AUM5.DE vs. XZSP.DE
AUM5.DE (Amundi S&P 500 UCITS ETF EUR) and XZSP.DE (Xtrackers S&P 500 ESG UCITS ETF 1C) are both S&P 500 funds - AUM5.DE tracks the S&P 500 Index while XZSP.DE tracks the S&P 500 ESG. Both are passively managed. Over the past 3 years, AUM5.DE returned 18.95%/yr vs 18.55%/yr for XZSP.DE. With a 0.98 correlation, they move nearly in lockstep. AUM5.DE charges 0.15%/yr vs 0.08%/yr for XZSP.DE.
Performance
AUM5.DE vs. XZSP.DE - Performance Comparison
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Returns By Period
The year-to-date returns for both stocks are quite close, with AUM5.DE having a 11.38% return and XZSP.DE slightly lower at 11.17%.
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%
XZSP.DE
- 1D
- 0.61%
- 1M
- 4.14%
- YTD
- 11.17%
- 6M
- 11.15%
- 1Y
- 28.53%
- 3Y*
- 18.55%
- 5Y*
- —
- 10Y*
- —
AUM5.DE vs. XZSP.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
AUM5.DE Amundi S&P 500 UCITS ETF EUR | 11.38% | 4.80% | 32.39% | 22.64% | -4.41% |
XZSP.DE Xtrackers S&P 500 ESG UCITS ETF 1C | 11.17% | 5.34% | 31.24% | 23.89% | -4.47% |
Correlation
The correlation between AUM5.DE and XZSP.DE is 0.96 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.96 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.98 |
Correlation (All Time) Calculated using the full available price history since Dec 13, 2022 | 0.98 |
The correlation between AUM5.DE and XZSP.DE has been stable across timeframes, ranging from 0.96 to 0.98 - a consistent structural relationship.
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Return for Risk
AUM5.DE vs. XZSP.DE — Risk / Return Rank
AUM5.DE
XZSP.DE
AUM5.DE vs. XZSP.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 ESG UCITS ETF 1C (XZSP.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 | XZSP.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.28 | ||
| Sortino ratioReturn per unit of downside risk | -0.35 | ||
| Omega ratioGain probability vs. loss probability | 1.41 | 1.46 | -0.05 |
| Calmar ratioReturn relative to maximum drawdown | 3.57 | 4.07 | -0.49 |
| Martin ratioReturn relative to average drawdown | 12.74 | 15.72 | -2.98 |
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 | XZSP.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.20 | 2.47 | -0.28 |
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 | 1.31 | -0.35 |
Drawdowns
AUM5.DE vs. XZSP.DE - Drawdown Comparison
The maximum AUM5.DE drawdown since its inception was -33.66%, which is greater than XZSP.DE's maximum drawdown of -23.40%. Use the drawdown chart below to compare losses from any high point for AUM5.DE and XZSP.DE.
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Drawdown Indicators
| AUM5.DE | XZSP.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.66% | -23.40% | -10.26% |
Max Drawdown (1Y)Largest decline over 1 year | -7.15% | -7.02% | -0.13% |
Max Drawdown (3Y)Largest decline over 3 years | -23.30% | -23.40% | +0.10% |
Max Drawdown (5Y)Largest decline over 5 years | -23.30% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -33.66% | — | — |
Current DrawdownCurrent decline from peak | -0.46% | 0.00% | -0.46% |
Average DrawdownAverage peak-to-trough decline | -4.00% | -3.09% | -0.91% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.01% | 1.82% | +0.19% |
Volatility
AUM5.DE vs. XZSP.DE - Volatility Comparison
The current volatility for Amundi S&P 500 UCITS ETF EUR (AUM5.DE) is 2.63%, while Xtrackers S&P 500 ESG UCITS ETF 1C (XZSP.DE) has a volatility of 2.79%. This indicates that AUM5.DE experiences smaller price fluctuations and is considered to be less risky than XZSP.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 | XZSP.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.63% | 2.79% | -0.16% |
Volatility (6M)Calculated over the trailing 6-month period | 7.61% | 7.55% | +0.06% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.64% | 11.55% | +0.09% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.19% | 14.26% | +0.93% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.07% | 14.26% | +1.81% |
AUM5.DE vs. XZSP.DE - Expense Ratio Comparison
AUM5.DE has a 0.15% expense ratio, which is higher than XZSP.DE's 0.08% 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. XZSP.DE - Dividend Comparison
Neither AUM5.DE nor XZSP.DE has paid dividends to shareholders.
Frequently Asked Questions
With a correlation of 0.96, AUM5.DE and XZSP.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
On fees, XZSP.DE is cheaper at 0.08% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XZSP.DE is cheaper with a 0.08% expense ratio, compared with 0.15% for AUM5.DE.
AUM5.DE tracks S&P 500 Index, while XZSP.DE tracks S&P 500 ESG. They also come from different issuers: Amundi and Xtrackers. Their fees differ too: 0.15% for AUM5.DE and 0.08% for XZSP.DE.
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