LTUR.DE vs. AUM5.DE
LTUR.DE (Amundi MSCI Turkey UCITS ETF (Acc)) and AUM5.DE (Amundi S&P 500 UCITS ETF EUR) are both exchange-traded funds - LTUR.DE is a Emerging Markets Equities fund tracking the MSCI Turkey Net Total Return Index, while AUM5.DE is a S&P 500 fund tracking the S&P 500 Index. Both are passively managed. Over the past 5 years, LTUR.DE returned 19.06%/yr vs 13.81%/yr for AUM5.DE. At a 0.31 correlation, their price movements are largely independent. LTUR.DE charges 0.45%/yr vs 0.15%/yr for AUM5.DE.
Performance
LTUR.DE vs. AUM5.DE - Performance Comparison
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Returns By Period
In the year-to-date period, LTUR.DE achieves a 24.69% return, which is significantly higher than AUM5.DE's 12.24% return.
LTUR.DE
- 1D
- -0.75%
- 1M
- 4.09%
- 6M
- 20.48%
- YTD
- 24.69%
- 1Y
- 26.92%
- 3Y*
- 14.68%
- 5Y*
- 19.06%
- 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%
LTUR.DE vs. AUM5.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
LTUR.DE Amundi MSCI Turkey UCITS ETF (Acc) | 24.69% | -14.56% | 27.15% | -8.67% | 98.34% | -18.99% | -17.22% | 3.00% |
AUM5.DE Amundi S&P 500 UCITS ETF EUR | 12.24% | 4.80% | 32.40% | 22.65% | -14.14% | 40.97% | 7.09% | 18.07% |
Correlation
The correlation between LTUR.DE and AUM5.DE is 0.27, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.27 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.27 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.29 |
Correlation (All Time) Calculated using the full available price history since Mar 15, 2019 | 0.31 |
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Return for Risk
LTUR.DE vs. AUM5.DE — Risk / Return Rank
LTUR.DE
AUM5.DE
LTUR.DE vs. AUM5.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Amundi MSCI Turkey UCITS ETF (Acc) (LTUR.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.
| LTUR.DE | AUM5.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.19 | ||
| Sortino ratioReturn per unit of downside risk | -1.43 | ||
| Omega ratioGain probability vs. loss probability | 1.18 | 1.37 | -0.19 |
| Calmar ratioReturn relative to maximum drawdown | 1.43 | 3.35 | -1.92 |
| Martin ratioReturn relative to average drawdown | 3.30 | 11.77 | -8.47 |
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Drawdowns
LTUR.DE vs. AUM5.DE - Drawdown Comparison
The maximum LTUR.DE drawdown since its inception was -49.50%, which is greater than AUM5.DE's maximum drawdown of -33.65%. Use the drawdown chart below to compare losses from any high point for LTUR.DE and AUM5.DE.
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Drawdown Indicators
| LTUR.DE | AUM5.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -49.50% | -33.65% | -15.85% |
Max Drawdown (1Y)Largest decline over 1 year | -18.75% | -7.18% | -11.57% |
Max Drawdown (3Y)Largest decline over 3 years | -35.43% | -23.30% | -12.13% |
Max Drawdown (5Y)Largest decline over 5 years | -35.43% | -23.30% | -12.13% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.65% | — |
Current DrawdownCurrent decline from peak | -9.93% | -0.65% | -9.28% |
Average DrawdownAverage peak-to-trough decline | -19.87% | -3.98% | -15.89% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.13% | 2.04% | +6.09% |
Volatility
LTUR.DE vs. AUM5.DE - Volatility Comparison
Amundi MSCI Turkey UCITS ETF (Acc) (LTUR.DE) has a higher volatility of 7.41% compared to Amundi S&P 500 UCITS ETF EUR (AUM5.DE) at 3.66%. This indicates that LTUR.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
| LTUR.DE | AUM5.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.41% | 3.66% | +3.75% |
Volatility (6M)Calculated over the trailing 6-month period | 27.22% | 7.97% | +19.25% |
Volatility (1Y)Calculated over the trailing 1-year period | 31.81% | 11.89% | +19.92% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 36.26% | 15.22% | +21.04% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 35.73% | 16.08% | +19.65% |
LTUR.DE vs. AUM5.DE - Expense Ratio Comparison
LTUR.DE has a 0.45% expense ratio, which is higher than AUM5.DE's 0.15% expense ratio.
Dividends
LTUR.DE vs. AUM5.DE - Dividend Comparison
Neither LTUR.DE nor AUM5.DE has paid dividends to shareholders.
Frequently Asked Questions
LTUR.DE and AUM5.DE have a correlation of 0.27, 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 LTUR.DE.
LTUR.DE is categorized as Emerging Markets Equities, while AUM5.DE is S&P 500. LTUR.DE tracks MSCI Turkey Net Total Return Index, while AUM5.DE tracks S&P 500 Index. Their fees differ too: 0.45% for LTUR.DE and 0.15% for AUM5.DE.
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