CG1G.DE vs. AUM5.DE
CG1G.DE (Amundi ETF DAX UCITS ETF DR (Acc)) and AUM5.DE (Amundi S&P 500 UCITS ETF EUR) are both exchange-traded funds - CG1G.DE is a Europe Equities fund tracking the DAX Index, while AUM5.DE is a S&P 500 fund tracking the S&P 500 Index. Both are passively managed. Over the past 10 years, CG1G.DE returned 9.92%/yr vs 15.03%/yr for AUM5.DE. A 0.64 correlation means they provide meaningful diversification when combined. CG1G.DE charges 0.10%/yr vs 0.15%/yr for AUM5.DE.
Performance
CG1G.DE vs. AUM5.DE - Performance Comparison
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Returns By Period
In the year-to-date period, CG1G.DE achieves a 4.76% return, which is significantly lower than AUM5.DE's 12.24% return. Over the past 10 years, CG1G.DE has underperformed AUM5.DE with an annualized return of 9.92%, while AUM5.DE has yielded a comparatively higher 15.03% annualized return.
CG1G.DE
- 1D
- 0.77%
- 1M
- 3.96%
- 6M
- 4.67%
- YTD
- 4.76%
- 1Y
- 7.31%
- 3Y*
- 16.60%
- 5Y*
- 9.93%
- 10Y*
- 9.92%
AUM5.DE
- 1D
- 0.21%
- 1M
- 0.61%
- 6M
- 13.04%
- YTD
- 12.24%
- 1Y
- 24.13%
- 3Y*
- 18.43%
- 5Y*
- 13.81%
- 10Y*
- 15.03%
CG1G.DE vs. AUM5.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CG1G.DE Amundi ETF DAX UCITS ETF DR (Acc) | 4.76% | 22.68% | 18.23% | 19.47% | -12.77% | 15.19% | 3.12% | 24.73% | -18.14% | 12.10% |
AUM5.DE Amundi S&P 500 UCITS ETF EUR | 12.24% | 4.80% | 32.40% | 22.65% | -14.14% | 40.97% | 7.09% | 34.94% | -1.01% | 6.83% |
Correlation
The correlation between CG1G.DE and AUM5.DE is 0.58, 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 | 0.58 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.53 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.61 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.65 |
Correlation (All Time) Calculated using the full available price history since Sep 21, 2010 | 0.64 |
The correlation between CG1G.DE and AUM5.DE shifts across timeframes, from 0.53 (3 years) to 0.65 (10 years), reflecting how their relationship changes across market environments.
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Return for Risk
CG1G.DE vs. AUM5.DE — Risk / Return Rank
CG1G.DE
AUM5.DE
CG1G.DE vs. AUM5.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Amundi ETF DAX UCITS ETF DR (Acc) (CG1G.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.
| CG1G.DE | AUM5.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.58 | ||
| Sortino ratioReturn per unit of downside risk | -2.02 | ||
| Omega ratioGain probability vs. loss probability | 1.09 | 1.37 | -0.28 |
| Calmar ratioReturn relative to maximum drawdown | 0.59 | 3.35 | -2.76 |
| Martin ratioReturn relative to average drawdown | 1.83 | 11.77 | -9.94 |
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Drawdowns
CG1G.DE vs. AUM5.DE - Drawdown Comparison
The maximum CG1G.DE drawdown since its inception was -38.41%, 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 CG1G.DE and AUM5.DE.
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Drawdown Indicators
| CG1G.DE | AUM5.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.41% | -33.65% | -4.76% |
Max Drawdown (1Y)Largest decline over 1 year | -12.34% | -7.18% | -5.16% |
Max Drawdown (3Y)Largest decline over 3 years | -15.88% | -23.30% | +7.42% |
Max Drawdown (5Y)Largest decline over 5 years | -26.68% | -23.30% | -3.38% |
Max Drawdown (10Y)Largest decline over 10 years | -38.41% | -33.65% | -4.76% |
Current DrawdownCurrent decline from peak | 0.00% | -0.65% | +0.65% |
Average DrawdownAverage peak-to-trough decline | -7.19% | -3.98% | -3.21% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.98% | 2.04% | +1.94% |
Volatility
CG1G.DE vs. AUM5.DE - Volatility Comparison
Amundi ETF DAX UCITS ETF DR (Acc) (CG1G.DE) has a higher volatility of 4.39% compared to Amundi S&P 500 UCITS ETF EUR (AUM5.DE) at 3.66%. This indicates that CG1G.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
| CG1G.DE | AUM5.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.39% | 3.66% | +0.73% |
Volatility (6M)Calculated over the trailing 6-month period | 13.40% | 7.97% | +5.43% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.30% | 11.89% | +4.41% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.24% | 15.22% | +2.02% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.04% | 16.08% | +1.96% |
CG1G.DE vs. AUM5.DE - Expense Ratio Comparison
CG1G.DE has a 0.10% expense ratio, which is lower than AUM5.DE's 0.15% 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
CG1G.DE vs. AUM5.DE - Dividend Comparison
Neither CG1G.DE nor AUM5.DE has paid dividends to shareholders.
Frequently Asked Questions
CG1G.DE and AUM5.DE have a correlation of 0.58, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, CG1G.DE is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.
CG1G.DE is cheaper with a 0.10% expense ratio, compared with 0.15% for AUM5.DE.
CG1G.DE is categorized as Europe Equities, while AUM5.DE is S&P 500. CG1G.DE tracks DAX Index, while AUM5.DE tracks S&P 500 Index. Their fees differ too: 0.10% for CG1G.DE and 0.15% for AUM5.DE.
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