PortfoliosLab logoPortfoliosLab logo
AUM5.DE vs. EUIN.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

AUM5.DE vs. EUIN.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Amundi S&P 500 UCITS ETF EUR (AUM5.DE) and Amundi Euro Inflation Expectations 2-10Y UCITS ETF Acc (EUIN.DE). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, AUM5.DE achieves a 11.38% return, which is significantly higher than EUIN.DE's 4.14% 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%

EUIN.DE

1D
-0.86%
1M
1.01%
YTD
4.14%
6M
2.84%
1Y
2.68%
3Y*
2.04%
5Y*
4.24%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

AUM5.DE vs. EUIN.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%0.58%
EUIN.DE
Amundi Euro Inflation Expectations 2-10Y UCITS ETF Acc
4.14%0.24%2.06%1.02%10.68%7.29%-2.78%-1.72%-2.68%-0.64%

Correlation

The correlation between AUM5.DE and EUIN.DE is 0.19, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.19

Correlation (3Y)
Calculated over the trailing 3-year period

0.11

Correlation (5Y)
Calculated over the trailing 5-year period

0.14

Correlation (All Time)
Calculated using the full available price history since Mar 3, 2017

0.15

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

AUM5.DE vs. EUIN.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

AUM5.DE
AUM5.DE Risk / Return Rank: 6969
Overall Rank
AUM5.DE Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
AUM5.DE Sortino Ratio Rank: 6666
Sortino Ratio Rank
AUM5.DE Omega Ratio Rank: 7070
Omega Ratio Rank
AUM5.DE Calmar Ratio Rank: 7272
Calmar Ratio Rank
AUM5.DE Martin Ratio Rank: 6969
Martin Ratio Rank

EUIN.DE
EUIN.DE Risk / Return Rank: 1515
Overall Rank
EUIN.DE Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
EUIN.DE Sortino Ratio Rank: 1313
Sortino Ratio Rank
EUIN.DE Omega Ratio Rank: 1313
Omega Ratio Rank
EUIN.DE Calmar Ratio Rank: 1818
Calmar Ratio Rank
EUIN.DE Martin Ratio Rank: 1616
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

AUM5.DE vs. EUIN.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 Euro Inflation Expectations 2-10Y UCITS ETF Acc (EUIN.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.DEEUIN.DEDifference
Sharpe ratioReturn per unit of total volatility

+1.85

Sortino ratioReturn per unit of downside risk

+2.47

Omega ratioGain probability vs. loss probability

1.41

1.06

+0.35

Calmar ratioReturn relative to maximum drawdown

3.57

0.73

+2.84

Martin ratioReturn relative to average drawdown

12.74

1.43

+11.31

AUM5.DE vs. EUIN.DE - Sharpe Ratio Comparison

The current AUM5.DE Sharpe Ratio is 2.20, which is higher than the EUIN.DE Sharpe Ratio of 0.34. The chart below compares the historical Sharpe Ratios of AUM5.DE and EUIN.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Sharpe Ratios by Period


AUM5.DEEUIN.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.20

0.34

+1.85

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.97

0.87

+0.10

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

0.45

+0.52

Drawdowns

AUM5.DE vs. EUIN.DE - Drawdown Comparison

The maximum AUM5.DE drawdown since its inception was -33.66%, which is greater than EUIN.DE's maximum drawdown of -10.70%. Use the drawdown chart below to compare losses from any high point for AUM5.DE and EUIN.DE.


Loading charts...

Drawdown Indicators


AUM5.DEEUIN.DEDifference

Max Drawdown

Largest peak-to-trough decline

-33.66%

-10.70%

-22.96%

Max Drawdown (1Y)

Largest decline over 1 year

-7.15%

-3.41%

-3.74%

Max Drawdown (3Y)

Largest decline over 3 years

-23.30%

-5.38%

-17.92%

Max Drawdown (5Y)

Largest decline over 5 years

-23.30%

-5.38%

-17.92%

Max Drawdown (10Y)

Largest decline over 10 years

-33.66%

Current Drawdown

Current decline from peak

-0.46%

-1.26%

+0.80%

Average Drawdown

Average peak-to-trough decline

-4.00%

-2.72%

-1.28%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.01%

1.75%

+0.26%

Volatility

AUM5.DE vs. EUIN.DE - Volatility Comparison

Amundi S&P 500 UCITS ETF EUR (AUM5.DE) has a higher volatility of 2.63% compared to Amundi Euro Inflation Expectations 2-10Y UCITS ETF Acc (EUIN.DE) at 2.07%. This indicates that AUM5.DE's price experiences larger fluctuations and is considered to be riskier than EUIN.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


AUM5.DEEUIN.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.63%

2.07%

+0.56%

Volatility (6M)

Calculated over the trailing 6-month period

7.61%

5.05%

+2.56%

Volatility (1Y)

Calculated over the trailing 1-year period

11.64%

7.33%

+4.31%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.19%

4.81%

+10.38%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.07%

4.04%

+12.03%

AUM5.DE vs. EUIN.DE - Expense Ratio Comparison

AUM5.DE has a 0.15% expense ratio, which is lower than EUIN.DE's 0.25% 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. EUIN.DE - Dividend Comparison

Neither AUM5.DE nor EUIN.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


AUM5.DE and EUIN.DE have a correlation of 0.19, 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 0.25% for EUIN.DE.

AUM5.DE is categorized as S&P 500, while EUIN.DE is Inflation-Protected Bonds. AUM5.DE tracks S&P 500 Index, while EUIN.DE tracks iBoxx EUR Breakeven Euro-Inflation France & Germany. Their fees differ too: 0.15% for AUM5.DE and 0.25% for EUIN.DE.

Portfolio Optimizer

Find the right allocation for AUM5.DE and EUIN.DE

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer