AHYQ.DE vs. AUM5.DE
AHYQ.DE (Amundi MSCI World III UCITS ETF Dist) and AUM5.DE (Amundi S&P 500 UCITS ETF EUR) are both exchange-traded funds - AHYQ.DE is a Global Equities fund tracking the MSCI World, while AUM5.DE is a S&P 500 fund tracking the S&P 500 Index. Both are passively managed. Over the past 10 years, AHYQ.DE returned 11.90%/yr vs 15.11%/yr for AUM5.DE. Their correlation of 0.93 suggests significant overlap in exposure. AHYQ.DE charges 0.20%/yr vs 0.15%/yr for AUM5.DE.
Performance
AHYQ.DE vs. AUM5.DE - Performance Comparison
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Returns By Period
The year-to-date returns for both investments are quite close, with AHYQ.DE having a 10.93% return and AUM5.DE slightly higher at 11.38%. Over the past 10 years, AHYQ.DE has underperformed AUM5.DE with an annualized return of 11.90%, while AUM5.DE has yielded a comparatively higher 15.11% annualized return.
AHYQ.DE
- 1D
- -0.03%
- 1M
- 3.77%
- YTD
- 10.93%
- 6M
- 10.78%
- 1Y
- 23.61%
- 3Y*
- 17.53%
- 5Y*
- 12.23%
- 10Y*
- 11.90%
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%
AHYQ.DE vs. AUM5.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
AHYQ.DE Amundi MSCI World III UCITS ETF Dist | 10.93% | 7.92% | 25.91% | 20.09% | -15.16% | 31.20% | 3.93% | 28.92% | -6.66% | 7.63% |
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 AHYQ.DE and AUM5.DE is 0.96 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.96 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.96 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.97 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.97 |
Correlation (All Time) Calculated using the full available price history since Sep 15, 2010 | 0.93 |
The correlation between AHYQ.DE and AUM5.DE has been stable across timeframes, ranging from 0.93 to 0.97 - a consistent structural relationship.
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Return for Risk
AHYQ.DE vs. AUM5.DE — Risk / Return Rank
AHYQ.DE
AUM5.DE
AHYQ.DE vs. AUM5.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Amundi MSCI World III UCITS ETF Dist (AHYQ.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.
| AHYQ.DE | AUM5.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.10 | ||
| Sortino ratioReturn per unit of downside risk | -0.08 | ||
| Omega ratioGain probability vs. loss probability | 1.39 | 1.41 | -0.02 |
| Calmar ratioReturn relative to maximum drawdown | 3.58 | 3.57 | +0.01 |
| Martin ratioReturn relative to average drawdown | 14.39 | 12.74 | +1.65 |
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
| AHYQ.DE | AUM5.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.09 | 2.20 | -0.10 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.84 | 0.97 | -0.12 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.77 | 0.93 | -0.16 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.81 | 0.96 | -0.15 |
Drawdowns
AHYQ.DE vs. AUM5.DE - Drawdown Comparison
The maximum AHYQ.DE drawdown since its inception was -33.70%, roughly equal to the maximum AUM5.DE drawdown of -33.66%. Use the drawdown chart below to compare losses from any high point for AHYQ.DE and AUM5.DE.
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Drawdown Indicators
| AHYQ.DE | AUM5.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.70% | -33.66% | -0.04% |
Max Drawdown (1Y)Largest decline over 1 year | -6.60% | -7.15% | +0.55% |
Max Drawdown (3Y)Largest decline over 3 years | -21.77% | -23.30% | +1.53% |
Max Drawdown (5Y)Largest decline over 5 years | -21.77% | -23.30% | +1.53% |
Max Drawdown (10Y)Largest decline over 10 years | -33.70% | -33.66% | -0.04% |
Current DrawdownCurrent decline from peak | -0.37% | -0.46% | +0.09% |
Average DrawdownAverage peak-to-trough decline | -4.49% | -4.00% | -0.49% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.65% | 2.01% | -0.36% |
Volatility
AHYQ.DE vs. AUM5.DE - Volatility Comparison
Amundi MSCI World III UCITS ETF Dist (AHYQ.DE) and Amundi S&P 500 UCITS ETF EUR (AUM5.DE) have volatilities of 2.64% and 2.63%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| AHYQ.DE | AUM5.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.64% | 2.63% | +0.01% |
Volatility (6M)Calculated over the trailing 6-month period | 7.77% | 7.61% | +0.16% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.28% | 11.64% | -0.36% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.33% | 15.19% | -0.86% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.29% | 16.07% | -0.78% |
AHYQ.DE vs. AUM5.DE - Expense Ratio Comparison
AHYQ.DE has a 0.20% expense ratio, which is higher than AUM5.DE's 0.15% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
AHYQ.DE vs. AUM5.DE - Dividend Comparison
AHYQ.DE's dividend yield for the trailing twelve months is around 1.06%, while AUM5.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 |
|---|---|---|---|---|
AHYQ.DE Amundi MSCI World III UCITS ETF Dist | 1.06% | 1.18% | 1.65% | 1.78% |
AUM5.DE Amundi S&P 500 UCITS ETF EUR | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
With a correlation of 0.96, AHYQ.DE and AUM5.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
On fees, AUM5.DE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.
AUM5.DE is cheaper with a 0.15% expense ratio, compared with 0.20% for AHYQ.DE.
AHYQ.DE is categorized as Global Equities, while AUM5.DE is S&P 500. AHYQ.DE tracks MSCI World, while AUM5.DE tracks S&P 500 Index. Their fees differ too: 0.20% for AHYQ.DE and 0.15% for AUM5.DE.
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