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

Performance

AUM5.DE vs. LYPG.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 Information Technology UCITS ETF EUR Acc (LYPG.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 lower than LYPG.DE's 25.00% return. Over the past 10 years, AUM5.DE has underperformed LYPG.DE with an annualized return of 15.11%, while LYPG.DE has yielded a comparatively higher 23.74% 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%

LYPG.DE

1D
-2.08%
1M
12.62%
YTD
25.00%
6M
23.20%
1Y
47.39%
3Y*
28.91%
5Y*
22.18%
10Y*
23.74%
*Multi-year figures are annualized to reflect compound growth (CAGR)

AUM5.DE vs. LYPG.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%
LYPG.DE
Amundi MSCI World Information Technology UCITS ETF EUR Acc
25.00%9.20%41.03%49.19%-28.32%41.72%30.66%51.20%0.61%20.65%

Correlation

The correlation between AUM5.DE and LYPG.DE is 0.87, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.87

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

0.86

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

0.88

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

0.87

Correlation (All Time)
Calculated using the full available price history since Sep 30, 2010

0.86

The correlation between AUM5.DE and LYPG.DE has been stable across timeframes, ranging from 0.86 to 0.88 - a consistent structural relationship.

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Return for Risk

AUM5.DE vs. LYPG.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

LYPG.DE
LYPG.DE Risk / Return Rank: 6464
Overall Rank
LYPG.DE Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
LYPG.DE Sortino Ratio Rank: 6868
Sortino Ratio Rank
LYPG.DE Omega Ratio Rank: 6464
Omega Ratio Rank
LYPG.DE Calmar Ratio Rank: 6363
Calmar Ratio Rank
LYPG.DE Martin Ratio Rank: 4949
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. LYPG.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 Information Technology UCITS ETF EUR Acc (LYPG.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.DELYPG.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.15

Sortino ratioReturn per unit of downside risk

-0.05

Omega ratioGain probability vs. loss probability

1.41

1.38

+0.03

Calmar ratioReturn relative to maximum drawdown

3.57

3.09

+0.48

Martin ratioReturn relative to average drawdown

12.74

8.18

+4.57

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

The current AUM5.DE Sharpe Ratio is 2.20, which is comparable to the LYPG.DE Sharpe Ratio of 2.35. The chart below compares the historical Sharpe Ratios of AUM5.DE and LYPG.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.DELYPG.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.20

2.35

-0.15

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.97

0.97

0.00

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.93

1.10

-0.17

Sharpe Ratio (All Time)

Calculated using the full available price history

0.96

1.02

-0.06

Drawdowns

AUM5.DE vs. LYPG.DE - Drawdown Comparison

The maximum AUM5.DE drawdown since its inception was -33.66%, which is greater than LYPG.DE's maximum drawdown of -31.83%. Use the drawdown chart below to compare losses from any high point for AUM5.DE and LYPG.DE.


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Drawdown Indicators


AUM5.DELYPG.DEDifference

Max Drawdown

Largest peak-to-trough decline

-33.66%

-31.83%

-1.83%

Max Drawdown (1Y)

Largest decline over 1 year

-7.15%

-15.58%

+8.43%

Max Drawdown (3Y)

Largest decline over 3 years

-23.30%

-29.64%

+6.34%

Max Drawdown (5Y)

Largest decline over 5 years

-23.30%

-29.64%

+6.34%

Max Drawdown (10Y)

Largest decline over 10 years

-33.66%

-31.83%

-1.83%

Current Drawdown

Current decline from peak

-0.46%

-2.70%

+2.24%

Average Drawdown

Average peak-to-trough decline

-4.00%

-5.69%

+1.69%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.01%

5.91%

-3.90%

Volatility

AUM5.DE vs. LYPG.DE - Volatility Comparison

The current volatility for Amundi S&P 500 UCITS ETF EUR (AUM5.DE) is 2.63%, while Amundi MSCI World Information Technology UCITS ETF EUR Acc (LYPG.DE) has a volatility of 7.17%. This indicates that AUM5.DE experiences smaller price fluctuations and is considered to be less risky than LYPG.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.DELYPG.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.63%

7.17%

-4.54%

Volatility (6M)

Calculated over the trailing 6-month period

7.61%

15.06%

-7.45%

Volatility (1Y)

Calculated over the trailing 1-year period

11.64%

20.52%

-8.88%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.19%

22.56%

-7.37%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.07%

21.45%

-5.38%

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

AUM5.DE has a 0.15% expense ratio, which is lower than LYPG.DE's 0.30% expense ratio.


Dividends

AUM5.DE vs. LYPG.DE - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


AUM5.DE and LYPG.DE have a correlation of 0.87, 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 0.30% for LYPG.DE.

AUM5.DE is categorized as S&P 500, while LYPG.DE is Technology Equities. AUM5.DE tracks S&P 500 Index, while LYPG.DE tracks MSCI World Information Technology. Their fees differ too: 0.15% for AUM5.DE and 0.30% for LYPG.DE.

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