AMED.DE vs. AUM5.DE
AMED.DE (Amundi MSCI EMU ESG Leaders Select UCITS ETF DR EUR (C)) and AUM5.DE (Amundi S&P 500 UCITS ETF EUR) are both exchange-traded funds - AMED.DE is a Europe Equities fund tracking the MSCI EMU ESG Leaders Select 5% Issuer Capped, while AUM5.DE is a S&P 500 fund tracking the S&P 500 Index. Both are passively managed. Over the past 10 years, AMED.DE returned 9.75%/yr vs 15.11%/yr for AUM5.DE. A 0.64 correlation means they provide meaningful diversification when combined. AMED.DE charges 0.25%/yr vs 0.15%/yr for AUM5.DE.
Performance
AMED.DE vs. AUM5.DE - Performance Comparison
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Returns By Period
In the year-to-date period, AMED.DE achieves a 16.87% return, which is significantly higher than AUM5.DE's 11.38% return. Over the past 10 years, AMED.DE has underperformed AUM5.DE with an annualized return of 9.75%, while AUM5.DE has yielded a comparatively higher 15.11% annualized return.
AMED.DE
- 1D
- 0.51%
- 1M
- 7.96%
- YTD
- 16.87%
- 6M
- 18.54%
- 1Y
- 26.45%
- 3Y*
- 16.11%
- 5Y*
- 10.41%
- 10Y*
- 9.75%
AUM5.DE
- 1D
- -0.16%
- 1M
- 5.20%
- YTD
- 11.38%
- 6M
- 11.41%
- 1Y
- 25.66%
- 3Y*
- 18.95%
- 5Y*
- 14.88%
- 10Y*
- 15.11%
AMED.DE vs. AUM5.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
AMED.DE Amundi MSCI EMU ESG Leaders Select UCITS ETF DR EUR (C) | 16.87% | 20.15% | 5.95% | 16.68% | -10.71% | 20.90% | -1.35% | 27.22% | -12.98% | 11.86% |
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 AMED.DE and AUM5.DE is 0.65, 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 | 0.65 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.53 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.62 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.66 |
Correlation (All Time) Calculated using the full available price history since Sep 15, 2010 | 0.64 |
The correlation between AMED.DE and AUM5.DE shifts across timeframes, from 0.53 (3 years) to 0.66 (10 years), reflecting how their relationship changes across market environments.
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Return for Risk
AMED.DE vs. AUM5.DE — Risk / Return Rank
AMED.DE
AUM5.DE
AMED.DE vs. AUM5.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Amundi MSCI EMU ESG Leaders Select UCITS ETF DR EUR (C) (AMED.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.
| AMED.DE | AUM5.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.46 | ||
| Sortino ratioReturn per unit of downside risk | -0.43 | ||
| Omega ratioGain probability vs. loss probability | 1.33 | 1.41 | -0.09 |
| Calmar ratioReturn relative to maximum drawdown | 2.49 | 3.57 | -1.08 |
| Martin ratioReturn relative to average drawdown | 9.40 | 12.74 | -3.34 |
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
| AMED.DE | AUM5.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.74 | 2.20 | -0.46 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.65 | 0.97 | -0.32 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.57 | 0.93 | -0.36 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.47 | 0.96 | -0.49 |
Drawdowns
AMED.DE vs. AUM5.DE - Drawdown Comparison
The maximum AMED.DE drawdown since its inception was -38.35%, 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 AMED.DE and AUM5.DE.
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Drawdown Indicators
| AMED.DE | AUM5.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.35% | -33.66% | -4.69% |
Max Drawdown (1Y)Largest decline over 1 year | -10.56% | -7.15% | -3.41% |
Max Drawdown (3Y)Largest decline over 3 years | -14.07% | -23.30% | +9.23% |
Max Drawdown (5Y)Largest decline over 5 years | -24.06% | -23.30% | -0.76% |
Max Drawdown (10Y)Largest decline over 10 years | -38.35% | -33.66% | -4.69% |
Current DrawdownCurrent decline from peak | -0.17% | -0.46% | +0.29% |
Average DrawdownAverage peak-to-trough decline | -6.69% | -4.00% | -2.69% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.81% | 2.01% | +0.80% |
Volatility
AMED.DE vs. AUM5.DE - Volatility Comparison
Amundi MSCI EMU ESG Leaders Select UCITS ETF DR EUR (C) (AMED.DE) has a higher volatility of 5.61% compared to Amundi S&P 500 UCITS ETF EUR (AUM5.DE) at 2.63%. This indicates that AMED.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
| AMED.DE | AUM5.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.61% | 2.63% | +2.98% |
Volatility (6M)Calculated over the trailing 6-month period | 12.64% | 7.61% | +5.03% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.19% | 11.64% | +3.55% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.87% | 15.19% | +0.68% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.00% | 16.07% | +0.93% |
AMED.DE vs. AUM5.DE - Expense Ratio Comparison
AMED.DE has a 0.25% 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
AMED.DE vs. AUM5.DE - Dividend Comparison
Neither AMED.DE nor AUM5.DE has paid dividends to shareholders.
Frequently Asked Questions
AMED.DE and AUM5.DE have a correlation of 0.65, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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 0.25% for AMED.DE.
AMED.DE is categorized as Europe Equities, while AUM5.DE is S&P 500. AMED.DE tracks MSCI EMU ESG Leaders Select 5% Issuer Capped, while AUM5.DE tracks S&P 500 Index. Their fees differ too: 0.25% for AMED.DE and 0.15% for AUM5.DE.
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