LYQY.DE vs. AUM5.DE

Last updated Jun 5, 2026

LYQY.DE (Lyxor ESG Euro High Yield (DR) UCITS ETF - Dist) and AUM5.DE (Amundi S&P 500 UCITS ETF EUR) are both exchange-traded funds - LYQY.DE is a European High Yield Bonds fund tracking the Bloomberg MSCI Euro Corporate High Yield SRI Sustainable, while AUM5.DE is a S&P 500 fund tracking the S&P 500 Index. Both are passively managed. Over the past 10 years, LYQY.DE returned 2.39%/yr vs 15.11%/yr for AUM5.DE. At a 0.43 correlation, their price movements are largely independent. LYQY.DE charges 0.25%/yr vs 0.15%/yr for AUM5.DE.

Performance

LYQY.DE vs. AUM5.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Lyxor ESG Euro High Yield (DR) UCITS ETF - Dist (LYQY.DE) and Amundi S&P 500 UCITS ETF EUR (AUM5.DE). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, LYQY.DE achieves a 0.68% return, which is significantly lower than AUM5.DE's 11.38% return. Over the past 10 years, LYQY.DE has underperformed AUM5.DE with an annualized return of 2.39%, while AUM5.DE has yielded a comparatively higher 15.11% annualized return.

LYQY.DE

• 1D: -0.02%
• 1M: 0.38%
• YTD: 0.68%
• 6M: 0.94%
• 1Y: 3.77%
• 3Y*: 5.38%
• 5Y*: 1.41%
• 10Y*: 2.39%

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%

*Multi-year figures are annualized to reflect compound growth (CAGR)

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

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
LYQY.DE Lyxor ESG Euro High Yield (DR) UCITS ETF - Dist	0.68%	5.63%	6.21%	6.03%	-10.82%	1.36%	1.69%	10.67%	-4.66%	4.45%
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 LYQY.DE and AUM5.DE is 0.38, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.38
Correlation (3Y) Calculated over the trailing 3-year period	0.38
Correlation (5Y) Calculated over the trailing 5-year period	0.47
Correlation (10Y) Calculated over the trailing 10-year period	0.48
Correlation (All Time) Calculated using the full available price history since Mar 9, 2011	0.43

Return for Risk

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

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

LYQY.DE

LYQY.DE Risk / Return Rank: 31
LYQY.DE Sharpe Ratio Rank: 29
LYQY.DE Sortino Ratio Rank: 32
LYQY.DE Omega Ratio Rank: 31
LYQY.DE Calmar Ratio Rank: 26
LYQY.DE Martin Ratio Rank: 35

AUM5.DE

AUM5.DE Risk / Return Rank: 69
AUM5.DE Sharpe Ratio Rank: 67
AUM5.DE Sortino Ratio Rank: 66
AUM5.DE Omega Ratio Rank: 70
AUM5.DE Calmar Ratio Rank: 72
AUM5.DE Martin Ratio Rank: 69

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.

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

This table presents a comparison of risk-adjusted performance metrics for Lyxor ESG Euro High Yield (DR) UCITS ETF - Dist (LYQY.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.

	LYQY.DE	AUM5.DE	Difference
Sharpe ratio: Return per unit of total volatility	1.03	2.20	-1.17
Sortino ratio: Return per unit of downside risk	1.67	3.01	-1.34
Omega ratio: Gain probability vs. loss probability	1.20	1.41	-0.21
Calmar ratio: Return relative to maximum drawdown	1.25	3.57	-2.33
Martin ratio: Return relative to average drawdown	5.20	12.74	-7.54
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

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

The current LYQY.DE Sharpe Ratio is 1.03, which is lower than the AUM5.DE Sharpe Ratio of 2.20. The chart below compares the historical Sharpe Ratios of LYQY.DE and AUM5.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	LYQY.DE	AUM5.DE	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.03	2.20	-1.17
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.24	0.97	-0.73
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.34	0.93	-0.60
Sharpe Ratio (All Time) Calculated using the full available price history	0.53	0.96	-0.44

Drawdowns

LYQY.DE vs. AUM5.DE - Drawdown Comparison

The maximum LYQY.DE drawdown since its inception was -25.79%, smaller than the maximum AUM5.DE drawdown of -33.66%. Use the drawdown chart below to compare losses from any high point for LYQY.DE and AUM5.DE.

Drawdown Indicators

	LYQY.DE	AUM5.DE	Difference
Max Drawdown Largest peak-to-trough decline	-25.79%	-33.66%	+7.87%
Max Drawdown (1Y) Largest decline over 1 year	-3.07%	-7.15%	+4.08%
Max Drawdown (3Y) Largest decline over 3 years	-3.47%	-23.30%	+19.83%
Max Drawdown (5Y) Largest decline over 5 years	-16.59%	-23.30%	+6.71%
Max Drawdown (10Y) Largest decline over 10 years	-25.79%	-33.66%	+7.87%
Current Drawdown Current decline from peak	-0.18%	-0.46%	+0.28%
Average Drawdown Average peak-to-trough decline	-2.87%	-4.00%	+1.13%
Ulcer Index Depth and duration of drawdowns from previous peaks	0.73%	2.01%	-1.28%

Volatility

LYQY.DE vs. AUM5.DE - Volatility Comparison

The current volatility for Lyxor ESG Euro High Yield (DR) UCITS ETF - Dist (LYQY.DE) is 0.75%, while Amundi S&P 500 UCITS ETF EUR (AUM5.DE) has a volatility of 2.63%. This indicates that LYQY.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.

Volatility by Period

	LYQY.DE	AUM5.DE	Difference
Volatility (1M) Calculated over the trailing 1-month period	0.75%	2.63%	-1.88%
Volatility (6M) Calculated over the trailing 6-month period	3.01%	7.61%	-4.60%
Volatility (1Y) Calculated over the trailing 1-year period	3.72%	11.64%	-7.92%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	5.75%	15.19%	-9.44%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	7.06%	16.07%	-9.01%

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

LYQY.DE has a 0.25% expense ratio, which is higher than AUM5.DE's 0.15% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.

Dividends

LYQY.DE vs. AUM5.DE - Dividend Comparison

LYQY.DE's dividend yield for the trailing twelve months is around 4.05%, while AUM5.DE has not paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
AUM5.DE Amundi S&P 500 UCITS ETF EUR	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
LYQY.DE Lyxor ESG Euro High Yield (DR) UCITS ETF - Dist	4.05%	4.08%	2.29%	0.00%	3.54%	2.85%	3.15%	3.67%	4.01%	4.05%	4.79%	4.42%

Frequently Asked Questions

Can I hold both LYQY.DE and AUM5.DE in my portfolio?

LYQY.DE and AUM5.DE have a correlation of 0.38, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, LYQY.DE or AUM5.DE?

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.

Which ETF is cheaper, LYQY.DE or AUM5.DE?

AUM5.DE is cheaper with a 0.15% expense ratio, compared with 0.25% for LYQY.DE.

What is the main difference between LYQY.DE and AUM5.DE?

LYQY.DE is categorized as European High Yield Bonds, while AUM5.DE is S&P 500. LYQY.DE tracks Bloomberg MSCI Euro Corporate High Yield SRI Sustainable, while AUM5.DE tracks S&P 500 Index. Their fees differ too: 0.25% for LYQY.DE and 0.15% for AUM5.DE.