DFOP.DE vs. AUM5.DE
DFOP.DE (Lyxor STOXX Europe 600 Food & Beverage UCITS ETF Dist) and AUM5.DE (Amundi S&P 500 UCITS ETF EUR) are both exchange-traded funds - DFOP.DE is a Consumer Staples Equities fund tracking the STOXX® Europe 600 Food & Beverage, while AUM5.DE is a S&P 500 fund tracking the S&P 500 Index. Both are passively managed. Over the past 10 years, DFOP.DE returned 2.50%/yr vs 15.11%/yr for AUM5.DE. At a 0.49 correlation, their price movements are largely independent. DFOP.DE charges 0.30%/yr vs 0.15%/yr for AUM5.DE.
Performance
DFOP.DE vs. AUM5.DE - Performance Comparison
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Returns By Period
In the year-to-date period, DFOP.DE achieves a -2.24% return, which is significantly lower than AUM5.DE's 11.38% return. Over the past 10 years, DFOP.DE has underperformed AUM5.DE with an annualized return of 2.50%, while AUM5.DE has yielded a comparatively higher 15.11% annualized return.
DFOP.DE
- 1D
- -0.84%
- 1M
- -1.75%
- YTD
- -2.24%
- 6M
- -2.12%
- 1Y
- -5.84%
- 3Y*
- -1.99%
- 5Y*
- -1.18%
- 10Y*
- 2.50%
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%
DFOP.DE vs. AUM5.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DFOP.DE Lyxor STOXX Europe 600 Food & Beverage UCITS ETF Dist | -2.24% | 5.99% | -3.88% | -2.06% | -13.09% | 23.08% | -6.16% | 29.47% | -7.36% | 12.34% |
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 DFOP.DE and AUM5.DE is 0.04, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.04 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.13 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.31 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.43 |
Correlation (All Time) Calculated using the full available price history since Sep 15, 2010 | 0.49 |
Over the past year, the correlation between DFOP.DE and AUM5.DE has dropped to 0.04 - well below their long-term average of 0.49, suggesting their price drivers have been diverging.
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Return for Risk
DFOP.DE vs. AUM5.DE — Risk / Return Rank
DFOP.DE
AUM5.DE
DFOP.DE vs. AUM5.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Lyxor STOXX Europe 600 Food & Beverage UCITS ETF Dist (DFOP.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.
| DFOP.DE | AUM5.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.65 | ||
| Sortino ratioReturn per unit of downside risk | -3.56 | ||
| Omega ratioGain probability vs. loss probability | 0.94 | 1.41 | -0.48 |
| Calmar ratioReturn relative to maximum drawdown | -0.49 | 3.57 | -4.06 |
| Martin ratioReturn relative to average drawdown | -0.98 | 12.74 | -13.73 |
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
| DFOP.DE | AUM5.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.45 | 2.20 | -2.65 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.09 | 0.97 | -1.06 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.18 | 0.93 | -0.76 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.56 | 0.96 | -0.40 |
Drawdowns
DFOP.DE vs. AUM5.DE - Drawdown Comparison
The maximum DFOP.DE drawdown since its inception was -30.33%, smaller than the maximum AUM5.DE drawdown of -33.66%. Use the drawdown chart below to compare losses from any high point for DFOP.DE and AUM5.DE.
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Drawdown Indicators
| DFOP.DE | AUM5.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -30.33% | -33.66% | +3.33% |
Max Drawdown (1Y)Largest decline over 1 year | -11.83% | -7.15% | -4.68% |
Max Drawdown (3Y)Largest decline over 3 years | -13.58% | -23.30% | +9.72% |
Max Drawdown (5Y)Largest decline over 5 years | -21.98% | -23.30% | +1.32% |
Max Drawdown (10Y)Largest decline over 10 years | -30.33% | -33.66% | +3.33% |
Current DrawdownCurrent decline from peak | -16.70% | -0.46% | -16.24% |
Average DrawdownAverage peak-to-trough decline | -7.05% | -4.00% | -3.05% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.90% | 2.01% | +3.89% |
Volatility
DFOP.DE vs. AUM5.DE - Volatility Comparison
Lyxor STOXX Europe 600 Food & Beverage UCITS ETF Dist (DFOP.DE) has a higher volatility of 4.63% compared to Amundi S&P 500 UCITS ETF EUR (AUM5.DE) at 2.63%. This indicates that DFOP.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
| DFOP.DE | AUM5.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.63% | 2.63% | +2.00% |
Volatility (6M)Calculated over the trailing 6-month period | 10.46% | 7.61% | +2.85% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.92% | 11.64% | +1.28% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.34% | 15.19% | -1.85% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.09% | 16.07% | -1.98% |
DFOP.DE vs. AUM5.DE - Expense Ratio Comparison
DFOP.DE has a 0.30% expense ratio, which is higher than AUM5.DE's 0.15% expense ratio.
Dividends
DFOP.DE vs. AUM5.DE - Dividend Comparison
DFOP.DE's dividend yield for the trailing twelve months is around 1.43%, while AUM5.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
DFOP.DE Lyxor STOXX Europe 600 Food & Beverage UCITS ETF Dist | 1.43% | 1.40% | 1.94% | 1.47% | 2.06% | 1.46% | 2.31% | 1.65% | 2.35% | 0.84% |
Frequently Asked Questions
DFOP.DE and AUM5.DE have a correlation of 0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, AUM5.DE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.
AUM5.DE is cheaper with a 0.15% expense ratio, compared with 0.30% for DFOP.DE.
DFOP.DE is categorized as Consumer Staples Equities, while AUM5.DE is S&P 500. DFOP.DE tracks STOXX® Europe 600 Food & Beverage, while AUM5.DE tracks S&P 500 Index. Their fees differ too: 0.30% for DFOP.DE and 0.15% for AUM5.DE.
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