KLMH.DE vs. AUM5.DE
KLMH.DE (Amundi Global Aggregate Green Bond UCITS ETF EUR Hedged (Acc)) and AUM5.DE (Amundi S&P 500 UCITS ETF EUR) are both exchange-traded funds - KLMH.DE is a Global Bonds fund tracking the Solactive Green Bond Index (EUR Hedged), while AUM5.DE is a S&P 500 fund tracking the S&P 500 Index. Both are passively managed. Over the past 5 years, KLMH.DE returned -2.43%/yr vs 13.81%/yr for AUM5.DE. At a 0.07 correlation, their price movements are largely independent. KLMH.DE charges 0.30%/yr vs 0.15%/yr for AUM5.DE.
Performance
KLMH.DE vs. AUM5.DE - Performance Comparison
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Returns By Period
In the year-to-date period, KLMH.DE achieves a 0.95% return, which is significantly lower than AUM5.DE's 12.24% return.
KLMH.DE
- 1D
- -0.08%
- 1M
- 0.78%
- 6M
- 0.91%
- YTD
- 0.95%
- 1Y
- 1.19%
- 3Y*
- 3.09%
- 5Y*
- -2.43%
- 10Y*
- —
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%
KLMH.DE vs. AUM5.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
KLMH.DE Amundi Global Aggregate Green Bond UCITS ETF EUR Hedged (Acc) | 0.95% | 1.14% | 1.55% | 7.19% | -19.81% | -3.83% | 4.75% | 7.54% | -0.94% | -0.44% |
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% | 3.26% |
Correlation
The correlation between KLMH.DE and AUM5.DE is 0.19, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.19 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.17 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.13 |
Correlation (All Time) Calculated using the full available price history since Jun 21, 2017 | 0.07 |
The correlation between KLMH.DE and AUM5.DE shifts across timeframes, from 0.07 (all time) to 0.19 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
KLMH.DE vs. AUM5.DE — Risk / Return Rank
KLMH.DE
AUM5.DE
KLMH.DE vs. AUM5.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Amundi Global Aggregate Green Bond UCITS ETF EUR Hedged (Acc) (KLMH.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.
| KLMH.DE | AUM5.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.79 | ||
| Sortino ratioReturn per unit of downside risk | -2.40 | ||
| Omega ratioGain probability vs. loss probability | 1.04 | 1.37 | -0.33 |
| Calmar ratioReturn relative to maximum drawdown | 0.37 | 3.35 | -2.97 |
| Martin ratioReturn relative to average drawdown | 0.96 | 11.77 | -10.81 |
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Drawdowns
KLMH.DE vs. AUM5.DE - Drawdown Comparison
The maximum KLMH.DE drawdown since its inception was -24.67%, smaller than the maximum AUM5.DE drawdown of -33.65%. Use the drawdown chart below to compare losses from any high point for KLMH.DE and AUM5.DE.
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Drawdown Indicators
| KLMH.DE | AUM5.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -24.67% | -33.65% | +8.98% |
Max Drawdown (1Y)Largest decline over 1 year | -3.18% | -7.18% | +4.00% |
Max Drawdown (3Y)Largest decline over 3 years | -3.80% | -23.30% | +19.50% |
Max Drawdown (5Y)Largest decline over 5 years | -23.60% | -23.30% | -0.30% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.65% | — |
Current DrawdownCurrent decline from peak | -14.52% | -0.65% | -13.87% |
Average DrawdownAverage peak-to-trough decline | -9.59% | -3.98% | -5.61% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.23% | 2.04% | -0.81% |
Volatility
KLMH.DE vs. AUM5.DE - Volatility Comparison
The current volatility for Amundi Global Aggregate Green Bond UCITS ETF EUR Hedged (Acc) (KLMH.DE) is 1.11%, while Amundi S&P 500 UCITS ETF EUR (AUM5.DE) has a volatility of 3.66%. This indicates that KLMH.DE experiences smaller price fluctuations and is considered to be less risky 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
| KLMH.DE | AUM5.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.11% | 3.66% | -2.55% |
Volatility (6M)Calculated over the trailing 6-month period | 4.04% | 7.97% | -3.93% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.98% | 11.89% | -6.91% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.18% | 15.22% | -9.04% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.46% | 16.08% | -10.62% |
KLMH.DE vs. AUM5.DE - Expense Ratio Comparison
KLMH.DE has a 0.30% expense ratio, which is higher than AUM5.DE's 0.15% expense ratio.
Dividends
KLMH.DE vs. AUM5.DE - Dividend Comparison
Neither KLMH.DE nor AUM5.DE has paid dividends to shareholders.
Frequently Asked Questions
KLMH.DE and AUM5.DE have a correlation of 0.19, 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 KLMH.DE.
KLMH.DE is categorized as Global Bonds, while AUM5.DE is S&P 500. KLMH.DE tracks Solactive Green Bond Index (EUR Hedged), while AUM5.DE tracks S&P 500 Index. Their fees differ too: 0.30% for KLMH.DE and 0.15% for AUM5.DE.
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