10AI.DE vs. AUM5.DE
10AI.DE (Amundi Index MSCI Europe UCITS ETF DR EUR (D)) and AUM5.DE (Amundi S&P 500 UCITS ETF EUR) are both exchange-traded funds - 10AI.DE is a Europe Equities fund tracking the MSCI Europe, while AUM5.DE is a S&P 500 fund tracking the S&P 500 Index. Both are passively managed. Over the past 5 years, 10AI.DE returned 9.90%/yr vs 14.88%/yr for AUM5.DE. A 0.63 correlation means they provide meaningful diversification when combined. Both charge a 0.15% expense ratio.
Performance
10AI.DE vs. AUM5.DE - Performance Comparison
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Returns By Period
In the year-to-date period, 10AI.DE achieves a 7.51% return, which is significantly lower than AUM5.DE's 11.38% return.
10AI.DE
- 1D
- 0.60%
- 1M
- 3.33%
- YTD
- 7.51%
- 6M
- 9.77%
- 1Y
- 16.07%
- 3Y*
- 13.61%
- 5Y*
- 9.90%
- 10Y*
- —
AUM5.DE
- 1D
- -0.16%
- 1M
- 5.20%
- YTD
- 11.38%
- 6M
- 11.41%
- 1Y
- 25.66%
- 3Y*
- 18.95%
- 5Y*
- 14.88%
- 10Y*
- 15.11%
10AI.DE vs. AUM5.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
10AI.DE Amundi Index MSCI Europe UCITS ETF DR EUR (D) | 7.51% | 20.22% | 8.28% | 15.64% | -9.34% | 25.18% | -3.49% | 30.37% | -11.21% |
AUM5.DE Amundi S&P 500 UCITS ETF EUR | 11.38% | 4.80% | 32.39% | 22.64% | -14.14% | 40.96% | 7.10% | 34.94% | 0.93% |
Correlation
The correlation between 10AI.DE and AUM5.DE is 0.61, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.61 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.56 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.65 |
Correlation (All Time) Calculated using the full available price history since Apr 19, 2018 | 0.63 |
The correlation between 10AI.DE and AUM5.DE has been stable across timeframes, ranging from 0.56 to 0.65 - a consistent structural relationship.
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Return for Risk
10AI.DE vs. AUM5.DE — Risk / Return Rank
10AI.DE
AUM5.DE
10AI.DE vs. AUM5.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Amundi Index MSCI Europe UCITS ETF DR EUR (D) (10AI.DE) and Amundi S&P 500 UCITS ETF EUR (AUM5.DE). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| 10AI.DE | AUM5.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.95 | ||
| Sortino ratioReturn per unit of downside risk | -1.16 | ||
| Omega ratioGain probability vs. loss probability | 1.24 | 1.41 | -0.17 |
| Calmar ratioReturn relative to maximum drawdown | 1.69 | 3.57 | -1.88 |
| Martin ratioReturn relative to average drawdown | 6.28 | 12.74 | -6.46 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| 10AI.DE | AUM5.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.25 | 2.20 | -0.95 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.69 | 0.97 | -0.28 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.93 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.61 | 0.96 | -0.35 |
Drawdowns
10AI.DE vs. AUM5.DE - Drawdown Comparison
The maximum 10AI.DE drawdown since its inception was -35.68%, which is greater than AUM5.DE's maximum drawdown of -33.66%. Use the drawdown chart below to compare losses from any high point for 10AI.DE and AUM5.DE.
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Drawdown Indicators
| 10AI.DE | AUM5.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.68% | -33.66% | -2.02% |
Max Drawdown (1Y)Largest decline over 1 year | -9.45% | -7.15% | -2.30% |
Max Drawdown (3Y)Largest decline over 3 years | -16.63% | -23.30% | +6.67% |
Max Drawdown (5Y)Largest decline over 5 years | -19.53% | -23.30% | +3.77% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.66% | — |
Current DrawdownCurrent decline from peak | -1.55% | -0.46% | -1.09% |
Average DrawdownAverage peak-to-trough decline | -4.88% | -4.00% | -0.88% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.55% | 2.01% | +0.54% |
Volatility
10AI.DE vs. AUM5.DE - Volatility Comparison
Amundi Index MSCI Europe UCITS ETF DR EUR (D) (10AI.DE) has a higher volatility of 4.22% compared to Amundi S&P 500 UCITS ETF EUR (AUM5.DE) at 2.63%. This indicates that 10AI.DE's price experiences larger fluctuations and is considered to be riskier than AUM5.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| 10AI.DE | AUM5.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.22% | 2.63% | +1.59% |
Volatility (6M)Calculated over the trailing 6-month period | 10.60% | 7.61% | +2.99% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.84% | 11.64% | +1.20% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.22% | 15.19% | -0.97% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.06% | 16.07% | +0.99% |
10AI.DE vs. AUM5.DE - Expense Ratio Comparison
Both 10AI.DE and AUM5.DE have an expense ratio of 0.15%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Dividends
10AI.DE vs. AUM5.DE - Dividend Comparison
10AI.DE's dividend yield for the trailing twelve months is around 2.34%, while AUM5.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
10AI.DE Amundi Index MSCI Europe UCITS ETF DR EUR (D) | 2.34% | 2.51% | 2.82% | 2.77% | 3.02% | 2.17% | 2.07% | 3.17% | 3.21% |
AUM5.DE Amundi S&P 500 UCITS ETF EUR | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
10AI.DE and AUM5.DE have a correlation of 0.61, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Both ETFs have the same 0.15% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.
10AI.DE and AUM5.DE have the same expense ratio: 0.15% per year.
10AI.DE is categorized as Europe Equities, while AUM5.DE is S&P 500. 10AI.DE tracks MSCI Europe, while AUM5.DE tracks S&P 500 Index.
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