ELCR.DE vs. AUM5.DE
ELCR.DE (Amundi MSCI Smart Mobility UCITS ETF (Acc)) and AUM5.DE (Amundi S&P 500 UCITS ETF EUR) are both exchange-traded funds - ELCR.DE is a Global Equities fund tracking the MSCI ACWI IMI Future Mobility ESG Filtered 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, ELCR.DE returned 7.10%/yr vs 13.81%/yr for AUM5.DE. A 0.73 correlation means they provide meaningful diversification when combined. ELCR.DE charges 0.45%/yr vs 0.15%/yr for AUM5.DE.
Performance
ELCR.DE vs. AUM5.DE - Performance Comparison
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Returns By Period
In the year-to-date period, ELCR.DE achieves a 15.74% return, which is significantly higher than AUM5.DE's 12.24% return.
ELCR.DE
- 1D
- 0.82%
- 1M
- -3.45%
- 6M
- 15.07%
- YTD
- 15.74%
- 1Y
- 38.26%
- 3Y*
- 12.52%
- 5Y*
- 7.10%
- 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%
ELCR.DE vs. AUM5.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
ELCR.DE Amundi MSCI Smart Mobility UCITS ETF (Acc) | 15.74% | 15.42% | 20.30% | 11.10% | -32.41% | 42.04% | 63.97% |
AUM5.DE Amundi S&P 500 UCITS ETF EUR | 12.24% | 4.80% | 32.40% | 22.65% | -14.14% | 40.97% | 18.11% |
Correlation
The correlation between ELCR.DE and AUM5.DE is 0.77, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.77 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.72 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.73 |
Correlation (All Time) Calculated using the full available price history since Apr 20, 2020 | 0.73 |
The correlation between ELCR.DE and AUM5.DE has been stable across timeframes, ranging from 0.72 to 0.77 - a consistent structural relationship.
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Return for Risk
ELCR.DE vs. AUM5.DE — Risk / Return Rank
ELCR.DE
AUM5.DE
ELCR.DE vs. AUM5.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Amundi MSCI Smart Mobility UCITS ETF (Acc) (ELCR.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.
| ELCR.DE | AUM5.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.34 | ||
| Sortino ratioReturn per unit of downside risk | -0.51 | ||
| Omega ratioGain probability vs. loss probability | 1.28 | 1.37 | -0.09 |
| Calmar ratioReturn relative to maximum drawdown | 3.34 | 3.35 | -0.01 |
| Martin ratioReturn relative to average drawdown | 8.37 | 11.77 | -3.40 |
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Drawdowns
ELCR.DE vs. AUM5.DE - Drawdown Comparison
The maximum ELCR.DE drawdown since its inception was -39.74%, which is greater than AUM5.DE's maximum drawdown of -33.65%. Use the drawdown chart below to compare losses from any high point for ELCR.DE and AUM5.DE.
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Drawdown Indicators
| ELCR.DE | AUM5.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -39.74% | -33.65% | -6.09% |
Max Drawdown (1Y)Largest decline over 1 year | -11.42% | -7.18% | -4.24% |
Max Drawdown (3Y)Largest decline over 3 years | -29.51% | -23.30% | -6.21% |
Max Drawdown (5Y)Largest decline over 5 years | -39.74% | -23.30% | -16.44% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.65% | — |
Current DrawdownCurrent decline from peak | -4.74% | -0.65% | -4.09% |
Average DrawdownAverage peak-to-trough decline | -17.22% | -3.98% | -13.24% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.56% | 2.04% | +2.52% |
Volatility
ELCR.DE vs. AUM5.DE - Volatility Comparison
Amundi MSCI Smart Mobility UCITS ETF (Acc) (ELCR.DE) has a higher volatility of 9.99% compared to Amundi S&P 500 UCITS ETF EUR (AUM5.DE) at 3.66%. This indicates that ELCR.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
| ELCR.DE | AUM5.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.99% | 3.66% | +6.33% |
Volatility (6M)Calculated over the trailing 6-month period | 17.36% | 7.97% | +9.39% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.57% | 11.89% | +10.68% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 25.19% | 15.22% | +9.97% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 25.55% | 16.08% | +9.47% |
ELCR.DE vs. AUM5.DE - Expense Ratio Comparison
ELCR.DE has a 0.45% expense ratio, which is higher than AUM5.DE's 0.15% expense ratio.
Dividends
ELCR.DE vs. AUM5.DE - Dividend Comparison
Neither ELCR.DE nor AUM5.DE has paid dividends to shareholders.
Frequently Asked Questions
ELCR.DE and AUM5.DE have a correlation of 0.77, 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 0.45% for ELCR.DE.
ELCR.DE is categorized as Global Equities, while AUM5.DE is S&P 500. ELCR.DE tracks MSCI ACWI IMI Future Mobility ESG Filtered Index, while AUM5.DE tracks S&P 500 Index. Their fees differ too: 0.45% for ELCR.DE and 0.15% for AUM5.DE.
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