EGV7.DE vs. AUM5.DE
EGV7.DE (Amundi Euro Government Bond 5-7Y UCITS ETF Dist) and AUM5.DE (Amundi S&P 500 UCITS ETF EUR) are both exchange-traded funds - EGV7.DE is a European Government Bonds fund tracking the Bloomberg Euro Treasury 50bn 5-7 Year Bond, while AUM5.DE is a S&P 500 fund tracking the S&P 500 Index. Both are passively managed. Over the past 10 years, EGV7.DE returned 0.15%/yr vs 15.11%/yr for AUM5.DE. At a 0.02 correlation, their price movements are largely independent. EGV7.DE charges 0.17%/yr vs 0.15%/yr for AUM5.DE.
Performance
EGV7.DE vs. AUM5.DE - Performance Comparison
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Returns By Period
In the year-to-date period, EGV7.DE achieves a -0.03% return, which is significantly lower than AUM5.DE's 11.38% return. Over the past 10 years, EGV7.DE has underperformed AUM5.DE with an annualized return of 0.15%, while AUM5.DE has yielded a comparatively higher 15.11% annualized return.
EGV7.DE
- 1D
- 0.05%
- 1M
- -0.04%
- YTD
- -0.03%
- 6M
- 0.04%
- 1Y
- 0.84%
- 3Y*
- 2.88%
- 5Y*
- -1.08%
- 10Y*
- 0.15%
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%
EGV7.DE vs. AUM5.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EGV7.DE Amundi Euro Government Bond 5-7Y UCITS ETF Dist | -0.03% | 2.42% | 1.80% | 6.79% | -14.32% | -1.89% | 2.63% | 4.26% | 0.71% | 0.56% |
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 EGV7.DE and AUM5.DE is 0.21, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.21 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.11 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.07 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.02 |
Correlation (All Time) Calculated using the full available price history since Sep 15, 2010 | 0.02 |
The correlation between EGV7.DE and AUM5.DE shifts across timeframes, from 0.02 (10 years) to 0.21 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
EGV7.DE vs. AUM5.DE — Risk / Return Rank
EGV7.DE
AUM5.DE
EGV7.DE vs. AUM5.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Amundi Euro Government Bond 5-7Y UCITS ETF Dist (EGV7.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.
| EGV7.DE | AUM5.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.08 | ||
| Sortino ratioReturn per unit of downside risk | -2.82 | ||
| Omega ratioGain probability vs. loss probability | 1.02 | 1.41 | -0.39 |
| Calmar ratioReturn relative to maximum drawdown | 0.13 | 3.57 | -3.44 |
| Martin ratioReturn relative to average drawdown | 0.37 | 12.74 | -12.38 |
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
| EGV7.DE | AUM5.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.12 | 2.20 | -2.08 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.20 | 0.97 | -1.17 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.04 | 0.93 | -0.90 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.55 | 0.96 | -0.42 |
Drawdowns
EGV7.DE vs. AUM5.DE - Drawdown Comparison
The maximum EGV7.DE drawdown since its inception was -16.95%, smaller than the maximum AUM5.DE drawdown of -33.66%. Use the drawdown chart below to compare losses from any high point for EGV7.DE and AUM5.DE.
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Drawdown Indicators
| EGV7.DE | AUM5.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -16.95% | -33.66% | +16.71% |
Max Drawdown (1Y)Largest decline over 1 year | -3.36% | -7.15% | +3.79% |
Max Drawdown (3Y)Largest decline over 3 years | -3.36% | -23.30% | +19.94% |
Max Drawdown (5Y)Largest decline over 5 years | -16.85% | -23.30% | +6.45% |
Max Drawdown (10Y)Largest decline over 10 years | -16.95% | -33.66% | +16.71% |
Current DrawdownCurrent decline from peak | -6.66% | -0.46% | -6.20% |
Average DrawdownAverage peak-to-trough decline | -3.68% | -4.00% | +0.32% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.20% | 2.01% | -0.81% |
Volatility
EGV7.DE vs. AUM5.DE - Volatility Comparison
The current volatility for Amundi Euro Government Bond 5-7Y UCITS ETF Dist (EGV7.DE) is 1.51%, while Amundi S&P 500 UCITS ETF EUR (AUM5.DE) has a volatility of 2.63%. This indicates that EGV7.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
| EGV7.DE | AUM5.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.51% | 2.63% | -1.12% |
Volatility (6M)Calculated over the trailing 6-month period | 3.31% | 7.61% | -4.30% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.82% | 11.64% | -7.82% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.24% | 15.19% | -9.95% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.33% | 16.07% | -11.74% |
EGV7.DE vs. AUM5.DE - Expense Ratio Comparison
EGV7.DE has a 0.17% expense ratio, which is higher than AUM5.DE's 0.15% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
EGV7.DE vs. AUM5.DE - Dividend Comparison
EGV7.DE's dividend yield for the trailing twelve months is around 1.41%, 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% |
EGV7.DE Amundi Euro Government Bond 5-7Y UCITS ETF Dist | 1.41% | 1.41% | 1.47% | 1.40% | 1.84% | 1.64% | 1.67% | 1.04% | 1.49% |
Frequently Asked Questions
EGV7.DE and AUM5.DE have a correlation of 0.21, 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 0.17% for EGV7.DE.
EGV7.DE is categorized as European Government Bonds, while AUM5.DE is S&P 500. EGV7.DE tracks Bloomberg Euro Treasury 50bn 5-7 Year Bond, while AUM5.DE tracks S&P 500 Index. Their fees differ too: 0.17% for EGV7.DE and 0.15% for AUM5.DE.
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