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

AUM5.DE vs. LGQI.DE

Last updated Jun 5, 2026

AUM5.DE (Amundi S&P 500 UCITS ETF EUR) and LGQI.DE (Amundi Global Equity Quality Income UCITS ETF Dist) are both exchange-traded funds - AUM5.DE is a S&P 500 fund tracking the S&P 500 Index, while LGQI.DE is a Global Equity Income fund tracking the SG Global Quality Income Index. Both are passively managed. Over the past 10 years, AUM5.DE returned 15.11%/yr vs 6.67%/yr for LGQI.DE. A 0.59 correlation means they provide meaningful diversification when combined. AUM5.DE charges 0.15%/yr vs 0.45%/yr for LGQI.DE.

Performance

AUM5.DE vs. LGQI.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 Global Equity Quality Income UCITS ETF Dist (LGQI.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 11.38% return, which is significantly higher than LGQI.DE's 8.56% return. Over the past 10 years, AUM5.DE has outperformed LGQI.DE with an annualized return of 15.11%, while LGQI.DE has yielded a comparatively lower 6.67% 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%

LGQI.DE

1D
-0.58%
1M
-0.34%
YTD
8.56%
6M
8.57%
1Y
13.21%
3Y*
11.95%
5Y*
9.44%
10Y*
6.67%
*Multi-year figures are annualized to reflect compound growth (CAGR)

AUM5.DE vs. LGQI.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%6.82%
LGQI.DE
Amundi Global Equity Quality Income UCITS ETF Dist		8.56%9.73%15.24%5.20%1.74%20.03%-11.62%20.29%-6.25%2.10%

Correlation

The correlation between AUM5.DE and LGQI.DE is 0.14, which is low. Their price movements are largely independent, making them effective diversification partners.

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

0.14

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

0.27

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

0.44

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

0.59

Correlation (All Time)
Calculated using the full available price history since Dec 28, 2012

0.59

Over the past year, the correlation between AUM5.DE and LGQI.DE has dropped to 0.14 - well below their long-term average of 0.59, suggesting their price drivers have been diverging.

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Amundi S&P 500 UCITS ETF EUR

Amundi Global Equity Quality Income UCITS ETF Dist

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Often compared with LGQI.DE:
LGQI.DE vs. WTEM.DELGQI.DE vs. TDIV.ASLGQI.DE vs. ZPRG.DELGQI.DE vs. FLXX.DELGQI.DE vs. LYPG.DELGQI.DE vs. QDVW.DELGQI.DE vs. LYBK.DE

Return for Risk

AUM5.DE vs. LGQI.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
LGQI.DE
LGQI.DE Risk / Return Rank: 4242
Overall Rank
LGQI.DE Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
LGQI.DE Sortino Ratio Rank: 3939
Sortino Ratio Rank
LGQI.DE Omega Ratio Rank: 3737
Omega Ratio Rank
LGQI.DE Calmar Ratio Rank: 5252
Calmar Ratio Rank
LGQI.DE Martin Ratio Rank: 4343
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. LGQI.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 Global Equity Quality Income UCITS ETF Dist (LGQI.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.DELGQI.DEDifference
Sharpe ratioReturn per unit of total volatility
2.20
1.37

+0.83

Sortino ratioReturn per unit of downside risk
3.01
1.99

+1.02

Omega ratioGain probability vs. loss probability

1.41

1.24

+0.17

Calmar ratioReturn relative to maximum drawdown

3.57

2.51

+1.06

Martin ratioReturn relative to average drawdown

12.74

6.79

+5.95

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

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

The current AUM5.DE Sharpe Ratio is 2.20, which is higher than the LGQI.DE Sharpe Ratio of 1.37. The chart below compares the historical Sharpe Ratios of AUM5.DE and LGQI.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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Sharpe Ratios by Period

AUM5.DELGQI.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.20

1.37

+0.83

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.97

0.90

+0.07

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.93

0.55

+0.38

Sharpe Ratio (All Time)

Calculated using the full available price history

0.96

0.60

+0.36

Drawdowns

AUM5.DE vs. LGQI.DE - Drawdown Comparison

The maximum AUM5.DE drawdown since its inception was -33.66%, roughly equal to the maximum LGQI.DE drawdown of -33.28%. Use the drawdown chart below to compare losses from any high point for AUM5.DE and LGQI.DE.

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Drawdown Indicators

AUM5.DELGQI.DEDifference

Max Drawdown

Largest peak-to-trough decline

-33.66%

-33.28%

-0.38%

Max Drawdown (1Y)

Largest decline over 1 year

-7.15%

-5.17%

-1.98%

Max Drawdown (3Y)

Largest decline over 3 years

-23.30%

-11.51%

-11.79%

Max Drawdown (5Y)

Largest decline over 5 years

-23.30%

-13.08%

-10.22%

Max Drawdown (10Y)

Largest decline over 10 years

-33.66%

-33.28%

-0.38%

Current Drawdown

Current decline from peak

-0.46%

-3.38%

+2.92%

Average Drawdown

Average peak-to-trough decline

-4.00%

-4.66%

+0.66%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.01%

2.04%

-0.03%

Volatility

AUM5.DE vs. LGQI.DE - Volatility Comparison

The current volatility for Amundi S&P 500 UCITS ETF EUR (AUM5.DE) is 2.63%, while Amundi Global Equity Quality Income UCITS ETF Dist (LGQI.DE) has a volatility of 2.96%. This indicates that AUM5.DE experiences smaller price fluctuations and is considered to be less risky than LGQI.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.DELGQI.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.63%

2.96%

-0.33%

Volatility (6M)

Calculated over the trailing 6-month period

7.61%

7.29%

+0.32%

Volatility (1Y)

Calculated over the trailing 1-year period

11.64%

9.49%

+2.15%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.19%

10.83%

+4.36%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.07%

12.75%

+3.32%

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

AUM5.DE has a 0.15% expense ratio, which is lower than LGQI.DE's 0.45% expense ratio.

Dividends

AUM5.DE vs. LGQI.DE - Dividend Comparison

AUM5.DE has not paid dividends to shareholders, while LGQI.DE's dividend yield for the trailing twelve months is around 3.13%.

PositionTTM20252024202320222021202020192018201720162015
AUM5.DE
Amundi S&P 500 UCITS ETF EUR		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
LGQI.DE
Amundi Global Equity Quality Income UCITS ETF Dist		3.13%3.40%4.18%4.56%5.04%3.60%4.16%4.52%4.72%4.16%4.06%4.37%

Frequently Asked Questions

AUM5.DE and LGQI.DE have a correlation of 0.14, 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 0.45% for LGQI.DE.

AUM5.DE is categorized as S&P 500, while LGQI.DE is Global Equity Income. AUM5.DE tracks S&P 500 Index, while LGQI.DE tracks SG Global Quality Income Index. Their fees differ too: 0.15% for AUM5.DE and 0.45% for LGQI.DE.

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