-02-0136988.0603739581
2025-03-0131883.307051137643
2025-04-0131502.59067357513
2025-05-0136924.98310430277
2025-06-0142047.75850416761
2025-07-0145685.505744537055
2025-08-0144688.596530750176
2025-09-0150187.79004280243
2025-10-0158328.92092813696
2025-11-0155167.2268528948
2025-12-0155746.78981752647
2026-01-0161175.94052714575
2026-02-0162162.64924532553
2026-03-0157175.039423293536
2026-04-0169051.58819553953
Annual Return Matrix
YearAnnual Return
2018-0.0013695503309746337
20190.27186285714285696
20200.33865286463949396
20210.27054022124369026
2022-0.30207100591715974
20230.6880639496154546
20240.6020627802690584
20250.38532161451044056
20260.23866483472076294
Total Factor Risk
0.3775541661615112
VTI.US Exposure
0.06819811985238759
VEA.US Exposure
0.11209511301563939
VWO.US Exposure
-0.004222568700181826
QQQ.US Exposure
0.09460128633704888
VTV.US Exposure
-0.042179071627944056
IJR.US Exposure
0.03796954201376708
QUAL.US Exposure
0.10654499961668175
SHV.US Exposure
0.5087377043495741
TLT.US Exposure
0.015929364350464298
LQD.US Exposure
0.0066129305006672
HYG.US Exposure
-0.008081759008569243
GLD.US Exposure
-0.00040647507163710505
USO.US Exposure
-0.001208096759744635
VNQ.US Exposure
-0.019558171327063098
BTC-USD.CC Exposure
-0.0022447238030084593
CPER.US Exposure
0.009051649874554367
VIX.INDX Exposure
-0.022434088960126667
UUP.US Exposure
0.056612824978245144
TIP.US Exposure
-0.0013158412865744479
Idiosyncratic Exposure
0.08529726165581979
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
37.8%

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 →
+12.4%
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 →
+27.5%
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 →
0.0% 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 MSCI Semiconductors ESG Screened UCITS ETF Acc a high-risk investment?

Amundi MSCI Semiconductors ESG Screened UCITS ETF Acc (SEMG.LSE) has an annualized volatility of 37.8% and experienced a maximum drawdown of 33.1% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, SEMG.LSE has generated a Compound Annual Growth Rate (CAGR) of 24.5%. It has had a positive return in 78% 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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