AMEM.DE vs. AUM5.DE
AMEM.DE (Amundi MSCI Emerging Markets UCITS ETF EUR) and AUM5.DE (Amundi S&P 500 UCITS ETF EUR) are both exchange-traded funds - AMEM.DE is a Emerging Markets Equities fund tracking the MSCI Emerging Markets, while AUM5.DE is a S&P 500 fund tracking the S&P 500 Index. Both are passively managed. Over the past 10 years, AMEM.DE returned 9.86%/yr vs 15.11%/yr for AUM5.DE. A 0.65 correlation means they provide meaningful diversification when combined. AMEM.DE charges 0.20%/yr vs 0.15%/yr for AUM5.DE.
Performance
AMEM.DE vs. AUM5.DE - Performance Comparison
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Returns By Period
In the year-to-date period, AMEM.DE achieves a 27.34% return, which is significantly higher than AUM5.DE's 11.38% return. Over the past 10 years, AMEM.DE has underperformed AUM5.DE with an annualized return of 9.86%, while AUM5.DE has yielded a comparatively higher 15.11% annualized return.
AMEM.DE
- 1D
- -1.57%
- 1M
- 5.93%
- YTD
- 27.34%
- 6M
- 29.35%
- 1Y
- 49.79%
- 3Y*
- 20.85%
- 5Y*
- 8.42%
- 10Y*
- 9.86%
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%
AMEM.DE vs. AUM5.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
AMEM.DE Amundi MSCI Emerging Markets UCITS ETF EUR | 27.34% | 19.31% | 13.70% | 5.24% | -13.78% | 3.95% | 6.30% | 21.51% | -11.20% | 20.75% |
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 AMEM.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 | 0.55 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.62 |
Correlation (All Time) Calculated using the full available price history since Mar 17, 2011 | 0.65 |
The correlation between AMEM.DE and AUM5.DE shifts across timeframes, from 0.55 (5 years) to 0.67 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
AMEM.DE vs. AUM5.DE — Risk / Return Rank
AMEM.DE
AUM5.DE
AMEM.DE vs. AUM5.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Amundi MSCI Emerging Markets UCITS ETF EUR (AMEM.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.
| AMEM.DE | AUM5.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.60 | ||
| Sortino ratioReturn per unit of downside risk | +0.72 | ||
| Omega ratioGain probability vs. loss probability | 1.51 | 1.41 | +0.09 |
| Calmar ratioReturn relative to maximum drawdown | 4.65 | 3.57 | +1.08 |
| Martin ratioReturn relative to average drawdown | 16.89 | 12.74 | +4.15 |
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
| AMEM.DE | AUM5.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.80 | 2.20 | +0.60 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.50 | 0.97 | -0.47 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.54 | 0.93 | -0.40 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.34 | 0.96 | -0.62 |
Drawdowns
AMEM.DE vs. AUM5.DE - Drawdown Comparison
The maximum AMEM.DE drawdown since its inception was -35.87%, 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 AMEM.DE and AUM5.DE.
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Drawdown Indicators
| AMEM.DE | AUM5.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.87% | -33.66% | -2.21% |
Max Drawdown (1Y)Largest decline over 1 year | -10.65% | -7.15% | -3.50% |
Max Drawdown (3Y)Largest decline over 3 years | -19.22% | -23.30% | +4.08% |
Max Drawdown (5Y)Largest decline over 5 years | -23.53% | -23.30% | -0.23% |
Max Drawdown (10Y)Largest decline over 10 years | -31.93% | -33.66% | +1.73% |
Current DrawdownCurrent decline from peak | -2.62% | -0.46% | -2.16% |
Average DrawdownAverage peak-to-trough decline | -10.29% | -4.00% | -6.29% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.94% | 2.01% | +0.93% |
Volatility
AMEM.DE vs. AUM5.DE - Volatility Comparison
Amundi MSCI Emerging Markets UCITS ETF EUR (AMEM.DE) has a higher volatility of 7.41% compared to Amundi S&P 500 UCITS ETF EUR (AUM5.DE) at 2.63%. This indicates that AMEM.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
| AMEM.DE | AUM5.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.41% | 2.63% | +4.78% |
Volatility (6M)Calculated over the trailing 6-month period | 15.02% | 7.61% | +7.41% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.74% | 11.64% | +6.10% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.70% | 15.19% | +1.51% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.28% | 16.07% | +2.21% |
AMEM.DE vs. AUM5.DE - Expense Ratio Comparison
AMEM.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
AMEM.DE vs. AUM5.DE - Dividend Comparison
Neither AMEM.DE nor AUM5.DE has paid dividends to shareholders.
Frequently Asked Questions
AMEM.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, 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 AMEM.DE.
AMEM.DE is categorized as Emerging Markets Equities, while AUM5.DE is S&P 500. AMEM.DE tracks MSCI Emerging Markets, while AUM5.DE tracks S&P 500 Index. Their fees differ too: 0.20% for AMEM.DE and 0.15% for AUM5.DE.
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