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AUM5.DE vs. L8I3.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

AUM5.DE vs. L8I3.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 EUR Overnight Return UCITS ETF (Acc) (L8I3.DE). The values are adjusted to include any dividend payments, if applicable.

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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 L8I3.DE's 1.09% return. Over the past 10 years, AUM5.DE has outperformed L8I3.DE with an annualized return of 14.69%, while L8I3.DE has yielded a comparatively lower 0.67% 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%

L8I3.DE

1D
-0.01%
1M
0.18%
6M
0.97%
YTD
1.09%
1Y
2.00%
3Y*
2.91%
5Y*
1.94%
10Y*
0.67%
*Multi-year figures are annualized to reflect compound growth (CAGR)

AUM5.DE vs. L8I3.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
L8I3.DE
Amundi EUR Overnight Return UCITS ETF (Acc)
1.09%2.21%3.69%3.17%-0.11%-0.69%-0.68%-0.61%-0.56%-0.46%

Correlation

The correlation between AUM5.DE and L8I3.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

-0.02

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

-0.02

Correlation (10Y)
Calculated over the trailing 10-year period

-0.02

Correlation (All Time)
Calculated using the full available price history since Sep 21, 2010

-0.01

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Return for Risk

AUM5.DE vs. L8I3.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: 7878
Overall Rank
AUM5.DE Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
AUM5.DE Sortino Ratio Rank: 7676
Sortino Ratio Rank
AUM5.DE Omega Ratio Rank: 7878
Omega Ratio Rank
AUM5.DE Calmar Ratio Rank: 7878
Calmar Ratio Rank
AUM5.DE Martin Ratio Rank: 7777
Martin Ratio Rank

L8I3.DE
L8I3.DE Risk / Return Rank: 9999
Overall Rank
L8I3.DE Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
L8I3.DE Sortino Ratio Rank: 9999
Sortino Ratio Rank
L8I3.DE Omega Ratio Rank: 9999
Omega Ratio Rank
L8I3.DE Calmar Ratio Rank: 9999
Calmar Ratio Rank
L8I3.DE Martin Ratio Rank: 9999
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. L8I3.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 EUR Overnight Return UCITS ETF (Acc) (L8I3.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.DEL8I3.DEDifference
Sharpe ratioReturn per unit of total volatility

-4.31

Sortino ratioReturn per unit of downside risk

-10.84

Omega ratioGain probability vs. loss probability

1.36

2.82

-1.46

Calmar ratioReturn relative to maximum drawdown

3.27

45.18

-41.91

Martin ratioReturn relative to average drawdown

11.52

176.49

-164.98

AUM5.DE vs. L8I3.DE - Sharpe Ratio Comparison

The current AUM5.DE Sharpe Ratio is 1.98, which is lower than the L8I3.DE Sharpe Ratio of 6.29. The chart below compares the historical Sharpe Ratios of AUM5.DE and L8I3.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.


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Drawdowns

AUM5.DE vs. L8I3.DE - Drawdown Comparison

The maximum AUM5.DE drawdown since its inception was -33.65%, which is greater than L8I3.DE's maximum drawdown of -3.92%. Use the drawdown chart below to compare losses from any high point for AUM5.DE and L8I3.DE.


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Drawdown Indicators


AUM5.DEL8I3.DEDifference

Max Drawdown

Largest peak-to-trough decline

-33.65%

-3.92%

-29.73%

Max Drawdown (1Y)

Largest decline over 1 year

-7.18%

-0.04%

-7.14%

Max Drawdown (3Y)

Largest decline over 3 years

-23.30%

-0.07%

-23.23%

Max Drawdown (5Y)

Largest decline over 5 years

-23.30%

-0.75%

-22.55%

Max Drawdown (10Y)

Largest decline over 10 years

-33.65%

-3.57%

-30.08%

Current Drawdown

Current decline from peak

-0.15%

-0.01%

-0.14%

Average Drawdown

Average peak-to-trough decline

-3.97%

-0.89%

-3.08%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.04%

0.01%

+2.03%

Volatility

AUM5.DE vs. L8I3.DE - Volatility Comparison

Amundi S&P 500 UCITS ETF EUR (AUM5.DE) has a higher volatility of 2.75% compared to Amundi EUR Overnight Return UCITS ETF (Acc) (L8I3.DE) at 0.08%. This indicates that AUM5.DE's price experiences larger fluctuations and is considered to be riskier than L8I3.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.DEL8I3.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.75%

0.08%

+2.67%

Volatility (6M)

Calculated over the trailing 6-month period

7.97%

0.21%

+7.76%

Volatility (1Y)

Calculated over the trailing 1-year period

11.86%

0.32%

+11.54%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.21%

0.26%

+14.95%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.08%

0.21%

+15.87%

AUM5.DE vs. L8I3.DE - Expense Ratio Comparison

AUM5.DE has a 0.15% expense ratio, which is higher than L8I3.DE's 0.10% 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. L8I3.DE - Dividend Comparison

Neither AUM5.DE nor L8I3.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


AUM5.DE and L8I3.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, L8I3.DE is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.

L8I3.DE is cheaper with a 0.10% expense ratio, compared with 0.15% for AUM5.DE.

AUM5.DE is categorized as S&P 500, while L8I3.DE is Money Market. AUM5.DE tracks S&P 500 Index, while L8I3.DE tracks Solactive EUR Overnight Return Index. Their fees differ too: 0.15% for AUM5.DE and 0.10% for L8I3.DE.

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