AUM5.DE vs. AMEC.DE
AUM5.DE (Amundi S&P 500 UCITS ETF EUR) and AMEC.DE (Amundi Index Smart City UCITS ETF) are both exchange-traded funds - AUM5.DE is a S&P 500 fund tracking the S&P 500 Index, while AMEC.DE is a Global Equities fund tracking the Solactive Smart City. Both are passively managed. Over the past 5 years, AUM5.DE returned 14.88%/yr vs 6.68%/yr for AMEC.DE. A 0.75 correlation means they provide meaningful diversification when combined. AUM5.DE charges 0.15%/yr vs 0.35%/yr for AMEC.DE.
Performance
AUM5.DE vs. AMEC.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 AMEC.DE's 30.58% 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%
AMEC.DE
- 1D
- -1.34%
- 1M
- 10.00%
- YTD
- 30.58%
- 6M
- 28.27%
- 1Y
- 45.51%
- 3Y*
- 17.35%
- 5Y*
- 6.68%
- 10Y*
- —
AUM5.DE vs. AMEC.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
AUM5.DE Amundi S&P 500 UCITS ETF EUR | 11.38% | 4.80% | 32.39% | 22.64% | -14.14% | 40.96% | 7.10% | 4.45% |
AMEC.DE Amundi Index Smart City UCITS ETF | 30.58% | 9.65% | 16.27% | 1.43% | -18.74% | 9.30% | 9.10% | 3.62% |
Correlation
The correlation between AUM5.DE and AMEC.DE is 0.78, 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 | 0.78 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.74 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.72 |
Correlation (All Time) Calculated using the full available price history since Dec 4, 2019 | 0.75 |
The correlation between AUM5.DE and AMEC.DE has been stable across timeframes, ranging from 0.72 to 0.78 - a consistent structural relationship.
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Return for Risk
AUM5.DE vs. AMEC.DE — Risk / Return Rank
AUM5.DE
AMEC.DE
AUM5.DE vs. AMEC.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 Index Smart City UCITS ETF (AMEC.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 | AMEC.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.45 | ||
| Sortino ratioReturn per unit of downside risk | -0.64 | ||
| Omega ratioGain probability vs. loss probability | 1.41 | 1.45 | -0.04 |
| Calmar ratioReturn relative to maximum drawdown | 3.57 | 5.09 | -1.52 |
| Martin ratioReturn relative to average drawdown | 12.74 | 16.11 | -3.37 |
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 | AMEC.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.20 | 2.65 | -0.45 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.97 | 0.38 | +0.59 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.93 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.96 | 0.44 | +0.53 |
Drawdowns
AUM5.DE vs. AMEC.DE - Drawdown Comparison
The maximum AUM5.DE drawdown since its inception was -33.66%, smaller than the maximum AMEC.DE drawdown of -35.49%. Use the drawdown chart below to compare losses from any high point for AUM5.DE and AMEC.DE.
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Drawdown Indicators
| AUM5.DE | AMEC.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.66% | -35.49% | +1.83% |
Max Drawdown (1Y)Largest decline over 1 year | -7.15% | -9.02% | +1.87% |
Max Drawdown (3Y)Largest decline over 3 years | -23.30% | -24.98% | +1.68% |
Max Drawdown (5Y)Largest decline over 5 years | -23.30% | -27.33% | +4.03% |
Max Drawdown (10Y)Largest decline over 10 years | -33.66% | — | — |
Current DrawdownCurrent decline from peak | -0.46% | -1.34% | +0.88% |
Average DrawdownAverage peak-to-trough decline | -4.00% | -11.50% | +7.50% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.01% | 2.86% | -0.85% |
Volatility
AUM5.DE vs. AMEC.DE - Volatility Comparison
The current volatility for Amundi S&P 500 UCITS ETF EUR (AUM5.DE) is 2.63%, while Amundi Index Smart City UCITS ETF (AMEC.DE) has a volatility of 6.73%. This indicates that AUM5.DE experiences smaller price fluctuations and is considered to be less risky than AMEC.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 | AMEC.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.63% | 6.73% | -4.10% |
Volatility (6M)Calculated over the trailing 6-month period | 7.61% | 13.09% | -5.48% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.64% | 17.36% | -5.72% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.19% | 17.51% | -2.32% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.07% | 19.22% | -3.15% |
AUM5.DE vs. AMEC.DE - Expense Ratio Comparison
AUM5.DE has a 0.15% expense ratio, which is lower than AMEC.DE's 0.35% expense ratio.
Dividends
AUM5.DE vs. AMEC.DE - Dividend Comparison
Neither AUM5.DE nor AMEC.DE has paid dividends to shareholders.
Frequently Asked Questions
AUM5.DE and AMEC.DE have a correlation of 0.78, 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 0.35% for AMEC.DE.
AUM5.DE is categorized as S&P 500, while AMEC.DE is Global Equities. AUM5.DE tracks S&P 500 Index, while AMEC.DE tracks Solactive Smart City. Their fees differ too: 0.15% for AUM5.DE and 0.35% for AMEC.DE.
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