DE5A.DE vs. AUM5.DE
DE5A.DE (Amundi Government Bond Highest Rated Euro Investment Grade UCITS ETF EUR) and AUM5.DE (Amundi S&P 500 UCITS ETF EUR) are both exchange-traded funds - DE5A.DE is a European Government Bonds fund tracking the FTSE Highest-Rated Eurozone Government Bond, while AUM5.DE is a S&P 500 fund tracking the S&P 500 Index. Both are passively managed. Over the past 10 years, DE5A.DE returned -1.18%/yr vs 15.11%/yr for AUM5.DE. At a correlation of -0.08, they often move in opposite directions. DE5A.DE charges 0.14%/yr vs 0.15%/yr for AUM5.DE.
Performance
DE5A.DE vs. AUM5.DE - Performance Comparison
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Returns By Period
In the year-to-date period, DE5A.DE achieves a 0.27% return, which is significantly lower than AUM5.DE's 11.38% return. Over the past 10 years, DE5A.DE has underperformed AUM5.DE with an annualized return of -1.18%, while AUM5.DE has yielded a comparatively higher 15.11% annualized return.
DE5A.DE
- 1D
- 0.08%
- 1M
- -0.09%
- YTD
- 0.27%
- 6M
- 0.19%
- 1Y
- -0.43%
- 3Y*
- 1.24%
- 5Y*
- -3.17%
- 10Y*
- -1.18%
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%
DE5A.DE vs. AUM5.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DE5A.DE Amundi Government Bond Highest Rated Euro Investment Grade UCITS ETF EUR | 0.27% | -0.65% | -0.40% | 5.80% | -19.06% | -3.67% | 3.70% | 4.28% | 1.66% | -0.73% |
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 DE5A.DE and AUM5.DE is 0.21, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.21 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.09 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.05 |
Correlation (10Y) Calculated over the trailing 10-year period | -0.05 |
Correlation (All Time) Calculated using the full available price history since Mar 23, 2011 | -0.08 |
The correlation between DE5A.DE and AUM5.DE shifts across timeframes, from -0.08 (all time) to 0.21 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
DE5A.DE vs. AUM5.DE — Risk / Return Rank
DE5A.DE
AUM5.DE
DE5A.DE vs. AUM5.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Amundi Government Bond Highest Rated Euro Investment Grade UCITS ETF EUR (DE5A.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.
| DE5A.DE | AUM5.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.39 | ||
| Sortino ratioReturn per unit of downside risk | -3.26 | ||
| Omega ratioGain probability vs. loss probability | 0.97 | 1.41 | -0.44 |
| Calmar ratioReturn relative to maximum drawdown | -0.26 | 3.57 | -3.84 |
| Martin ratioReturn relative to average drawdown | -0.58 | 12.74 | -13.32 |
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
| DE5A.DE | AUM5.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.20 | 2.20 | -2.39 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.49 | 0.97 | -1.45 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.22 | 0.93 | -1.15 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.22 | 0.96 | -0.74 |
Drawdowns
DE5A.DE vs. AUM5.DE - Drawdown Comparison
The maximum DE5A.DE drawdown since its inception was -24.92%, smaller than the maximum AUM5.DE drawdown of -33.66%. Use the drawdown chart below to compare losses from any high point for DE5A.DE and AUM5.DE.
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Drawdown Indicators
| DE5A.DE | AUM5.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -24.92% | -33.66% | +8.74% |
Max Drawdown (1Y)Largest decline over 1 year | -3.13% | -7.15% | +4.02% |
Max Drawdown (3Y)Largest decline over 3 years | -4.45% | -23.30% | +18.85% |
Max Drawdown (5Y)Largest decline over 5 years | -22.78% | -23.30% | +0.52% |
Max Drawdown (10Y)Largest decline over 10 years | -24.92% | -33.66% | +8.74% |
Current DrawdownCurrent decline from peak | -19.43% | -0.46% | -18.97% |
Average DrawdownAverage peak-to-trough decline | -7.30% | -4.00% | -3.30% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.42% | 2.01% | -0.59% |
Volatility
DE5A.DE vs. AUM5.DE - Volatility Comparison
The current volatility for Amundi Government Bond Highest Rated Euro Investment Grade UCITS ETF EUR (DE5A.DE) is 1.71%, while Amundi S&P 500 UCITS ETF EUR (AUM5.DE) has a volatility of 2.63%. This indicates that DE5A.DE experiences smaller price fluctuations and is considered to be less risky 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
| DE5A.DE | AUM5.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.71% | 2.63% | -0.92% |
Volatility (6M)Calculated over the trailing 6-month period | 3.44% | 7.61% | -4.17% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.19% | 11.64% | -7.45% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.45% | 15.19% | -8.74% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.37% | 16.07% | -10.70% |
DE5A.DE vs. AUM5.DE - Expense Ratio Comparison
DE5A.DE has a 0.14% 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
DE5A.DE vs. AUM5.DE - Dividend Comparison
Neither DE5A.DE nor AUM5.DE has paid dividends to shareholders.
Frequently Asked Questions
DE5A.DE and AUM5.DE have a correlation of 0.21, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, DE5A.DE is cheaper at 0.14% per year. The better choice depends on whether you care most about return, fees, risk, or income.
DE5A.DE is cheaper with a 0.14% expense ratio, compared with 0.15% for AUM5.DE.
DE5A.DE is categorized as European Government Bonds, while AUM5.DE is S&P 500. DE5A.DE tracks FTSE Highest-Rated Eurozone Government Bond, while AUM5.DE tracks S&P 500 Index. Their fees differ too: 0.14% for DE5A.DE and 0.15% for AUM5.DE.
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