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AMEW.DE vs. AUM5.DE
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between AMEW.DE and AUM5.DE is 0.56, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Performance

AMEW.DE vs. AUM5.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Amundi MSCI World UCITS ETF EUR (AMEW.DE) and Amundi S&P 500 UCITS ETF EUR (AUM5.DE). The values are adjusted to include any dividend payments, if applicable.

200.00%250.00%300.00%350.00%400.00%450.00%December2025FebruaryMarchAprilMay
269.55%
434.23%
AMEW.DE
AUM5.DE

Key characteristics

Sharpe Ratio

AMEW.DE:

0.34

AUM5.DE:

0.32

Sortino Ratio

AMEW.DE:

0.53

AUM5.DE:

0.52

Omega Ratio

AMEW.DE:

1.08

AUM5.DE:

1.08

Calmar Ratio

AMEW.DE:

0.25

AUM5.DE:

0.24

Martin Ratio

AMEW.DE:

0.94

AUM5.DE:

0.84

Ulcer Index

AMEW.DE:

5.89%

AUM5.DE:

6.77%

Daily Std Dev

AMEW.DE:

16.96%

AUM5.DE:

18.41%

Max Drawdown

AMEW.DE:

-33.73%

AUM5.DE:

-33.66%

Current Drawdown

AMEW.DE:

-11.51%

AUM5.DE:

-14.04%

Returns By Period

In the year-to-date period, AMEW.DE achieves a -7.12% return, which is significantly higher than AUM5.DE's -10.58% return. Over the past 10 years, AMEW.DE has underperformed AUM5.DE with an annualized return of 9.14%, while AUM5.DE has yielded a comparatively higher 12.40% annualized return.


AMEW.DE

YTD

-7.12%

1M

7.48%

6M

-5.32%

1Y

5.71%

5Y*

13.13%

10Y*

9.14%

AUM5.DE

YTD

-10.58%

1M

6.42%

6M

-8.23%

1Y

5.85%

5Y*

14.84%

10Y*

12.40%

*Annualized

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AMEW.DE vs. AUM5.DE - Expense Ratio Comparison

AMEW.DE has a 0.38% expense ratio, which is higher than AUM5.DE's 0.15% expense ratio.


Risk-Adjusted Performance

AMEW.DE vs. AUM5.DE — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

AMEW.DE
The Risk-Adjusted Performance Rank of AMEW.DE is 4242
Overall Rank
The Sharpe Ratio Rank of AMEW.DE is 4444
Sharpe Ratio Rank
The Sortino Ratio Rank of AMEW.DE is 4141
Sortino Ratio Rank
The Omega Ratio Rank of AMEW.DE is 4444
Omega Ratio Rank
The Calmar Ratio Rank of AMEW.DE is 4242
Calmar Ratio Rank
The Martin Ratio Rank of AMEW.DE is 4141
Martin Ratio Rank

AUM5.DE
The Risk-Adjusted Performance Rank of AUM5.DE is 4141
Overall Rank
The Sharpe Ratio Rank of AUM5.DE is 4242
Sharpe Ratio Rank
The Sortino Ratio Rank of AUM5.DE is 4040
Sortino Ratio Rank
The Omega Ratio Rank of AUM5.DE is 4343
Omega Ratio Rank
The Calmar Ratio Rank of AUM5.DE is 4141
Calmar Ratio Rank
The Martin Ratio Rank of AUM5.DE is 3939
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

AMEW.DE vs. AUM5.DE - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi MSCI World UCITS ETF EUR (AMEW.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.


The current AMEW.DE Sharpe Ratio is 0.34, which is comparable to the AUM5.DE Sharpe Ratio of 0.32. The chart below compares the historical Sharpe Ratios of AMEW.DE and AUM5.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.00December2025FebruaryMarchAprilMay
0.61
0.59
AMEW.DE
AUM5.DE

Dividends

AMEW.DE vs. AUM5.DE - Dividend Comparison

Neither AMEW.DE nor AUM5.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

AMEW.DE vs. AUM5.DE - Drawdown Comparison

The maximum AMEW.DE drawdown since its inception was -33.73%, roughly equal to the maximum AUM5.DE drawdown of -33.66%. Use the drawdown chart below to compare losses from any high point for AMEW.DE and AUM5.DE. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-4.87%
-7.39%
AMEW.DE
AUM5.DE

Volatility

AMEW.DE vs. AUM5.DE - Volatility Comparison

The current volatility for Amundi MSCI World UCITS ETF EUR (AMEW.DE) is 10.69%, while Amundi S&P 500 UCITS ETF EUR (AUM5.DE) has a volatility of 11.33%. This indicates that AMEW.DE experiences smaller price fluctuations and is considered to be less risky than AUM5.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%December2025FebruaryMarchAprilMay
10.69%
11.33%
AMEW.DE
AUM5.DE