18M1.DE vs. AUM5.DE
18M1.DE (Amundi Euro Government Bond 0-6 M UCITS ETF (Acc)) and AUM5.DE (Amundi S&P 500 UCITS ETF EUR) are both exchange-traded funds - 18M1.DE is a Government Bonds fund tracking the FTSE Eurozone Government Bill 0-6 Month Capped Index, while AUM5.DE is a S&P 500 fund tracking the S&P 500 Index. Both are passively managed. Over the past 10 years, 18M1.DE returned 0.52%/yr vs 15.03%/yr for AUM5.DE. At a 0.01 correlation, their price movements are largely independent. 18M1.DE charges 0.14%/yr vs 0.15%/yr for AUM5.DE.
Performance
18M1.DE vs. AUM5.DE - Performance Comparison
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Returns By Period
In the year-to-date period, 18M1.DE achieves a 1.00% return, which is significantly lower than AUM5.DE's 12.24% return. Over the past 10 years, 18M1.DE has underperformed AUM5.DE with an annualized return of 0.52%, while AUM5.DE has yielded a comparatively higher 15.03% annualized return.
18M1.DE
- 1D
- 0.01%
- 1M
- 0.21%
- 6M
- 0.92%
- YTD
- 1.00%
- 1Y
- 1.87%
- 3Y*
- 2.79%
- 5Y*
- 1.72%
- 10Y*
- 0.52%
AUM5.DE
- 1D
- 0.21%
- 1M
- 0.61%
- 6M
- 13.04%
- YTD
- 12.24%
- 1Y
- 24.13%
- 3Y*
- 18.43%
- 5Y*
- 13.81%
- 10Y*
- 15.03%
18M1.DE vs. AUM5.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
18M1.DE Amundi Euro Government Bond 0-6 M UCITS ETF (Acc) | 1.00% | 2.05% | 3.53% | 2.89% | -0.42% | -0.78% | -0.60% | -0.61% | -0.68% | -0.77% |
AUM5.DE Amundi S&P 500 UCITS ETF EUR | 12.24% | 4.80% | 32.40% | 22.65% | -14.14% | 40.97% | 7.09% | 34.94% | -1.01% | 6.83% |
Correlation
The correlation between 18M1.DE and AUM5.DE is 0.07, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.07 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.05 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.02 |
Correlation (10Y) Calculated over the trailing 10-year period | -0.01 |
Correlation (All Time) Calculated using the full available price history since Sep 21, 2010 | 0.02 |
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Return for Risk
18M1.DE vs. AUM5.DE — Risk / Return Rank
18M1.DE
AUM5.DE
18M1.DE vs. AUM5.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Amundi Euro Government Bond 0-6 M UCITS ETF (Acc) (18M1.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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| 18M1.DE | AUM5.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.97 | ||
| Sortino ratioReturn per unit of downside risk | +6.04 | ||
| Omega ratioGain probability vs. loss probability | 2.28 | 1.37 | +0.90 |
| Calmar ratioReturn relative to maximum drawdown | 28.91 | 3.35 | +25.56 |
| Martin ratioReturn relative to average drawdown | 103.56 | 11.77 | +91.79 |
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Drawdowns
18M1.DE vs. AUM5.DE - Drawdown Comparison
The maximum 18M1.DE drawdown since its inception was -4.83%, smaller than the maximum AUM5.DE drawdown of -33.65%. Use the drawdown chart below to compare losses from any high point for 18M1.DE and AUM5.DE.
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Drawdown Indicators
| 18M1.DE | AUM5.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -4.83% | -33.65% | +28.82% |
Max Drawdown (1Y)Largest decline over 1 year | -0.06% | -7.18% | +7.12% |
Max Drawdown (3Y)Largest decline over 3 years | -0.13% | -23.30% | +23.17% |
Max Drawdown (5Y)Largest decline over 5 years | -1.02% | -23.30% | +22.28% |
Max Drawdown (10Y)Largest decline over 10 years | -4.31% | -33.65% | +29.34% |
Current DrawdownCurrent decline from peak | 0.00% | -0.65% | +0.65% |
Average DrawdownAverage peak-to-trough decline | -1.38% | -3.98% | +2.60% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.02% | 2.04% | -2.02% |
Volatility
18M1.DE vs. AUM5.DE - Volatility Comparison
The current volatility for Amundi Euro Government Bond 0-6 M UCITS ETF (Acc) (18M1.DE) is 0.06%, while Amundi S&P 500 UCITS ETF EUR (AUM5.DE) has a volatility of 3.66%. This indicates that 18M1.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
| 18M1.DE | AUM5.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.06% | 3.66% | -3.60% |
Volatility (6M)Calculated over the trailing 6-month period | 0.28% | 7.97% | -7.69% |
Volatility (1Y)Calculated over the trailing 1-year period | 0.37% | 11.89% | -11.52% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 0.39% | 15.22% | -14.83% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 0.48% | 16.08% | -15.60% |
18M1.DE vs. AUM5.DE - Expense Ratio Comparison
18M1.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
18M1.DE vs. AUM5.DE - Dividend Comparison
Neither 18M1.DE nor AUM5.DE has paid dividends to shareholders.
Frequently Asked Questions
18M1.DE and AUM5.DE have a correlation of 0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, 18M1.DE is cheaper at 0.14% per year. The better choice depends on whether you care most about return, fees, risk, or income.
18M1.DE is cheaper with a 0.14% expense ratio, compared with 0.15% for AUM5.DE.
18M1.DE is categorized as Government Bonds, while AUM5.DE is S&P 500. 18M1.DE tracks FTSE Eurozone Government Bill 0-6 Month Capped Index, while AUM5.DE tracks S&P 500 Index. Their fees differ too: 0.14% for 18M1.DE and 0.15% for AUM5.DE.
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