LYQL.DE vs. AUM5.DE
LYQL.DE (Amundi ShortDAX Daily (-2x) Inverse UCITS ETF (Acc)) and AUM5.DE (Amundi S&P 500 UCITS ETF EUR) are both exchange-traded funds - LYQL.DE is a Inverse Equities fund tracking the ShortDAX Leverage (2x) 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, LYQL.DE returned -24.43%/yr vs 15.03%/yr for AUM5.DE. At a correlation of -0.64, they often move in opposite directions. LYQL.DE charges 0.60%/yr vs 0.15%/yr for AUM5.DE.
Performance
LYQL.DE vs. AUM5.DE - Performance Comparison
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Returns By Period
In the year-to-date period, LYQL.DE achieves a -11.31% return, which is significantly lower than AUM5.DE's 12.24% return. Over the past 10 years, LYQL.DE has underperformed AUM5.DE with an annualized return of -24.43%, while AUM5.DE has yielded a comparatively higher 15.03% annualized return.
LYQL.DE
- 1D
- -1.53%
- 1M
- -7.52%
- 6M
- -11.31%
- YTD
- -11.31%
- 1Y
- -14.67%
- 3Y*
- -25.51%
- 5Y*
- -20.46%
- 10Y*
- -24.43%
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%
LYQL.DE vs. AUM5.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
LYQL.DE Amundi ShortDAX Daily (-2x) Inverse UCITS ETF (Acc) | -11.31% | -35.38% | -23.89% | -28.00% | 9.49% | -31.50% | -34.43% | -41.46% | 35.68% | -25.44% |
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 LYQL.DE and AUM5.DE is -0.59, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.59 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.54 |
Correlation (5Y) Calculated over the trailing 5-year period | -0.61 |
Correlation (10Y) Calculated over the trailing 10-year period | -0.66 |
Correlation (All Time) Calculated using the full available price history since Sep 21, 2010 | -0.64 |
The correlation between LYQL.DE and AUM5.DE shifts across timeframes, from -0.66 (10 years) to -0.54 (3 years), reflecting how their relationship changes across market environments.
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Return for Risk
LYQL.DE vs. AUM5.DE — Risk / Return Rank
LYQL.DE
AUM5.DE
LYQL.DE vs. AUM5.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Amundi ShortDAX Daily (-2x) Inverse UCITS ETF (Acc) (LYQL.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.
| LYQL.DE | AUM5.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.48 | ||
| Sortino ratioReturn per unit of downside risk | -3.23 | ||
| Omega ratioGain probability vs. loss probability | 0.95 | 1.37 | -0.43 |
| Calmar ratioReturn relative to maximum drawdown | -0.56 | 3.35 | -3.90 |
| Martin ratioReturn relative to average drawdown | -1.26 | 11.77 | -13.03 |
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Drawdowns
LYQL.DE vs. AUM5.DE - Drawdown Comparison
The maximum LYQL.DE drawdown since its inception was -99.14%, 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 LYQL.DE and AUM5.DE.
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Drawdown Indicators
| LYQL.DE | AUM5.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -99.14% | -33.65% | -65.49% |
Max Drawdown (1Y)Largest decline over 1 year | -26.22% | -7.18% | -19.04% |
Max Drawdown (3Y)Largest decline over 3 years | -66.11% | -23.30% | -42.81% |
Max Drawdown (5Y)Largest decline over 5 years | -77.13% | -23.30% | -53.83% |
Max Drawdown (10Y)Largest decline over 10 years | -94.10% | -33.65% | -60.45% |
Current DrawdownCurrent decline from peak | -99.14% | -0.65% | -98.49% |
Average DrawdownAverage peak-to-trough decline | -83.00% | -3.98% | -79.02% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 11.60% | 2.04% | +9.56% |
Volatility
LYQL.DE vs. AUM5.DE - Volatility Comparison
Amundi ShortDAX Daily (-2x) Inverse UCITS ETF (Acc) (LYQL.DE) has a higher volatility of 8.89% compared to Amundi S&P 500 UCITS ETF EUR (AUM5.DE) at 3.66%. This indicates that LYQL.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
| LYQL.DE | AUM5.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.89% | 3.66% | +5.23% |
Volatility (6M)Calculated over the trailing 6-month period | 26.96% | 7.97% | +18.99% |
Volatility (1Y)Calculated over the trailing 1-year period | 32.22% | 11.89% | +20.33% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 34.39% | 15.22% | +19.17% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 36.22% | 16.08% | +20.14% |
LYQL.DE vs. AUM5.DE - Expense Ratio Comparison
LYQL.DE has a 0.60% expense ratio, which is higher than AUM5.DE's 0.15% expense ratio.
Dividends
LYQL.DE vs. AUM5.DE - Dividend Comparison
Neither LYQL.DE nor AUM5.DE has paid dividends to shareholders.
Frequently Asked Questions
LYQL.DE and AUM5.DE have a correlation of -0.59, 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 0.60% for LYQL.DE.
LYQL.DE is categorized as Inverse Equities, while AUM5.DE is S&P 500. LYQL.DE tracks ShortDAX Leverage (2x) Index, while AUM5.DE tracks S&P 500 Index. Their fees differ too: 0.60% for LYQL.DE and 0.15% for AUM5.DE.
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