LTVL.DE vs. AUM5.DE
LTVL.DE (Lyxor STOXX Europe 600 Travel & Leisure UCITS ETF Acc) and AUM5.DE (Amundi S&P 500 UCITS ETF EUR) are both exchange-traded funds - LTVL.DE is a Consumer Staples Equities fund tracking the STOXX® Europe 600 Travel & Leisure, while AUM5.DE is a S&P 500 fund tracking the S&P 500 Index. Both are passively managed. Over the past 10 years, LTVL.DE returned -0.25%/yr vs 15.11%/yr for AUM5.DE. A 0.55 correlation means they provide meaningful diversification when combined. LTVL.DE charges 0.30%/yr vs 0.15%/yr for AUM5.DE.
Performance
LTVL.DE vs. AUM5.DE - Performance Comparison
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Returns By Period
In the year-to-date period, LTVL.DE achieves a -8.21% return, which is significantly lower than AUM5.DE's 11.38% return. Over the past 10 years, LTVL.DE has underperformed AUM5.DE with an annualized return of -0.25%, while AUM5.DE has yielded a comparatively higher 15.11% annualized return.
LTVL.DE
- 1D
- 0.62%
- 1M
- 2.29%
- YTD
- -8.21%
- 6M
- -7.98%
- 1Y
- -4.33%
- 3Y*
- -4.81%
- 5Y*
- -4.06%
- 10Y*
- -0.25%
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%
LTVL.DE vs. AUM5.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
LTVL.DE Lyxor STOXX Europe 600 Travel & Leisure UCITS ETF Acc | -8.21% | 1.60% | -4.23% | 22.42% | -13.28% | 0.97% | -13.77% | 15.26% | -9.35% | 15.81% |
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 LTVL.DE and AUM5.DE is 0.42, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.42 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.41 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.48 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.51 |
Correlation (All Time) Calculated using the full available price history since Sep 15, 2010 | 0.55 |
The correlation between LTVL.DE and AUM5.DE shifts across timeframes, from 0.41 (3 years) to 0.55 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
LTVL.DE vs. AUM5.DE — Risk / Return Rank
LTVL.DE
AUM5.DE
LTVL.DE vs. AUM5.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Lyxor STOXX Europe 600 Travel & Leisure UCITS ETF Acc (LTVL.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.
| LTVL.DE | AUM5.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.47 | ||
| Sortino ratioReturn per unit of downside risk | -3.29 | ||
| Omega ratioGain probability vs. loss probability | 0.97 | 1.41 | -0.44 |
| Calmar ratioReturn relative to maximum drawdown | -0.27 | 3.57 | -3.84 |
| Martin ratioReturn relative to average drawdown | -0.66 | 12.74 | -13.41 |
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
| LTVL.DE | AUM5.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.27 | 2.20 | -2.47 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.17 | 0.97 | -1.14 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.01 | 0.93 | -0.95 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.07 | 0.96 | -0.90 |
Drawdowns
LTVL.DE vs. AUM5.DE - Drawdown Comparison
The maximum LTVL.DE drawdown since its inception was -65.37%, 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 LTVL.DE and AUM5.DE.
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Drawdown Indicators
| LTVL.DE | AUM5.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -65.37% | -33.66% | -31.71% |
Max Drawdown (1Y)Largest decline over 1 year | -18.90% | -7.15% | -11.75% |
Max Drawdown (3Y)Largest decline over 3 years | -28.32% | -23.30% | -5.02% |
Max Drawdown (5Y)Largest decline over 5 years | -38.72% | -23.30% | -15.42% |
Max Drawdown (10Y)Largest decline over 10 years | -55.15% | -33.66% | -21.49% |
Current DrawdownCurrent decline from peak | -23.30% | -0.46% | -22.84% |
Average DrawdownAverage peak-to-trough decline | -20.35% | -4.00% | -16.35% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.63% | 2.01% | +5.62% |
Volatility
LTVL.DE vs. AUM5.DE - Volatility Comparison
Lyxor STOXX Europe 600 Travel & Leisure UCITS ETF Acc (LTVL.DE) has a higher volatility of 5.11% compared to Amundi S&P 500 UCITS ETF EUR (AUM5.DE) at 2.63%. This indicates that LTVL.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
| LTVL.DE | AUM5.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.11% | 2.63% | +2.48% |
Volatility (6M)Calculated over the trailing 6-month period | 14.86% | 7.61% | +7.25% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.56% | 11.64% | +6.92% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.03% | 15.19% | +7.84% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.44% | 16.07% | +8.37% |
LTVL.DE vs. AUM5.DE - Expense Ratio Comparison
LTVL.DE has a 0.30% expense ratio, which is higher than AUM5.DE's 0.15% expense ratio.
Dividends
LTVL.DE vs. AUM5.DE - Dividend Comparison
Neither LTVL.DE nor AUM5.DE has paid dividends to shareholders.
Frequently Asked Questions
LTVL.DE and AUM5.DE have a correlation of 0.42, 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 LTVL.DE.
LTVL.DE is categorized as Consumer Staples Equities, while AUM5.DE is S&P 500. LTVL.DE tracks STOXX® Europe 600 Travel & Leisure, while AUM5.DE tracks S&P 500 Index. Their fees differ too: 0.30% for LTVL.DE and 0.15% for AUM5.DE.
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