PortfoliosLab logoPortfoliosLab logo
MTDD.DE vs. AUM5.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MTDD.DE vs. AUM5.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Amundi Euro Government Bond 7-10Y UCITS ETF Dist (MTDD.DE) and Amundi S&P 500 UCITS ETF EUR (AUM5.DE). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

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

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


2026 (YTD)202520242023202220212020201920182017
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.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

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

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

MTDD.DE
MTDD.DE Risk / Return Rank: 99
Overall Rank
MTDD.DE Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
MTDD.DE Sortino Ratio Rank: 99
Sortino Ratio Rank
MTDD.DE Omega Ratio Rank: 99
Omega Ratio Rank
MTDD.DE Calmar Ratio Rank: 1010
Calmar Ratio Rank
MTDD.DE Martin Ratio Rank: 1010
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.

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.DEAUM5.DEDifference
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

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

The current MTDD.DE Sharpe Ratio is 0.05, which is lower than the AUM5.DE Sharpe Ratio of 2.20. The chart below compares the historical Sharpe Ratios of MTDD.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.


Loading charts...

Sharpe Ratios by Period


MTDD.DEAUM5.DEDifference

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.


Loading charts...

Drawdown Indicators


MTDD.DEAUM5.DEDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-12.65%

-0.46%

-12.19%

Average Drawdown

Average peak-to-trough decline

-5.55%

-4.00%

-1.55%

Ulcer Index

Depth 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.


Loading charts...

Volatility by Period


MTDD.DEAUM5.DEDifference

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.


PositionTTM20252024202320222021202020192018
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.

Portfolio Optimizer

Find the right allocation for MTDD.DE and AUM5.DE

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer