AUM5.DE vs. AMEQ.DE
AUM5.DE (Amundi S&P 500 UCITS ETF EUR) and AMEQ.DE (Amundi MSCI Europe Quality Factor UCITS ETF EUR) are both exchange-traded funds - AUM5.DE is a S&P 500 fund tracking the S&P 500 Index, while AMEQ.DE is a Europe Equities fund tracking the MSCI Europe Quality. Both are passively managed. Over the past 5 years, AUM5.DE returned 14.88%/yr vs 5.17%/yr for AMEQ.DE. A 0.68 correlation means they provide meaningful diversification when combined. AUM5.DE charges 0.15%/yr vs 0.23%/yr for AMEQ.DE.
Performance
AUM5.DE vs. AMEQ.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 higher than AMEQ.DE's 3.29% 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%
AMEQ.DE
- 1D
- 1.20%
- 1M
- -0.12%
- YTD
- 3.29%
- 6M
- 4.79%
- 1Y
- 6.16%
- 3Y*
- 6.34%
- 5Y*
- 5.17%
- 10Y*
- —
AUM5.DE vs. AMEQ.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% |
AMEQ.DE Amundi MSCI Europe Quality Factor UCITS ETF EUR | 3.29% | 9.08% | 2.74% | 14.61% | -14.34% | 27.69% | 5.23% | 36.05% | -8.02% | 10.55% |
Correlation
The correlation between AUM5.DE and AMEQ.DE is 0.53, 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 | 0.53 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.55 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.64 |
Correlation (All Time) Calculated using the full available price history since Jul 13, 2016 | 0.68 |
The correlation between AUM5.DE and AMEQ.DE shifts across timeframes, from 0.53 (1 year) to 0.68 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
AUM5.DE vs. AMEQ.DE — Risk / Return Rank
AUM5.DE
AMEQ.DE
AUM5.DE vs. AMEQ.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 MSCI Europe Quality Factor UCITS ETF EUR (AMEQ.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 | AMEQ.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.73 | ||
| Sortino ratioReturn per unit of downside risk | +2.24 | ||
| Omega ratioGain probability vs. loss probability | 1.41 | 1.09 | +0.32 |
| Calmar ratioReturn relative to maximum drawdown | 3.57 | 0.57 | +3.01 |
| Martin ratioReturn relative to average drawdown | 12.74 | 1.54 | +11.20 |
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 | AMEQ.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.20 | 0.46 | +1.73 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.97 | 0.35 | +0.62 |
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 | 0.53 | +0.43 |
Drawdowns
AUM5.DE vs. AMEQ.DE - Drawdown Comparison
The maximum AUM5.DE drawdown since its inception was -33.66%, which is greater than AMEQ.DE's maximum drawdown of -30.82%. Use the drawdown chart below to compare losses from any high point for AUM5.DE and AMEQ.DE.
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Drawdown Indicators
| AUM5.DE | AMEQ.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.66% | -30.82% | -2.84% |
Max Drawdown (1Y)Largest decline over 1 year | -7.15% | -10.80% | +3.65% |
Max Drawdown (3Y)Largest decline over 3 years | -23.30% | -16.48% | -6.82% |
Max Drawdown (5Y)Largest decline over 5 years | -23.30% | -21.35% | -1.95% |
Max Drawdown (10Y)Largest decline over 10 years | -33.66% | — | — |
Current DrawdownCurrent decline from peak | -0.46% | -3.37% | +2.91% |
Average DrawdownAverage peak-to-trough decline | -4.00% | -5.12% | +1.12% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.01% | 3.98% | -1.97% |
Volatility
AUM5.DE vs. AMEQ.DE - Volatility Comparison
The current volatility for Amundi S&P 500 UCITS ETF EUR (AUM5.DE) is 2.63%, while Amundi MSCI Europe Quality Factor UCITS ETF EUR (AMEQ.DE) has a volatility of 4.36%. This indicates that AUM5.DE experiences smaller price fluctuations and is considered to be less risky than AMEQ.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 | AMEQ.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.63% | 4.36% | -1.73% |
Volatility (6M)Calculated over the trailing 6-month period | 7.61% | 10.75% | -3.14% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.64% | 13.30% | -1.66% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.19% | 14.49% | +0.70% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.07% | 14.83% | +1.24% |
AUM5.DE vs. AMEQ.DE - Expense Ratio Comparison
AUM5.DE has a 0.15% expense ratio, which is lower than AMEQ.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. AMEQ.DE - Dividend Comparison
Neither AUM5.DE nor AMEQ.DE has paid dividends to shareholders.
Frequently Asked Questions
AUM5.DE and AMEQ.DE have a correlation of 0.53, 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 0.23% for AMEQ.DE.
AUM5.DE is categorized as S&P 500, while AMEQ.DE is Europe Equities. AUM5.DE tracks S&P 500 Index, while AMEQ.DE tracks MSCI Europe Quality. Their fees differ too: 0.15% for AUM5.DE and 0.23% for AMEQ.DE.
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