AUM5.DE vs. WELN.DE
AUM5.DE (Amundi S&P 500 UCITS ETF EUR) and WELN.DE (Amundi S&P Global Energy Carbon Reduced UCITS ETF EUR Acc) are both exchange-traded funds - AUM5.DE is a S&P 500 fund tracking the S&P 500 Index, while WELN.DE is a Energy Equities fund tracking the S&P Developed Ex-Korea LargeMidCap Sustainability Enhanced Energy. Both are passively managed. Over the past 3 years, AUM5.DE returned 19.00%/yr vs 12.96%/yr for WELN.DE. At a 0.27 correlation, their price movements are largely independent. AUM5.DE charges 0.15%/yr vs 0.18%/yr for WELN.DE.
Performance
AUM5.DE vs. WELN.DE - Performance Comparison
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Returns By Period
In the year-to-date period, AUM5.DE achieves a 10.86% return, which is significantly lower than WELN.DE's 26.58% return.
AUM5.DE
- 1D
- -0.93%
- 1M
- 0.26%
- YTD
- 10.86%
- 6M
- 11.03%
- 1Y
- 24.90%
- 3Y*
- 19.00%
- 5Y*
- 14.02%
- 10Y*
- 15.29%
WELN.DE
- 1D
- 1.28%
- 1M
- -6.01%
- YTD
- 26.58%
- 6M
- 28.06%
- 1Y
- 36.14%
- 3Y*
- 12.96%
- 5Y*
- —
- 10Y*
- —
AUM5.DE vs. WELN.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
AUM5.DE Amundi S&P 500 UCITS ETF EUR | 10.86% | 4.80% | 32.40% | 22.65% | -6.77% |
WELN.DE Amundi S&P Global Energy Carbon Reduced UCITS ETF EUR Acc | 26.58% | -1.40% | 8.67% | -0.38% | 5.40% |
Correlation
The correlation between AUM5.DE and WELN.DE is 0.02, 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 | 0.02 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.25 |
Correlation (All Time) Calculated using the full available price history since Sep 20, 2022 | 0.27 |
Over the past year, the correlation between AUM5.DE and WELN.DE has dropped to 0.02 - well below their long-term average of 0.27, suggesting their price drivers have been diverging.
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Return for Risk
AUM5.DE vs. WELN.DE — Risk / Return Rank
AUM5.DE
WELN.DE
AUM5.DE vs. WELN.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 S&P Global Energy Carbon Reduced UCITS ETF EUR Acc (WELN.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.DE | WELN.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.29 | ||
| Sortino ratioReturn per unit of downside risk | +0.55 | ||
| Omega ratioGain probability vs. loss probability | 1.39 | 1.32 | +0.07 |
| Calmar ratioReturn relative to maximum drawdown | 3.45 | 2.92 | +0.53 |
| Martin ratioReturn relative to average drawdown | 12.16 | 8.99 | +3.16 |
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Drawdowns
AUM5.DE vs. WELN.DE - Drawdown Comparison
The maximum AUM5.DE drawdown since its inception was -33.65%, which is greater than WELN.DE's maximum drawdown of -23.24%. Use the drawdown chart below to compare losses from any high point for AUM5.DE and WELN.DE.
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Drawdown Indicators
| AUM5.DE | WELN.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.65% | -23.24% | -10.41% |
Max Drawdown (1Y)Largest decline over 1 year | -7.18% | -12.32% | +5.14% |
Max Drawdown (3Y)Largest decline over 3 years | -23.30% | -23.24% | -0.06% |
Max Drawdown (5Y)Largest decline over 5 years | -23.30% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -33.65% | — | — |
Current DrawdownCurrent decline from peak | -0.93% | -10.04% | +9.11% |
Average DrawdownAverage peak-to-trough decline | -3.99% | -7.77% | +3.78% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.04% | 4.01% | -1.97% |
Volatility
AUM5.DE vs. WELN.DE - Volatility Comparison
The current volatility for Amundi S&P 500 UCITS ETF EUR (AUM5.DE) is 3.38%, while Amundi S&P Global Energy Carbon Reduced UCITS ETF EUR Acc (WELN.DE) has a volatility of 7.17%. This indicates that AUM5.DE experiences smaller price fluctuations and is considered to be less risky than WELN.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 | WELN.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.38% | 7.17% | -3.79% |
Volatility (6M)Calculated over the trailing 6-month period | 7.95% | 17.27% | -9.32% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.82% | 19.98% | -8.16% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.22% | 20.35% | -5.13% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.10% | 20.35% | -4.25% |
AUM5.DE vs. WELN.DE - Expense Ratio Comparison
AUM5.DE has a 0.15% expense ratio, which is lower than WELN.DE's 0.18% expense ratio. Despite the difference, 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. WELN.DE - Dividend Comparison
Neither AUM5.DE nor WELN.DE has paid dividends to shareholders.
Frequently Asked Questions
AUM5.DE and WELN.DE have a correlation of 0.02, 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 0.18% for WELN.DE.
AUM5.DE is categorized as S&P 500, while WELN.DE is Energy Equities. AUM5.DE tracks S&P 500 Index, while WELN.DE tracks S&P Developed Ex-Korea LargeMidCap Sustainability Enhanced Energy. Their fees differ too: 0.15% for AUM5.DE and 0.18% for WELN.DE.
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