INDB.DE vs. AUM5.DE
INDB.DE (Lyxor STOXX Europe 600 Telecommunications UCITS ETF Dist) and AUM5.DE (Amundi S&P 500 UCITS ETF EUR) are both exchange-traded funds - INDB.DE is a Communications Equities fund tracking the STOXX® Europe 600 Telecommunications, while AUM5.DE is a S&P 500 fund tracking the S&P 500 Index. Both are passively managed. Over the past 10 years, INDB.DE returned 2.01%/yr vs 15.11%/yr for AUM5.DE. At a 0.29 correlation, their price movements are largely independent. INDB.DE charges 0.30%/yr vs 0.15%/yr for AUM5.DE.
Performance
INDB.DE vs. AUM5.DE - Performance Comparison
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Returns By Period
In the year-to-date period, INDB.DE achieves a 26.69% return, which is significantly higher than AUM5.DE's 11.38% return. Over the past 10 years, INDB.DE has underperformed AUM5.DE with an annualized return of 2.01%, while AUM5.DE has yielded a comparatively higher 15.11% annualized return.
INDB.DE
- 1D
- -1.85%
- 1M
- 2.74%
- YTD
- 26.69%
- 6M
- 25.53%
- 1Y
- 18.81%
- 3Y*
- 19.33%
- 5Y*
- 9.34%
- 10Y*
- 2.01%
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%
INDB.DE vs. AUM5.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
INDB.DE Lyxor STOXX Europe 600 Telecommunications UCITS ETF Dist | 26.69% | 11.71% | 20.74% | 6.80% | -14.00% | 13.94% | -16.87% | 1.83% | -12.92% | -0.72% |
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 INDB.DE and AUM5.DE is 0.15, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.15 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.13 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.22 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.28 |
Correlation (All Time) Calculated using the full available price history since Sep 15, 2010 | 0.29 |
The correlation between INDB.DE and AUM5.DE shifts across timeframes, from 0.13 (3 years) to 0.29 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
INDB.DE vs. AUM5.DE — Risk / Return Rank
INDB.DE
AUM5.DE
INDB.DE vs. AUM5.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Lyxor STOXX Europe 600 Telecommunications UCITS ETF Dist (INDB.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.
| INDB.DE | AUM5.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.97 | ||
| Sortino ratioReturn per unit of downside risk | -1.22 | ||
| Omega ratioGain probability vs. loss probability | 1.22 | 1.41 | -0.19 |
| Calmar ratioReturn relative to maximum drawdown | 1.85 | 3.57 | -1.72 |
| Martin ratioReturn relative to average drawdown | 4.41 | 12.74 | -8.33 |
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
| INDB.DE | AUM5.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.23 | 2.20 | -0.97 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.76 | 0.97 | -0.21 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.15 | 0.93 | -0.78 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.45 | 0.96 | -0.51 |
Drawdowns
INDB.DE vs. AUM5.DE - Drawdown Comparison
The maximum INDB.DE drawdown since its inception was -52.57%, 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 INDB.DE and AUM5.DE.
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Drawdown Indicators
| INDB.DE | AUM5.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -52.57% | -33.66% | -18.91% |
Max Drawdown (1Y)Largest decline over 1 year | -10.53% | -7.15% | -3.38% |
Max Drawdown (3Y)Largest decline over 3 years | -10.53% | -23.30% | +12.77% |
Max Drawdown (5Y)Largest decline over 5 years | -21.04% | -23.30% | +2.26% |
Max Drawdown (10Y)Largest decline over 10 years | -43.43% | -33.66% | -9.77% |
Current DrawdownCurrent decline from peak | -2.34% | -0.46% | -1.88% |
Average DrawdownAverage peak-to-trough decline | -21.63% | -4.00% | -17.63% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.11% | 2.01% | +2.10% |
Volatility
INDB.DE vs. AUM5.DE - Volatility Comparison
Lyxor STOXX Europe 600 Telecommunications UCITS ETF Dist (INDB.DE) has a higher volatility of 6.10% compared to Amundi S&P 500 UCITS ETF EUR (AUM5.DE) at 2.63%. This indicates that INDB.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
| INDB.DE | AUM5.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.10% | 2.63% | +3.47% |
Volatility (6M)Calculated over the trailing 6-month period | 13.02% | 7.61% | +5.41% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.93% | 11.64% | +4.29% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.19% | 15.19% | +2.00% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.83% | 16.07% | +4.76% |
INDB.DE vs. AUM5.DE - Expense Ratio Comparison
INDB.DE has a 0.30% expense ratio, which is higher than AUM5.DE's 0.15% expense ratio.
Dividends
INDB.DE vs. AUM5.DE - Dividend Comparison
Neither INDB.DE nor AUM5.DE has paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 |
|---|---|---|---|---|---|---|---|
AUM5.DE Amundi S&P 500 UCITS ETF EUR | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
INDB.DE Lyxor STOXX Europe 600 Telecommunications UCITS ETF Dist | 0.00% | 0.00% | 5.15% | 2.83% | 5.21% | 4.07% | 0.60% |
Frequently Asked Questions
INDB.DE and AUM5.DE have a correlation of 0.15, 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 0.30% for INDB.DE.
INDB.DE is categorized as Communications Equities, while AUM5.DE is S&P 500. INDB.DE tracks STOXX® Europe 600 Telecommunications, while AUM5.DE tracks S&P 500 Index. Their fees differ too: 0.30% for INDB.DE and 0.15% for AUM5.DE.
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