INDU.DE vs. AUM5.DE
INDU.DE (Lyxor STOXX Europe 600 Industrial Goods & Services UCITS ETF Dist) and AUM5.DE (Amundi S&P 500 UCITS ETF EUR) are both exchange-traded funds - INDU.DE is a Industrials Equities fund tracking the STOXX® Europe 600 Industrial Goods & Services, while AUM5.DE is a S&P 500 fund tracking the S&P 500 Index. Both are passively managed. Over the past 10 years, INDU.DE returned 11.95%/yr vs 15.11%/yr for AUM5.DE. A 0.65 correlation means they provide meaningful diversification when combined. INDU.DE charges 0.30%/yr vs 0.15%/yr for AUM5.DE.
Performance
INDU.DE vs. AUM5.DE - Performance Comparison
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Returns By Period
In the year-to-date period, INDU.DE achieves a 7.12% return, which is significantly lower than AUM5.DE's 11.38% return. Over the past 10 years, INDU.DE has underperformed AUM5.DE with an annualized return of 11.95%, while AUM5.DE has yielded a comparatively higher 15.11% annualized return.
INDU.DE
- 1D
- 0.52%
- 1M
- 2.01%
- YTD
- 7.12%
- 6M
- 9.36%
- 1Y
- 13.18%
- 3Y*
- 17.43%
- 5Y*
- 10.99%
- 10Y*
- 11.95%
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%
INDU.DE vs. AUM5.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
INDU.DE Lyxor STOXX Europe 600 Industrial Goods & Services UCITS ETF Dist | 7.12% | 23.70% | 14.73% | 23.09% | -18.53% | 27.51% | 5.83% | 37.09% | -14.02% | 17.04% |
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 INDU.DE and AUM5.DE is 0.60, 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 | 0.60 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.57 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.64 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.66 |
Correlation (All Time) Calculated using the full available price history since Sep 15, 2010 | 0.65 |
The correlation between INDU.DE and AUM5.DE has been stable across timeframes, ranging from 0.57 to 0.66 - a consistent structural relationship.
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Return for Risk
INDU.DE vs. AUM5.DE — Risk / Return Rank
INDU.DE
AUM5.DE
INDU.DE vs. AUM5.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Lyxor STOXX Europe 600 Industrial Goods & Services UCITS ETF Dist (INDU.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.
| INDU.DE | AUM5.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.55 | ||
| Sortino ratioReturn per unit of downside risk | -1.92 | ||
| Omega ratioGain probability vs. loss probability | 1.13 | 1.41 | -0.28 |
| Calmar ratioReturn relative to maximum drawdown | 1.00 | 3.57 | -2.57 |
| Martin ratioReturn relative to average drawdown | 3.46 | 12.74 | -9.28 |
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
| INDU.DE | AUM5.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.65 | 2.20 | -1.55 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.55 | 0.97 | -0.41 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.61 | 0.93 | -0.33 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.65 | 0.96 | -0.31 |
Drawdowns
INDU.DE vs. AUM5.DE - Drawdown Comparison
The maximum INDU.DE drawdown since its inception was -42.05%, 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 INDU.DE and AUM5.DE.
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Drawdown Indicators
| INDU.DE | AUM5.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -42.05% | -33.66% | -8.39% |
Max Drawdown (1Y)Largest decline over 1 year | -13.10% | -7.15% | -5.95% |
Max Drawdown (3Y)Largest decline over 3 years | -18.84% | -23.30% | +4.46% |
Max Drawdown (5Y)Largest decline over 5 years | -30.87% | -23.30% | -7.57% |
Max Drawdown (10Y)Largest decline over 10 years | -42.05% | -33.66% | -8.39% |
Current DrawdownCurrent decline from peak | -2.42% | -0.46% | -1.96% |
Average DrawdownAverage peak-to-trough decline | -6.41% | -4.00% | -2.41% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.80% | 2.01% | +1.79% |
Volatility
INDU.DE vs. AUM5.DE - Volatility Comparison
Lyxor STOXX Europe 600 Industrial Goods & Services UCITS ETF Dist (INDU.DE) has a higher volatility of 6.52% compared to Amundi S&P 500 UCITS ETF EUR (AUM5.DE) at 2.63%. This indicates that INDU.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
| INDU.DE | AUM5.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.52% | 2.63% | +3.89% |
Volatility (6M)Calculated over the trailing 6-month period | 16.88% | 7.61% | +9.27% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.22% | 11.64% | +8.58% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.64% | 15.19% | +4.45% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.93% | 16.07% | +3.86% |
INDU.DE vs. AUM5.DE - Expense Ratio Comparison
INDU.DE has a 0.30% expense ratio, which is higher than AUM5.DE's 0.15% expense ratio.
Dividends
INDU.DE vs. AUM5.DE - Dividend Comparison
INDU.DE's dividend yield for the trailing twelve months is around 1.53%, while AUM5.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
AUM5.DE Amundi S&P 500 UCITS ETF EUR | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
INDU.DE Lyxor STOXX Europe 600 Industrial Goods & Services UCITS ETF Dist | 1.53% | 1.64% | 1.80% | 1.56% | 2.56% | 1.18% | 1.37% | 1.79% | 2.34% | 0.15% |
Frequently Asked Questions
INDU.DE and AUM5.DE have a correlation of 0.60, 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 INDU.DE.
INDU.DE is categorized as Industrials Equities, while AUM5.DE is S&P 500. INDU.DE tracks STOXX® Europe 600 Industrial Goods & Services, while AUM5.DE tracks S&P 500 Index. Their fees differ too: 0.30% for INDU.DE and 0.15% for AUM5.DE.
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