ALAG.L vs. AUM5.DE
ALAG.L (Amundi MSCI Em Latin America UCITS ETF-C USD) and AUM5.DE (Amundi S&P 500 UCITS ETF EUR) are both exchange-traded funds - ALAG.L is a Latin America Equities fund tracking the MSCI EM Latin America NR USD, while AUM5.DE is a S&P 500 fund tracking the S&P 500 Index. Both are passively managed. Over the past 10 years, ALAG.L returned 8.49%/yr vs 16.23%/yr for AUM5.DE. At a 0.42 correlation, their price movements are largely independent. ALAG.L charges 0.10%/yr vs 0.15%/yr for AUM5.DE.
Performance
ALAG.L vs. AUM5.DE - Performance Comparison
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Different Trading Currencies
ALAG.L is traded in GBp, while AUM5.DE is traded in EUR. To make them comparable, the AUM5.DE values have been converted to GBp using the latest available exchange rates.
Returns By Period
The year-to-date returns for both stocks are quite close, with ALAG.L having a 10.55% return and AUM5.DE slightly lower at 10.51%. Over the past 10 years, ALAG.L has underperformed AUM5.DE with an annualized return of 8.49%, while AUM5.DE has yielded a comparatively higher 16.23% annualized return.
ALAG.L
- 1D
- -0.47%
- 1M
- -6.14%
- YTD
- 10.55%
- 6M
- 7.97%
- 1Y
- 38.67%
- 3Y*
- 10.97%
- 5Y*
- 9.69%
- 10Y*
- 8.49%
AUM5.DE
- 1D
- -0.04%
- 1M
- 5.44%
- YTD
- 10.51%
- 6M
- 10.34%
- 1Y
- 29.06%
- 3Y*
- 19.12%
- 5Y*
- 15.04%
- 10Y*
- 16.23%
ALAG.L vs. AUM5.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ALAG.L Amundi MSCI Em Latin America UCITS ETF-C USD | 10.55% | 44.31% | -25.31% | 25.10% | 21.74% | -8.24% | -16.56% | 12.56% | -1.55% | 12.30% |
AUM5.DE Amundi S&P 500 UCITS ETF EUR | 10.51% | 10.25% | 26.62% | 20.19% | -9.44% | 31.02% | 13.15% | 27.92% | 0.39% | 11.38% |
Correlation
The correlation between ALAG.L and AUM5.DE is 0.29, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.29 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.32 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.34 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.42 |
Correlation (All Time) Calculated using the full available price history since Feb 24, 2016 | 0.42 |
The correlation between ALAG.L and AUM5.DE shifts across timeframes, from 0.29 (1 year) to 0.42 (10 years), reflecting how their relationship changes across market environments.
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Return for Risk
ALAG.L vs. AUM5.DE — Risk / Return Rank
ALAG.L
AUM5.DE
ALAG.L vs. AUM5.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Amundi MSCI Em Latin America UCITS ETF-C USD (ALAG.L) 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.
| ALAG.L | AUM5.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.38 | ||
| Sortino ratioReturn per unit of downside risk | -0.62 | ||
| Omega ratioGain probability vs. loss probability | 1.38 | 1.48 | -0.09 |
| Calmar ratioReturn relative to maximum drawdown | 3.62 | 4.07 | -0.45 |
| Martin ratioReturn relative to average drawdown | 10.83 | 14.68 | -3.85 |
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
| ALAG.L | AUM5.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.22 | 2.60 | -0.38 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.47 | 1.01 | -0.53 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.34 | 1.01 | -0.67 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.40 | 1.00 | -0.61 |
Drawdowns
ALAG.L vs. AUM5.DE - Drawdown Comparison
The maximum ALAG.L drawdown since its inception was -48.94%, which is greater than AUM5.DE's maximum drawdown of -26.24%. Use the drawdown chart below to compare losses from any high point for ALAG.L and AUM5.DE.
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Drawdown Indicators
| ALAG.L | AUM5.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -48.94% | -26.24% | -22.70% |
Max Drawdown (1Y)Largest decline over 1 year | -10.63% | -7.10% | -3.53% |
Max Drawdown (3Y)Largest decline over 3 years | -25.74% | -22.05% | -3.69% |
Max Drawdown (5Y)Largest decline over 5 years | -25.74% | -22.05% | -3.69% |
Max Drawdown (10Y)Largest decline over 10 years | -48.94% | -26.24% | -22.70% |
Current DrawdownCurrent decline from peak | -10.63% | -0.26% | -10.37% |
Average DrawdownAverage peak-to-trough decline | -12.08% | -3.26% | -8.82% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.56% | 1.97% | +1.59% |
Volatility
ALAG.L vs. AUM5.DE - Volatility Comparison
Amundi MSCI Em Latin America UCITS ETF-C USD (ALAG.L) has a higher volatility of 4.67% compared to Amundi S&P 500 UCITS ETF EUR (AUM5.DE) at 3.01%. This indicates that ALAG.L'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
| ALAG.L | AUM5.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.67% | 3.01% | +1.66% |
Volatility (6M)Calculated over the trailing 6-month period | 15.08% | 7.46% | +7.62% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.38% | 11.15% | +6.23% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.42% | 14.74% | +5.68% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.89% | 15.95% | +8.94% |
ALAG.L vs. AUM5.DE - Expense Ratio Comparison
ALAG.L has a 0.10% 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
ALAG.L vs. AUM5.DE - Dividend Comparison
Neither ALAG.L nor AUM5.DE has paid dividends to shareholders.
Frequently Asked Questions
ALAG.L and AUM5.DE have a correlation of 0.29, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, ALAG.L is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.
ALAG.L is cheaper with a 0.10% expense ratio, compared with 0.15% for AUM5.DE.
ALAG.L is categorized as Latin America Equities, while AUM5.DE is S&P 500. ALAG.L tracks MSCI EM Latin America NR USD, while AUM5.DE tracks S&P 500 Index. Their fees differ too: 0.10% for ALAG.L and 0.15% for AUM5.DE.
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