LYY7.DE vs. AUM5.DE
LYY7.DE (Amundi Dax III UCITS ETF Acc) and AUM5.DE (Amundi S&P 500 UCITS ETF EUR) are both exchange-traded funds - LYY7.DE is a Europe Equities fund tracking the DAX®, while AUM5.DE is a S&P 500 fund tracking the S&P 500 Index. Both are passively managed. Over the past 10 years, LYY7.DE returned 8.86%/yr vs 15.11%/yr for AUM5.DE. A 0.65 correlation means they provide meaningful diversification when combined. Both charge a 0.15% expense ratio.
Performance
LYY7.DE vs. AUM5.DE - Performance Comparison
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Returns By Period
In the year-to-date period, LYY7.DE achieves a 1.32% return, which is significantly lower than AUM5.DE's 11.38% return. Over the past 10 years, LYY7.DE has underperformed AUM5.DE with an annualized return of 8.86%, while AUM5.DE has yielded a comparatively higher 15.11% annualized return.
LYY7.DE
- 1D
- 0.49%
- 1M
- -0.07%
- YTD
- 1.32%
- 6M
- 3.35%
- 1Y
- 1.98%
- 3Y*
- 15.46%
- 5Y*
- 9.09%
- 10Y*
- 8.86%
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%
LYY7.DE vs. AUM5.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
LYY7.DE Amundi Dax III UCITS ETF Acc | 1.32% | 22.58% | 18.16% | 19.56% | -12.88% | 15.21% | 3.01% | 24.70% | -18.55% | 12.11% |
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 LYY7.DE and AUM5.DE is 0.62, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.62 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.54 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.62 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.66 |
Correlation (All Time) Calculated using the full available price history since Sep 15, 2010 | 0.65 |
The correlation between LYY7.DE and AUM5.DE shifts across timeframes, from 0.54 (3 years) to 0.66 (10 years), reflecting how their relationship changes across market environments.
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Return for Risk
LYY7.DE vs. AUM5.DE — Risk / Return Rank
LYY7.DE
AUM5.DE
LYY7.DE vs. AUM5.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Amundi Dax III UCITS ETF Acc (LYY7.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.
| LYY7.DE | AUM5.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.06 | ||
| Sortino ratioReturn per unit of downside risk | -2.69 | ||
| Omega ratioGain probability vs. loss probability | 1.04 | 1.41 | -0.37 |
| Calmar ratioReturn relative to maximum drawdown | 0.18 | 3.57 | -3.39 |
| Martin ratioReturn relative to average drawdown | 0.56 | 12.74 | -12.18 |
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
| LYY7.DE | AUM5.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.14 | 2.20 | -2.06 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.52 | 0.97 | -0.45 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.48 | 0.93 | -0.45 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.35 | 0.96 | -0.61 |
Drawdowns
LYY7.DE vs. AUM5.DE - Drawdown Comparison
The maximum LYY7.DE drawdown since its inception was -55.24%, 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 LYY7.DE and AUM5.DE.
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Drawdown Indicators
| LYY7.DE | AUM5.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.24% | -33.66% | -21.58% |
Max Drawdown (1Y)Largest decline over 1 year | -12.31% | -7.15% | -5.16% |
Max Drawdown (3Y)Largest decline over 3 years | -15.92% | -23.30% | +7.38% |
Max Drawdown (5Y)Largest decline over 5 years | -26.71% | -23.30% | -3.41% |
Max Drawdown (10Y)Largest decline over 10 years | -38.74% | -33.66% | -5.08% |
Current DrawdownCurrent decline from peak | -2.28% | -0.46% | -1.82% |
Average DrawdownAverage peak-to-trough decline | -11.37% | -4.00% | -7.37% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.99% | 2.01% | +1.98% |
Volatility
LYY7.DE vs. AUM5.DE - Volatility Comparison
Amundi Dax III UCITS ETF Acc (LYY7.DE) has a higher volatility of 5.09% compared to Amundi S&P 500 UCITS ETF EUR (AUM5.DE) at 2.63%. This indicates that LYY7.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
| LYY7.DE | AUM5.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.09% | 2.63% | +2.46% |
Volatility (6M)Calculated over the trailing 6-month period | 12.96% | 7.61% | +5.35% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.09% | 11.64% | +4.45% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.18% | 15.19% | +1.99% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.35% | 16.07% | +2.28% |
LYY7.DE vs. AUM5.DE - Expense Ratio Comparison
Both LYY7.DE and AUM5.DE have an expense ratio of 0.15%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Dividends
LYY7.DE vs. AUM5.DE - Dividend Comparison
Neither LYY7.DE nor AUM5.DE has paid dividends to shareholders.
Frequently Asked Questions
LYY7.DE and AUM5.DE have a correlation of 0.62, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Both ETFs have the same 0.15% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.
LYY7.DE and AUM5.DE have the same expense ratio: 0.15% per year.
LYY7.DE is categorized as Europe Equities, while AUM5.DE is S&P 500. LYY7.DE tracks DAX®, while AUM5.DE tracks S&P 500 Index.
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