AUM5.DE vs. E500.DE
AUM5.DE (Amundi S&P 500 UCITS ETF EUR) and E500.DE (Invesco S&P 500 UCITS ETF (EUR Hdg)) are both S&P 500 funds tracking the S&P 500 Index, from Amundi and Invesco respectively. Both are passively managed. Over the past 10 years, AUM5.DE returned 14.69%/yr vs 12.34%/yr for E500.DE. Their correlation of 0.83 suggests significant overlap in exposure. AUM5.DE charges 0.15%/yr vs 0.05%/yr for E500.DE.
Performance
AUM5.DE vs. E500.DE - Performance Comparison
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Returns By Period
In the year-to-date period, AUM5.DE achieves a 13.15% return, which is significantly higher than E500.DE's 8.08% return. Over the past 10 years, AUM5.DE has outperformed E500.DE with an annualized return of 14.69%, while E500.DE has yielded a comparatively lower 12.34% annualized return.
AUM5.DE
- 1D
- 0.24%
- 1M
- 1.49%
- 6M
- 11.78%
- YTD
- 13.15%
- 1Y
- 23.59%
- 3Y*
- 19.39%
- 5Y*
- 13.84%
- 10Y*
- 14.69%
E500.DE
- 1D
- -0.10%
- 1M
- -0.44%
- 6M
- 7.90%
- YTD
- 8.08%
- 1Y
- 18.19%
- 3Y*
- 17.27%
- 5Y*
- 10.34%
- 10Y*
- 12.34%
AUM5.DE vs. E500.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
AUM5.DE Amundi S&P 500 UCITS ETF EUR | 13.15% | 4.80% | 32.40% | 22.65% | -14.14% | 40.97% | 7.09% | 34.94% | -1.01% | 6.83% |
E500.DE Invesco S&P 500 UCITS ETF (EUR Hdg) | 8.08% | 15.34% | 22.74% | 23.32% | -21.40% | 28.58% | 16.04% | 27.46% | -8.62% | 18.82% |
Correlation
The correlation between AUM5.DE and E500.DE is 0.69, 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 | 0.69 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.77 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.83 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.84 |
Correlation (All Time) Calculated using the full available price history since Dec 12, 2014 | 0.83 |
The correlation between AUM5.DE and E500.DE shifts across timeframes, from 0.69 (1 year) to 0.84 (10 years), reflecting how their relationship changes across market environments.
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Return for Risk
AUM5.DE vs. E500.DE — Risk / Return Rank
AUM5.DE
E500.DE
AUM5.DE vs. E500.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 Invesco S&P 500 UCITS ETF (EUR Hdg) (E500.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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| AUM5.DE | E500.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.50 | ||
| Sortino ratioReturn per unit of downside risk | +0.53 | ||
| Omega ratioGain probability vs. loss probability | 1.36 | 1.27 | +0.09 |
| Calmar ratioReturn relative to maximum drawdown | 3.27 | 1.96 | +1.31 |
| Martin ratioReturn relative to average drawdown | 11.52 | 8.34 | +3.18 |
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Drawdowns
AUM5.DE vs. E500.DE - Drawdown Comparison
The maximum AUM5.DE drawdown since its inception was -33.65%, roughly equal to the maximum E500.DE drawdown of -34.19%. Use the drawdown chart below to compare losses from any high point for AUM5.DE and E500.DE.
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Drawdown Indicators
| AUM5.DE | E500.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.65% | -34.19% | +0.54% |
Max Drawdown (1Y)Largest decline over 1 year | -7.18% | -9.24% | +2.06% |
Max Drawdown (3Y)Largest decline over 3 years | -23.30% | -18.50% | -4.80% |
Max Drawdown (5Y)Largest decline over 5 years | -23.30% | -25.81% | +2.51% |
Max Drawdown (10Y)Largest decline over 10 years | -33.65% | -34.19% | +0.54% |
Current DrawdownCurrent decline from peak | -0.15% | -1.14% | +0.99% |
Average DrawdownAverage peak-to-trough decline | -3.97% | -4.76% | +0.79% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.04% | 2.18% | -0.14% |
Volatility
AUM5.DE vs. E500.DE - Volatility Comparison
The current volatility for Amundi S&P 500 UCITS ETF EUR (AUM5.DE) is 2.75%, while Invesco S&P 500 UCITS ETF (EUR Hdg) (E500.DE) has a volatility of 3.05%. This indicates that AUM5.DE experiences smaller price fluctuations and is considered to be less risky than E500.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 | E500.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.75% | 3.05% | -0.30% |
Volatility (6M)Calculated over the trailing 6-month period | 7.97% | 9.49% | -1.52% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.86% | 12.16% | -0.30% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.21% | 16.07% | -0.86% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.08% | 16.32% | -0.24% |
AUM5.DE vs. E500.DE - Expense Ratio Comparison
AUM5.DE has a 0.15% expense ratio, which is higher than E500.DE's 0.05% expense ratio. However, 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. E500.DE - Dividend Comparison
Neither AUM5.DE nor E500.DE has paid dividends to shareholders.
Frequently Asked Questions
AUM5.DE and E500.DE have a correlation of 0.69, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, E500.DE is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.
E500.DE is cheaper with a 0.05% expense ratio, compared with 0.15% for AUM5.DE.
Both ETFs track S&P 500 Index. They also come from different issuers: Amundi and Invesco. Their fees differ too: 0.15% for AUM5.DE and 0.05% for E500.DE.
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