AUM5.DE vs. PR1H.DE
AUM5.DE (Amundi S&P 500 UCITS ETF EUR) and PR1H.DE (Amundi US Treasury Bond 0-1Y UCITS ETF EUR Hedged Acc) are both exchange-traded funds - AUM5.DE is a S&P 500 fund tracking the S&P 500 Index, while PR1H.DE is a Short-Term Bond fund actively managed by Amundi. AUM5.DE is passively managed, while PR1H.DE is actively managed. Over the past 5 years, AUM5.DE returned 14.88%/yr vs 1.41%/yr for PR1H.DE. At a 0.01 correlation, their price movements are largely independent. AUM5.DE charges 0.15%/yr vs 0.07%/yr for PR1H.DE.
Performance
AUM5.DE vs. PR1H.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 PR1H.DE's 0.69% 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%
PR1H.DE
- 1D
- -0.01%
- 1M
- 0.12%
- YTD
- 0.69%
- 6M
- 0.84%
- 1Y
- 1.76%
- 3Y*
- 2.76%
- 5Y*
- 1.41%
- 10Y*
- —
AUM5.DE vs. PR1H.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
AUM5.DE Amundi S&P 500 UCITS ETF EUR | 11.38% | 4.80% | 32.39% | 22.64% | -14.14% | 40.96% | 9.33% |
PR1H.DE Amundi US Treasury Bond 0-1Y UCITS ETF EUR Hedged Acc | 0.69% | 2.08% | 3.47% | 2.78% | -1.36% | -0.93% | -0.18% |
Correlation
The correlation between AUM5.DE and PR1H.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 | 0.04 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.01 |
Correlation (All Time) Calculated using the full available price history since Aug 5, 2020 | 0.01 |
The correlation between AUM5.DE and PR1H.DE shifts across timeframes, from 0.01 (all time) to 0.14 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
AUM5.DE vs. PR1H.DE — Risk / Return Rank
AUM5.DE
PR1H.DE
AUM5.DE vs. PR1H.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 US Treasury Bond 0-1Y UCITS ETF EUR Hedged Acc (PR1H.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 | PR1H.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.63 | ||
| Sortino ratioReturn per unit of downside risk | -2.97 | ||
| Omega ratioGain probability vs. loss probability | 1.41 | 1.86 | -0.45 |
| Calmar ratioReturn relative to maximum drawdown | 3.57 | 14.80 | -11.23 |
| Martin ratioReturn relative to average drawdown | 12.74 | 68.95 | -56.21 |
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 | PR1H.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.20 | 3.83 | -1.63 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.97 | 1.56 | -0.59 |
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 | 1.24 | -0.27 |
Drawdowns
AUM5.DE vs. PR1H.DE - Drawdown Comparison
The maximum AUM5.DE drawdown since its inception was -33.66%, which is greater than PR1H.DE's maximum drawdown of -2.84%. Use the drawdown chart below to compare losses from any high point for AUM5.DE and PR1H.DE.
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Drawdown Indicators
| AUM5.DE | PR1H.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.66% | -2.84% | -30.82% |
Max Drawdown (1Y)Largest decline over 1 year | -7.15% | -0.12% | -7.03% |
Max Drawdown (3Y)Largest decline over 3 years | -23.30% | -0.26% | -23.04% |
Max Drawdown (5Y)Largest decline over 5 years | -23.30% | -2.22% | -21.08% |
Max Drawdown (10Y)Largest decline over 10 years | -33.66% | — | — |
Current DrawdownCurrent decline from peak | -0.46% | -0.01% | -0.45% |
Average DrawdownAverage peak-to-trough decline | -4.00% | -0.76% | -3.24% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.01% | 0.03% | +1.98% |
Volatility
AUM5.DE vs. PR1H.DE - Volatility Comparison
Amundi S&P 500 UCITS ETF EUR (AUM5.DE) has a higher volatility of 2.63% compared to Amundi US Treasury Bond 0-1Y UCITS ETF EUR Hedged Acc (PR1H.DE) at 0.20%. This indicates that AUM5.DE's price experiences larger fluctuations and is considered to be riskier than PR1H.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 | PR1H.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.63% | 0.20% | +2.43% |
Volatility (6M)Calculated over the trailing 6-month period | 7.61% | 0.35% | +7.26% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.64% | 0.45% | +11.19% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.19% | 0.90% | +14.29% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.07% | 0.89% | +15.18% |
AUM5.DE vs. PR1H.DE - Expense Ratio Comparison
AUM5.DE has a 0.15% expense ratio, which is higher than PR1H.DE's 0.07% 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. PR1H.DE - Dividend Comparison
Neither AUM5.DE nor PR1H.DE has paid dividends to shareholders.
Frequently Asked Questions
AUM5.DE and PR1H.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, PR1H.DE is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.
PR1H.DE is cheaper with a 0.07% expense ratio, compared with 0.15% for AUM5.DE.
AUM5.DE is categorized as S&P 500, while PR1H.DE is Short-Term Bond. Their fees differ too: 0.15% for AUM5.DE and 0.07% for PR1H.DE.
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