AUM5.DE vs. C099.DE
AUM5.DE (Amundi S&P 500 UCITS ETF EUR) and C099.DE (Amundi Bloomberg Equal-Weight Commodity Ex-Agriculture UCITS ETF (EUR Hedged) Acc) are both exchange-traded funds - AUM5.DE is a S&P 500 fund tracking the S&P 500 Index, while C099.DE is a Commodities fund tracking the Bloomberg Energy and Metals Equal-Weighted (EUR Hedged). Both are passively managed. Over the past 3 years, AUM5.DE returned 18.95%/yr vs 21.14%/yr for C099.DE. At a 0.06 correlation, their price movements are largely independent. AUM5.DE charges 0.15%/yr vs 0.35%/yr for C099.DE.
Performance
AUM5.DE vs. C099.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 C099.DE's 28.92% 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%
C099.DE
- 1D
- -0.50%
- 1M
- -0.28%
- YTD
- 28.92%
- 6M
- 36.32%
- 1Y
- 62.17%
- 3Y*
- 21.14%
- 5Y*
- —
- 10Y*
- —
AUM5.DE vs. C099.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
AUM5.DE Amundi S&P 500 UCITS ETF EUR | 11.38% | 4.80% | 32.39% | 14.86% |
C099.DE Amundi Bloomberg Equal-Weight Commodity Ex-Agriculture UCITS ETF (EUR Hedged) Acc | 28.92% | 29.62% | 4.85% | -8.37% |
Correlation
The correlation between AUM5.DE and C099.DE is -0.03, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.03 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.06 |
Correlation (All Time) Calculated using the full available price history since Feb 13, 2023 | 0.06 |
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Return for Risk
AUM5.DE vs. C099.DE — Risk / Return Rank
AUM5.DE
C099.DE
AUM5.DE vs. C099.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 Bloomberg Equal-Weight Commodity Ex-Agriculture UCITS ETF (EUR Hedged) Acc (C099.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 | C099.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.72 | ||
| Sortino ratioReturn per unit of downside risk | -0.46 | ||
| Omega ratioGain probability vs. loss probability | 1.41 | 1.50 | -0.09 |
| Calmar ratioReturn relative to maximum drawdown | 3.57 | 5.06 | -1.49 |
| Martin ratioReturn relative to average drawdown | 12.74 | 17.91 | -5.17 |
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 | C099.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.20 | 2.92 | -0.72 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.97 | — | — |
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 | 0.85 | +0.11 |
Drawdowns
AUM5.DE vs. C099.DE - Drawdown Comparison
The maximum AUM5.DE drawdown since its inception was -33.66%, which is greater than C099.DE's maximum drawdown of -15.35%. Use the drawdown chart below to compare losses from any high point for AUM5.DE and C099.DE.
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Drawdown Indicators
| AUM5.DE | C099.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.66% | -15.35% | -18.31% |
Max Drawdown (1Y)Largest decline over 1 year | -7.15% | -12.55% | +5.40% |
Max Drawdown (3Y)Largest decline over 3 years | -23.30% | -15.35% | -7.95% |
Max Drawdown (5Y)Largest decline over 5 years | -23.30% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -33.66% | — | — |
Current DrawdownCurrent decline from peak | -0.46% | -4.74% | +4.28% |
Average DrawdownAverage peak-to-trough decline | -4.00% | -6.21% | +2.21% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.01% | 3.55% | -1.54% |
Volatility
AUM5.DE vs. C099.DE - Volatility Comparison
The current volatility for Amundi S&P 500 UCITS ETF EUR (AUM5.DE) is 2.63%, while Amundi Bloomberg Equal-Weight Commodity Ex-Agriculture UCITS ETF (EUR Hedged) Acc (C099.DE) has a volatility of 5.09%. This indicates that AUM5.DE experiences smaller price fluctuations and is considered to be less risky than C099.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 | C099.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.63% | 5.09% | -2.46% |
Volatility (6M)Calculated over the trailing 6-month period | 7.61% | 19.66% | -12.05% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.64% | 21.77% | -10.13% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.19% | 17.90% | -2.71% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.07% | 17.90% | -1.83% |
AUM5.DE vs. C099.DE - Expense Ratio Comparison
AUM5.DE has a 0.15% expense ratio, which is lower than C099.DE's 0.35% expense ratio.
Dividends
AUM5.DE vs. C099.DE - Dividend Comparison
Neither AUM5.DE nor C099.DE has paid dividends to shareholders.
Frequently Asked Questions
AUM5.DE and C099.DE have a correlation of -0.03, 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 C099.DE.
AUM5.DE is categorized as S&P 500, while C099.DE is Commodities. AUM5.DE tracks S&P 500 Index, while C099.DE tracks Bloomberg Energy and Metals Equal-Weighted (EUR Hedged). Their fees differ too: 0.15% for AUM5.DE and 0.35% for C099.DE.
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