H1D5.DE vs. AUM5.DE
H1D5.DE (Amundi S&P 500 Swap UCITS ETF EUR Hedged (Acc)) and AUM5.DE (Amundi S&P 500 UCITS ETF EUR) are both S&P 500 funds from Amundi - H1D5.DE tracks the S&P 500 Index (EUR Hedged) while AUM5.DE tracks the S&P 500 Index. Both are passively managed. Over the past 10 years, H1D5.DE returned 12.69%/yr vs 15.03%/yr for AUM5.DE. Their correlation of 0.81 suggests significant overlap in exposure. H1D5.DE charges 0.28%/yr vs 0.15%/yr for AUM5.DE.
Performance
H1D5.DE vs. AUM5.DE - Performance Comparison
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Returns By Period
In the year-to-date period, H1D5.DE achieves a 7.77% return, which is significantly lower than AUM5.DE's 12.24% return. Over the past 10 years, H1D5.DE has underperformed AUM5.DE with an annualized return of 12.69%, while AUM5.DE has yielded a comparatively higher 15.03% annualized return.
H1D5.DE
- 1D
- 0.16%
- 1M
- -1.01%
- 6M
- 8.69%
- YTD
- 7.77%
- 1Y
- 17.66%
- 3Y*
- 17.64%
- 5Y*
- 10.23%
- 10Y*
- 12.69%
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%
H1D5.DE vs. AUM5.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
H1D5.DE Amundi S&P 500 Swap UCITS ETF EUR Hedged (Acc) | 7.77% | 15.23% | 22.75% | 23.18% | -21.57% | 28.78% | 15.86% | 27.46% | -8.35% | 19.09% |
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% | -1.01% | 6.83% |
Correlation
The correlation between H1D5.DE and AUM5.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 | 0.86 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.85 |
Correlation (All Time) Calculated using the full available price history since May 9, 2012 | 0.81 |
The correlation between H1D5.DE and AUM5.DE has been stable across timeframes, ranging from 0.81 to 0.86 - a consistent structural relationship.
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Return for Risk
H1D5.DE vs. AUM5.DE — Risk / Return Rank
H1D5.DE
AUM5.DE
H1D5.DE vs. AUM5.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 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.
| H1D5.DE | AUM5.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.57 | ||
| Sortino ratioReturn per unit of downside risk | -0.58 | ||
| Omega ratioGain probability vs. loss probability | 1.26 | 1.37 | -0.11 |
| Calmar ratioReturn relative to maximum drawdown | 2.03 | 3.35 | -1.31 |
| Martin ratioReturn relative to average drawdown | 8.17 | 11.77 | -3.60 |
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Drawdowns
H1D5.DE vs. AUM5.DE - Drawdown Comparison
The maximum H1D5.DE drawdown since its inception was -33.97%, roughly equal to the maximum AUM5.DE drawdown of -33.65%. Use the drawdown chart below to compare losses from any high point for H1D5.DE and AUM5.DE.
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Drawdown Indicators
| H1D5.DE | AUM5.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.97% | -33.65% | -0.32% |
Max Drawdown (1Y)Largest decline over 1 year | -8.66% | -7.18% | -1.48% |
Max Drawdown (3Y)Largest decline over 3 years | -18.36% | -23.30% | +4.94% |
Max Drawdown (5Y)Largest decline over 5 years | -25.97% | -23.30% | -2.67% |
Max Drawdown (10Y)Largest decline over 10 years | -33.97% | -33.65% | -0.32% |
Current DrawdownCurrent decline from peak | -1.58% | -0.65% | -0.93% |
Average DrawdownAverage peak-to-trough decline | -4.18% | -3.98% | -0.20% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.16% | 2.04% | +0.12% |
Volatility
H1D5.DE vs. AUM5.DE - Volatility Comparison
Amundi S&P 500 Swap UCITS ETF EUR Hedged (Acc) (H1D5.DE) has a higher volatility of 4.07% compared to Amundi S&P 500 UCITS ETF EUR (AUM5.DE) at 3.66%. This indicates that H1D5.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
| H1D5.DE | AUM5.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.07% | 3.66% | +0.41% |
Volatility (6M)Calculated over the trailing 6-month period | 9.25% | 7.97% | +1.28% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.08% | 11.89% | +0.19% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.03% | 15.22% | +0.81% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.12% | 16.08% | +0.04% |
H1D5.DE vs. AUM5.DE - Expense Ratio Comparison
H1D5.DE has a 0.28% expense ratio, which is higher than AUM5.DE's 0.15% expense ratio.
Dividends
H1D5.DE vs. AUM5.DE - Dividend Comparison
Neither H1D5.DE nor AUM5.DE has paid dividends to shareholders.
Frequently Asked Questions
H1D5.DE and AUM5.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, 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 0.28% for H1D5.DE.
H1D5.DE tracks S&P 500 Index (EUR Hedged), while AUM5.DE tracks S&P 500 Index. Their fees differ too: 0.28% for H1D5.DE and 0.15% for AUM5.DE.
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