MTDD.DE vs. AUM5.DE
MTDD.DE (Amundi Euro Government Bond 7-10Y UCITS ETF Dist) and AUM5.DE (Amundi S&P 500 UCITS ETF EUR) are both exchange-traded funds - MTDD.DE is a European Government Bonds fund tracking the Bloomberg Euro Treasury 50bn 7-10 Year Bond, while AUM5.DE is a S&P 500 fund tracking the S&P 500 Index. Both are passively managed. Over the past 10 years, MTDD.DE returned -0.01%/yr vs 15.11%/yr for AUM5.DE. At a 0.01 correlation, their price movements are largely independent. MTDD.DE charges 0.17%/yr vs 0.15%/yr for AUM5.DE.
Performance
MTDD.DE vs. AUM5.DE - Performance Comparison
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Returns By Period
In the year-to-date period, MTDD.DE achieves a 0.11% return, which is significantly lower than AUM5.DE's 11.38% return. Over the past 10 years, MTDD.DE has underperformed AUM5.DE with an annualized return of -0.01%, while AUM5.DE has yielded a comparatively higher 15.11% annualized return.
MTDD.DE
- 1D
- 0.04%
- 1M
- -0.00%
- YTD
- 0.11%
- 6M
- 0.13%
- 1Y
- 0.75%
- 3Y*
- 2.73%
- 5Y*
- -2.13%
- 10Y*
- -0.01%
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%
MTDD.DE vs. AUM5.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MTDD.DE Amundi Euro Government Bond 7-10Y UCITS ETF Dist | 0.11% | 1.75% | 1.15% | 8.48% | -19.28% | -2.83% | 3.93% | 6.98% | 1.40% | 0.91% |
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 MTDD.DE and AUM5.DE is 0.24, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.24 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.12 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.09 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.02 |
Correlation (All Time) Calculated using the full available price history since Sep 15, 2010 | 0.01 |
Over the past year, MTDD.DE and AUM5.DE have become more correlated (0.24) than their long-term average of 0.01, meaning their price movements have been converging.
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Return for Risk
MTDD.DE vs. AUM5.DE — Risk / Return Rank
MTDD.DE
AUM5.DE
MTDD.DE vs. AUM5.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Amundi Euro Government Bond 7-10Y UCITS ETF Dist (MTDD.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.
| MTDD.DE | AUM5.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.15 | ||
| Sortino ratioReturn per unit of downside risk | -2.90 | ||
| Omega ratioGain probability vs. loss probability | 1.01 | 1.41 | -0.40 |
| Calmar ratioReturn relative to maximum drawdown | 0.06 | 3.57 | -3.51 |
| Martin ratioReturn relative to average drawdown | 0.16 | 12.74 | -12.58 |
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
| MTDD.DE | AUM5.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.05 | 2.20 | -2.15 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.30 | 0.97 | -1.27 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.00 | 0.93 | -0.94 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.44 | 0.96 | -0.53 |
Drawdowns
MTDD.DE vs. AUM5.DE - Drawdown Comparison
The maximum MTDD.DE drawdown since its inception was -22.48%, smaller than the maximum AUM5.DE drawdown of -33.66%. Use the drawdown chart below to compare losses from any high point for MTDD.DE and AUM5.DE.
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Drawdown Indicators
| MTDD.DE | AUM5.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -22.48% | -33.66% | +11.18% |
Max Drawdown (1Y)Largest decline over 1 year | -4.13% | -7.15% | +3.02% |
Max Drawdown (3Y)Largest decline over 3 years | -4.42% | -23.30% | +18.88% |
Max Drawdown (5Y)Largest decline over 5 years | -22.18% | -23.30% | +1.12% |
Max Drawdown (10Y)Largest decline over 10 years | -22.48% | -33.66% | +11.18% |
Current DrawdownCurrent decline from peak | -12.65% | -0.46% | -12.19% |
Average DrawdownAverage peak-to-trough decline | -5.55% | -4.00% | -1.55% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.53% | 2.01% | -0.48% |
Volatility
MTDD.DE vs. AUM5.DE - Volatility Comparison
The current volatility for Amundi Euro Government Bond 7-10Y UCITS ETF Dist (MTDD.DE) is 2.06%, while Amundi S&P 500 UCITS ETF EUR (AUM5.DE) has a volatility of 2.63%. This indicates that MTDD.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
| MTDD.DE | AUM5.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.06% | 2.63% | -0.57% |
Volatility (6M)Calculated over the trailing 6-month period | 4.19% | 7.61% | -3.42% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.96% | 11.64% | -6.68% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 7.09% | 15.19% | -8.10% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 6.07% | 16.07% | -10.00% |
MTDD.DE vs. AUM5.DE - Expense Ratio Comparison
MTDD.DE has a 0.17% 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
MTDD.DE vs. AUM5.DE - Dividend Comparison
MTDD.DE's dividend yield for the trailing twelve months is around 2.68%, while AUM5.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
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% |
MTDD.DE Amundi Euro Government Bond 7-10Y UCITS ETF Dist | 2.68% | 2.68% | 1.85% | 1.25% | 1.45% | 1.74% | 1.68% | 0.83% | 0.77% |
Frequently Asked Questions
MTDD.DE and AUM5.DE have a correlation of 0.24, 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 0.17% for MTDD.DE.
MTDD.DE is categorized as European Government Bonds, while AUM5.DE is S&P 500. MTDD.DE tracks Bloomberg Euro Treasury 50bn 7-10 Year Bond, while AUM5.DE tracks S&P 500 Index. Their fees differ too: 0.17% for MTDD.DE and 0.15% for AUM5.DE.
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