LDAX.DE vs. AUM5.DE
LDAX.DE (Amundi Dax III UCITS ETF Dist) and AUM5.DE (Amundi S&P 500 UCITS ETF EUR) are both exchange-traded funds - LDAX.DE is a Europe Equities fund tracking the DAX®, while AUM5.DE is a S&P 500 fund tracking the S&P 500 Index. Both are passively managed. Over the past 5 years, LDAX.DE returned 9.29%/yr vs 13.57%/yr for AUM5.DE. A 0.62 correlation means they provide meaningful diversification when combined. Both charge a 0.15% expense ratio.
Performance
LDAX.DE vs. AUM5.DE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, LDAX.DE achieves a 1.18% return, which is significantly lower than AUM5.DE's 11.79% return.
LDAX.DE
- 1D
- 0.00%
- 1M
- -0.09%
- 6M
- -1.89%
- YTD
- 1.18%
- 1Y
- 1.71%
- 3Y*
- 15.01%
- 5Y*
- 9.29%
- 10Y*
- —
AUM5.DE
- 1D
- -1.25%
- 1M
- 0.79%
- 6M
- 9.45%
- YTD
- 11.79%
- 1Y
- 21.52%
- 3Y*
- 18.71%
- 5Y*
- 13.57%
- 10Y*
- 14.48%
LDAX.DE vs. AUM5.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
LDAX.DE Amundi Dax III UCITS ETF Dist | 1.18% | 22.70% | 18.08% | 19.61% | -12.89% | 15.29% | 8.40% |
AUM5.DE Amundi S&P 500 UCITS ETF EUR | 11.79% | 4.80% | 32.40% | 22.65% | -14.14% | 40.97% | 10.41% |
Correlation
The correlation between LDAX.DE and AUM5.DE is 0.59, 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 | 0.59 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.53 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.61 |
Correlation (All Time) Calculated using the full available price history since Jul 15, 2020 | 0.62 |
The correlation between LDAX.DE and AUM5.DE has been stable across timeframes, ranging from 0.53 to 0.62 - a consistent structural relationship.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
LDAX.DE vs. AUM5.DE — Risk / Return Rank
LDAX.DE
AUM5.DE
LDAX.DE vs. AUM5.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Amundi Dax III UCITS ETF Dist (LDAX.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.
| LDAX.DE | AUM5.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.75 | ||
| Sortino ratioReturn per unit of downside risk | -2.28 | ||
| Omega ratioGain probability vs. loss probability | 1.03 | 1.34 | -0.31 |
| Calmar ratioReturn relative to maximum drawdown | 0.14 | 2.98 | -2.85 |
| Martin ratioReturn relative to average drawdown | 0.44 | 10.50 | -10.07 |
Loading charts...
Drawdowns
LDAX.DE vs. AUM5.DE - Drawdown Comparison
The maximum LDAX.DE drawdown since its inception was -26.68%, smaller than the maximum AUM5.DE drawdown of -33.65%. Use the drawdown chart below to compare losses from any high point for LDAX.DE and AUM5.DE.
Loading charts...
Drawdown Indicators
| LDAX.DE | AUM5.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -26.68% | -33.65% | +6.97% |
Max Drawdown (1Y)Largest decline over 1 year | -12.36% | -7.18% | -5.18% |
Max Drawdown (3Y)Largest decline over 3 years | -15.92% | -23.30% | +7.38% |
Max Drawdown (5Y)Largest decline over 5 years | -26.68% | -23.30% | -3.38% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.65% | — |
Current DrawdownCurrent decline from peak | -3.53% | -1.35% | -2.18% |
Average DrawdownAverage peak-to-trough decline | -4.79% | -3.97% | -0.82% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.93% | 2.04% | +1.89% |
Volatility
LDAX.DE vs. AUM5.DE - Volatility Comparison
Amundi Dax III UCITS ETF Dist (LDAX.DE) has a higher volatility of 4.62% compared to Amundi S&P 500 UCITS ETF EUR (AUM5.DE) at 3.01%. This indicates that LDAX.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.
Loading charts...
Volatility by Period
| LDAX.DE | AUM5.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.62% | 3.01% | +1.61% |
Volatility (6M)Calculated over the trailing 6-month period | 13.61% | 7.89% | +5.72% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.26% | 11.77% | +4.49% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.23% | 15.22% | +2.01% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.36% | 16.08% | +1.28% |
LDAX.DE vs. AUM5.DE - Expense Ratio Comparison
Both LDAX.DE and AUM5.DE have an expense ratio of 0.15%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Dividends
LDAX.DE vs. AUM5.DE - Dividend Comparison
LDAX.DE's dividend yield for the trailing twelve months is around 1.93%, while AUM5.DE has not 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% |
LDAX.DE Amundi Dax III UCITS ETF Dist | 1.93% | 1.95% | 2.31% | 2.73% | 3.32% | 2.73% | 0.39% |
Frequently Asked Questions
LDAX.DE and AUM5.DE have a correlation of 0.59, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Both ETFs have the same 0.15% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.
LDAX.DE and AUM5.DE have the same expense ratio: 0.15% per year.
LDAX.DE is categorized as Europe Equities, while AUM5.DE is S&P 500. LDAX.DE tracks DAX®, while AUM5.DE tracks S&P 500 Index.
Find the right allocation for LDAX.DE and AUM5.DE
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer