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C006.DE vs. AUM5.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

C006.DE vs. AUM5.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Amundi F.A.Z. 100 UCITS ETF Dist (C006.DE) and Amundi S&P 500 UCITS ETF EUR (AUM5.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, C006.DE achieves a 1.44% return, which is significantly lower than AUM5.DE's 11.79% return. Over the past 10 years, C006.DE has underperformed AUM5.DE with an annualized return of 7.23%, while AUM5.DE has yielded a comparatively higher 14.48% annualized return.


C006.DE

1D
-0.19%
1M
-0.59%
6M
-1.22%
YTD
1.44%
1Y
2.25%
3Y*
11.77%
5Y*
6.23%
10Y*
7.23%

AUM5.DE

1D
-1.25%
1M
0.79%
6M
9.45%
YTD
11.79%
1Y
21.52%
3Y*
18.71%
5Y*
13.57%
10Y*
14.48%
*Multi-year figures are annualized to reflect compound growth (CAGR)

C006.DE vs. AUM5.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
C006.DE
Amundi F.A.Z. 100 UCITS ETF Dist
1.44%20.80%13.47%16.42%-17.90%15.42%1.27%23.17%-18.71%14.75%
AUM5.DE
Amundi S&P 500 UCITS ETF EUR
11.79%4.80%32.40%22.65%-14.14%40.97%7.09%34.94%-1.01%6.83%

Correlation

The correlation between C006.DE and AUM5.DE is 0.56, 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

0.56

Correlation (3Y)
Calculated over the trailing 3-year period

0.51

Correlation (5Y)
Calculated over the trailing 5-year period

0.59

Correlation (10Y)
Calculated over the trailing 10-year period

0.65

Correlation (All Time)
Calculated using the full available price history since Sep 28, 2011

0.66

The correlation between C006.DE and AUM5.DE shifts across timeframes, from 0.51 (3 years) to 0.66 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

C006.DE vs. AUM5.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

C006.DE
C006.DE Risk / Return Rank: 1313
Overall Rank
C006.DE Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
C006.DE Sortino Ratio Rank: 1212
Sortino Ratio Rank
C006.DE Omega Ratio Rank: 1212
Omega Ratio Rank
C006.DE Calmar Ratio Rank: 1313
Calmar Ratio Rank
C006.DE Martin Ratio Rank: 1414
Martin Ratio Rank

AUM5.DE
AUM5.DE Risk / Return Rank: 7373
Overall Rank
AUM5.DE Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
AUM5.DE Sortino Ratio Rank: 7171
Sortino Ratio Rank
AUM5.DE Omega Ratio Rank: 7272
Omega Ratio Rank
AUM5.DE Calmar Ratio Rank: 7474
Calmar Ratio Rank
AUM5.DE Martin Ratio Rank: 7474
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

C006.DE vs. AUM5.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi F.A.Z. 100 UCITS ETF Dist (C006.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.

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.


C006.DEAUM5.DEDifference
Sharpe ratioReturn per unit of total volatility

-1.71

Sortino ratioReturn per unit of downside risk

-2.22

Omega ratioGain probability vs. loss probability

1.04

1.34

-0.30

Calmar ratioReturn relative to maximum drawdown

0.20

2.98

-2.79

Martin ratioReturn relative to average drawdown

0.60

10.50

-9.91

C006.DE vs. AUM5.DE - Sharpe Ratio Comparison

The current C006.DE Sharpe Ratio is 0.15, which is lower than the AUM5.DE Sharpe Ratio of 1.85. The chart below compares the historical Sharpe Ratios of C006.DE and AUM5.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

C006.DE vs. AUM5.DE - Drawdown Comparison

The maximum C006.DE drawdown since its inception was -39.96%, which is greater than AUM5.DE's maximum drawdown of -33.65%. Use the drawdown chart below to compare losses from any high point for C006.DE and AUM5.DE.


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Drawdown Indicators


C006.DEAUM5.DEDifference

Max Drawdown

Largest peak-to-trough decline

-39.96%

-33.65%

-6.31%

Max Drawdown (1Y)

Largest decline over 1 year

-11.43%

-7.18%

-4.25%

Max Drawdown (3Y)

Largest decline over 3 years

-15.77%

-23.30%

+7.53%

Max Drawdown (5Y)

Largest decline over 5 years

-31.09%

-23.30%

-7.79%

Max Drawdown (10Y)

Largest decline over 10 years

-39.96%

-33.65%

-6.31%

Current Drawdown

Current decline from peak

-3.17%

-1.35%

-1.82%

Average Drawdown

Average peak-to-trough decline

-7.30%

-3.97%

-3.33%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.76%

2.04%

+1.72%

Volatility

C006.DE vs. AUM5.DE - Volatility Comparison

Amundi F.A.Z. 100 UCITS ETF Dist (C006.DE) has a higher volatility of 4.35% compared to Amundi S&P 500 UCITS ETF EUR (AUM5.DE) at 3.01%. This indicates that C006.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


C006.DEAUM5.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.35%

3.01%

+1.34%

Volatility (6M)

Calculated over the trailing 6-month period

12.80%

7.89%

+4.91%

Volatility (1Y)

Calculated over the trailing 1-year period

15.38%

11.77%

+3.61%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.76%

15.22%

+1.54%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.37%

16.08%

+1.29%

C006.DE vs. AUM5.DE - Expense Ratio Comparison

Both C006.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

C006.DE vs. AUM5.DE - Dividend Comparison

C006.DE's dividend yield for the trailing twelve months is around 1.99%, while AUM5.DE has not paid dividends to shareholders.


PositionTTM202520242023202220212020201920182017
AUM5.DE
Amundi S&P 500 UCITS ETF EUR
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
C006.DE
Amundi F.A.Z. 100 UCITS ETF Dist
1.99%2.01%2.38%3.75%3.04%1.59%2.06%2.41%2.88%0.09%

Frequently Asked Questions


C006.DE and AUM5.DE have a correlation of 0.56, 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.

C006.DE and AUM5.DE have the same expense ratio: 0.15% per year.

C006.DE is categorized as Europe Equities, while AUM5.DE is S&P 500. C006.DE tracks F.A.Z., while AUM5.DE tracks S&P 500 Index.

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