LKOR.DE vs. AUM5.DE
LKOR.DE (Amundi MSCI Korea UCITS ETF Acc) and AUM5.DE (Amundi S&P 500 UCITS ETF EUR) are both exchange-traded funds - LKOR.DE is a Asia Pacific Equities fund tracking the MSCI Korea 20/35, while AUM5.DE is a S&P 500 fund tracking the S&P 500 Index. Both are passively managed. Over the past 10 years, LKOR.DE returned 16.69%/yr vs 15.11%/yr for AUM5.DE. A 0.55 correlation means they provide meaningful diversification when combined. LKOR.DE charges 0.45%/yr vs 0.15%/yr for AUM5.DE.
Performance
LKOR.DE vs. AUM5.DE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, LKOR.DE achieves a 108.92% return, which is significantly higher than AUM5.DE's 11.38% return. Over the past 10 years, LKOR.DE has outperformed AUM5.DE with an annualized return of 16.69%, while AUM5.DE has yielded a comparatively lower 15.11% annualized return.
LKOR.DE
- 1D
- -5.01%
- 1M
- 16.76%
- YTD
- 108.92%
- 6M
- 128.25%
- 1Y
- 228.86%
- 3Y*
- 45.45%
- 5Y*
- 19.86%
- 10Y*
- 16.69%
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%
LKOR.DE vs. AUM5.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
LKOR.DE Amundi MSCI Korea UCITS ETF Acc | 108.92% | 77.71% | -17.75% | 15.66% | -23.88% | -0.89% | 29.98% | 14.67% | -18.27% | 28.10% |
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 LKOR.DE and AUM5.DE is 0.54, 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 | 0.54 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.50 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.49 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.54 |
Correlation (All Time) Calculated using the full available price history since Sep 15, 2010 | 0.55 |
The correlation between LKOR.DE and AUM5.DE has been stable across timeframes, ranging from 0.49 to 0.55 - 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
LKOR.DE vs. AUM5.DE — Risk / Return Rank
LKOR.DE
AUM5.DE
LKOR.DE vs. AUM5.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Amundi MSCI Korea UCITS ETF Acc (LKOR.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.
| LKOR.DE | AUM5.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +3.80 | ||
| Sortino ratioReturn per unit of downside risk | +2.55 | ||
| Omega ratioGain probability vs. loss probability | 1.79 | 1.41 | +0.38 |
| Calmar ratioReturn relative to maximum drawdown | 10.81 | 3.57 | +7.24 |
| Martin ratioReturn relative to average drawdown | 39.60 | 12.74 | +26.86 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| LKOR.DE | AUM5.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 6.00 | 2.20 | +3.80 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.76 | 0.97 | -0.20 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.67 | 0.93 | -0.27 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.35 | 0.96 | -0.62 |
Drawdowns
LKOR.DE vs. AUM5.DE - Drawdown Comparison
The maximum LKOR.DE drawdown since its inception was -68.29%, 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 LKOR.DE and AUM5.DE.
Loading charts...
Drawdown Indicators
| LKOR.DE | AUM5.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -68.29% | -33.66% | -34.63% |
Max Drawdown (1Y)Largest decline over 1 year | -21.02% | -7.15% | -13.87% |
Max Drawdown (3Y)Largest decline over 3 years | -30.36% | -23.30% | -7.06% |
Max Drawdown (5Y)Largest decline over 5 years | -41.19% | -23.30% | -17.89% |
Max Drawdown (10Y)Largest decline over 10 years | -41.81% | -33.66% | -8.15% |
Current DrawdownCurrent decline from peak | -5.31% | -0.46% | -4.85% |
Average DrawdownAverage peak-to-trough decline | -17.52% | -4.00% | -13.52% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.75% | 2.01% | +3.74% |
Volatility
LKOR.DE vs. AUM5.DE - Volatility Comparison
Amundi MSCI Korea UCITS ETF Acc (LKOR.DE) has a higher volatility of 17.02% compared to Amundi S&P 500 UCITS ETF EUR (AUM5.DE) at 2.63%. This indicates that LKOR.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
| LKOR.DE | AUM5.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 17.02% | 2.63% | +14.39% |
Volatility (6M)Calculated over the trailing 6-month period | 33.05% | 7.61% | +25.44% |
Volatility (1Y)Calculated over the trailing 1-year period | 37.93% | 11.64% | +26.29% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 25.70% | 15.19% | +10.51% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.86% | 16.07% | +8.79% |
LKOR.DE vs. AUM5.DE - Expense Ratio Comparison
LKOR.DE has a 0.45% expense ratio, which is higher than AUM5.DE's 0.15% expense ratio.
Dividends
LKOR.DE vs. AUM5.DE - Dividend Comparison
Neither LKOR.DE nor AUM5.DE has paid dividends to shareholders.
Frequently Asked Questions
LKOR.DE and AUM5.DE have a correlation of 0.54, 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 LKOR.DE.
LKOR.DE is categorized as Asia Pacific Equities, while AUM5.DE is S&P 500. LKOR.DE tracks MSCI Korea 20/35, while AUM5.DE tracks S&P 500 Index. Their fees differ too: 0.45% for LKOR.DE and 0.15% for AUM5.DE.
Find the right allocation for LKOR.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