VOOL.DE vs. AUM5.DE
VOOL.DE (Amundi S&P 500 VIX Futures Enhanced Roll UCITS ETF Acc) and AUM5.DE (Amundi S&P 500 UCITS ETF EUR) are both exchange-traded funds - VOOL.DE is a Volatility fund tracking the S&P 500 VIX Futures Roll Enhanced TR, while AUM5.DE is a S&P 500 fund tracking the S&P 500 Index. Both are passively managed. Over the past 10 years, VOOL.DE returned -26.18%/yr vs 15.11%/yr for AUM5.DE. At a correlation of -0.50, they often move in opposite directions. VOOL.DE charges 0.60%/yr vs 0.15%/yr for AUM5.DE.
Performance
VOOL.DE vs. AUM5.DE - Performance Comparison
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Returns By Period
In the year-to-date period, VOOL.DE achieves a 2.95% return, which is significantly lower than AUM5.DE's 11.38% return. Over the past 10 years, VOOL.DE has underperformed AUM5.DE with an annualized return of -26.18%, while AUM5.DE has yielded a comparatively higher 15.11% annualized return.
VOOL.DE
- 1D
- -0.59%
- 1M
- -1.68%
- YTD
- 2.95%
- 6M
- -3.26%
- 1Y
- -17.45%
- 3Y*
- -28.39%
- 5Y*
- -26.95%
- 10Y*
- -26.18%
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%
VOOL.DE vs. AUM5.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VOOL.DE Amundi S&P 500 VIX Futures Enhanced Roll UCITS ETF Acc | 2.95% | -25.96% | -26.51% | -52.19% | -7.88% | -38.71% | 42.44% | -35.38% | 30.69% | -63.80% |
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 VOOL.DE and AUM5.DE is -0.49, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.49 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.48 |
Correlation (5Y) Calculated over the trailing 5-year period | -0.55 |
Correlation (10Y) Calculated over the trailing 10-year period | -0.55 |
Correlation (All Time) Calculated using the full available price history since Dec 18, 2012 | -0.50 |
The correlation between VOOL.DE and AUM5.DE has been stable across timeframes, ranging from -0.55 to -0.48 - a consistent structural relationship.
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Return for Risk
VOOL.DE vs. AUM5.DE — Risk / Return Rank
VOOL.DE
AUM5.DE
VOOL.DE vs. AUM5.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Amundi S&P 500 VIX Futures Enhanced Roll UCITS ETF Acc (VOOL.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.
| VOOL.DE | AUM5.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.86 | ||
| Sortino ratioReturn per unit of downside risk | -3.82 | ||
| Omega ratioGain probability vs. loss probability | 0.90 | 1.41 | -0.51 |
| Calmar ratioReturn relative to maximum drawdown | -0.70 | 3.57 | -4.27 |
| Martin ratioReturn relative to average drawdown | -1.14 | 12.74 | -13.88 |
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
| VOOL.DE | AUM5.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.66 | 2.20 | -2.86 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.67 | 0.97 | -1.64 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.59 | 0.93 | -1.53 |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.64 | 0.96 | -1.61 |
Drawdowns
VOOL.DE vs. AUM5.DE - Drawdown Comparison
The maximum VOOL.DE drawdown since its inception was -98.72%, which is greater than AUM5.DE's maximum drawdown of -33.66%. Use the drawdown chart below to compare losses from any high point for VOOL.DE and AUM5.DE.
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Drawdown Indicators
| VOOL.DE | AUM5.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -98.72% | -33.66% | -65.06% |
Max Drawdown (1Y)Largest decline over 1 year | -25.83% | -7.15% | -18.68% |
Max Drawdown (3Y)Largest decline over 3 years | -64.28% | -23.30% | -40.98% |
Max Drawdown (5Y)Largest decline over 5 years | -82.72% | -23.30% | -59.42% |
Max Drawdown (10Y)Largest decline over 10 years | -96.48% | -33.66% | -62.82% |
Current DrawdownCurrent decline from peak | -98.63% | -0.46% | -98.17% |
Average DrawdownAverage peak-to-trough decline | -83.36% | -4.00% | -79.36% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 15.81% | 2.01% | +13.80% |
Volatility
VOOL.DE vs. AUM5.DE - Volatility Comparison
Amundi S&P 500 VIX Futures Enhanced Roll UCITS ETF Acc (VOOL.DE) has a higher volatility of 3.79% compared to Amundi S&P 500 UCITS ETF EUR (AUM5.DE) at 2.63%. This indicates that VOOL.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
| VOOL.DE | AUM5.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.79% | 2.63% | +1.16% |
Volatility (6M)Calculated over the trailing 6-month period | 20.77% | 7.61% | +13.16% |
Volatility (1Y)Calculated over the trailing 1-year period | 27.21% | 11.64% | +15.57% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 39.93% | 15.19% | +24.74% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 44.00% | 16.07% | +27.93% |
VOOL.DE vs. AUM5.DE - Expense Ratio Comparison
VOOL.DE has a 0.60% expense ratio, which is higher than AUM5.DE's 0.15% expense ratio.
Dividends
VOOL.DE vs. AUM5.DE - Dividend Comparison
Neither VOOL.DE nor AUM5.DE has paid dividends to shareholders.
Frequently Asked Questions
VOOL.DE and AUM5.DE have a correlation of -0.49, 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 0.60% for VOOL.DE.
VOOL.DE is categorized as Volatility, while AUM5.DE is S&P 500. VOOL.DE tracks S&P 500 VIX Futures Roll Enhanced TR, while AUM5.DE tracks S&P 500 Index. Their fees differ too: 0.60% for VOOL.DE and 0.15% for AUM5.DE.
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