IBC0.DE vs. AUM5.DE
IBC0.DE (iShares Edge MSCI Europe Multifactor UCITS ETF) and AUM5.DE (Amundi S&P 500 UCITS ETF EUR) are both exchange-traded funds - IBC0.DE is a Europe Equities fund tracking the MSCI Europe Diversified Multiple-Factor, while AUM5.DE is a S&P 500 fund tracking the S&P 500 Index. Both are passively managed. Over the past 10 years, IBC0.DE returned 9.77%/yr vs 15.11%/yr for AUM5.DE. A 0.63 correlation means they provide meaningful diversification when combined. IBC0.DE charges 0.45%/yr vs 0.15%/yr for AUM5.DE.
Performance
IBC0.DE vs. AUM5.DE - Performance Comparison
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Returns By Period
In the year-to-date period, IBC0.DE achieves a 9.99% return, which is significantly lower than AUM5.DE's 11.38% return. Over the past 10 years, IBC0.DE has underperformed AUM5.DE with an annualized return of 9.77%, while AUM5.DE has yielded a comparatively higher 15.11% annualized return.
IBC0.DE
- 1D
- 0.63%
- 1M
- 0.47%
- YTD
- 9.99%
- 6M
- 13.20%
- 1Y
- 19.89%
- 3Y*
- 18.33%
- 5Y*
- 10.54%
- 10Y*
- 9.77%
AUM5.DE
- 1D
- -0.16%
- 1M
- 4.40%
- YTD
- 11.38%
- 6M
- 10.89%
- 1Y
- 25.63%
- 3Y*
- 18.95%
- 5Y*
- 14.88%
- 10Y*
- 15.11%
IBC0.DE vs. AUM5.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IBC0.DE iShares Edge MSCI Europe Multifactor UCITS ETF | 9.99% | 21.49% | 14.29% | 19.19% | -15.94% | 26.76% | -0.55% | 26.28% | -11.58% | 12.21% |
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 IBC0.DE and AUM5.DE is 0.56, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.56 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.52 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.61 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.65 |
Correlation (All Time) Calculated using the full available price history since Sep 14, 2015 | 0.63 |
The correlation between IBC0.DE and AUM5.DE shifts across timeframes, from 0.52 (3 years) to 0.65 (10 years), reflecting how their relationship changes across market environments.
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Return for Risk
IBC0.DE vs. AUM5.DE — Risk / Return Rank
IBC0.DE
AUM5.DE
IBC0.DE vs. AUM5.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Edge MSCI Europe Multifactor UCITS ETF (IBC0.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.
| IBC0.DE | AUM5.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.60 | ||
| Sortino ratioReturn per unit of downside risk | -0.68 | ||
| Omega ratioGain probability vs. loss probability | 1.30 | 1.41 | -0.11 |
| Calmar ratioReturn relative to maximum drawdown | 2.56 | 3.57 | -1.01 |
| Martin ratioReturn relative to average drawdown | 9.54 | 12.74 | -3.21 |
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
| IBC0.DE | AUM5.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.59 | 2.20 | -0.60 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.71 | 0.97 | -0.26 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.61 | 0.93 | -0.32 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.58 | 0.96 | -0.38 |
Drawdowns
IBC0.DE vs. AUM5.DE - Drawdown Comparison
The maximum IBC0.DE drawdown since its inception was -37.22%, 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 IBC0.DE and AUM5.DE.
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Drawdown Indicators
| IBC0.DE | AUM5.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.22% | -33.66% | -3.56% |
Max Drawdown (1Y)Largest decline over 1 year | -7.87% | -7.15% | -0.72% |
Max Drawdown (3Y)Largest decline over 3 years | -15.28% | -23.30% | +8.02% |
Max Drawdown (5Y)Largest decline over 5 years | -24.64% | -23.30% | -1.34% |
Max Drawdown (10Y)Largest decline over 10 years | -37.22% | -33.66% | -3.56% |
Current DrawdownCurrent decline from peak | -1.53% | -0.46% | -1.07% |
Average DrawdownAverage peak-to-trough decline | -5.79% | -4.00% | -1.79% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.12% | 2.01% | +0.11% |
Volatility
IBC0.DE vs. AUM5.DE - Volatility Comparison
iShares Edge MSCI Europe Multifactor UCITS ETF (IBC0.DE) has a higher volatility of 4.25% compared to Amundi S&P 500 UCITS ETF EUR (AUM5.DE) at 2.63%. This indicates that IBC0.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
| IBC0.DE | AUM5.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.25% | 2.63% | +1.62% |
Volatility (6M)Calculated over the trailing 6-month period | 10.49% | 7.61% | +2.88% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.68% | 11.64% | +1.04% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.81% | 15.19% | -0.38% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.32% | 16.07% | +0.25% |
IBC0.DE vs. AUM5.DE - Expense Ratio Comparison
IBC0.DE has a 0.45% expense ratio, which is higher than AUM5.DE's 0.15% expense ratio.
Dividends
IBC0.DE vs. AUM5.DE - Dividend Comparison
Neither IBC0.DE nor AUM5.DE has paid dividends to shareholders.
Frequently Asked Questions
IBC0.DE and AUM5.DE have a correlation of 0.56, 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 0.45% for IBC0.DE.
IBC0.DE is categorized as Europe Equities, while AUM5.DE is S&P 500. IBC0.DE tracks MSCI Europe Diversified Multiple-Factor, while AUM5.DE tracks S&P 500 Index. They also come from different issuers: iShares and Amundi. Their fees differ too: 0.45% for IBC0.DE and 0.15% for AUM5.DE.
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