AUM5.DE vs. LVWC.DE

Last updated Jun 5, 2026

AUM5.DE (Amundi S&P 500 UCITS ETF EUR) and LVWC.DE (Amundi MSCI World 2x Leveraged UCITS ETF) are both exchange-traded funds - AUM5.DE is a S&P 500 fund tracking the S&P 500 Index, while LVWC.DE is a Leveraged Equities fund tracking the MSCI World Leveraged 2x Daily Net Index. Both are passively managed. Their correlation of 0.89 suggests significant overlap in exposure. AUM5.DE charges 0.15%/yr vs 0.60%/yr for LVWC.DE.

Performance

AUM5.DE vs. LVWC.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 MSCI World 2x Leveraged UCITS ETF (LVWC.DE). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, AUM5.DE achieves a 11.38% return, which is significantly lower than LVWC.DE's 17.92% 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%

LVWC.DE

• 1D: 0.17%
• 1M: 5.71%
• YTD: 17.92%
• 6M: 18.58%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

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

	2026 (YTD)	2025
AUM5.DE Amundi S&P 500 UCITS ETF EUR	11.38%	1.09%
LVWC.DE Amundi MSCI World 2x Leveraged UCITS ETF	17.92%	2.68%

Correlation

The correlation between AUM5.DE and LVWC.DE is 0.89, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (All Time) Calculated using the full available price history since Oct 10, 2025	0.89

Return for Risk

AUM5.DE vs. LVWC.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: 69
AUM5.DE Sharpe Ratio Rank: 67
AUM5.DE Sortino Ratio Rank: 66
AUM5.DE Omega Ratio Rank: 70
AUM5.DE Calmar Ratio Rank: 72
AUM5.DE Martin Ratio Rank: 69

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. LVWC.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 MSCI World 2x Leveraged UCITS ETF (LVWC.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	LVWC.DE	Difference
Sharpe ratio: Return per unit of total volatility	2.20	—	—
Sortino ratio: Return per unit of downside risk	3.01	—	—
Omega ratio: Gain probability vs. loss probability	1.41	—	—
Calmar ratio: Return relative to maximum drawdown	3.57	—	—
Martin ratio: Return relative to average drawdown	12.74	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	AUM5.DE	LVWC.DE	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.20	—	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.97	—	—
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	1.44	-0.47

Drawdowns

AUM5.DE vs. LVWC.DE - Drawdown Comparison

The maximum AUM5.DE drawdown since its inception was -33.66%, which is greater than LVWC.DE's maximum drawdown of -14.47%. Use the drawdown chart below to compare losses from any high point for AUM5.DE and LVWC.DE.

Drawdown Indicators

	AUM5.DE	LVWC.DE	Difference
Max Drawdown Largest peak-to-trough decline	-33.66%	-14.47%	-19.19%
Max Drawdown (1Y) Largest decline over 1 year	-7.15%	—	—
Max Drawdown (3Y) Largest decline over 3 years	-23.30%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-23.30%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-33.66%	—	—
Current Drawdown Current decline from peak	-0.46%	-0.89%	+0.43%
Average Drawdown Average peak-to-trough decline	-4.00%	-2.96%	-1.04%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.01%	—	—

Volatility

Volatility by Period

	AUM5.DE	LVWC.DE	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.63%	—	—
Volatility (6M) Calculated over the trailing 6-month period	7.61%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	11.64%	24.20%	-12.56%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.19%	24.20%	-9.01%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.07%	24.20%	-8.13%

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

AUM5.DE has a 0.15% expense ratio, which is lower than LVWC.DE's 0.60% expense ratio.

Dividends

AUM5.DE vs. LVWC.DE - Dividend Comparison

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

Tickers have no history of dividend payments

Frequently Asked Questions

Can I hold both AUM5.DE and LVWC.DE in my portfolio?

AUM5.DE and LVWC.DE have a correlation of 0.89, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, AUM5.DE or LVWC.DE?

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.

Which ETF is cheaper, AUM5.DE or LVWC.DE?

AUM5.DE is cheaper with a 0.15% expense ratio, compared with 0.60% for LVWC.DE.

What is the main difference between AUM5.DE and LVWC.DE?

AUM5.DE is categorized as S&P 500, while LVWC.DE is Leveraged Equities. AUM5.DE tracks S&P 500 Index, while LVWC.DE tracks MSCI World Leveraged 2x Daily Net Index. Their fees differ too: 0.15% for AUM5.DE and 0.60% for LVWC.DE.