EGV1.DE vs. AUM5.DE
EGV1.DE (Lyxor STOXX Europe 600 Insurance UCITS ETF Dist) and AUM5.DE (Amundi S&P 500 UCITS ETF EUR) are both exchange-traded funds - EGV1.DE is a Financials Equities fund tracking the STOXX® Europe 600 Insurance, while AUM5.DE is a S&P 500 fund tracking the S&P 500 Index. Both are passively managed. Over the past 10 years, EGV1.DE returned 11.16%/yr vs 15.11%/yr for AUM5.DE. A 0.54 correlation means they provide meaningful diversification when combined. EGV1.DE charges 0.30%/yr vs 0.15%/yr for AUM5.DE.
Performance
EGV1.DE vs. AUM5.DE - Performance Comparison
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Returns By Period
In the year-to-date period, EGV1.DE achieves a -2.79% return, which is significantly lower than AUM5.DE's 11.38% return. Over the past 10 years, EGV1.DE has underperformed AUM5.DE with an annualized return of 11.16%, while AUM5.DE has yielded a comparatively higher 15.11% annualized return.
EGV1.DE
- 1D
- 0.03%
- 1M
- -4.09%
- YTD
- -2.79%
- 6M
- 2.71%
- 1Y
- 2.04%
- 3Y*
- 18.08%
- 5Y*
- 13.93%
- 10Y*
- 11.16%
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%
EGV1.DE vs. AUM5.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EGV1.DE Lyxor STOXX Europe 600 Insurance UCITS ETF Dist | -2.79% | 29.26% | 22.98% | 12.79% | 3.54% | 19.62% | -10.07% | 30.21% | -6.75% | 11.48% |
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 EGV1.DE and AUM5.DE is 0.33, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.33 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.32 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.43 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.50 |
Correlation (All Time) Calculated using the full available price history since Sep 15, 2010 | 0.54 |
Over the past year, the correlation between EGV1.DE and AUM5.DE has dropped to 0.33 - well below their long-term average of 0.54, suggesting their price drivers have been diverging.
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Return for Risk
EGV1.DE vs. AUM5.DE — Risk / Return Rank
EGV1.DE
AUM5.DE
EGV1.DE vs. AUM5.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Lyxor STOXX Europe 600 Insurance UCITS ETF Dist (EGV1.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.
| EGV1.DE | AUM5.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.02 | ||
| Sortino ratioReturn per unit of downside risk | -2.67 | ||
| Omega ratioGain probability vs. loss probability | 1.04 | 1.41 | -0.37 |
| Calmar ratioReturn relative to maximum drawdown | 0.35 | 3.57 | -3.22 |
| Martin ratioReturn relative to average drawdown | 0.75 | 12.74 | -11.99 |
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
| EGV1.DE | AUM5.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.18 | 2.20 | -2.02 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.82 | 0.97 | -0.15 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.56 | 0.93 | -0.37 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.42 | 0.96 | -0.54 |
Drawdowns
EGV1.DE vs. AUM5.DE - Drawdown Comparison
The maximum EGV1.DE drawdown since its inception was -58.31%, which is greater than AUM5.DE's maximum drawdown of -33.66%. Use the drawdown chart below to compare losses from any high point for EGV1.DE and AUM5.DE.
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Drawdown Indicators
| EGV1.DE | AUM5.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -58.31% | -33.66% | -24.65% |
Max Drawdown (1Y)Largest decline over 1 year | -7.50% | -7.15% | -0.35% |
Max Drawdown (3Y)Largest decline over 3 years | -12.53% | -23.30% | +10.77% |
Max Drawdown (5Y)Largest decline over 5 years | -18.39% | -23.30% | +4.91% |
Max Drawdown (10Y)Largest decline over 10 years | -47.02% | -33.66% | -13.36% |
Current DrawdownCurrent decline from peak | -5.26% | -0.46% | -4.80% |
Average DrawdownAverage peak-to-trough decline | -7.81% | -4.00% | -3.81% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.55% | 2.01% | +1.54% |
Volatility
EGV1.DE vs. AUM5.DE - Volatility Comparison
Lyxor STOXX Europe 600 Insurance UCITS ETF Dist (EGV1.DE) has a higher volatility of 4.65% compared to Amundi S&P 500 UCITS ETF EUR (AUM5.DE) at 2.63%. This indicates that EGV1.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
| EGV1.DE | AUM5.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.65% | 2.63% | +2.02% |
Volatility (6M)Calculated over the trailing 6-month period | 11.24% | 7.61% | +3.63% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.73% | 11.64% | +3.09% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.88% | 15.19% | +1.69% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.07% | 16.07% | +4.00% |
EGV1.DE vs. AUM5.DE - Expense Ratio Comparison
EGV1.DE has a 0.30% expense ratio, which is higher than AUM5.DE's 0.15% expense ratio.
Dividends
EGV1.DE vs. AUM5.DE - Dividend Comparison
EGV1.DE's dividend yield for the trailing twelve months is around 4.23%, 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% |
EGV1.DE Lyxor STOXX Europe 600 Insurance UCITS ETF Dist | 4.23% | 4.11% | 4.77% | 3.93% | 5.03% | 4.53% | 4.35% | 3.71% | 4.26% | 0.59% |
Frequently Asked Questions
EGV1.DE and AUM5.DE have a correlation of 0.33, 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 EGV1.DE.
EGV1.DE is categorized as Financials Equities, while AUM5.DE is S&P 500. EGV1.DE tracks STOXX® Europe 600 Insurance, while AUM5.DE tracks S&P 500 Index. Their fees differ too: 0.30% for EGV1.DE and 0.15% for AUM5.DE.
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