LYEB.DE vs. AUM5.DE
LYEB.DE (Amundi EUR Corporate Bond Climate Paris Aligned UCITS ETF (Acc)) and AUM5.DE (Amundi S&P 500 UCITS ETF EUR) are both exchange-traded funds - LYEB.DE is a Corporate Bonds fund tracking the Bloomberg MSCI Euro Corporate Paris Aligned Green Tilted Index, while AUM5.DE is a S&P 500 fund tracking the S&P 500 Index. Both are passively managed. Over the past 10 years, LYEB.DE returned 0.71%/yr vs 15.03%/yr for AUM5.DE. At a 0.12 correlation, their price movements are largely independent. LYEB.DE charges 0.14%/yr vs 0.15%/yr for AUM5.DE.
Performance
LYEB.DE vs. AUM5.DE - Performance Comparison
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Returns By Period
In the year-to-date period, LYEB.DE achieves a 1.19% return, which is significantly lower than AUM5.DE's 12.24% return. Over the past 10 years, LYEB.DE has underperformed AUM5.DE with an annualized return of 0.71%, while AUM5.DE has yielded a comparatively higher 15.03% annualized return.
LYEB.DE
- 1D
- -0.06%
- 1M
- 0.82%
- 6M
- 1.32%
- YTD
- 1.19%
- 1Y
- 1.93%
- 3Y*
- 4.64%
- 5Y*
- -0.03%
- 10Y*
- 0.71%
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%
LYEB.DE vs. AUM5.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
LYEB.DE Amundi EUR Corporate Bond Climate Paris Aligned UCITS ETF (Acc) | 1.19% | 2.75% | 4.14% | 7.04% | -13.33% | -1.08% | 2.45% | 6.00% | -1.38% | 1.12% |
AUM5.DE Amundi S&P 500 UCITS ETF EUR | 12.24% | 4.80% | 32.40% | 22.65% | -14.14% | 40.97% | 7.09% | 34.94% | -1.01% | 6.83% |
Correlation
The correlation between LYEB.DE and AUM5.DE is 0.36, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.36 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.23 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.22 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.20 |
Correlation (All Time) Calculated using the full available price history since Sep 21, 2010 | 0.12 |
Over the past year, LYEB.DE and AUM5.DE have become more correlated (0.36) than their long-term average of 0.12, meaning their price movements have been converging.
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Return for Risk
LYEB.DE vs. AUM5.DE — Risk / Return Rank
LYEB.DE
AUM5.DE
LYEB.DE vs. AUM5.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Amundi EUR Corporate Bond Climate Paris Aligned UCITS ETF (Acc) (LYEB.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.
| LYEB.DE | AUM5.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.39 | ||
| Sortino ratioReturn per unit of downside risk | -1.81 | ||
| Omega ratioGain probability vs. loss probability | 1.12 | 1.37 | -0.25 |
| Calmar ratioReturn relative to maximum drawdown | 0.72 | 3.35 | -2.63 |
| Martin ratioReturn relative to average drawdown | 2.38 | 11.77 | -9.39 |
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Drawdowns
LYEB.DE vs. AUM5.DE - Drawdown Comparison
The maximum LYEB.DE drawdown since its inception was -17.06%, smaller than the maximum AUM5.DE drawdown of -33.65%. Use the drawdown chart below to compare losses from any high point for LYEB.DE and AUM5.DE.
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Drawdown Indicators
| LYEB.DE | AUM5.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -17.06% | -33.65% | +16.59% |
Max Drawdown (1Y)Largest decline over 1 year | -2.67% | -7.18% | +4.51% |
Max Drawdown (3Y)Largest decline over 3 years | -2.67% | -23.30% | +20.63% |
Max Drawdown (5Y)Largest decline over 5 years | -17.06% | -23.30% | +6.24% |
Max Drawdown (10Y)Largest decline over 10 years | -17.06% | -33.65% | +16.59% |
Current DrawdownCurrent decline from peak | -1.21% | -0.65% | -0.56% |
Average DrawdownAverage peak-to-trough decline | -2.74% | -3.98% | +1.24% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.81% | 2.04% | -1.23% |
Volatility
LYEB.DE vs. AUM5.DE - Volatility Comparison
The current volatility for Amundi EUR Corporate Bond Climate Paris Aligned UCITS ETF (Acc) (LYEB.DE) is 0.61%, while Amundi S&P 500 UCITS ETF EUR (AUM5.DE) has a volatility of 3.66%. This indicates that LYEB.DE experiences smaller price fluctuations and is considered to be less risky 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
| LYEB.DE | AUM5.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.61% | 3.66% | -3.05% |
Volatility (6M)Calculated over the trailing 6-month period | 2.60% | 7.97% | -5.37% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.00% | 11.89% | -8.89% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 4.34% | 15.22% | -10.88% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.31% | 16.08% | -11.77% |
LYEB.DE vs. AUM5.DE - Expense Ratio Comparison
LYEB.DE has a 0.14% expense ratio, which is lower than AUM5.DE's 0.15% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
LYEB.DE vs. AUM5.DE - Dividend Comparison
Neither LYEB.DE nor AUM5.DE has paid dividends to shareholders.
Frequently Asked Questions
LYEB.DE and AUM5.DE have a correlation of 0.36, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, LYEB.DE is cheaper at 0.14% per year. The better choice depends on whether you care most about return, fees, risk, or income.
LYEB.DE is cheaper with a 0.14% expense ratio, compared with 0.15% for AUM5.DE.
LYEB.DE is categorized as Corporate Bonds, while AUM5.DE is S&P 500. LYEB.DE tracks Bloomberg MSCI Euro Corporate Paris Aligned Green Tilted Index, while AUM5.DE tracks S&P 500 Index. Their fees differ too: 0.14% for LYEB.DE and 0.15% for AUM5.DE.
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