AUM5.DE vs. IBCK.DE
AUM5.DE (Amundi S&P 500 UCITS ETF EUR) and IBCK.DE (iShares Edge S&P 500 Minimum Volatility UCITS ETF (Acc)) are both S&P 500 funds - AUM5.DE tracks the S&P 500 Index while IBCK.DE tracks the S&P 500 Minimum Volatility. Both are passively managed. Over the past 10 years, AUM5.DE returned 15.11%/yr vs 10.32%/yr for IBCK.DE. Their correlation of 0.90 suggests significant overlap in exposure. AUM5.DE charges 0.15%/yr vs 0.20%/yr for IBCK.DE.
Performance
AUM5.DE vs. IBCK.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 IBCK.DE's 5.14% return. Over the past 10 years, AUM5.DE has outperformed IBCK.DE with an annualized return of 15.11%, while IBCK.DE has yielded a comparatively lower 10.32% annualized 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%
IBCK.DE
- 1D
- 0.27%
- 1M
- 4.61%
- YTD
- 5.14%
- 6M
- 5.32%
- 1Y
- 9.77%
- 3Y*
- 10.94%
- 5Y*
- 9.91%
- 10Y*
- 10.32%
AUM5.DE vs. IBCK.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% |
IBCK.DE iShares Edge S&P 500 Minimum Volatility UCITS ETF (Acc) | 5.14% | -0.69% | 25.61% | 6.20% | -6.04% | 35.73% | -2.18% | 34.85% | -1.47% | 2.29% |
Correlation
The correlation between AUM5.DE and IBCK.DE is 0.77, 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 | 0.77 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.81 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.84 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.89 |
Correlation (All Time) Calculated using the full available price history since Feb 20, 2013 | 0.90 |
The correlation between AUM5.DE and IBCK.DE shifts across timeframes, from 0.77 (1 year) to 0.90 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
AUM5.DE vs. IBCK.DE — Risk / Return Rank
AUM5.DE
IBCK.DE
AUM5.DE vs. IBCK.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 iShares Edge S&P 500 Minimum Volatility UCITS ETF (Acc) (IBCK.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 | IBCK.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.13 | ||
| Sortino ratioReturn per unit of downside risk | +1.46 | ||
| Omega ratioGain probability vs. loss probability | 1.41 | 1.19 | +0.22 |
| Calmar ratioReturn relative to maximum drawdown | 3.57 | 1.83 | +1.75 |
| Martin ratioReturn relative to average drawdown | 12.74 | 5.31 | +7.43 |
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 | IBCK.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.20 | 1.07 | +1.13 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.97 | 0.79 | +0.18 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.93 | 0.73 | +0.20 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.96 | 0.88 | +0.08 |
Drawdowns
AUM5.DE vs. IBCK.DE - Drawdown Comparison
The maximum AUM5.DE drawdown since its inception was -33.66%, roughly equal to the maximum IBCK.DE drawdown of -33.11%. Use the drawdown chart below to compare losses from any high point for AUM5.DE and IBCK.DE.
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Drawdown Indicators
| AUM5.DE | IBCK.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.66% | -33.11% | -0.55% |
Max Drawdown (1Y)Largest decline over 1 year | -7.15% | -5.08% | -2.07% |
Max Drawdown (3Y)Largest decline over 3 years | -23.30% | -17.55% | -5.75% |
Max Drawdown (5Y)Largest decline over 5 years | -23.30% | -17.55% | -5.75% |
Max Drawdown (10Y)Largest decline over 10 years | -33.66% | -33.11% | -0.55% |
Current DrawdownCurrent decline from peak | -0.46% | -0.47% | +0.01% |
Average DrawdownAverage peak-to-trough decline | -4.00% | -4.50% | +0.50% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.01% | 1.75% | +0.26% |
Volatility
AUM5.DE vs. IBCK.DE - Volatility Comparison
Amundi S&P 500 UCITS ETF EUR (AUM5.DE) has a higher volatility of 2.63% compared to iShares Edge S&P 500 Minimum Volatility UCITS ETF (Acc) (IBCK.DE) at 2.26%. This indicates that AUM5.DE's price experiences larger fluctuations and is considered to be riskier than IBCK.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 | IBCK.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.63% | 2.26% | +0.37% |
Volatility (6M)Calculated over the trailing 6-month period | 7.61% | 5.71% | +1.90% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.64% | 8.73% | +2.91% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.19% | 12.37% | +2.82% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.07% | 14.02% | +2.05% |
AUM5.DE vs. IBCK.DE - Expense Ratio Comparison
AUM5.DE has a 0.15% expense ratio, which is lower than IBCK.DE's 0.20% 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. IBCK.DE - Dividend Comparison
Neither AUM5.DE nor IBCK.DE has paid dividends to shareholders.
Frequently Asked Questions
AUM5.DE and IBCK.DE have a correlation of 0.77, 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 0.20% for IBCK.DE.
AUM5.DE tracks S&P 500 Index, while IBCK.DE tracks S&P 500 Minimum Volatility. They also come from different issuers: Amundi and iShares. Their fees differ too: 0.15% for AUM5.DE and 0.20% for IBCK.DE.
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