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

Performance

GLUX.DE vs. AUM5.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Amundi S&P Global Luxury UCITS ETF EUR (GLUX.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, 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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
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

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

GLUX.DE
GLUX.DE Risk / Return Rank: 1111
Overall Rank
GLUX.DE Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
GLUX.DE Sortino Ratio Rank: 1111
Sortino Ratio Rank
GLUX.DE Omega Ratio Rank: 1111
Omega Ratio Rank
GLUX.DE Calmar Ratio Rank: 1111
Calmar Ratio Rank
GLUX.DE Martin Ratio Rank: 1111
Martin Ratio Rank

AUM5.DE
AUM5.DE Risk / Return Rank: 6969
Overall Rank
AUM5.DE Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
AUM5.DE Sortino Ratio Rank: 6666
Sortino Ratio Rank
AUM5.DE Omega Ratio Rank: 7070
Omega Ratio Rank
AUM5.DE Calmar Ratio Rank: 7272
Calmar Ratio Rank
AUM5.DE Martin Ratio Rank: 6969
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.

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.DEAUM5.DEDifference
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

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

The current GLUX.DE Sharpe Ratio is 0.13, which is lower than the AUM5.DE Sharpe Ratio of 2.20. The chart below compares the historical Sharpe Ratios of GLUX.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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Sharpe Ratios by Period


GLUX.DEAUM5.DEDifference

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.DEAUM5.DEDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-14.70%

-0.46%

-14.24%

Average Drawdown

Average peak-to-trough decline

-9.35%

-4.00%

-5.35%

Ulcer Index

Depth 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.DEAUM5.DEDifference

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.


Tickers have no history of dividend payments

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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