GLUX.DE vs. AUM5.DE
GLUX.DE (Amundi S&P Global Luxury UCITS ETF EUR) and AUM5.DE (Amundi S&P 500 UCITS ETF EUR) are both exchange-traded funds - GLUX.DE is a Consumer Staples Equities fund tracking the S&P Global Luxury, while AUM5.DE is a S&P 500 fund tracking the S&P 500 Index. Both are passively managed. Over the past 10 years, GLUX.DE returned 9.44%/yr vs 15.11%/yr for AUM5.DE. A 0.68 correlation means they provide meaningful diversification when combined. GLUX.DE charges 0.25%/yr vs 0.15%/yr for AUM5.DE.
Performance
GLUX.DE vs. AUM5.DE - Performance Comparison
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Returns By Period
In the year-to-date period, GLUX.DE achieves a -7.03% return, which is significantly lower than AUM5.DE's 11.38% return. Over the past 10 years, GLUX.DE has underperformed AUM5.DE with an annualized return of 9.44%, while AUM5.DE has yielded a comparatively higher 15.11% annualized return.
GLUX.DE
- 1D
- -0.12%
- 1M
- 4.80%
- YTD
- -7.03%
- 6M
- -6.01%
- 1Y
- 2.52%
- 3Y*
- -0.97%
- 5Y*
- 0.25%
- 10Y*
- 9.44%
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%
GLUX.DE vs. AUM5.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
GLUX.DE Amundi S&P Global Luxury UCITS ETF EUR | -7.03% | 2.34% | 4.43% | 11.98% | -19.34% | 32.41% | 23.80% | 33.53% | -9.13% | 22.10% |
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 GLUX.DE and AUM5.DE is 0.50, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.50 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.55 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.65 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.71 |
Correlation (All Time) Calculated using the full available price history since Sep 15, 2010 | 0.68 |
The correlation between GLUX.DE and AUM5.DE shifts across timeframes, from 0.50 (1 year) to 0.71 (10 years), reflecting how their relationship changes across market environments.
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Return for Risk
GLUX.DE vs. AUM5.DE — Risk / Return Rank
GLUX.DE
AUM5.DE
GLUX.DE vs. AUM5.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Amundi S&P Global Luxury UCITS ETF EUR (GLUX.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.
| GLUX.DE | AUM5.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.07 | ||
| Sortino ratioReturn per unit of downside risk | -2.67 | ||
| Omega ratioGain probability vs. loss probability | 1.04 | 1.41 | -0.37 |
| Calmar ratioReturn relative to maximum drawdown | 0.16 | 3.57 | -3.42 |
| Martin ratioReturn relative to average drawdown | 0.39 | 12.74 | -12.36 |
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
| GLUX.DE | AUM5.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.13 | 2.20 | -2.07 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.01 | 0.97 | -0.96 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.45 | 0.93 | -0.49 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.44 | 0.96 | -0.53 |
Drawdowns
GLUX.DE vs. AUM5.DE - Drawdown Comparison
The maximum GLUX.DE drawdown since its inception was -43.20%, 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 GLUX.DE and AUM5.DE.
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Drawdown Indicators
| GLUX.DE | AUM5.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -43.20% | -33.66% | -9.54% |
Max Drawdown (1Y)Largest decline over 1 year | -16.00% | -7.15% | -8.85% |
Max Drawdown (3Y)Largest decline over 3 years | -27.94% | -23.30% | -4.64% |
Max Drawdown (5Y)Largest decline over 5 years | -30.52% | -23.30% | -7.22% |
Max Drawdown (10Y)Largest decline over 10 years | -43.20% | -33.66% | -9.54% |
Current DrawdownCurrent decline from peak | -14.70% | -0.46% | -14.24% |
Average DrawdownAverage peak-to-trough decline | -9.35% | -4.00% | -5.35% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.51% | 2.01% | +4.50% |
Volatility
GLUX.DE vs. AUM5.DE - Volatility Comparison
Amundi S&P Global Luxury UCITS ETF EUR (GLUX.DE) has a higher volatility of 5.55% compared to Amundi S&P 500 UCITS ETF EUR (AUM5.DE) at 2.63%. This indicates that GLUX.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
| GLUX.DE | AUM5.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.55% | 2.63% | +2.92% |
Volatility (6M)Calculated over the trailing 6-month period | 15.60% | 7.61% | +7.99% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.60% | 11.64% | +7.96% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.08% | 15.19% | +5.89% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.94% | 16.07% | +4.87% |
GLUX.DE vs. AUM5.DE - Expense Ratio Comparison
GLUX.DE has a 0.25% expense ratio, which is higher than AUM5.DE's 0.15% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
GLUX.DE vs. AUM5.DE - Dividend Comparison
Neither GLUX.DE nor AUM5.DE has paid dividends to shareholders.
Frequently Asked Questions
GLUX.DE and AUM5.DE have a correlation of 0.50, 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 0.25% for GLUX.DE.
GLUX.DE is categorized as Consumer Staples Equities, while AUM5.DE is S&P 500. GLUX.DE tracks S&P Global Luxury, while AUM5.DE tracks S&P 500 Index. Their fees differ too: 0.25% for GLUX.DE and 0.15% for AUM5.DE.
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