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

Performance

LYYB.DE vs. AUM5.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Amundi MSCI USA ESG Climate Net Zero Ambition CTB UCITS ETF Dist (LYYB.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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Returns By Period

In the year-to-date period, LYYB.DE achieves a 10.39% return, which is significantly lower than AUM5.DE's 11.38% return. Over the past 10 years, LYYB.DE has underperformed AUM5.DE with an annualized return of 14.30%, while AUM5.DE has yielded a comparatively higher 15.11% annualized return.


LYYB.DE

1D
-0.05%
1M
4.52%
YTD
10.39%
6M
9.65%
1Y
23.05%
3Y*
17.52%
5Y*
13.05%
10Y*
14.30%

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)

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


2026 (YTD)202520242023202220212020201920182017
LYYB.DE
Amundi MSCI USA ESG Climate Net Zero Ambition CTB UCITS ETF Dist
10.39%2.83%31.27%22.21%-17.02%38.79%9.55%34.69%-1.22%6.95%
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 LYYB.DE and AUM5.DE is 0.99 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.99

Correlation (3Y)
Calculated over the trailing 3-year period

0.99

Correlation (5Y)
Calculated over the trailing 5-year period

0.99

Correlation (10Y)
Calculated over the trailing 10-year period

0.99

Correlation (All Time)
Calculated using the full available price history since Sep 15, 2010

0.98

The correlation between LYYB.DE and AUM5.DE has been stable across timeframes, ranging from 0.98 to 0.99 - a consistent structural relationship.

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Return for Risk

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

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

LYYB.DE
LYYB.DE Risk / Return Rank: 5757
Overall Rank
LYYB.DE Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
LYYB.DE Sortino Ratio Rank: 5656
Sortino Ratio Rank
LYYB.DE Omega Ratio Rank: 5959
Omega Ratio Rank
LYYB.DE Calmar Ratio Rank: 5757
Calmar Ratio Rank
LYYB.DE Martin Ratio Rank: 5555
Martin Ratio Rank

AUM5.DE
AUM5.DE Risk / Return Rank: 6969
Overall Rank
AUM5.DE Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
AUM5.DE Sortino Ratio Rank: 6666
Sortino Ratio Rank
AUM5.DE Omega Ratio Rank: 7070
Omega Ratio Rank
AUM5.DE Calmar Ratio Rank: 7272
Calmar Ratio Rank
AUM5.DE Martin Ratio Rank: 6969
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.

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

This table presents a comparison of risk-adjusted performance metrics for Amundi MSCI USA ESG Climate Net Zero Ambition CTB UCITS ETF Dist (LYYB.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.


LYYB.DEAUM5.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.26

Sortino ratioReturn per unit of downside risk

-0.37

Omega ratioGain probability vs. loss probability

1.36

1.41

-0.05

Calmar ratioReturn relative to maximum drawdown

2.79

3.57

-0.79

Martin ratioReturn relative to average drawdown

9.46

12.74

-3.28

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

The current LYYB.DE Sharpe Ratio is 1.93, which is comparable to the AUM5.DE Sharpe Ratio of 2.20. The chart below compares the historical Sharpe Ratios of LYYB.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.


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Sharpe Ratios by Period


LYYB.DEAUM5.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.93

2.20

-0.26

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.83

0.97

-0.14

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.87

0.93

-0.06

Sharpe Ratio (All Time)

Calculated using the full available price history

0.62

0.96

-0.34

Drawdowns

LYYB.DE vs. AUM5.DE - Drawdown Comparison

The maximum LYYB.DE drawdown since its inception was -53.38%, 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 LYYB.DE and AUM5.DE.


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Drawdown Indicators


LYYB.DEAUM5.DEDifference

Max Drawdown

Largest peak-to-trough decline

-53.38%

-33.66%

-19.72%

Max Drawdown (1Y)

Largest decline over 1 year

-8.32%

-7.15%

-1.17%

Max Drawdown (3Y)

Largest decline over 3 years

-24.11%

-23.30%

-0.81%

Max Drawdown (5Y)

Largest decline over 5 years

-24.11%

-23.30%

-0.81%

Max Drawdown (10Y)

Largest decline over 10 years

-34.12%

-33.66%

-0.46%

Current Drawdown

Current decline from peak

-0.38%

-0.46%

+0.08%

Average Drawdown

Average peak-to-trough decline

-9.21%

-4.00%

-5.21%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.45%

2.01%

+0.44%

Volatility

LYYB.DE vs. AUM5.DE - Volatility Comparison

Amundi MSCI USA ESG Climate Net Zero Ambition CTB UCITS ETF Dist (LYYB.DE) and Amundi S&P 500 UCITS ETF EUR (AUM5.DE) have volatilities of 2.66% and 2.63%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LYYB.DEAUM5.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.66%

2.63%

+0.03%

Volatility (6M)

Calculated over the trailing 6-month period

7.84%

7.61%

+0.23%

Volatility (1Y)

Calculated over the trailing 1-year period

11.99%

11.64%

+0.35%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.62%

15.19%

+0.43%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.31%

16.07%

+0.24%

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

LYYB.DE has a 0.09% 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

LYYB.DE vs. AUM5.DE - Dividend Comparison

LYYB.DE's dividend yield for the trailing twelve months is around 0.81%, while AUM5.DE has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
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%
LYYB.DE
Amundi MSCI USA ESG Climate Net Zero Ambition CTB UCITS ETF Dist
0.81%0.99%0.78%0.00%1.12%0.95%1.31%1.14%1.81%1.64%1.88%2.03%

Frequently Asked Questions


With a correlation of 0.99, LYYB.DE and AUM5.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

On fees, LYYB.DE is cheaper at 0.09% per year. The better choice depends on whether you care most about return, fees, risk, or income.

LYYB.DE is cheaper with a 0.09% expense ratio, compared with 0.15% for AUM5.DE.

LYYB.DE is categorized as Large Cap Blend Equities, while AUM5.DE is S&P 500. LYYB.DE tracks MSCI USA ESG Broad Select, while AUM5.DE tracks S&P 500 Index. Their fees differ too: 0.09% for LYYB.DE and 0.15% for AUM5.DE.

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