AE5A.DE vs. AUM5.DE
AE5A.DE (Amundi Core MSCI Emerging Markets Swap UCITS ETF Dist) and AUM5.DE (Amundi S&P 500 UCITS ETF EUR) are both exchange-traded funds - AE5A.DE is a Emerging Markets Equities fund tracking the MSCI Emerging Markets 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, AE5A.DE returned 9.98%/yr vs 15.11%/yr for AUM5.DE. A 0.65 correlation means they provide meaningful diversification when combined. AE5A.DE charges 0.14%/yr vs 0.15%/yr for AUM5.DE.
Performance
AE5A.DE vs. AUM5.DE - Performance Comparison
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Returns By Period
In the year-to-date period, AE5A.DE achieves a 27.41% return, which is significantly higher than AUM5.DE's 11.38% return. Over the past 10 years, AE5A.DE has underperformed AUM5.DE with an annualized return of 9.98%, while AUM5.DE has yielded a comparatively higher 15.11% annualized return.
AE5A.DE
- 1D
- -1.54%
- 1M
- 3.57%
- YTD
- 27.41%
- 6M
- 28.14%
- 1Y
- 48.94%
- 3Y*
- 20.90%
- 5Y*
- 8.49%
- 10Y*
- 9.98%
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%
AE5A.DE vs. AUM5.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
AE5A.DE Amundi Core MSCI Emerging Markets Swap UCITS ETF Dist | 27.41% | 19.26% | 14.36% | 5.58% | -14.19% | 4.19% | 7.49% | 21.04% | -11.21% | 20.83% |
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% | -1.01% | 6.82% |
Correlation
The correlation between AE5A.DE and AUM5.DE is 0.67, 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 | 0.67 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.57 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.54 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.61 |
Correlation (All Time) Calculated using the full available price history since Oct 20, 2011 | 0.65 |
The correlation between AE5A.DE and AUM5.DE shifts across timeframes, from 0.54 (5 years) to 0.67 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
AE5A.DE vs. AUM5.DE — Risk / Return Rank
AE5A.DE
AUM5.DE
AE5A.DE vs. AUM5.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Amundi Core MSCI Emerging Markets Swap UCITS ETF Dist (AE5A.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.
| AE5A.DE | AUM5.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.59 | ||
| Sortino ratioReturn per unit of downside risk | +0.71 | ||
| Omega ratioGain probability vs. loss probability | 1.50 | 1.41 | +0.09 |
| Calmar ratioReturn relative to maximum drawdown | 4.80 | 3.57 | +1.23 |
| Martin ratioReturn relative to average drawdown | 17.35 | 12.74 | +4.61 |
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
| AE5A.DE | AUM5.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.79 | 2.20 | +0.59 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.51 | 0.97 | -0.46 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.53 | 0.93 | -0.40 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.42 | 0.96 | -0.54 |
Drawdowns
AE5A.DE vs. AUM5.DE - Drawdown Comparison
The maximum AE5A.DE drawdown since its inception was -36.16%, 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 AE5A.DE and AUM5.DE.
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Drawdown Indicators
| AE5A.DE | AUM5.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.16% | -33.66% | -2.50% |
Max Drawdown (1Y)Largest decline over 1 year | -10.34% | -7.15% | -3.19% |
Max Drawdown (3Y)Largest decline over 3 years | -19.22% | -23.30% | +4.08% |
Max Drawdown (5Y)Largest decline over 5 years | -23.47% | -23.30% | -0.17% |
Max Drawdown (10Y)Largest decline over 10 years | -32.24% | -33.66% | +1.42% |
Current DrawdownCurrent decline from peak | -2.56% | -0.46% | -2.10% |
Average DrawdownAverage peak-to-trough decline | -9.72% | -4.00% | -5.72% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.87% | 2.01% | +0.86% |
Volatility
AE5A.DE vs. AUM5.DE - Volatility Comparison
Amundi Core MSCI Emerging Markets Swap UCITS ETF Dist (AE5A.DE) has a higher volatility of 7.32% compared to Amundi S&P 500 UCITS ETF EUR (AUM5.DE) at 2.63%. This indicates that AE5A.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
| AE5A.DE | AUM5.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.32% | 2.63% | +4.69% |
Volatility (6M)Calculated over the trailing 6-month period | 14.97% | 7.61% | +7.36% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.82% | 11.64% | +6.18% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.23% | 15.19% | +2.04% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.05% | 16.07% | +2.98% |
AE5A.DE vs. AUM5.DE - Expense Ratio Comparison
AE5A.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
AE5A.DE vs. AUM5.DE - Dividend Comparison
AE5A.DE's dividend yield for the trailing twelve months is around 1.69%, while AUM5.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
AE5A.DE Amundi Core MSCI Emerging Markets Swap UCITS ETF Dist | 1.69% | 2.15% | 3.38% | 3.80% | 2.44% | 1.62% | 1.71% | 2.01% | 2.17% |
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
AE5A.DE and AUM5.DE have a correlation of 0.67, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, AE5A.DE is cheaper at 0.14% per year. The better choice depends on whether you care most about return, fees, risk, or income.
AE5A.DE is cheaper with a 0.14% expense ratio, compared with 0.15% for AUM5.DE.
AE5A.DE is categorized as Emerging Markets Equities, while AUM5.DE is S&P 500. AE5A.DE tracks MSCI Emerging Markets Index, while AUM5.DE tracks S&P 500 Index. Their fees differ too: 0.14% for AE5A.DE and 0.15% for AUM5.DE.
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