AUM5.DE vs. XDEW.DE
AUM5.DE (Amundi S&P 500 UCITS ETF EUR) and XDEW.DE (Xtrackers S&P 500 Equal Weight UCITS ETF 1C) are both S&P 500 funds - AUM5.DE tracks the S&P 500 Index while XDEW.DE tracks the S&P 500 Equal Weight Index. Both are passively managed. Over the past 10 years, AUM5.DE returned 14.69%/yr vs 11.05%/yr for XDEW.DE. Their correlation of 0.90 suggests significant overlap in exposure. AUM5.DE charges 0.15%/yr vs 0.20%/yr for XDEW.DE.
Performance
AUM5.DE vs. XDEW.DE - Performance Comparison
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Returns By Period
In the year-to-date period, AUM5.DE achieves a 13.15% return, which is significantly lower than XDEW.DE's 14.15% return. Over the past 10 years, AUM5.DE has outperformed XDEW.DE with an annualized return of 14.69%, while XDEW.DE has yielded a comparatively lower 11.05% annualized return.
AUM5.DE
- 1D
- 0.24%
- 1M
- 1.49%
- 6M
- 11.78%
- YTD
- 13.15%
- 1Y
- 23.59%
- 3Y*
- 19.39%
- 5Y*
- 13.84%
- 10Y*
- 14.69%
XDEW.DE
- 1D
- -0.02%
- 1M
- 1.80%
- 6M
- 10.18%
- YTD
- 14.15%
- 1Y
- 19.97%
- 3Y*
- 12.88%
- 5Y*
- 9.45%
- 10Y*
- 11.05%
AUM5.DE vs. XDEW.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
AUM5.DE Amundi S&P 500 UCITS ETF EUR | 13.15% | 4.80% | 32.40% | 22.65% | -14.14% | 40.97% | 7.09% | 34.94% | -1.01% | 6.83% |
XDEW.DE Xtrackers S&P 500 Equal Weight UCITS ETF 1C | 14.15% | -0.46% | 18.66% | 10.08% | -6.94% | 41.59% | 1.18% | 31.27% | -4.53% | 4.00% |
Correlation
The correlation between AUM5.DE and XDEW.DE is 0.67, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.67 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.75 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.84 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.89 |
Correlation (All Time) Calculated using the full available price history since Aug 15, 2014 | 0.90 |
Over the past year, the correlation between AUM5.DE and XDEW.DE has dropped to 0.67 - well below their long-term average of 0.90, suggesting their price drivers have been diverging.
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Return for Risk
AUM5.DE vs. XDEW.DE — Risk / Return Rank
AUM5.DE
XDEW.DE
AUM5.DE vs. XDEW.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 Xtrackers S&P 500 Equal Weight UCITS ETF 1C (XDEW.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 | XDEW.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.12 | ||
| Sortino ratioReturn per unit of downside risk | +0.12 | ||
| Omega ratioGain probability vs. loss probability | 1.36 | 1.34 | +0.03 |
| Calmar ratioReturn relative to maximum drawdown | 3.27 | 3.93 | -0.66 |
| Martin ratioReturn relative to average drawdown | 11.52 | 12.11 | -0.60 |
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Drawdowns
AUM5.DE vs. XDEW.DE - Drawdown Comparison
The maximum AUM5.DE drawdown since its inception was -33.65%, smaller than the maximum XDEW.DE drawdown of -38.79%. Use the drawdown chart below to compare losses from any high point for AUM5.DE and XDEW.DE.
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Drawdown Indicators
| AUM5.DE | XDEW.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.65% | -38.79% | +5.14% |
Max Drawdown (1Y)Largest decline over 1 year | -7.18% | -5.06% | -2.12% |
Max Drawdown (3Y)Largest decline over 3 years | -23.30% | -22.70% | -0.60% |
Max Drawdown (5Y)Largest decline over 5 years | -23.30% | -22.70% | -0.60% |
Max Drawdown (10Y)Largest decline over 10 years | -33.65% | -38.79% | +5.14% |
Current DrawdownCurrent decline from peak | -0.15% | -0.92% | +0.77% |
Average DrawdownAverage peak-to-trough decline | -3.97% | -5.33% | +1.36% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.04% | 1.65% | +0.39% |
Volatility
AUM5.DE vs. XDEW.DE - Volatility Comparison
Amundi S&P 500 UCITS ETF EUR (AUM5.DE) and Xtrackers S&P 500 Equal Weight UCITS ETF 1C (XDEW.DE) have volatilities of 2.75% and 2.73%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| AUM5.DE | XDEW.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.75% | 2.73% | +0.02% |
Volatility (6M)Calculated over the trailing 6-month period | 7.97% | 6.91% | +1.06% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.86% | 10.64% | +1.22% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.21% | 14.91% | +0.30% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.08% | 16.80% | -0.72% |
AUM5.DE vs. XDEW.DE - Expense Ratio Comparison
AUM5.DE has a 0.15% expense ratio, which is lower than XDEW.DE's 0.20% 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. XDEW.DE - Dividend Comparison
Neither AUM5.DE nor XDEW.DE has paid dividends to shareholders.
Frequently Asked Questions
AUM5.DE and XDEW.DE have a correlation of 0.67, 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 0.20% for XDEW.DE.
AUM5.DE tracks S&P 500 Index, while XDEW.DE tracks S&P 500 Equal Weight Index. They also come from different issuers: Amundi and Xtrackers. Their fees differ too: 0.15% for AUM5.DE and 0.20% for XDEW.DE.
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