F701.DE vs. AUM5.DE
F701.DE (Amundi Multi-Asset Portfolio UCITS ETF (Dist)) and AUM5.DE (Amundi S&P 500 UCITS ETF EUR) are both exchange-traded funds - F701.DE is a Global Allocation fund actively managed by Amundi, while AUM5.DE is a S&P 500 fund tracking the S&P 500 Index. F701.DE is actively managed, while AUM5.DE is passively managed. Over the past 10 years, F701.DE returned 7.54%/yr vs 15.03%/yr for AUM5.DE. A 0.71 correlation means they provide meaningful diversification when combined. F701.DE charges 0.41%/yr vs 0.15%/yr for AUM5.DE.
Performance
F701.DE vs. AUM5.DE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, F701.DE achieves a 13.63% return, which is significantly higher than AUM5.DE's 12.24% return. Over the past 10 years, F701.DE has underperformed AUM5.DE with an annualized return of 7.54%, while AUM5.DE has yielded a comparatively higher 15.03% annualized return.
F701.DE
- 1D
- 1.11%
- 1M
- 1.29%
- 6M
- 13.08%
- YTD
- 13.63%
- 1Y
- 21.80%
- 3Y*
- 12.59%
- 5Y*
- 6.97%
- 10Y*
- 7.54%
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%
F701.DE vs. AUM5.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
F701.DE Amundi Multi-Asset Portfolio UCITS ETF (Dist) | 13.63% | 10.07% | 10.15% | 7.70% | -9.59% | 16.55% | 2.60% | 19.49% | -5.68% | 5.23% |
AUM5.DE Amundi S&P 500 UCITS ETF EUR | 12.24% | 4.80% | 32.40% | 22.65% | -14.14% | 40.97% | 7.09% | 34.94% | -1.01% | 6.83% |
Correlation
The correlation between F701.DE and AUM5.DE is 0.47, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.47 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.51 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.60 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.71 |
Correlation (All Time) Calculated using the full available price history since Apr 12, 2016 | 0.71 |
Over the past year, the correlation between F701.DE and AUM5.DE has dropped to 0.47 - well below their long-term average of 0.71, suggesting their price drivers have been diverging.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
F701.DE vs. AUM5.DE — Risk / Return Rank
F701.DE
AUM5.DE
F701.DE vs. AUM5.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Amundi Multi-Asset Portfolio UCITS ETF (Dist) (F701.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.
| F701.DE | AUM5.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.25 | ||
| Sortino ratioReturn per unit of downside risk | -0.17 | ||
| Omega ratioGain probability vs. loss probability | 1.30 | 1.37 | -0.07 |
| Calmar ratioReturn relative to maximum drawdown | 4.34 | 3.35 | +0.99 |
| Martin ratioReturn relative to average drawdown | 16.04 | 11.77 | +4.27 |
Loading charts...
Drawdowns
F701.DE vs. AUM5.DE - Drawdown Comparison
The maximum F701.DE drawdown since its inception was -23.47%, smaller than the maximum AUM5.DE drawdown of -33.65%. Use the drawdown chart below to compare losses from any high point for F701.DE and AUM5.DE.
Loading charts...
Drawdown Indicators
| F701.DE | AUM5.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -23.47% | -33.65% | +10.18% |
Max Drawdown (1Y)Largest decline over 1 year | -5.01% | -7.18% | +2.17% |
Max Drawdown (3Y)Largest decline over 3 years | -14.45% | -23.30% | +8.85% |
Max Drawdown (5Y)Largest decline over 5 years | -14.45% | -23.30% | +8.85% |
Max Drawdown (10Y)Largest decline over 10 years | -23.47% | -33.65% | +10.18% |
Current DrawdownCurrent decline from peak | 0.00% | -0.65% | +0.65% |
Average DrawdownAverage peak-to-trough decline | -3.29% | -3.98% | +0.69% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.36% | 2.04% | -0.68% |
Volatility
F701.DE vs. AUM5.DE - Volatility Comparison
Amundi Multi-Asset Portfolio UCITS ETF (Dist) (F701.DE) has a higher volatility of 4.73% compared to Amundi S&P 500 UCITS ETF EUR (AUM5.DE) at 3.66%. This indicates that F701.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.
Loading charts...
Volatility by Period
| F701.DE | AUM5.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.73% | 3.66% | +1.07% |
Volatility (6M)Calculated over the trailing 6-month period | 9.32% | 7.97% | +1.35% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.20% | 11.89% | +0.31% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.36% | 15.22% | -2.86% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 11.68% | 16.08% | -4.40% |
F701.DE vs. AUM5.DE - Expense Ratio Comparison
F701.DE has a 0.41% expense ratio, which is higher than AUM5.DE's 0.15% expense ratio.
Dividends
F701.DE vs. AUM5.DE - Dividend Comparison
F701.DE's dividend yield for the trailing twelve months is around 1.16%, 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% |
F701.DE Amundi Multi-Asset Portfolio UCITS ETF (Dist) | 1.16% | 1.32% | 1.01% | 2.02% | 1.46% | 0.91% | 1.16% | 0.32% | 0.65% |
Frequently Asked Questions
F701.DE and AUM5.DE have a correlation of 0.47, 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 0.41% for F701.DE.
F701.DE is categorized as Global Allocation, while AUM5.DE is S&P 500. Their fees differ too: 0.41% for F701.DE and 0.15% for AUM5.DE.
Find the right allocation for F701.DE and AUM5.DE
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer