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EGV1.DE vs. AUM5.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EGV1.DE vs. AUM5.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Lyxor STOXX Europe 600 Insurance UCITS ETF Dist (EGV1.DE) and Amundi S&P 500 UCITS ETF EUR (AUM5.DE). The values are adjusted to include any dividend payments, if applicable.

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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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EGV1.DE vs. AUM5.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

EGV1.DE
EGV1.DE Risk / Return Rank: 1212
Overall Rank
EGV1.DE Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
EGV1.DE Sortino Ratio Rank: 1111
Sortino Ratio Rank
EGV1.DE Omega Ratio Rank: 1111
Omega Ratio Rank
EGV1.DE Calmar Ratio Rank: 1313
Calmar Ratio Rank
EGV1.DE Martin Ratio Rank: 1313
Martin Ratio Rank

AUM5.DE
AUM5.DE Risk / Return Rank: 6969
Overall Rank
AUM5.DE Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
AUM5.DE Sortino Ratio Rank: 6666
Sortino Ratio Rank
AUM5.DE Omega Ratio Rank: 7070
Omega Ratio Rank
AUM5.DE Calmar Ratio Rank: 7272
Calmar Ratio Rank
AUM5.DE Martin Ratio Rank: 6969
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

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.DEAUM5.DEDifference
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

EGV1.DE vs. AUM5.DE - Sharpe Ratio Comparison

The current EGV1.DE Sharpe Ratio is 0.18, which is lower than the AUM5.DE Sharpe Ratio of 2.20. The chart below compares the historical Sharpe Ratios of EGV1.DE and AUM5.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


EGV1.DEAUM5.DEDifference

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.DEAUM5.DEDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-5.26%

-0.46%

-4.80%

Average Drawdown

Average peak-to-trough decline

-7.81%

-4.00%

-3.81%

Ulcer Index

Depth 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.DEAUM5.DEDifference

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.


PositionTTM202520242023202220212020201920182017
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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