DECR.DE vs. AUM5.DE
DECR.DE (Amundi Index Euro Corporate SRI UCITS ETF Dist) and AUM5.DE (Amundi S&P 500 UCITS ETF EUR) are both exchange-traded funds - DECR.DE is a European Corporate Bonds fund tracking the Bloomberg MSCI Euro Corporate ESG Sustainability SRI, while AUM5.DE is a S&P 500 fund tracking the S&P 500 Index. Both are passively managed. Over the past 5 years, DECR.DE returned 0.11%/yr vs 14.02%/yr for AUM5.DE. At a 0.23 correlation, their price movements are largely independent. DECR.DE charges 0.14%/yr vs 0.15%/yr for AUM5.DE.
Performance
DECR.DE vs. AUM5.DE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, DECR.DE achieves a 1.29% return, which is significantly lower than AUM5.DE's 10.86% return.
DECR.DE
- 1D
- 0.17%
- 1M
- 0.71%
- YTD
- 1.29%
- 6M
- 1.49%
- 1Y
- 2.46%
- 3Y*
- 4.66%
- 5Y*
- 0.11%
- 10Y*
- —
AUM5.DE
- 1D
- -0.93%
- 1M
- 0.26%
- YTD
- 10.86%
- 6M
- 11.03%
- 1Y
- 24.90%
- 3Y*
- 19.00%
- 5Y*
- 14.02%
- 10Y*
- 15.29%
DECR.DE vs. AUM5.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
DECR.DE Amundi Index Euro Corporate SRI UCITS ETF Dist | 1.29% | 2.90% | 4.22% | 7.14% | -13.37% | -1.09% | 2.50% | 6.18% | -1.49% |
AUM5.DE Amundi S&P 500 UCITS ETF EUR | 10.86% | 4.80% | 32.40% | 22.65% | -14.14% | 40.97% | 7.09% | 34.94% | -2.76% |
Correlation
The correlation between DECR.DE and AUM5.DE is 0.24, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.24 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.23 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.20 |
Correlation (All Time) Calculated using the full available price history since Jan 17, 2018 | 0.23 |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
DECR.DE vs. AUM5.DE — Risk / Return Rank
DECR.DE
AUM5.DE
DECR.DE vs. AUM5.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Amundi Index Euro Corporate SRI UCITS ETF Dist (DECR.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.
| DECR.DE | AUM5.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.26 | ||
| Sortino ratioReturn per unit of downside risk | -1.57 | ||
| Omega ratioGain probability vs. loss probability | 1.17 | 1.39 | -0.22 |
| Calmar ratioReturn relative to maximum drawdown | 0.93 | 3.45 | -2.52 |
| Martin ratioReturn relative to average drawdown | 3.32 | 12.16 | -8.84 |
Loading charts...
Drawdowns
DECR.DE vs. AUM5.DE - Drawdown Comparison
The maximum DECR.DE drawdown since its inception was -17.15%, smaller than the maximum AUM5.DE drawdown of -33.65%. Use the drawdown chart below to compare losses from any high point for DECR.DE and AUM5.DE.
Loading charts...
Drawdown Indicators
| DECR.DE | AUM5.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -17.15% | -33.65% | +16.50% |
Max Drawdown (1Y)Largest decline over 1 year | -2.64% | -7.18% | +4.54% |
Max Drawdown (3Y)Largest decline over 3 years | -2.64% | -23.30% | +20.66% |
Max Drawdown (5Y)Largest decline over 5 years | -17.15% | -23.30% | +6.15% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.65% | — |
Current DrawdownCurrent decline from peak | -0.92% | -0.93% | +0.01% |
Average DrawdownAverage peak-to-trough decline | -4.75% | -3.99% | -0.76% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.74% | 2.04% | -1.30% |
Volatility
DECR.DE vs. AUM5.DE - Volatility Comparison
The current volatility for Amundi Index Euro Corporate SRI UCITS ETF Dist (DECR.DE) is 1.15%, while Amundi S&P 500 UCITS ETF EUR (AUM5.DE) has a volatility of 3.38%. This indicates that DECR.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.
Loading charts...
Volatility by Period
| DECR.DE | AUM5.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.15% | 3.38% | -2.23% |
Volatility (6M)Calculated over the trailing 6-month period | 2.57% | 7.95% | -5.38% |
Volatility (1Y)Calculated over the trailing 1-year period | 2.91% | 11.82% | -8.91% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 4.57% | 15.22% | -10.65% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.25% | 16.10% | -10.85% |
DECR.DE vs. AUM5.DE - Expense Ratio Comparison
DECR.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
DECR.DE vs. AUM5.DE - Dividend Comparison
DECR.DE's dividend yield for the trailing twelve months is around 2.49%, while AUM5.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
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% |
DECR.DE Amundi Index Euro Corporate SRI UCITS ETF Dist | 2.49% | 2.52% | 2.14% | 1.70% | 1.30% | 1.19% | 1.32% | 1.51% | 1.16% |
Frequently Asked Questions
DECR.DE and AUM5.DE have a correlation of 0.24, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, DECR.DE is cheaper at 0.14% per year. The better choice depends on whether you care most about return, fees, risk, or income.
DECR.DE is cheaper with a 0.14% expense ratio, compared with 0.15% for AUM5.DE.
DECR.DE is categorized as European Corporate Bonds, while AUM5.DE is S&P 500. DECR.DE tracks Bloomberg MSCI Euro Corporate ESG Sustainability SRI, while AUM5.DE tracks S&P 500 Index. Their fees differ too: 0.14% for DECR.DE and 0.15% for AUM5.DE.
Find the right allocation for DECR.DE and AUM5.DE
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer