EGV2.DE vs. AUM5.DE
EGV2.DE (Amundi Smart Overnight Return UCITS ETF (Dist)) and AUM5.DE (Amundi S&P 500 UCITS ETF EUR) are both exchange-traded funds - EGV2.DE is a Money Market fund tracking the ESTR Compounded Index, while AUM5.DE is a S&P 500 fund tracking the S&P 500 Index. Both are passively managed. Over the past 5 years, EGV2.DE returned 2.20%/yr vs 13.81%/yr for AUM5.DE. At a correlation of -0.01, they often move in opposite directions. EGV2.DE charges 0.10%/yr vs 0.15%/yr for AUM5.DE.
Performance
EGV2.DE vs. AUM5.DE - Performance Comparison
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Returns By Period
In the year-to-date period, EGV2.DE achieves a 1.27% return, which is significantly lower than AUM5.DE's 12.24% return.
EGV2.DE
- 1D
- 0.04%
- 1M
- 0.02%
- 6M
- 1.23%
- YTD
- 1.27%
- 1Y
- 2.41%
- 3Y*
- 3.26%
- 5Y*
- 2.20%
- 10Y*
- —
AUM5.DE
- 1D
- 0.21%
- 1M
- 0.61%
- 6M
- 13.04%
- YTD
- 12.24%
- 1Y
- 24.13%
- 3Y*
- 18.43%
- 5Y*
- 13.81%
- 10Y*
- 15.03%
EGV2.DE vs. AUM5.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
EGV2.DE Amundi Smart Overnight Return UCITS ETF (Dist) | 1.27% | 2.48% | 4.10% | 3.25% | 0.17% | -0.47% | -0.13% |
AUM5.DE Amundi S&P 500 UCITS ETF EUR | 12.24% | 4.80% | 32.40% | 22.65% | -14.14% | 40.97% | 5.87% |
Correlation
The correlation between EGV2.DE and AUM5.DE is 0.10, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.10 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.01 |
Correlation (5Y) Calculated over the trailing 5-year period | -0.01 |
Correlation (All Time) Calculated using the full available price history since Sep 17, 2020 | -0.01 |
The correlation between EGV2.DE and AUM5.DE shifts across timeframes, from -0.01 (5 years) to 0.10 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
EGV2.DE vs. AUM5.DE — Risk / Return Rank
EGV2.DE
AUM5.DE
EGV2.DE vs. AUM5.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Amundi Smart Overnight Return UCITS ETF (Dist) (EGV2.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.
| EGV2.DE | AUM5.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.20 | ||
| Sortino ratioReturn per unit of downside risk | +0.66 | ||
| Omega ratioGain probability vs. loss probability | 1.49 | 1.37 | +0.12 |
| Calmar ratioReturn relative to maximum drawdown | 7.81 | 3.35 | +4.46 |
| Martin ratioReturn relative to average drawdown | 33.51 | 11.77 | +21.74 |
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Drawdowns
EGV2.DE vs. AUM5.DE - Drawdown Comparison
The maximum EGV2.DE drawdown since its inception was -0.86%, smaller than the maximum AUM5.DE drawdown of -33.65%. Use the drawdown chart below to compare losses from any high point for EGV2.DE and AUM5.DE.
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Drawdown Indicators
| EGV2.DE | AUM5.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -0.86% | -33.65% | +32.79% |
Max Drawdown (1Y)Largest decline over 1 year | -0.31% | -7.18% | +6.87% |
Max Drawdown (3Y)Largest decline over 3 years | -0.31% | -23.30% | +22.99% |
Max Drawdown (5Y)Largest decline over 5 years | -0.48% | -23.30% | +22.82% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.65% | — |
Current DrawdownCurrent decline from peak | -0.01% | -0.65% | +0.64% |
Average DrawdownAverage peak-to-trough decline | -0.22% | -3.98% | +3.76% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.07% | 2.04% | -1.97% |
Volatility
EGV2.DE vs. AUM5.DE - Volatility Comparison
The current volatility for Amundi Smart Overnight Return UCITS ETF (Dist) (EGV2.DE) is 0.32%, while Amundi S&P 500 UCITS ETF EUR (AUM5.DE) has a volatility of 3.66%. This indicates that EGV2.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.
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Volatility by Period
| EGV2.DE | AUM5.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.32% | 3.66% | -3.34% |
Volatility (6M)Calculated over the trailing 6-month period | 0.88% | 7.97% | -7.09% |
Volatility (1Y)Calculated over the trailing 1-year period | 1.08% | 11.89% | -10.81% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 0.72% | 15.22% | -14.50% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 0.68% | 16.08% | -15.40% |
EGV2.DE vs. AUM5.DE - Expense Ratio Comparison
EGV2.DE has a 0.10% 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
EGV2.DE vs. AUM5.DE - Dividend Comparison
EGV2.DE's dividend yield for the trailing twelve months is around 2.93%, while AUM5.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 |
|---|---|---|---|---|
AUM5.DE Amundi S&P 500 UCITS ETF EUR | 0.00% | 0.00% | 0.00% | 0.00% |
EGV2.DE Amundi Smart Overnight Return UCITS ETF (Dist) | 2.93% | 2.97% | 3.91% | 2.50% |
Frequently Asked Questions
EGV2.DE and AUM5.DE have a correlation of 0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, EGV2.DE is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.
EGV2.DE is cheaper with a 0.10% expense ratio, compared with 0.15% for AUM5.DE.
EGV2.DE is categorized as Money Market, while AUM5.DE is S&P 500. EGV2.DE tracks ESTR Compounded Index, while AUM5.DE tracks S&P 500 Index. Their fees differ too: 0.10% for EGV2.DE and 0.15% for AUM5.DE.
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