UCRP.DE vs. AUM5.DE
UCRP.DE (Amundi USD Corporate Bond ESG UCITS ETF DR (Acc)) and AUM5.DE (Amundi S&P 500 UCITS ETF EUR) are both exchange-traded funds - UCRP.DE is a Corporate Bonds fund tracking the Bloomberg MSCI US Corporate SRI Index, while AUM5.DE is a S&P 500 fund tracking the S&P 500 Index. Both are passively managed. Over the past 5 years, UCRP.DE returned 0.91%/yr vs 13.81%/yr for AUM5.DE. At a 0.22 correlation, their price movements are largely independent. UCRP.DE charges 0.14%/yr vs 0.15%/yr for AUM5.DE.
Performance
UCRP.DE vs. AUM5.DE - Performance Comparison
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Returns By Period
In the year-to-date period, UCRP.DE achieves a 3.24% return, which is significantly lower than AUM5.DE's 12.24% return.
UCRP.DE
- 1D
- -0.16%
- 1M
- 1.82%
- 6M
- 2.96%
- YTD
- 3.24%
- 1Y
- 6.79%
- 3Y*
- 3.27%
- 5Y*
- 0.91%
- 10Y*
- —
AUM5.DE
- 1D
- 0.21%
- 1M
- 0.61%
- 6M
- 13.04%
- YTD
- 12.24%
- 1Y
- 24.13%
- 3Y*
- 18.43%
- 5Y*
- 13.81%
- 10Y*
- 15.03%
UCRP.DE vs. AUM5.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
UCRP.DE Amundi USD Corporate Bond ESG UCITS ETF DR (Acc) | 3.24% | -4.44% | 7.79% | 4.77% | -9.83% | 6.55% | -0.62% | 2.88% | 0.88% |
AUM5.DE Amundi S&P 500 UCITS ETF EUR | 12.24% | 4.80% | 32.40% | 22.65% | -14.14% | 40.97% | 7.09% | 34.94% | -3.24% |
Correlation
The correlation between UCRP.DE and AUM5.DE is 0.41, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.41 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.36 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.24 |
Correlation (All Time) Calculated using the full available price history since May 15, 2018 | 0.22 |
The correlation between UCRP.DE and AUM5.DE shifts across timeframes, from 0.22 (all time) to 0.41 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
UCRP.DE vs. AUM5.DE — Risk / Return Rank
UCRP.DE
AUM5.DE
UCRP.DE vs. AUM5.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Amundi USD Corporate Bond ESG UCITS ETF DR (Acc) (UCRP.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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| UCRP.DE | AUM5.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.85 | ||
| Sortino ratioReturn per unit of downside risk | -1.00 | ||
| Omega ratioGain probability vs. loss probability | 1.21 | 1.37 | -0.16 |
| Calmar ratioReturn relative to maximum drawdown | 2.05 | 3.35 | -1.29 |
| Martin ratioReturn relative to average drawdown | 5.77 | 11.77 | -6.00 |
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Drawdowns
UCRP.DE vs. AUM5.DE - Drawdown Comparison
The maximum UCRP.DE drawdown since its inception was -14.40%, smaller than the maximum AUM5.DE drawdown of -33.65%. Use the drawdown chart below to compare losses from any high point for UCRP.DE and AUM5.DE.
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Drawdown Indicators
| UCRP.DE | AUM5.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -14.40% | -33.65% | +19.25% |
Max Drawdown (1Y)Largest decline over 1 year | -3.29% | -7.18% | +3.89% |
Max Drawdown (3Y)Largest decline over 3 years | -11.27% | -23.30% | +12.03% |
Max Drawdown (5Y)Largest decline over 5 years | -12.94% | -23.30% | +10.36% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.65% | — |
Current DrawdownCurrent decline from peak | -3.97% | -0.65% | -3.32% |
Average DrawdownAverage peak-to-trough decline | -5.31% | -3.98% | -1.33% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.17% | 2.04% | -0.87% |
Volatility
UCRP.DE vs. AUM5.DE - Volatility Comparison
The current volatility for Amundi USD Corporate Bond ESG UCITS ETF DR (Acc) (UCRP.DE) is 1.70%, while Amundi S&P 500 UCITS ETF EUR (AUM5.DE) has a volatility of 3.66%. This indicates that UCRP.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
| UCRP.DE | AUM5.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.70% | 3.66% | -1.96% |
Volatility (6M)Calculated over the trailing 6-month period | 3.95% | 7.97% | -4.02% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.74% | 11.89% | -6.15% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 8.35% | 15.22% | -6.87% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 9.07% | 16.08% | -7.01% |
UCRP.DE vs. AUM5.DE - Expense Ratio Comparison
UCRP.DE has a 0.14% 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
UCRP.DE vs. AUM5.DE - Dividend Comparison
Neither UCRP.DE nor AUM5.DE has paid dividends to shareholders.
Frequently Asked Questions
UCRP.DE and AUM5.DE have a correlation of 0.41, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, UCRP.DE is cheaper at 0.14% per year. The better choice depends on whether you care most about return, fees, risk, or income.
UCRP.DE is cheaper with a 0.14% expense ratio, compared with 0.15% for AUM5.DE.
UCRP.DE is categorized as Corporate Bonds, while AUM5.DE is S&P 500. UCRP.DE tracks Bloomberg MSCI US Corporate SRI Index, while AUM5.DE tracks S&P 500 Index. Their fees differ too: 0.14% for UCRP.DE and 0.15% for AUM5.DE.
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