AUM5.DE vs. AMEW.DE
Compare and contrast key facts about Amundi S&P 500 UCITS ETF EUR (AUM5.DE) and Amundi MSCI World UCITS ETF EUR (AMEW.DE).
AUM5.DE and AMEW.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. AUM5.DE is a passively managed fund by Amundi that tracks the performance of the S&P 500 Index. It was launched on Mar 22, 2018. AMEW.DE is a passively managed fund by Amundi that tracks the performance of the MSCI World. It was launched on Apr 18, 2018. Both AUM5.DE and AMEW.DE are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
AUM5.DE vs. AMEW.DE - Performance Comparison
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AUM5.DE vs. AMEW.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
AUM5.DE Amundi S&P 500 UCITS ETF EUR | -2.80% | 4.80% | 32.39% | 22.64% | -14.14% | 40.96% | 7.10% | 34.94% | -1.01% | 6.82% |
AMEW.DE Amundi MSCI World UCITS ETF EUR | -1.38% | 7.42% | 25.77% | 19.94% | -13.88% | 32.66% | 5.32% | 31.10% | -5.22% | 7.54% |
Returns By Period
In the year-to-date period, AUM5.DE achieves a -2.80% return, which is significantly lower than AMEW.DE's -1.38% return. Over the past 10 years, AUM5.DE has outperformed AMEW.DE with an annualized return of 13.82%, while AMEW.DE has yielded a comparatively lower 11.66% annualized return.
AUM5.DE
- 1D
- 0.22%
- 1M
- -2.54%
- YTD
- -2.80%
- 6M
- -0.11%
- 1Y
- 10.46%
- 3Y*
- 16.10%
- 5Y*
- 12.27%
- 10Y*
- 13.82%
AMEW.DE
- 1D
- 0.06%
- 1M
- -2.01%
- YTD
- -1.38%
- 6M
- 1.61%
- 1Y
- 11.91%
- 3Y*
- 14.67%
- 5Y*
- 10.58%
- 10Y*
- 11.66%
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AUM5.DE vs. AMEW.DE - Expense Ratio Comparison
AUM5.DE has a 0.15% expense ratio, which is lower than AMEW.DE's 0.38% expense ratio.
Return for Risk
AUM5.DE vs. AMEW.DE — Risk / Return Rank
AUM5.DE
AMEW.DE
AUM5.DE vs. AMEW.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 World UCITS ETF EUR (AMEW.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 | AMEW.DE | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.60 | 0.74 | -0.13 |
Sortino ratioReturn per unit of downside risk | 0.92 | 1.07 | -0.15 |
Omega ratioGain probability vs. loss probability | 1.14 | 1.16 | -0.03 |
Calmar ratioReturn relative to maximum drawdown | 2.36 | 2.68 | -0.31 |
Martin ratioReturn relative to average drawdown | 8.04 | 10.16 | -2.12 |
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 | AMEW.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.60 | 0.74 | -0.13 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.80 | 0.74 | +0.06 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.85 | 0.77 | +0.08 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.91 | 0.82 | +0.09 |
Correlation
The correlation between AUM5.DE and AMEW.DE is 0.92, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
AUM5.DE vs. AMEW.DE - Dividend Comparison
Neither AUM5.DE nor AMEW.DE has paid dividends to shareholders.
Drawdowns
AUM5.DE vs. AMEW.DE - Drawdown Comparison
The maximum AUM5.DE drawdown since its inception was -33.66%, roughly equal to the maximum AMEW.DE drawdown of -33.73%. Use the drawdown chart below to compare losses from any high point for AUM5.DE and AMEW.DE.
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Drawdown Indicators
| AUM5.DE | AMEW.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.66% | -33.73% | +0.07% |
Max Drawdown (1Y)Largest decline over 1 year | -8.45% | -8.69% | +0.24% |
Max Drawdown (5Y)Largest decline over 5 years | -23.30% | -21.69% | -1.61% |
Max Drawdown (10Y)Largest decline over 10 years | -33.66% | -33.73% | +0.07% |
Current DrawdownCurrent decline from peak | -5.00% | -4.12% | -0.88% |
Average DrawdownAverage peak-to-trough decline | -4.03% | -4.34% | +0.31% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.10% | 1.74% | +0.36% |
Volatility
AUM5.DE vs. AMEW.DE - Volatility Comparison
The current volatility for Amundi S&P 500 UCITS ETF EUR (AUM5.DE) is 3.69%, while Amundi MSCI World UCITS ETF EUR (AMEW.DE) has a volatility of 4.11%. This indicates that AUM5.DE experiences smaller price fluctuations and is considered to be less risky than AMEW.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 | AMEW.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.69% | 4.11% | -0.42% |
Volatility (6M)Calculated over the trailing 6-month period | 8.72% | 8.34% | +0.38% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.27% | 16.07% | +1.20% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.22% | 14.16% | +1.06% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.12% | 15.08% | +1.04% |