VOOM.DE vs. AUM5.DE
VOOM.DE (Lyxor Global Gender Equality (DR) UCITS ETF - Acc) and AUM5.DE (Amundi S&P 500 UCITS ETF EUR) are both exchange-traded funds - VOOM.DE is a Global Equities fund tracking the Solactive Equileap Global Gender Equality, while AUM5.DE is a S&P 500 fund tracking the S&P 500 Index. Both are passively managed. Over the past 5 years, VOOM.DE returned 7.08%/yr vs 14.88%/yr for AUM5.DE. A 0.77 correlation means they provide meaningful diversification when combined. VOOM.DE charges 0.20%/yr vs 0.15%/yr for AUM5.DE.
Performance
VOOM.DE vs. AUM5.DE - Performance Comparison
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Returns By Period
In the year-to-date period, VOOM.DE achieves a 4.22% return, which is significantly lower than AUM5.DE's 11.38% return.
VOOM.DE
- 1D
- -0.16%
- 1M
- -0.12%
- YTD
- 4.22%
- 6M
- 5.06%
- 1Y
- 11.74%
- 3Y*
- 11.60%
- 5Y*
- 7.08%
- 10Y*
- —
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%
VOOM.DE vs. AUM5.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
VOOM.DE Lyxor Global Gender Equality (DR) UCITS ETF - Acc | 4.22% | 9.47% | 13.86% | 13.15% | -10.99% | 25.76% | 0.40% | 15.14% |
AUM5.DE Amundi S&P 500 UCITS ETF EUR | 11.38% | 4.80% | 32.39% | 22.64% | -14.14% | 40.96% | 7.10% | 18.09% |
Correlation
The correlation between VOOM.DE and AUM5.DE is 0.50, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.50 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.57 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.71 |
Correlation (All Time) Calculated using the full available price history since Mar 28, 2019 | 0.77 |
Over the past year, the correlation between VOOM.DE and AUM5.DE has dropped to 0.50 - well below their long-term average of 0.77, suggesting their price drivers have been diverging.
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Return for Risk
VOOM.DE vs. AUM5.DE — Risk / Return Rank
VOOM.DE
AUM5.DE
VOOM.DE vs. AUM5.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Lyxor Global Gender Equality (DR) UCITS ETF - Acc (VOOM.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.
| VOOM.DE | AUM5.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.20 | ||
| Sortino ratioReturn per unit of downside risk | -1.58 | ||
| Omega ratioGain probability vs. loss probability | 1.17 | 1.41 | -0.24 |
| Calmar ratioReturn relative to maximum drawdown | 1.88 | 3.57 | -1.69 |
| Martin ratioReturn relative to average drawdown | 6.21 | 12.74 | -6.53 |
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
| VOOM.DE | AUM5.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.00 | 2.20 | -1.20 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.51 | 0.97 | -0.46 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.93 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.58 | 0.96 | -0.38 |
Drawdowns
VOOM.DE vs. AUM5.DE - Drawdown Comparison
The maximum VOOM.DE drawdown since its inception was -36.78%, 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 VOOM.DE and AUM5.DE.
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Drawdown Indicators
| VOOM.DE | AUM5.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.78% | -33.66% | -3.12% |
Max Drawdown (1Y)Largest decline over 1 year | -6.54% | -7.15% | +0.61% |
Max Drawdown (3Y)Largest decline over 3 years | -18.04% | -23.30% | +5.26% |
Max Drawdown (5Y)Largest decline over 5 years | -18.04% | -23.30% | +5.26% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.66% | — |
Current DrawdownCurrent decline from peak | -1.45% | -0.46% | -0.99% |
Average DrawdownAverage peak-to-trough decline | -5.32% | -4.00% | -1.32% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.99% | 2.01% | -0.02% |
Volatility
VOOM.DE vs. AUM5.DE - Volatility Comparison
Lyxor Global Gender Equality (DR) UCITS ETF - Acc (VOOM.DE) and Amundi S&P 500 UCITS ETF EUR (AUM5.DE) have volatilities of 2.54% 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
| VOOM.DE | AUM5.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.54% | 2.63% | -0.09% |
Volatility (6M)Calculated over the trailing 6-month period | 7.34% | 7.61% | -0.27% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.37% | 11.64% | +0.73% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.79% | 15.19% | -1.40% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.04% | 16.07% | -0.03% |
VOOM.DE vs. AUM5.DE - Expense Ratio Comparison
VOOM.DE has a 0.20% 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
VOOM.DE vs. AUM5.DE - Dividend Comparison
Neither VOOM.DE nor AUM5.DE has paid dividends to shareholders.
Frequently Asked Questions
VOOM.DE and AUM5.DE have a correlation of 0.50, 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 0.20% for VOOM.DE.
VOOM.DE is categorized as Global Equities, while AUM5.DE is S&P 500. VOOM.DE tracks Solactive Equileap Global Gender Equality, while AUM5.DE tracks S&P 500 Index. Their fees differ too: 0.20% for VOOM.DE and 0.15% for AUM5.DE.
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