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LVWC.DE vs. AUM5.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

LVWC.DE vs. AUM5.DE

Last updated Apr 2, 2026

Compare and contrast key facts about Amundi MSCI World 2x Leveraged UCITS ETF (LVWC.DE) and Amundi S&P 500 UCITS ETF EUR (AUM5.DE).

LVWC.DE and AUM5.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. LVWC.DE is a passively managed fund by Amundi that tracks the performance of the MSCI World Leveraged 2x Daily Net Index. It was launched on Sep 30, 2025. AUM5.DE is a passively managed fund by Amundi that tracks the performance of the S&P 500 Index. It was launched on Mar 22, 2018. Both LVWC.DE and AUM5.DE are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.

Performance

LVWC.DE vs. AUM5.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Amundi MSCI World 2x Leveraged UCITS ETF (LVWC.DE) and Amundi S&P 500 UCITS ETF EUR (AUM5.DE). The values are adjusted to include any dividend payments, if applicable.

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LVWC.DE vs. AUM5.DE - Yearly Performance Comparison

2026 (YTD)2025
LVWC.DE
Amundi MSCI World 2x Leveraged UCITS ETF		-5.56%2.68%
AUM5.DE
Amundi S&P 500 UCITS ETF EUR		-3.01%1.09%

Returns By Period

In the year-to-date period, LVWC.DE achieves a -5.56% return, which is significantly lower than AUM5.DE's -3.01% return.

LVWC.DE

1D
4.84%
1M
-7.42%
YTD
-5.56%
6M
—
1Y
—
3Y*
—
5Y*
—
10Y*
—

AUM5.DE

1D
1.75%
1M
-3.11%
YTD
-3.01%
6M
0.08%
1Y
10.28%
3Y*
16.16%
5Y*
12.22%
10Y*
13.81%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

Amundi MSCI World 2x Leveraged UCITS ETF

Amundi S&P 500 UCITS ETF EUR

Often compared with LVWC.DE:
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Often compared with AUM5.DE:
AUM5.DE vs. VUAA.LAUM5.DE vs. VOOAUM5.DE vs. SPYAUM5.DE vs. SXR8.DEAUM5.DE vs. LCUW.DEAUM5.DE vs. SPYL.DEAUM5.DE vs. AMEW.DE

LVWC.DE vs. AUM5.DE - Expense Ratio Comparison

LVWC.DE has a 0.60% expense ratio, which is higher than AUM5.DE's 0.15% expense ratio.

LVWC.DE
Amundi MSCI World 2x Leveraged UCITS ETF
AUM5.DE
Amundi S&P 500 UCITS ETF EUR

Return for Risk

LVWC.DE vs. AUM5.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
LVWC.DE
AUM5.DE
AUM5.DE Risk / Return Rank: 3636
Overall Rank
AUM5.DE Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
AUM5.DE Sortino Ratio Rank: 2929
Sortino Ratio Rank
AUM5.DE Omega Ratio Rank: 3131
Omega Ratio Rank
AUM5.DE Calmar Ratio Rank: 4444
Calmar Ratio Rank
AUM5.DE Martin Ratio Rank: 4444
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

LVWC.DE vs. AUM5.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi MSCI World 2x Leveraged UCITS ETF (LVWC.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.

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

LVWC.DE vs. AUM5.DE - Sharpe Ratio Comparison

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Sharpe Ratios by Period

LVWC.DEAUM5.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

—

0.59

—

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

—

0.79

—

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

—

0.85

—

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.26

0.91

-1.17

Correlation

The correlation between LVWC.DE and AUM5.DE is 0.90, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Dividends

LVWC.DE vs. AUM5.DE - Dividend Comparison

Neither LVWC.DE nor AUM5.DE has paid dividends to shareholders.

Tickers have no history of dividend payments

Drawdowns

LVWC.DE vs. AUM5.DE - Drawdown Comparison

The maximum LVWC.DE drawdown since its inception was -14.47%, smaller than the maximum AUM5.DE drawdown of -33.66%. Use the drawdown chart below to compare losses from any high point for LVWC.DE and AUM5.DE.

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Drawdown Indicators

LVWC.DEAUM5.DEDifference

Max Drawdown

Largest peak-to-trough decline

-14.47%

-33.66%

+19.19%

Max Drawdown (1Y)

Largest decline over 1 year

—

-13.48%

—

Max Drawdown (5Y)

Largest decline over 5 years

—

-23.30%

—

Max Drawdown (10Y)

Largest decline over 10 years

—

-33.66%

—

Current Drawdown

Current decline from peak

-9.41%

-5.21%

-4.20%

Average Drawdown

Average peak-to-trough decline

-3.45%

-4.03%

+0.58%

Ulcer Index

Depth and duration of drawdowns from previous peaks

—

2.32%

—

Volatility

LVWC.DE vs. AUM5.DE - Volatility Comparison

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Volatility by Period

LVWC.DEAUM5.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

—

3.84%

—

Volatility (6M)

Calculated over the trailing 6-month period

—

8.74%

—

Volatility (1Y)

Calculated over the trailing 1-year period

24.13%

17.32%

+6.81%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.13%

15.22%

+8.91%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.13%

16.12%

+8.01%