NADQ.DE vs. AUM5.DE
NADQ.DE (Amundi Nasdaq-100 II UCITS ETF Dist) and AUM5.DE (Amundi S&P 500 UCITS ETF EUR) are both exchange-traded funds - NADQ.DE is a Nasdaq-100 fund tracking the Nasdaq 100®, while AUM5.DE is a S&P 500 fund tracking the S&P 500 Index. Both are passively managed. Over the past 10 years, NADQ.DE returned 21.45%/yr vs 15.11%/yr for AUM5.DE. Their correlation of 0.89 suggests significant overlap in exposure. NADQ.DE charges 0.22%/yr vs 0.15%/yr for AUM5.DE.
Performance
NADQ.DE vs. AUM5.DE - Performance Comparison
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Returns By Period
In the year-to-date period, NADQ.DE achieves a 20.63% return, which is significantly higher than AUM5.DE's 11.38% return. Over the past 10 years, NADQ.DE has outperformed AUM5.DE with an annualized return of 21.45%, while AUM5.DE has yielded a comparatively lower 15.11% annualized return.
NADQ.DE
- 1D
- -0.86%
- 1M
- 7.96%
- YTD
- 20.63%
- 6M
- 18.75%
- 1Y
- 37.21%
- 3Y*
- 24.74%
- 5Y*
- 18.92%
- 10Y*
- 21.45%
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%
NADQ.DE vs. AUM5.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
NADQ.DE Amundi Nasdaq-100 II UCITS ETF Dist | 20.63% | 7.04% | 34.07% | 51.46% | -29.91% | 39.75% | 34.72% | 43.03% | 3.29% | 15.73% |
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 NADQ.DE and AUM5.DE is 0.93, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.93 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.92 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.92 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.89 |
Correlation (All Time) Calculated using the full available price history since Sep 15, 2010 | 0.89 |
The correlation between NADQ.DE and AUM5.DE has been stable across timeframes, ranging from 0.89 to 0.93 - a consistent structural relationship.
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Return for Risk
NADQ.DE vs. AUM5.DE — Risk / Return Rank
NADQ.DE
AUM5.DE
NADQ.DE vs. AUM5.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Amundi Nasdaq-100 II UCITS ETF Dist (NADQ.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.
| NADQ.DE | AUM5.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.21 | ||
| Sortino ratioReturn per unit of downside risk | +0.18 | ||
| Omega ratioGain probability vs. loss probability | 1.42 | 1.41 | +0.01 |
| Calmar ratioReturn relative to maximum drawdown | 3.79 | 3.57 | +0.22 |
| Martin ratioReturn relative to average drawdown | 11.32 | 12.74 | -1.42 |
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
| NADQ.DE | AUM5.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.40 | 2.20 | +0.21 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.94 | 0.97 | -0.03 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 1.11 | 0.93 | +0.18 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.97 | 0.96 | +0.01 |
Drawdowns
NADQ.DE vs. AUM5.DE - Drawdown Comparison
The maximum NADQ.DE drawdown since its inception was -33.44%, roughly equal to the maximum AUM5.DE drawdown of -33.66%. Use the drawdown chart below to compare losses from any high point for NADQ.DE and AUM5.DE.
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Drawdown Indicators
| NADQ.DE | AUM5.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.44% | -33.66% | +0.22% |
Max Drawdown (1Y)Largest decline over 1 year | -9.97% | -7.15% | -2.82% |
Max Drawdown (3Y)Largest decline over 3 years | -26.70% | -23.30% | -3.40% |
Max Drawdown (5Y)Largest decline over 5 years | -31.16% | -23.30% | -7.86% |
Max Drawdown (10Y)Largest decline over 10 years | -31.16% | -33.66% | +2.50% |
Current DrawdownCurrent decline from peak | -0.86% | -0.46% | -0.40% |
Average DrawdownAverage peak-to-trough decline | -5.93% | -4.00% | -1.93% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.35% | 2.01% | +1.34% |
Volatility
NADQ.DE vs. AUM5.DE - Volatility Comparison
Amundi Nasdaq-100 II UCITS ETF Dist (NADQ.DE) has a higher volatility of 4.26% compared to Amundi S&P 500 UCITS ETF EUR (AUM5.DE) at 2.63%. This indicates that NADQ.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
| NADQ.DE | AUM5.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.26% | 2.63% | +1.63% |
Volatility (6M)Calculated over the trailing 6-month period | 10.95% | 7.61% | +3.34% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.74% | 11.64% | +4.10% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.84% | 15.19% | +4.65% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.54% | 16.07% | +3.47% |
NADQ.DE vs. AUM5.DE - Expense Ratio Comparison
NADQ.DE has a 0.22% 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
NADQ.DE vs. AUM5.DE - Dividend Comparison
NADQ.DE's dividend yield for the trailing twelve months is around 0.33%, 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% |
NADQ.DE Amundi Nasdaq-100 II UCITS ETF Dist | 0.33% | 0.40% | 0.55% | 0.40% | 0.79% | 0.51% | 0.40% | 0.54% | 0.63% |
Frequently Asked Questions
With a correlation of 0.93, NADQ.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, 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 0.22% for NADQ.DE.
NADQ.DE is categorized as Nasdaq-100, while AUM5.DE is S&P 500. NADQ.DE tracks Nasdaq 100®, while AUM5.DE tracks S&P 500 Index. Their fees differ too: 0.22% for NADQ.DE and 0.15% for AUM5.DE.
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