B500.DE vs. AUM5.DE
B500.DE (Amundi S&P 500 Buyback ETF) and AUM5.DE (Amundi S&P 500 UCITS ETF EUR) are both S&P 500 funds from Amundi - B500.DE tracks the S&P 500 Buyback NTR while AUM5.DE tracks the S&P 500 Index. Both are passively managed. Over the past 10 years, B500.DE returned 12.79%/yr vs 15.11%/yr for AUM5.DE. Their correlation of 0.85 suggests significant overlap in exposure. Both charge a 0.15% expense ratio.
Performance
B500.DE vs. AUM5.DE - Performance Comparison
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Returns By Period
In the year-to-date period, B500.DE achieves a 8.94% return, which is significantly lower than AUM5.DE's 11.38% return. Over the past 10 years, B500.DE has underperformed AUM5.DE with an annualized return of 12.79%, while AUM5.DE has yielded a comparatively higher 15.11% annualized return.
B500.DE
- 1D
- 0.86%
- 1M
- 5.03%
- YTD
- 8.94%
- 6M
- 9.45%
- 1Y
- 20.46%
- 3Y*
- 15.34%
- 5Y*
- 11.15%
- 10Y*
- 12.79%
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%
B500.DE vs. AUM5.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
B500.DE Amundi S&P 500 Buyback ETF | 8.94% | 4.76% | 20.85% | 12.10% | -7.18% | 47.02% | -4.65% | 34.36% | -4.54% | 6.13% |
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% |
Correlation
The correlation between B500.DE and AUM5.DE is 0.59, 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 | 0.59 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.69 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.78 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.83 |
Correlation (All Time) Calculated using the full available price history since Apr 15, 2015 | 0.85 |
Over the past year, the correlation between B500.DE and AUM5.DE has dropped to 0.59 - well below their long-term average of 0.85, suggesting their price drivers have been diverging.
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Return for Risk
B500.DE vs. AUM5.DE — Risk / Return Rank
B500.DE
AUM5.DE
B500.DE vs. AUM5.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Amundi S&P 500 Buyback ETF (B500.DE) and Amundi S&P 500 UCITS ETF EUR (AUM5.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.
| B500.DE | AUM5.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.53 | ||
| Sortino ratioReturn per unit of downside risk | -0.68 | ||
| Omega ratioGain probability vs. loss probability | 1.30 | 1.41 | -0.12 |
| Calmar ratioReturn relative to maximum drawdown | 4.30 | 3.57 | +0.73 |
| Martin ratioReturn relative to average drawdown | 11.16 | 12.74 | -1.58 |
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
| B500.DE | AUM5.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.66 | 2.20 | -0.53 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.68 | 0.97 | -0.29 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.67 | 0.93 | -0.26 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.52 | 0.96 | -0.44 |
Drawdowns
B500.DE vs. AUM5.DE - Drawdown Comparison
The maximum B500.DE drawdown since its inception was -42.49%, which is greater than AUM5.DE's maximum drawdown of -33.66%. Use the drawdown chart below to compare losses from any high point for B500.DE and AUM5.DE.
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Drawdown Indicators
| B500.DE | AUM5.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -42.49% | -33.66% | -8.83% |
Max Drawdown (1Y)Largest decline over 1 year | -4.75% | -7.15% | +2.40% |
Max Drawdown (3Y)Largest decline over 3 years | -23.66% | -23.30% | -0.36% |
Max Drawdown (5Y)Largest decline over 5 years | -23.66% | -23.30% | -0.36% |
Max Drawdown (10Y)Largest decline over 10 years | -42.49% | -33.66% | -8.83% |
Current DrawdownCurrent decline from peak | 0.00% | -0.46% | +0.46% |
Average DrawdownAverage peak-to-trough decline | -6.31% | -4.00% | -2.31% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.83% | 2.01% | -0.18% |
Volatility
B500.DE vs. AUM5.DE - Volatility Comparison
Amundi S&P 500 Buyback ETF (B500.DE) has a higher volatility of 2.99% compared to Amundi S&P 500 UCITS ETF EUR (AUM5.DE) at 2.63%. This indicates that B500.DE's price experiences larger fluctuations and is considered to be riskier than AUM5.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| B500.DE | AUM5.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.99% | 2.63% | +0.36% |
Volatility (6M)Calculated over the trailing 6-month period | 7.82% | 7.61% | +0.21% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.29% | 11.64% | +0.65% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.18% | 15.19% | +0.99% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.96% | 16.07% | +2.89% |
B500.DE vs. AUM5.DE - Expense Ratio Comparison
Both B500.DE and AUM5.DE have an expense ratio of 0.15%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Dividends
B500.DE vs. AUM5.DE - Dividend Comparison
Neither B500.DE nor AUM5.DE has paid dividends to shareholders.
Frequently Asked Questions
B500.DE and AUM5.DE have a correlation of 0.59, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Both ETFs have the same 0.15% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.
B500.DE and AUM5.DE have the same expense ratio: 0.15% per year.
B500.DE tracks S&P 500 Buyback NTR, while AUM5.DE tracks S&P 500 Index.
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