LMWE.DE vs. AUM5.DE
LMWE.DE (Lyxor FTSE EPRA/NAREIT Global Developed UCITS ETF Dist (EUR)) and AUM5.DE (Amundi S&P 500 UCITS ETF EUR) are both exchange-traded funds - LMWE.DE is a REIT fund tracking the FTSE EPRA/NAREIT Developed, while AUM5.DE is a S&P 500 fund tracking the S&P 500 Index. Both are passively managed. Over the past 10 years, LMWE.DE returned 2.38%/yr vs 15.11%/yr for AUM5.DE. A 0.53 correlation means they provide meaningful diversification when combined. LMWE.DE charges 0.45%/yr vs 0.15%/yr for AUM5.DE.
Performance
LMWE.DE vs. AUM5.DE - Performance Comparison
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Returns By Period
In the year-to-date period, LMWE.DE achieves a 7.51% return, which is significantly lower than AUM5.DE's 11.38% return. Over the past 10 years, LMWE.DE has underperformed AUM5.DE with an annualized return of 2.38%, while AUM5.DE has yielded a comparatively higher 15.11% annualized return.
LMWE.DE
- 1D
- -0.04%
- 1M
- -2.48%
- YTD
- 7.51%
- 6M
- 7.23%
- 1Y
- 9.11%
- 3Y*
- 4.39%
- 5Y*
- 0.78%
- 10Y*
- 2.38%
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%
LMWE.DE vs. AUM5.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
LMWE.DE Lyxor FTSE EPRA/NAREIT Global Developed UCITS ETF Dist (EUR) | 7.51% | -2.27% | 4.83% | 3.20% | -20.69% | 36.10% | -17.30% | 22.98% | -1.37% | -2.23% |
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 LMWE.DE and AUM5.DE is 0.38, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.38 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.43 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.55 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.57 |
Correlation (All Time) Calculated using the full available price history since Sep 15, 2010 | 0.53 |
The correlation between LMWE.DE and AUM5.DE shifts across timeframes, from 0.38 (1 year) to 0.57 (10 years), reflecting how their relationship changes across market environments.
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Return for Risk
LMWE.DE vs. AUM5.DE — Risk / Return Rank
LMWE.DE
AUM5.DE
LMWE.DE vs. AUM5.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Lyxor FTSE EPRA/NAREIT Global Developed UCITS ETF Dist (EUR) (LMWE.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.
| LMWE.DE | AUM5.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.34 | ||
| Sortino ratioReturn per unit of downside risk | -1.76 | ||
| Omega ratioGain probability vs. loss probability | 1.15 | 1.41 | -0.26 |
| Calmar ratioReturn relative to maximum drawdown | 1.24 | 3.57 | -2.33 |
| Martin ratioReturn relative to average drawdown | 3.96 | 12.74 | -8.78 |
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
| LMWE.DE | AUM5.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.86 | 2.20 | -1.34 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.05 | 0.97 | -0.91 |
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 | 0.41 | 0.96 | -0.55 |
Drawdowns
LMWE.DE vs. AUM5.DE - Drawdown Comparison
The maximum LMWE.DE drawdown since its inception was -42.37%, 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 LMWE.DE and AUM5.DE.
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Drawdown Indicators
| LMWE.DE | AUM5.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -42.37% | -33.66% | -8.71% |
Max Drawdown (1Y)Largest decline over 1 year | -7.88% | -7.15% | -0.73% |
Max Drawdown (3Y)Largest decline over 3 years | -20.47% | -23.30% | +2.83% |
Max Drawdown (5Y)Largest decline over 5 years | -30.69% | -23.30% | -7.39% |
Max Drawdown (10Y)Largest decline over 10 years | -42.37% | -33.66% | -8.71% |
Current DrawdownCurrent decline from peak | -11.34% | -0.46% | -10.88% |
Average DrawdownAverage peak-to-trough decline | -10.67% | -4.00% | -6.67% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.42% | 2.01% | +0.41% |
Volatility
LMWE.DE vs. AUM5.DE - Volatility Comparison
Lyxor FTSE EPRA/NAREIT Global Developed UCITS ETF Dist (EUR) (LMWE.DE) and Amundi S&P 500 UCITS ETF EUR (AUM5.DE) have volatilities of 2.75% and 2.63%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| LMWE.DE | AUM5.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.75% | 2.63% | +0.12% |
Volatility (6M)Calculated over the trailing 6-month period | 8.23% | 7.61% | +0.62% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.36% | 11.64% | -0.28% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.24% | 15.19% | +0.05% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.94% | 16.07% | +0.87% |
LMWE.DE vs. AUM5.DE - Expense Ratio Comparison
LMWE.DE has a 0.45% expense ratio, which is higher than AUM5.DE's 0.15% expense ratio.
Dividends
LMWE.DE vs. AUM5.DE - Dividend Comparison
LMWE.DE's dividend yield for the trailing twelve months is around 2.42%, while AUM5.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% | 0.00% | 0.00% |
LMWE.DE Lyxor FTSE EPRA/NAREIT Global Developed UCITS ETF Dist (EUR) | 2.42% | 2.61% | 3.75% | 0.00% | 4.18% | 2.22% | 3.76% | 3.37% | 3.76% | 3.44% | 3.65% | 4.01% |
Frequently Asked Questions
LMWE.DE and AUM5.DE have a correlation of 0.38, 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 LMWE.DE.
LMWE.DE is categorized as REIT, while AUM5.DE is S&P 500. LMWE.DE tracks FTSE EPRA/NAREIT Developed, while AUM5.DE tracks S&P 500 Index. Their fees differ too: 0.45% for LMWE.DE and 0.15% for AUM5.DE.
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