10AL.DE vs. AUM5.DE
10AL.DE (Amundi Index J.P. Morgan EMU Government Investment Grade UCITS ETF EUR Dist) and AUM5.DE (Amundi S&P 500 UCITS ETF EUR) are both exchange-traded funds - 10AL.DE is a European Government Bonds fund tracking the JP Morgan EMU Government Bond, while AUM5.DE is a S&P 500 fund tracking the S&P 500 Index. Both are passively managed. Over the past 5 years, 10AL.DE returned -2.19%/yr vs 14.88%/yr for AUM5.DE. At a 0.04 correlation, their price movements are largely independent. 10AL.DE charges 0.14%/yr vs 0.15%/yr for AUM5.DE.
Performance
10AL.DE vs. AUM5.DE - Performance Comparison
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Returns By Period
In the year-to-date period, 10AL.DE achieves a 0.10% return, which is significantly lower than AUM5.DE's 11.38% return.
10AL.DE
- 1D
- 0.07%
- 1M
- 0.02%
- YTD
- 0.10%
- 6M
- 0.14%
- 1Y
- 0.27%
- 3Y*
- 2.33%
- 5Y*
- -2.19%
- 10Y*
- —
AUM5.DE
- 1D
- -0.16%
- 1M
- 4.40%
- YTD
- 11.38%
- 6M
- 10.89%
- 1Y
- 25.63%
- 3Y*
- 18.95%
- 5Y*
- 14.88%
- 10Y*
- 15.11%
10AL.DE vs. AUM5.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
10AL.DE Amundi Index J.P. Morgan EMU Government Investment Grade UCITS ETF EUR Dist | 0.10% | 0.67% | 1.54% | 6.66% | -17.93% | -3.35% | 4.91% | 7.30% | 0.46% |
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% | -2.58% |
Correlation
The correlation between 10AL.DE and AUM5.DE is 0.25, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.25 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.12 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.08 |
Correlation (All Time) Calculated using the full available price history since Jan 18, 2018 | 0.04 |
Over the past year, 10AL.DE and AUM5.DE have become more correlated (0.25) than their long-term average of 0.04, meaning their price movements have been converging.
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Return for Risk
10AL.DE vs. AUM5.DE — Risk / Return Rank
10AL.DE
AUM5.DE
10AL.DE vs. AUM5.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Amundi Index J.P. Morgan EMU Government Investment Grade UCITS ETF EUR Dist (10AL.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.
| 10AL.DE | AUM5.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.22 | ||
| Sortino ratioReturn per unit of downside risk | -3.00 | ||
| Omega ratioGain probability vs. loss probability | 1.00 | 1.41 | -0.41 |
| Calmar ratioReturn relative to maximum drawdown | -0.03 | 3.57 | -3.60 |
| Martin ratioReturn relative to average drawdown | -0.07 | 12.74 | -12.81 |
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
| 10AL.DE | AUM5.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.02 | 2.20 | -2.22 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.35 | 0.97 | -1.32 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.93 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.05 | 0.96 | -1.01 |
Drawdowns
10AL.DE vs. AUM5.DE - Drawdown Comparison
The maximum 10AL.DE drawdown since its inception was -22.08%, smaller than the maximum AUM5.DE drawdown of -33.66%. Use the drawdown chart below to compare losses from any high point for 10AL.DE and AUM5.DE.
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Drawdown Indicators
| 10AL.DE | AUM5.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -22.08% | -33.66% | +11.58% |
Max Drawdown (1Y)Largest decline over 1 year | -3.42% | -7.15% | +3.73% |
Max Drawdown (3Y)Largest decline over 3 years | -4.05% | -23.30% | +19.25% |
Max Drawdown (5Y)Largest decline over 5 years | -21.09% | -23.30% | +2.21% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.66% | — |
Current DrawdownCurrent decline from peak | -13.80% | -0.46% | -13.34% |
Average DrawdownAverage peak-to-trough decline | -8.93% | -4.00% | -4.93% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.34% | 2.01% | -0.67% |
Volatility
10AL.DE vs. AUM5.DE - Volatility Comparison
The current volatility for Amundi Index J.P. Morgan EMU Government Investment Grade UCITS ETF EUR Dist (10AL.DE) is 1.70%, while Amundi S&P 500 UCITS ETF EUR (AUM5.DE) has a volatility of 2.63%. This indicates that 10AL.DE experiences smaller price fluctuations and is considered to be less risky 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
| 10AL.DE | AUM5.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.70% | 2.63% | -0.93% |
Volatility (6M)Calculated over the trailing 6-month period | 3.57% | 7.61% | -4.04% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.28% | 11.64% | -7.36% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.19% | 15.19% | -9.00% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.51% | 16.07% | -10.56% |
10AL.DE vs. AUM5.DE - Expense Ratio Comparison
10AL.DE has a 0.14% expense ratio, which is lower than AUM5.DE's 0.15% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
10AL.DE vs. AUM5.DE - Dividend Comparison
10AL.DE's dividend yield for the trailing twelve months is around 2.66%, while AUM5.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
10AL.DE Amundi Index J.P. Morgan EMU Government Investment Grade UCITS ETF EUR Dist | 2.66% | 2.66% | 2.02% | 1.85% | 2.21% | 1.81% | 1.89% | 2.10% | 1.67% |
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
10AL.DE and AUM5.DE have a correlation of 0.25, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, 10AL.DE is cheaper at 0.14% per year. The better choice depends on whether you care most about return, fees, risk, or income.
10AL.DE is cheaper with a 0.14% expense ratio, compared with 0.15% for AUM5.DE.
10AL.DE is categorized as European Government Bonds, while AUM5.DE is S&P 500. 10AL.DE tracks JP Morgan EMU Government Bond, while AUM5.DE tracks S&P 500 Index. Their fees differ too: 0.14% for 10AL.DE and 0.15% for AUM5.DE.
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