EMXC.DE vs. AUM5.DE
EMXC.DE (Lyxor MSCI Emerging Markets Ex China UCITS ETF - Acc) and AUM5.DE (Amundi S&P 500 UCITS ETF EUR) are both exchange-traded funds - EMXC.DE is a Emerging Markets Equities fund tracking the MSCI EM NR USD, while AUM5.DE is a S&P 500 fund tracking the S&P 500 Index. Both are passively managed. Over the past 5 years, EMXC.DE returned 13.66%/yr vs 14.88%/yr for AUM5.DE. A 0.65 correlation means they provide meaningful diversification when combined. Both charge a 0.15% expense ratio.
Performance
EMXC.DE vs. AUM5.DE - Performance Comparison
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Returns By Period
In the year-to-date period, EMXC.DE achieves a 40.23% return, which is significantly higher than AUM5.DE's 11.38% return.
EMXC.DE
- 1D
- -1.80%
- 1M
- 8.39%
- YTD
- 40.23%
- 6M
- 44.14%
- 1Y
- 69.02%
- 3Y*
- 25.05%
- 5Y*
- 13.66%
- 10Y*
- —
AUM5.DE
- 1D
- -0.16%
- 1M
- 5.20%
- YTD
- 11.38%
- 6M
- 11.41%
- 1Y
- 25.66%
- 3Y*
- 18.95%
- 5Y*
- 14.88%
- 10Y*
- 15.11%
EMXC.DE vs. AUM5.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
EMXC.DE Lyxor MSCI Emerging Markets Ex China UCITS ETF - Acc | 40.23% | 19.92% | 9.13% | 14.33% | -13.60% | 17.56% | 2.27% | 6.14% |
AUM5.DE Amundi S&P 500 UCITS ETF EUR | 11.38% | 4.80% | 32.39% | 22.64% | -14.14% | 40.96% | 7.10% | 9.93% |
Correlation
The correlation between EMXC.DE and AUM5.DE is 0.69, 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 | 0.69 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.64 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.63 |
Correlation (All Time) Calculated using the full available price history since Jul 11, 2019 | 0.65 |
The correlation between EMXC.DE and AUM5.DE has been stable across timeframes, ranging from 0.63 to 0.69 - a consistent structural relationship.
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Return for Risk
EMXC.DE vs. AUM5.DE — Risk / Return Rank
EMXC.DE
AUM5.DE
EMXC.DE vs. AUM5.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Lyxor MSCI Emerging Markets Ex China UCITS ETF - Acc (EMXC.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.
| EMXC.DE | AUM5.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.26 | ||
| Sortino ratioReturn per unit of downside risk | +1.43 | ||
| Omega ratioGain probability vs. loss probability | 1.62 | 1.41 | +0.21 |
| Calmar ratioReturn relative to maximum drawdown | 5.78 | 3.57 | +2.21 |
| Martin ratioReturn relative to average drawdown | 21.97 | 12.74 | +9.23 |
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
| EMXC.DE | AUM5.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 3.46 | 2.20 | +1.26 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.85 | 0.97 | -0.12 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.93 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.69 | 0.96 | -0.27 |
Drawdowns
EMXC.DE vs. AUM5.DE - Drawdown Comparison
The maximum EMXC.DE drawdown since its inception was -38.77%, 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 EMXC.DE and AUM5.DE.
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Drawdown Indicators
| EMXC.DE | AUM5.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.77% | -33.66% | -5.11% |
Max Drawdown (1Y)Largest decline over 1 year | -11.87% | -7.15% | -4.72% |
Max Drawdown (3Y)Largest decline over 3 years | -20.48% | -23.30% | +2.82% |
Max Drawdown (5Y)Largest decline over 5 years | -20.48% | -23.30% | +2.82% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.66% | — |
Current DrawdownCurrent decline from peak | -2.53% | -0.46% | -2.07% |
Average DrawdownAverage peak-to-trough decline | -6.73% | -4.00% | -2.73% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.13% | 2.01% | +1.12% |
Volatility
EMXC.DE vs. AUM5.DE - Volatility Comparison
Lyxor MSCI Emerging Markets Ex China UCITS ETF - Acc (EMXC.DE) has a higher volatility of 8.44% compared to Amundi S&P 500 UCITS ETF EUR (AUM5.DE) at 2.63%. This indicates that EMXC.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
| EMXC.DE | AUM5.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.44% | 2.63% | +5.81% |
Volatility (6M)Calculated over the trailing 6-month period | 17.23% | 7.61% | +9.62% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.85% | 11.64% | +8.21% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.83% | 15.19% | +0.64% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.50% | 16.07% | +2.43% |
EMXC.DE vs. AUM5.DE - Expense Ratio Comparison
Both EMXC.DE and AUM5.DE have an expense ratio of 0.15%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Dividends
EMXC.DE vs. AUM5.DE - Dividend Comparison
Neither EMXC.DE nor AUM5.DE has paid dividends to shareholders.
Frequently Asked Questions
EMXC.DE and AUM5.DE have a correlation of 0.69, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Both ETFs have the same 0.15% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.
EMXC.DE and AUM5.DE have the same expense ratio: 0.15% per year.
EMXC.DE is categorized as Emerging Markets Equities, while AUM5.DE is S&P 500. EMXC.DE tracks MSCI EM NR USD, while AUM5.DE tracks S&P 500 Index.
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