F500.DE vs. AUM5.DE
F500.DE (Amundi S&P 500 ESG UCITS ETF Acc) and AUM5.DE (Amundi S&P 500 UCITS ETF EUR) are both S&P 500 funds from Amundi - F500.DE tracks the S&P 500 ESG+ while AUM5.DE tracks the S&P 500 Index. Both are passively managed. Over the past 5 years, F500.DE returned 15.55%/yr vs 14.88%/yr for AUM5.DE. With a 0.99 correlation, they move nearly in lockstep. F500.DE charges 0.12%/yr vs 0.15%/yr for AUM5.DE.
Performance
F500.DE vs. AUM5.DE - Performance Comparison
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Returns By Period
The year-to-date returns for both investments are quite close, with F500.DE having a 11.02% return and AUM5.DE slightly higher at 11.38%.
F500.DE
- 1D
- 0.66%
- 1M
- 4.22%
- YTD
- 11.02%
- 6M
- 11.00%
- 1Y
- 28.38%
- 3Y*
- 18.57%
- 5Y*
- 15.55%
- 10Y*
- —
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%
F500.DE vs. AUM5.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
F500.DE Amundi S&P 500 ESG UCITS ETF Acc | 11.02% | 5.41% | 31.71% | 24.10% | -14.24% | 43.57% | 6.01% | 34.18% | -11.70% |
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% | -11.54% |
Correlation
The correlation between F500.DE and AUM5.DE is 0.96 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.96 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.98 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.98 |
Correlation (All Time) Calculated using the full available price history since Aug 22, 2018 | 0.99 |
The correlation between F500.DE and AUM5.DE has been stable across timeframes, ranging from 0.96 to 0.99 - a consistent structural relationship.
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Return for Risk
F500.DE vs. AUM5.DE — Risk / Return Rank
F500.DE
AUM5.DE
F500.DE vs. AUM5.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Amundi S&P 500 ESG UCITS ETF Acc (F500.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.
| F500.DE | AUM5.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.24 | ||
| Sortino ratioReturn per unit of downside risk | +0.33 | ||
| Omega ratioGain probability vs. loss probability | 1.45 | 1.41 | +0.04 |
| Calmar ratioReturn relative to maximum drawdown | 3.88 | 3.57 | +0.31 |
| Martin ratioReturn relative to average drawdown | 14.92 | 12.74 | +2.18 |
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
| F500.DE | AUM5.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.44 | 2.20 | +0.24 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.00 | 0.97 | +0.04 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.93 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.87 | 0.96 | -0.09 |
Drawdowns
F500.DE vs. AUM5.DE - Drawdown Comparison
The maximum F500.DE drawdown since its inception was -33.80%, roughly equal to the maximum AUM5.DE drawdown of -33.66%. Use the drawdown chart below to compare losses from any high point for F500.DE and AUM5.DE.
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Drawdown Indicators
| F500.DE | AUM5.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.80% | -33.66% | -0.14% |
Max Drawdown (1Y)Largest decline over 1 year | -7.33% | -7.15% | -0.18% |
Max Drawdown (3Y)Largest decline over 3 years | -23.49% | -23.30% | -0.19% |
Max Drawdown (5Y)Largest decline over 5 years | -23.49% | -23.30% | -0.19% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.66% | — |
Current DrawdownCurrent decline from peak | 0.00% | -0.46% | +0.46% |
Average DrawdownAverage peak-to-trough decline | -4.64% | -4.00% | -0.64% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.91% | 2.01% | -0.10% |
Volatility
F500.DE vs. AUM5.DE - Volatility Comparison
Amundi S&P 500 ESG UCITS ETF Acc (F500.DE) has a higher volatility of 2.88% compared to Amundi S&P 500 UCITS ETF EUR (AUM5.DE) at 2.63%. This indicates that F500.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
| F500.DE | AUM5.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.88% | 2.63% | +0.25% |
Volatility (6M)Calculated over the trailing 6-month period | 7.78% | 7.61% | +0.17% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.68% | 11.64% | +0.04% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.31% | 15.19% | +0.12% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.00% | 16.07% | +0.93% |
F500.DE vs. AUM5.DE - Expense Ratio Comparison
F500.DE has a 0.12% 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
F500.DE vs. AUM5.DE - Dividend Comparison
Neither F500.DE nor AUM5.DE has paid dividends to shareholders.
Frequently Asked Questions
With a correlation of 0.96, F500.DE and AUM5.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
On fees, F500.DE is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.
F500.DE is cheaper with a 0.12% expense ratio, compared with 0.15% for AUM5.DE.
F500.DE tracks S&P 500 ESG+, while AUM5.DE tracks S&P 500 Index. Their fees differ too: 0.12% for F500.DE and 0.15% for AUM5.DE.
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