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F703.DE vs. AUM5.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

F703.DE vs. AUM5.DE

Last updated Jul 4, 2026
See Documentation

F703.DE (Amundi Multi-Asset Portfolio Offensive UCITS ETF (Dist)) and AUM5.DE (Amundi S&P 500 UCITS ETF EUR) are both exchange-traded funds - F703.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. F703.DE is actively managed, while AUM5.DE is passively managed. Over the past 5 years, F703.DE returned 9.39%/yr vs 13.81%/yr for AUM5.DE. A 0.76 correlation means they provide meaningful diversification when combined.

Performance

F703.DE vs. AUM5.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Amundi Multi-Asset Portfolio Offensive UCITS ETF (Dist) (F703.DE) and Amundi S&P 500 UCITS ETF EUR (AUM5.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, F703.DE achieves a 16.53% return, which is significantly higher than AUM5.DE's 12.24% return.

F703.DE

1D
0.84%
1M
0.38%
6M
17.40%
YTD
16.53%
1Y
26.98%
3Y*
15.64%
5Y*
9.39%
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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

F703.DE vs. AUM5.DE - Yearly Performance Comparison

2026 (YTD)20252024202320222021202020192018
F703.DE
Amundi Multi-Asset Portfolio Offensive UCITS ETF (Dist)		16.53%12.46%13.14%13.81%-12.35%19.74%6.25%25.10%-6.32%
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%1.35%

Correlation

The correlation between F703.DE and AUM5.DE is 0.61, 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

0.61

Correlation (3Y)
Calculated over the trailing 3-year period

0.60

Correlation (5Y)
Calculated over the trailing 5-year period

0.69

Correlation (All Time)
Calculated using the full available price history since Mar 7, 2018

0.76

The correlation between F703.DE and AUM5.DE shifts across timeframes, from 0.60 (3 years) to 0.76 (all time), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

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Amundi Multi-Asset Portfolio Offensive UCITS ETF (Dist)

Amundi S&P 500 UCITS ETF EUR

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Return for Risk

F703.DE vs. AUM5.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
F703.DE
F703.DE Risk / Return Rank: 7575
Overall Rank
F703.DE Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
F703.DE Sortino Ratio Rank: 6666
Sortino Ratio Rank
F703.DE Omega Ratio Rank: 6767
Omega Ratio Rank
F703.DE Calmar Ratio Rank: 8989
Calmar Ratio Rank
F703.DE Martin Ratio Rank: 8787
Martin Ratio Rank
AUM5.DE
AUM5.DE Risk / Return Rank: 7777
Overall Rank
AUM5.DE Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
AUM5.DE Sortino Ratio Rank: 7676
Sortino Ratio Rank
AUM5.DE Omega Ratio Rank: 7777
Omega Ratio Rank
AUM5.DE Calmar Ratio Rank: 7878
Calmar Ratio Rank
AUM5.DE Martin Ratio Rank: 7777
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

F703.DE vs. AUM5.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi Multi-Asset Portfolio Offensive UCITS ETF (Dist) (F703.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.

F703.DEAUM5.DEDifference
Sharpe ratioReturn per unit of total volatility
1.78
2.03

-0.25

Sortino ratioReturn per unit of downside risk
2.51
2.78

-0.27

Omega ratioGain probability vs. loss probability

1.33

1.37

-0.04

Calmar ratioReturn relative to maximum drawdown

4.32

3.35

+0.98

Martin ratioReturn relative to average drawdown

14.82

11.77

+3.05

F703.DE vs. AUM5.DE - Sharpe Ratio Comparison

The current F703.DE Sharpe Ratio is 1.78, which is comparable to the AUM5.DE Sharpe Ratio of 2.03. The chart below compares the historical Sharpe Ratios of F703.DE and AUM5.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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Drawdowns

F703.DE vs. AUM5.DE - Drawdown Comparison

The maximum F703.DE drawdown since its inception was -30.85%, smaller than the maximum AUM5.DE drawdown of -33.65%. Use the drawdown chart below to compare losses from any high point for F703.DE and AUM5.DE.

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Drawdown Indicators

F703.DEAUM5.DEDifference

Max Drawdown

Largest peak-to-trough decline

-30.85%

-33.65%

+2.80%

Max Drawdown (1Y)

Largest decline over 1 year

-6.21%

-7.18%

+0.97%

Max Drawdown (3Y)

Largest decline over 3 years

-17.56%

-23.30%

+5.74%

Max Drawdown (5Y)

Largest decline over 5 years

-17.56%

-23.30%

+5.74%

Max Drawdown (10Y)

Largest decline over 10 years

—

-33.65%

—

Current Drawdown

Current decline from peak

-1.66%

-0.65%

-1.01%

Average Drawdown

Average peak-to-trough decline

-4.29%

-3.98%

-0.31%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.82%

2.04%

-0.22%

Volatility

F703.DE vs. AUM5.DE - Volatility Comparison

Amundi Multi-Asset Portfolio Offensive UCITS ETF (Dist) (F703.DE) has a higher volatility of 5.33% compared to Amundi S&P 500 UCITS ETF EUR (AUM5.DE) at 3.66%. This indicates that F703.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

F703.DEAUM5.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.33%

3.66%

+1.67%

Volatility (6M)

Calculated over the trailing 6-month period

10.74%

7.97%

+2.77%

Volatility (1Y)

Calculated over the trailing 1-year period

15.16%

11.89%

+3.27%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.10%

15.22%

-1.12%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.99%

16.08%

+0.91%

Dividends

F703.DE vs. AUM5.DE - Dividend Comparison

F703.DE's dividend yield for the trailing twelve months is around 1.36%, while AUM5.DE has not paid dividends to shareholders.

PositionTTM20252024202320222021202020192018
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%
F703.DE
Amundi Multi-Asset Portfolio Offensive UCITS ETF (Dist)		1.36%1.59%1.54%3.02%1.65%1.14%1.19%0.30%0.66%

Frequently Asked Questions

F703.DE and AUM5.DE have a correlation of 0.61, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

F703.DE is categorized as Global Allocation, while AUM5.DE is S&P 500.

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