GLDA.DE vs. AUM5.DE
GLDA.DE (Amundi Physical Gold ETC (C)) and AUM5.DE (Amundi S&P 500 UCITS ETF EUR) are both exchange-traded funds - GLDA.DE is a Gold fund tracking the Gold, while AUM5.DE is a S&P 500 fund tracking the S&P 500 Index. Both are passively managed. Over the past 5 years, GLDA.DE returned 18.65%/yr vs 13.65%/yr for AUM5.DE. Their 0.03 correlation means their historical movements had little consistent relationship. GLDA.DE charges 0.12%/yr vs 0.15%/yr for AUM5.DE.
Performance
GLDA.DE vs. AUM5.DE - Performance Comparison
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Returns By Period
In the year-to-date period, GLDA.DE achieves a -5.47% return, which is significantly lower than AUM5.DE's 14.88% return.
GLDA.DE
- 1D
- 0.00%
- 1M
- -2.58%
- 6M
- -15.18%
- YTD
- -5.47%
- 1Y
- 21.05%
- 3Y*
- 26.12%
- 5Y*
- 18.65%
- 10Y*
- —
- ALL TIME*
- 15.52%
AUM5.DE
- 1D
- 0.35%
- 1M
- 1.75%
- 6M
- 15.30%
- YTD
- 14.88%
- 1Y
- 24.67%
- 3Y*
- 19.19%
- 5Y*
- 13.65%
- 10Y*
- 14.75%
- ALL TIME*
- 15.49%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
AUM5.DE Amundi S&P 500 UCITS ETF EUR | €739.16K | €692.94K | €907.71K |
GLDA.DE Amundi Physical Gold ETC (C) | €2.06M | €2.09M | €2.29M |
GLDA.DE vs. AUM5.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
GLDA.DE Amundi Physical Gold ETC (C) | -5.47% | 48.99% | 34.24% | 9.40% | 7.00% | 3.88% | 12.92% | 6.37% |
AUM5.DE Amundi S&P 500 UCITS ETF EUR | 14.88% | 4.80% | 32.40% | 22.65% | -14.14% | 40.97% | 7.09% | 9.33% |
Correlation
The correlation between GLDA.DE and AUM5.DE is 0.26, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.26 |
Correlation (3Y) Balances recent behavior with more history. | 0.12 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.05 |
Correlation (All Time) Calculated using the full available price history since Jul 22, 2019 | 0.03 |
Over the past year, GLDA.DE and AUM5.DE have become more correlated (0.26) than their long-term average of 0.03, meaning their price movements have been converging.
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Return for Risk
GLDA.DE vs. AUM5.DE — Risk / Return Rank
GLDA.DE
AUM5.DE
GLDA.DE vs. AUM5.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Amundi Physical Gold ETC (C) (GLDA.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.
| GLDA.DE | AUM5.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.31 | ||
| Sortino ratioReturn per unit of downside risk | -1.83 | ||
| Omega ratioGain probability vs. loss probability | 1.17 | 1.39 | -0.22 |
| Calmar ratioReturn relative to maximum drawdown | 0.94 | 3.42 | -2.48 |
| Martin ratioReturn relative to average drawdown | 1.96 | 12.20 | -10.23 |
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Drawdowns
GLDA.DE vs. AUM5.DE - Drawdown Comparison
The maximum GLDA.DE drawdown since its inception was -22.55%, smaller than the maximum AUM5.DE drawdown of -33.65%. Use the drawdown chart below to compare losses from any high point for GLDA.DE and AUM5.DE.
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Drawdown Indicators
| GLDA.DE | AUM5.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -22.55% | -33.65% | +11.10% |
Max Drawdown (1Y)Largest decline over 1 year | -22.55% | -7.18% | -15.37% |
Max Drawdown (3Y)Largest decline over 3 years | -22.55% | -23.30% | +0.75% |
Max Drawdown (5Y)Largest decline over 5 years | -22.55% | -23.30% | +0.75% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.65% | — |
Current DrawdownCurrent decline from peak | -21.79% | 0.00% | -21.79% |
Average DrawdownAverage peak-to-trough decline | -6.14% | -3.96% | -2.18% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 10.74% | 2.02% | +8.72% |
Volatility
GLDA.DE vs. AUM5.DE - Volatility Comparison
Amundi Physical Gold ETC (C) (GLDA.DE) has a higher volatility of 5.98% compared to Amundi S&P 500 UCITS ETF EUR (AUM5.DE) at 3.82%. This indicates that GLDA.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
| GLDA.DE | AUM5.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.98% | 3.82% | +2.16% |
Volatility (6M)Calculated over the trailing 6-month period | 18.06% | 8.11% | +9.95% |
Volatility (1Y)Calculated over the trailing 1-year period | 24.75% | 11.35% | +13.40% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.54% | 15.24% | +1.30% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.13% | 16.10% | +0.03% |
GLDA.DE vs. AUM5.DE - Expense Ratio Comparison
GLDA.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
GLDA.DE vs. AUM5.DE - Dividend Comparison
Neither GLDA.DE nor AUM5.DE has paid dividends to shareholders.
Frequently Asked Questions
GLDA.DE and AUM5.DE have a correlation of 0.26, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, GLDA.DE is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.
GLDA.DE is cheaper with a 0.12% expense ratio, compared with 0.15% for AUM5.DE.
GLDA.DE is categorized as Gold, while AUM5.DE is S&P 500. GLDA.DE tracks Gold, while AUM5.DE tracks S&P 500 Index. Their fees differ too: 0.12% for GLDA.DE and 0.15% for AUM5.DE.
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