SXR4.DE vs. AUM5.DE
SXR4.DE (iShares MSCI USA UCITS ETF (Acc)) and AUM5.DE (Amundi S&P 500 UCITS ETF EUR) are both exchange-traded funds - SXR4.DE is a Large Cap Blend Equities fund tracking the MSCI USA, while AUM5.DE is a S&P 500 fund tracking the S&P 500 Index. Both are passively managed. Over the past 10 years, SXR4.DE returned 14.76%/yr vs 15.11%/yr for AUM5.DE. With a 0.98 correlation, they move nearly in lockstep. SXR4.DE charges 0.07%/yr vs 0.15%/yr for AUM5.DE.
Performance
SXR4.DE vs. AUM5.DE - Performance Comparison
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Returns By Period
The year-to-date returns for both investments are quite close, with SXR4.DE having a 11.29% return and AUM5.DE slightly higher at 11.38%. Both investments have delivered pretty close results over the past 10 years, with SXR4.DE having a 14.76% annualized return and AUM5.DE not far ahead at 15.11%.
SXR4.DE
- 1D
- -0.10%
- 1M
- 4.53%
- YTD
- 11.29%
- 6M
- 10.68%
- 1Y
- 25.15%
- 3Y*
- 19.00%
- 5Y*
- 14.32%
- 10Y*
- 14.76%
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%
SXR4.DE vs. AUM5.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SXR4.DE iShares MSCI USA UCITS ETF (Acc) | 11.29% | 4.62% | 32.33% | 23.44% | -15.85% | 38.32% | 9.25% | 34.28% | -1.46% | 6.54% |
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 SXR4.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 | 1.00 |
Correlation (5Y) Calculated over the trailing 5-year period | 1.00 |
Correlation (10Y) Calculated over the trailing 10-year period | 1.00 |
Correlation (All Time) Calculated using the full available price history since Sep 15, 2010 | 0.98 |
The correlation between SXR4.DE and AUM5.DE has been stable across timeframes, ranging from 0.98 to 1.00 - a consistent structural relationship.
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Return for Risk
SXR4.DE vs. AUM5.DE — Risk / Return Rank
SXR4.DE
AUM5.DE
SXR4.DE vs. AUM5.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI USA UCITS ETF (Acc) (SXR4.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.
| SXR4.DE | AUM5.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.05 | ||
| Sortino ratioReturn per unit of downside risk | -0.08 | ||
| Omega ratioGain probability vs. loss probability | 1.40 | 1.41 | -0.01 |
| Calmar ratioReturn relative to maximum drawdown | 3.42 | 3.57 | -0.15 |
| Martin ratioReturn relative to average drawdown | 11.92 | 12.74 | -0.82 |
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
| SXR4.DE | AUM5.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.15 | 2.20 | -0.05 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.92 | 0.97 | -0.05 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.90 | 0.93 | -0.03 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.77 | 0.96 | -0.19 |
Drawdowns
SXR4.DE vs. AUM5.DE - Drawdown Comparison
The maximum SXR4.DE drawdown since its inception was -34.16%, roughly equal to the maximum AUM5.DE drawdown of -33.66%. Use the drawdown chart below to compare losses from any high point for SXR4.DE and AUM5.DE.
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Drawdown Indicators
| SXR4.DE | AUM5.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.16% | -33.66% | -0.50% |
Max Drawdown (1Y)Largest decline over 1 year | -7.36% | -7.15% | -0.21% |
Max Drawdown (3Y)Largest decline over 3 years | -23.63% | -23.30% | -0.33% |
Max Drawdown (5Y)Largest decline over 5 years | -23.63% | -23.30% | -0.33% |
Max Drawdown (10Y)Largest decline over 10 years | -34.16% | -33.66% | -0.50% |
Current DrawdownCurrent decline from peak | -0.40% | -0.46% | +0.06% |
Average DrawdownAverage peak-to-trough decline | -5.25% | -4.00% | -1.25% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.11% | 2.01% | +0.10% |
Volatility
SXR4.DE vs. AUM5.DE - Volatility Comparison
iShares MSCI USA UCITS ETF (Acc) (SXR4.DE) and Amundi S&P 500 UCITS ETF EUR (AUM5.DE) have volatilities of 2.73% 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
| SXR4.DE | AUM5.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.73% | 2.63% | +0.10% |
Volatility (6M)Calculated over the trailing 6-month period | 7.68% | 7.61% | +0.07% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.70% | 11.64% | +0.06% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.42% | 15.19% | +0.23% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.23% | 16.07% | +0.16% |
SXR4.DE vs. AUM5.DE - Expense Ratio Comparison
SXR4.DE has a 0.07% 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
SXR4.DE vs. AUM5.DE - Dividend Comparison
Neither SXR4.DE nor AUM5.DE has paid dividends to shareholders.
Frequently Asked Questions
With a correlation of 0.99, SXR4.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, SXR4.DE is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SXR4.DE is cheaper with a 0.07% expense ratio, compared with 0.15% for AUM5.DE.
SXR4.DE is categorized as Large Cap Blend Equities, while AUM5.DE is S&P 500. SXR4.DE tracks MSCI USA, while AUM5.DE tracks S&P 500 Index. They also come from different issuers: iShares and Amundi. Their fees differ too: 0.07% for SXR4.DE and 0.15% for AUM5.DE.
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