EXV8.DE vs. AUM5.DE
EXV8.DE (iShares STOXX Europe 600 Construction & Materials UCITS ETF (DE)) and AUM5.DE (Amundi S&P 500 UCITS ETF EUR) are both exchange-traded funds - EXV8.DE is a Industrials Equities fund tracking the STOXX® Europe 600 Construction & Materials, while AUM5.DE is a S&P 500 fund tracking the S&P 500 Index. Both are passively managed. Over the past 10 years, EXV8.DE returned 10.37%/yr vs 15.11%/yr for AUM5.DE. A 0.59 correlation means they provide meaningful diversification when combined. EXV8.DE charges 0.46%/yr vs 0.15%/yr for AUM5.DE.
Performance
EXV8.DE vs. AUM5.DE - Performance Comparison
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Returns By Period
In the year-to-date period, EXV8.DE achieves a 1.00% return, which is significantly lower than AUM5.DE's 11.38% return. Over the past 10 years, EXV8.DE has underperformed AUM5.DE with an annualized return of 10.37%, while AUM5.DE has yielded a comparatively higher 15.11% annualized return.
EXV8.DE
- 1D
- 0.17%
- 1M
- -1.18%
- YTD
- 1.00%
- 6M
- 3.34%
- 1Y
- 7.54%
- 3Y*
- 15.58%
- 5Y*
- 9.70%
- 10Y*
- 10.37%
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%
EXV8.DE vs. AUM5.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EXV8.DE iShares STOXX Europe 600 Construction & Materials UCITS ETF (DE) | 1.00% | 25.00% | 6.42% | 33.57% | -18.92% | 32.25% | -2.02% | 42.92% | -17.87% | 10.41% |
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 EXV8.DE and AUM5.DE is 0.51, 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 | 0.51 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.49 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.57 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.60 |
Correlation (All Time) Calculated using the full available price history since Sep 15, 2010 | 0.59 |
The correlation between EXV8.DE and AUM5.DE shifts across timeframes, from 0.49 (3 years) to 0.60 (10 years), reflecting how their relationship changes across market environments.
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Return for Risk
EXV8.DE vs. AUM5.DE — Risk / Return Rank
EXV8.DE
AUM5.DE
EXV8.DE vs. AUM5.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares STOXX Europe 600 Construction & Materials UCITS ETF (DE) (EXV8.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.
| EXV8.DE | AUM5.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.81 | ||
| Sortino ratioReturn per unit of downside risk | -2.31 | ||
| Omega ratioGain probability vs. loss probability | 1.08 | 1.41 | -0.33 |
| Calmar ratioReturn relative to maximum drawdown | 0.49 | 3.57 | -3.08 |
| Martin ratioReturn relative to average drawdown | 1.50 | 12.74 | -11.24 |
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
| EXV8.DE | AUM5.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.38 | 2.20 | -1.81 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.49 | 0.97 | -0.48 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.51 | 0.93 | -0.43 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.44 | 0.96 | -0.52 |
Drawdowns
EXV8.DE vs. AUM5.DE - Drawdown Comparison
The maximum EXV8.DE drawdown since its inception was -66.09%, 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 EXV8.DE and AUM5.DE.
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Drawdown Indicators
| EXV8.DE | AUM5.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -66.09% | -33.66% | -32.43% |
Max Drawdown (1Y)Largest decline over 1 year | -15.30% | -7.15% | -8.15% |
Max Drawdown (3Y)Largest decline over 3 years | -16.83% | -23.30% | +6.47% |
Max Drawdown (5Y)Largest decline over 5 years | -29.23% | -23.30% | -5.93% |
Max Drawdown (10Y)Largest decline over 10 years | -42.81% | -33.66% | -9.15% |
Current DrawdownCurrent decline from peak | -6.66% | -0.46% | -6.20% |
Average DrawdownAverage peak-to-trough decline | -15.00% | -4.00% | -11.00% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.00% | 2.01% | +2.99% |
Volatility
EXV8.DE vs. AUM5.DE - Volatility Comparison
iShares STOXX Europe 600 Construction & Materials UCITS ETF (DE) (EXV8.DE) has a higher volatility of 6.24% compared to Amundi S&P 500 UCITS ETF EUR (AUM5.DE) at 2.63%. This indicates that EXV8.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
| EXV8.DE | AUM5.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.24% | 2.63% | +3.61% |
Volatility (6M)Calculated over the trailing 6-month period | 16.12% | 7.61% | +8.51% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.72% | 11.64% | +8.08% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.47% | 15.19% | +4.28% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.26% | 16.07% | +4.19% |
EXV8.DE vs. AUM5.DE - Expense Ratio Comparison
EXV8.DE has a 0.46% expense ratio, which is higher than AUM5.DE's 0.15% expense ratio.
Dividends
EXV8.DE vs. AUM5.DE - Dividend Comparison
EXV8.DE's dividend yield for the trailing twelve months is around 1.39%, while AUM5.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% | 0.00% | 0.00% |
EXV8.DE iShares STOXX Europe 600 Construction & Materials UCITS ETF (DE) | 1.39% | 1.39% | 1.69% | 1.59% | 1.78% | 1.34% | 0.53% | 1.55% | 1.66% | 2.87% | 2.80% | 2.79% |
Frequently Asked Questions
EXV8.DE and AUM5.DE have a correlation of 0.51, 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 0.46% for EXV8.DE.
EXV8.DE is categorized as Industrials Equities, while AUM5.DE is S&P 500. EXV8.DE tracks STOXX® Europe 600 Construction & Materials, while AUM5.DE tracks S&P 500 Index. They also come from different issuers: iShares and Amundi. Their fees differ too: 0.46% for EXV8.DE and 0.15% for AUM5.DE.
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