AMEL.DE vs. AUM5.DE
AMEL.DE (Amundi MSCI Emerging Markets Latin America UCITS ETF EUR) and AUM5.DE (Amundi S&P 500 UCITS ETF EUR) are both exchange-traded funds - AMEL.DE is a Latin America Equities fund tracking the MSCI Emerging Markets Latin America, while AUM5.DE is a S&P 500 fund tracking the S&P 500 Index. Both are passively managed. Over the past 10 years, AMEL.DE returned 7.43%/yr vs 15.11%/yr for AUM5.DE. At a 0.49 correlation, their price movements are largely independent. AMEL.DE charges 0.20%/yr vs 0.15%/yr for AUM5.DE.
Performance
AMEL.DE vs. AUM5.DE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, AMEL.DE achieves a 10.83% return, which is significantly lower than AUM5.DE's 11.38% return. Over the past 10 years, AMEL.DE has underperformed AUM5.DE with an annualized return of 7.43%, while AUM5.DE has yielded a comparatively higher 15.11% annualized return.
AMEL.DE
- 1D
- -0.86%
- 1M
- -7.22%
- YTD
- 10.83%
- 6M
- 8.65%
- 1Y
- 34.54%
- 3Y*
- 10.77%
- 5Y*
- 9.48%
- 10Y*
- 7.43%
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%
AMEL.DE vs. AUM5.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
AMEL.DE Amundi MSCI Emerging Markets Latin America UCITS ETF EUR | 10.83% | 38.06% | -22.22% | 28.09% | 16.34% | -3.21% | -21.29% | 20.69% | -3.27% | 8.15% |
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 AMEL.DE and AUM5.DE is 0.38, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.38 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.35 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.37 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.44 |
Correlation (All Time) Calculated using the full available price history since Dec 1, 2011 | 0.49 |
The correlation between AMEL.DE and AUM5.DE shifts across timeframes, from 0.35 (3 years) to 0.49 (all time), reflecting how their relationship changes across market environments.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
AMEL.DE vs. AUM5.DE — Risk / Return Rank
AMEL.DE
AUM5.DE
AMEL.DE vs. AUM5.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Amundi MSCI Emerging Markets Latin America UCITS ETF EUR (AMEL.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.
| AMEL.DE | AUM5.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.30 | ||
| Sortino ratioReturn per unit of downside risk | -0.41 | ||
| Omega ratioGain probability vs. loss probability | 1.33 | 1.41 | -0.09 |
| Calmar ratioReturn relative to maximum drawdown | 3.16 | 3.57 | -0.41 |
| Martin ratioReturn relative to average drawdown | 9.66 | 12.74 | -3.08 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| AMEL.DE | AUM5.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.90 | 2.20 | -0.30 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.45 | 0.97 | -0.52 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.29 | 0.93 | -0.64 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.12 | 0.96 | -0.84 |
Drawdowns
AMEL.DE vs. AUM5.DE - Drawdown Comparison
The maximum AMEL.DE drawdown since its inception was -52.69%, 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 AMEL.DE and AUM5.DE.
Loading charts...
Drawdown Indicators
| AMEL.DE | AUM5.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -52.69% | -33.66% | -19.03% |
Max Drawdown (1Y)Largest decline over 1 year | -10.86% | -7.15% | -3.71% |
Max Drawdown (3Y)Largest decline over 3 years | -25.38% | -23.30% | -2.08% |
Max Drawdown (5Y)Largest decline over 5 years | -25.38% | -23.30% | -2.08% |
Max Drawdown (10Y)Largest decline over 10 years | -51.31% | -33.66% | -17.65% |
Current DrawdownCurrent decline from peak | -10.86% | -0.46% | -10.40% |
Average DrawdownAverage peak-to-trough decline | -17.89% | -4.00% | -13.89% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.57% | 2.01% | +1.56% |
Volatility
AMEL.DE vs. AUM5.DE - Volatility Comparison
Amundi MSCI Emerging Markets Latin America UCITS ETF EUR (AMEL.DE) has a higher volatility of 5.32% compared to Amundi S&P 500 UCITS ETF EUR (AUM5.DE) at 2.63%. This indicates that AMEL.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.
Loading charts...
Volatility by Period
| AMEL.DE | AUM5.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.32% | 2.63% | +2.69% |
Volatility (6M)Calculated over the trailing 6-month period | 15.30% | 7.61% | +7.69% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.10% | 11.64% | +6.46% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.90% | 15.19% | +5.71% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 25.27% | 16.07% | +9.20% |
AMEL.DE vs. AUM5.DE - Expense Ratio Comparison
AMEL.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
AMEL.DE vs. AUM5.DE - Dividend Comparison
Neither AMEL.DE nor AUM5.DE has paid dividends to shareholders.
Frequently Asked Questions
AMEL.DE and AUM5.DE have a correlation of 0.38, 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 0.20% for AMEL.DE.
AMEL.DE is categorized as Latin America Equities, while AUM5.DE is S&P 500. AMEL.DE tracks MSCI Emerging Markets Latin America, while AUM5.DE tracks S&P 500 Index. Their fees differ too: 0.20% for AMEL.DE and 0.15% for AUM5.DE.
Find the right allocation for AMEL.DE and AUM5.DE
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer