H1D5.DE vs. 6TVM.DE
H1D5.DE (Amundi S&P 500 Swap UCITS ETF EUR Hedged (Acc)) and 6TVM.DE (Amundi Core S&P 500 Swap UCITS ETF USD Dist) are both S&P 500 funds from Amundi - H1D5.DE tracks the S&P 500 Index (EUR Hedged) while 6TVM.DE tracks the S&P 500 Index. Both are passively managed. Over the past 5 years, H1D5.DE returned 10.07%/yr vs 13.65%/yr for 6TVM.DE. Their correlation of 0.86 suggests significant overlap in exposure. H1D5.DE charges 0.28%/yr vs 0.05%/yr for 6TVM.DE.
Performance
H1D5.DE vs. 6TVM.DE - Performance Comparison
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Returns By Period
In the year-to-date period, H1D5.DE achieves a 7.28% return, which is significantly lower than 6TVM.DE's 11.85% return.
H1D5.DE
- 1D
- -1.25%
- 1M
- -0.69%
- 6M
- 6.60%
- YTD
- 7.28%
- 1Y
- 16.97%
- 3Y*
- 16.78%
- 5Y*
- 10.07%
- 10Y*
- 12.23%
6TVM.DE
- 1D
- -1.22%
- 1M
- 0.79%
- 6M
- 9.42%
- YTD
- 11.85%
- 1Y
- 21.71%
- 3Y*
- 18.81%
- 5Y*
- 13.65%
- 10Y*
- —
H1D5.DE vs. 6TVM.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
H1D5.DE Amundi S&P 500 Swap UCITS ETF EUR Hedged (Acc) | 7.28% | 15.23% | 22.75% | 23.18% | -21.57% | 28.78% | 7.50% |
6TVM.DE Amundi Core S&P 500 Swap UCITS ETF USD Dist | 11.85% | 4.87% | 32.69% | 22.58% | -14.12% | 41.00% | 4.69% |
Correlation
The correlation between H1D5.DE and 6TVM.DE is 0.84, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.84 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.82 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.85 |
Correlation (All Time) Calculated using the full available price history since Sep 4, 2020 | 0.86 |
The correlation between H1D5.DE and 6TVM.DE has been stable across timeframes, ranging from 0.82 to 0.86 - a consistent structural relationship.
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Return for Risk
H1D5.DE vs. 6TVM.DE — Risk / Return Rank
H1D5.DE
6TVM.DE
H1D5.DE vs. 6TVM.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Amundi S&P 500 Swap UCITS ETF EUR Hedged (Acc) (H1D5.DE) and Amundi Core S&P 500 Swap UCITS ETF USD Dist (6TVM.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.
| H1D5.DE | 6TVM.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.45 | ||
| Sortino ratioReturn per unit of downside risk | -0.43 | ||
| Omega ratioGain probability vs. loss probability | 1.25 | 1.34 | -0.09 |
| Calmar ratioReturn relative to maximum drawdown | 1.95 | 3.04 | -1.09 |
| Martin ratioReturn relative to average drawdown | 7.79 | 10.73 | -2.94 |
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Drawdowns
H1D5.DE vs. 6TVM.DE - Drawdown Comparison
The maximum H1D5.DE drawdown since its inception was -33.97%, which is greater than 6TVM.DE's maximum drawdown of -23.37%. Use the drawdown chart below to compare losses from any high point for H1D5.DE and 6TVM.DE.
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Drawdown Indicators
| H1D5.DE | 6TVM.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.97% | -23.37% | -10.60% |
Max Drawdown (1Y)Largest decline over 1 year | -8.66% | -7.10% | -1.56% |
Max Drawdown (3Y)Largest decline over 3 years | -18.36% | -23.37% | +5.01% |
Max Drawdown (5Y)Largest decline over 5 years | -25.97% | -23.37% | -2.60% |
Max Drawdown (10Y)Largest decline over 10 years | -33.97% | — | — |
Current DrawdownCurrent decline from peak | -2.03% | -1.35% | -0.68% |
Average DrawdownAverage peak-to-trough decline | -4.17% | -3.98% | -0.19% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.18% | 2.02% | +0.16% |
Volatility
H1D5.DE vs. 6TVM.DE - Volatility Comparison
Amundi S&P 500 Swap UCITS ETF EUR Hedged (Acc) (H1D5.DE) and Amundi Core S&P 500 Swap UCITS ETF USD Dist (6TVM.DE) have volatilities of 3.00% and 3.03%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| H1D5.DE | 6TVM.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.00% | 3.03% | -0.03% |
Volatility (6M)Calculated over the trailing 6-month period | 9.26% | 7.85% | +1.41% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.14% | 11.87% | +0.27% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.04% | 15.27% | +0.77% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.12% | 15.18% | +0.94% |
H1D5.DE vs. 6TVM.DE - Expense Ratio Comparison
H1D5.DE has a 0.28% expense ratio, which is higher than 6TVM.DE's 0.05% expense ratio.
Dividends
H1D5.DE vs. 6TVM.DE - Dividend Comparison
H1D5.DE has not paid dividends to shareholders, while 6TVM.DE's dividend yield for the trailing twelve months is around 0.89%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 |
|---|---|---|---|---|---|---|---|
6TVM.DE Amundi Core S&P 500 Swap UCITS ETF USD Dist | 0.89% | 1.00% | 1.28% | 1.03% | 2.12% | 1.08% | 0.61% |
H1D5.DE Amundi S&P 500 Swap UCITS ETF EUR Hedged (Acc) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
H1D5.DE and 6TVM.DE have a correlation of 0.84, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, 6TVM.DE is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.
6TVM.DE is cheaper with a 0.05% expense ratio, compared with 0.28% for H1D5.DE.
H1D5.DE tracks S&P 500 Index (EUR Hedged), while 6TVM.DE tracks S&P 500 Index. Their fees differ too: 0.28% for H1D5.DE and 0.05% for 6TVM.DE.
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