AUM5.DE vs. 6AQQ.DE
AUM5.DE (Amundi S&P 500 UCITS ETF EUR) and 6AQQ.DE (Amundi Nasdaq 100 UCITS ETF EUR) are both exchange-traded funds - AUM5.DE is a S&P 500 fund tracking the S&P 500 Index, while 6AQQ.DE is a Nasdaq-100 fund tracking the Nasdaq 100®. Both are passively managed. Over the past 10 years, AUM5.DE returned 15.11%/yr vs 21.42%/yr for 6AQQ.DE. Their correlation of 0.89 suggests significant overlap in exposure. AUM5.DE charges 0.15%/yr vs 0.23%/yr for 6AQQ.DE.
Performance
AUM5.DE vs. 6AQQ.DE - Performance Comparison
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Returns By Period
In the year-to-date period, AUM5.DE achieves a 11.38% return, which is significantly lower than 6AQQ.DE's 20.65% return. Over the past 10 years, AUM5.DE has underperformed 6AQQ.DE with an annualized return of 15.11%, while 6AQQ.DE has yielded a comparatively higher 21.42% annualized return.
AUM5.DE
- 1D
- -0.16%
- 1M
- 4.40%
- YTD
- 11.38%
- 6M
- 10.89%
- 1Y
- 25.63%
- 3Y*
- 18.95%
- 5Y*
- 14.88%
- 10Y*
- 15.11%
6AQQ.DE
- 1D
- -0.84%
- 1M
- 7.97%
- YTD
- 20.65%
- 6M
- 18.79%
- 1Y
- 37.28%
- 3Y*
- 24.68%
- 5Y*
- 18.87%
- 10Y*
- 21.42%
AUM5.DE vs. 6AQQ.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
6AQQ.DE Amundi Nasdaq 100 UCITS ETF EUR | 20.65% | 7.08% | 33.77% | 51.54% | -29.96% | 39.62% | 34.72% | 42.90% | 3.22% | 15.90% |
Correlation
The correlation between AUM5.DE and 6AQQ.DE is 0.93, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.93 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.92 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.92 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.90 |
Correlation (All Time) Calculated using the full available price history since Sep 15, 2010 | 0.89 |
The correlation between AUM5.DE and 6AQQ.DE has been stable across timeframes, ranging from 0.89 to 0.93 - a consistent structural relationship.
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Return for Risk
AUM5.DE vs. 6AQQ.DE — Risk / Return Rank
AUM5.DE
6AQQ.DE
AUM5.DE vs. 6AQQ.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Amundi S&P 500 UCITS ETF EUR (AUM5.DE) and Amundi Nasdaq 100 UCITS ETF EUR (6AQQ.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.
| AUM5.DE | 6AQQ.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.21 | ||
| Sortino ratioReturn per unit of downside risk | -0.20 | ||
| Omega ratioGain probability vs. loss probability | 1.41 | 1.42 | -0.01 |
| Calmar ratioReturn relative to maximum drawdown | 3.57 | 3.77 | -0.20 |
| Martin ratioReturn relative to average drawdown | 12.74 | 11.17 | +1.58 |
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
| AUM5.DE | 6AQQ.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.20 | 2.41 | -0.21 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.97 | 0.94 | +0.03 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.93 | 1.08 | -0.15 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.96 | 1.08 | -0.12 |
Drawdowns
AUM5.DE vs. 6AQQ.DE - Drawdown Comparison
The maximum AUM5.DE drawdown since its inception was -33.66%, which is greater than 6AQQ.DE's maximum drawdown of -31.19%. Use the drawdown chart below to compare losses from any high point for AUM5.DE and 6AQQ.DE.
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Drawdown Indicators
| AUM5.DE | 6AQQ.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.66% | -31.19% | -2.47% |
Max Drawdown (1Y)Largest decline over 1 year | -7.15% | -10.01% | +2.86% |
Max Drawdown (3Y)Largest decline over 3 years | -23.30% | -26.73% | +3.43% |
Max Drawdown (5Y)Largest decline over 5 years | -23.30% | -31.19% | +7.89% |
Max Drawdown (10Y)Largest decline over 10 years | -33.66% | -31.19% | -2.47% |
Current DrawdownCurrent decline from peak | -0.46% | -0.84% | +0.38% |
Average DrawdownAverage peak-to-trough decline | -4.00% | -5.36% | +1.36% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.01% | 3.39% | -1.38% |
Volatility
AUM5.DE vs. 6AQQ.DE - Volatility Comparison
The current volatility for Amundi S&P 500 UCITS ETF EUR (AUM5.DE) is 2.63%, while Amundi Nasdaq 100 UCITS ETF EUR (6AQQ.DE) has a volatility of 4.40%. This indicates that AUM5.DE experiences smaller price fluctuations and is considered to be less risky than 6AQQ.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| AUM5.DE | 6AQQ.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.63% | 4.40% | -1.77% |
Volatility (6M)Calculated over the trailing 6-month period | 7.61% | 10.96% | -3.35% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.64% | 15.66% | -4.02% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.19% | 19.83% | -4.64% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.07% | 19.63% | -3.56% |
AUM5.DE vs. 6AQQ.DE - Expense Ratio Comparison
AUM5.DE has a 0.15% expense ratio, which is lower than 6AQQ.DE's 0.23% 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
AUM5.DE vs. 6AQQ.DE - Dividend Comparison
Neither AUM5.DE nor 6AQQ.DE has paid dividends to shareholders.
Frequently Asked Questions
With a correlation of 0.93, AUM5.DE and 6AQQ.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
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 0.23% for 6AQQ.DE.
AUM5.DE is categorized as S&P 500, while 6AQQ.DE is Nasdaq-100. AUM5.DE tracks S&P 500 Index, while 6AQQ.DE tracks Nasdaq 100®. Their fees differ too: 0.15% for AUM5.DE and 0.23% for 6AQQ.DE.
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