DECD.DE vs. AUM5.DE
DECD.DE (Amundi DAX 50 ESG UCITS ETF) and AUM5.DE (Amundi S&P 500 UCITS ETF EUR) are both exchange-traded funds - DECD.DE is a Europe Equities fund tracking the DAX® 50 ESG, while AUM5.DE is a S&P 500 fund tracking the S&P 500 Index. Both are passively managed. Over the past 5 years, DECD.DE returned 8.61%/yr vs 14.88%/yr for AUM5.DE. A 0.60 correlation means they provide meaningful diversification when combined. Both charge a 0.15% expense ratio.
Performance
DECD.DE vs. AUM5.DE - Performance Comparison
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Returns By Period
In the year-to-date period, DECD.DE achieves a 6.02% return, which is significantly lower than AUM5.DE's 11.38% return.
DECD.DE
- 1D
- 0.95%
- 1M
- 5.39%
- YTD
- 6.02%
- 6M
- 8.92%
- 1Y
- 8.24%
- 3Y*
- 15.59%
- 5Y*
- 8.61%
- 10Y*
- —
AUM5.DE
- 1D
- -0.16%
- 1M
- 5.20%
- YTD
- 11.38%
- 6M
- 11.41%
- 1Y
- 25.66%
- 3Y*
- 18.95%
- 5Y*
- 14.88%
- 10Y*
- 15.11%
DECD.DE vs. AUM5.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
DECD.DE Amundi DAX 50 ESG UCITS ETF | 6.02% | 20.49% | 15.14% | 19.58% | -15.27% | 15.15% | 4.11% |
AUM5.DE Amundi S&P 500 UCITS ETF EUR | 11.38% | 4.80% | 32.39% | 22.64% | -14.14% | 40.96% | -0.21% |
Correlation
The correlation between DECD.DE and AUM5.DE is 0.61, 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 | 0.61 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.50 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.59 |
Correlation (All Time) Calculated using the full available price history since Dec 9, 2020 | 0.60 |
The correlation between DECD.DE and AUM5.DE shifts across timeframes, from 0.50 (3 years) to 0.61 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
DECD.DE vs. AUM5.DE — Risk / Return Rank
DECD.DE
AUM5.DE
DECD.DE vs. AUM5.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Amundi DAX 50 ESG UCITS ETF (DECD.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.
| DECD.DE | AUM5.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.66 | ||
| Sortino ratioReturn per unit of downside risk | -2.15 | ||
| Omega ratioGain probability vs. loss probability | 1.11 | 1.41 | -0.31 |
| Calmar ratioReturn relative to maximum drawdown | 0.70 | 3.57 | -2.87 |
| Martin ratioReturn relative to average drawdown | 2.05 | 12.74 | -10.69 |
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
| DECD.DE | AUM5.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.54 | 2.20 | -1.66 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.50 | 0.97 | -0.47 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.93 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.66 | 0.96 | -0.30 |
Drawdowns
DECD.DE vs. AUM5.DE - Drawdown Comparison
The maximum DECD.DE drawdown since its inception was -28.60%, smaller than the maximum AUM5.DE drawdown of -33.66%. Use the drawdown chart below to compare losses from any high point for DECD.DE and AUM5.DE.
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Drawdown Indicators
| DECD.DE | AUM5.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -28.60% | -33.66% | +5.06% |
Max Drawdown (1Y)Largest decline over 1 year | -11.75% | -7.15% | -4.60% |
Max Drawdown (3Y)Largest decline over 3 years | -15.80% | -23.30% | +7.50% |
Max Drawdown (5Y)Largest decline over 5 years | -28.60% | -23.30% | -5.30% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.66% | — |
Current DrawdownCurrent decline from peak | -0.45% | -0.46% | +0.01% |
Average DrawdownAverage peak-to-trough decline | -5.72% | -4.00% | -1.72% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.00% | 2.01% | +1.99% |
Volatility
DECD.DE vs. AUM5.DE - Volatility Comparison
Amundi DAX 50 ESG UCITS ETF (DECD.DE) has a higher volatility of 4.50% compared to Amundi S&P 500 UCITS ETF EUR (AUM5.DE) at 2.63%. This indicates that DECD.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
| DECD.DE | AUM5.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.50% | 2.63% | +1.87% |
Volatility (6M)Calculated over the trailing 6-month period | 11.87% | 7.61% | +4.26% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.34% | 11.64% | +3.70% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.98% | 15.19% | +1.79% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.78% | 16.07% | +0.71% |
DECD.DE vs. AUM5.DE - Expense Ratio Comparison
Both DECD.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
DECD.DE vs. AUM5.DE - Dividend Comparison
Neither DECD.DE nor AUM5.DE has paid dividends to shareholders.
Frequently Asked Questions
DECD.DE and AUM5.DE have a correlation of 0.61, 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.
DECD.DE and AUM5.DE have the same expense ratio: 0.15% per year.
DECD.DE is categorized as Europe Equities, while AUM5.DE is S&P 500. DECD.DE tracks DAX® 50 ESG, while AUM5.DE tracks S&P 500 Index.
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