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WEBC.DE vs. AUM5.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

WEBC.DE vs. AUM5.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Amundi MSCI North America ESG Broad Transition UCITS ETF (Dist) (WEBC.DE) and Amundi S&P 500 UCITS ETF EUR (AUM5.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, WEBC.DE achieves a 11.45% return, which is significantly lower than AUM5.DE's 12.24% return.


WEBC.DE

1D
0.29%
1M
0.85%
6M
12.39%
YTD
11.45%
1Y
23.01%
3Y*
5Y*
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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

WEBC.DE vs. AUM5.DE - Yearly Performance Comparison


2026 (YTD)202520242023
WEBC.DE
Amundi MSCI North America ESG Broad Transition UCITS ETF (Dist)
11.45%3.77%30.70%6.86%
AUM5.DE
Amundi S&P 500 UCITS ETF EUR
12.24%4.80%32.40%6.00%

Correlation

The correlation between WEBC.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 (All Time)
Calculated using the full available price history since Nov 10, 2023

0.98

The correlation between WEBC.DE and AUM5.DE has been stable across timeframes, ranging from 0.98 to 0.99 - a consistent structural relationship.

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Return for Risk

WEBC.DE vs. AUM5.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

WEBC.DE
WEBC.DE Risk / Return Rank: 6969
Overall Rank
WEBC.DE Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
WEBC.DE Sortino Ratio Rank: 6969
Sortino Ratio Rank
WEBC.DE Omega Ratio Rank: 7070
Omega Ratio Rank
WEBC.DE Calmar Ratio Rank: 6969
Calmar Ratio Rank
WEBC.DE Martin Ratio Rank: 6666
Martin Ratio Rank

AUM5.DE
AUM5.DE Risk / Return Rank: 7777
Overall Rank
AUM5.DE Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
AUM5.DE Sortino Ratio Rank: 7676
Sortino Ratio Rank
AUM5.DE Omega Ratio Rank: 7777
Omega Ratio Rank
AUM5.DE Calmar Ratio Rank: 7878
Calmar Ratio Rank
AUM5.DE Martin Ratio Rank: 7777
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

WEBC.DE vs. AUM5.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi MSCI North America ESG Broad Transition UCITS ETF (Dist) (WEBC.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.


WEBC.DEAUM5.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.15

Sortino ratioReturn per unit of downside risk

-0.19

Omega ratioGain probability vs. loss probability

1.34

1.37

-0.03

Calmar ratioReturn relative to maximum drawdown

2.84

3.35

-0.51

Martin ratioReturn relative to average drawdown

9.80

11.77

-1.97

WEBC.DE vs. AUM5.DE - Sharpe Ratio Comparison

The current WEBC.DE Sharpe Ratio is 1.88, which is comparable to the AUM5.DE Sharpe Ratio of 2.03. The chart below compares the historical Sharpe Ratios of WEBC.DE and AUM5.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

WEBC.DE vs. AUM5.DE - Drawdown Comparison

The maximum WEBC.DE drawdown since its inception was -23.69%, smaller than the maximum AUM5.DE drawdown of -33.65%. Use the drawdown chart below to compare losses from any high point for WEBC.DE and AUM5.DE.


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Drawdown Indicators


WEBC.DEAUM5.DEDifference

Max Drawdown

Largest peak-to-trough decline

-23.69%

-33.65%

+9.96%

Max Drawdown (1Y)

Largest decline over 1 year

-8.07%

-7.18%

-0.89%

Max Drawdown (3Y)

Largest decline over 3 years

-23.30%

Max Drawdown (5Y)

Largest decline over 5 years

-23.30%

Max Drawdown (10Y)

Largest decline over 10 years

-33.65%

Current Drawdown

Current decline from peak

-0.70%

-0.65%

-0.05%

Average Drawdown

Average peak-to-trough decline

-3.36%

-3.98%

+0.62%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.34%

2.04%

+0.30%

Volatility

WEBC.DE vs. AUM5.DE - Volatility Comparison

Amundi MSCI North America ESG Broad Transition UCITS ETF (Dist) (WEBC.DE) and Amundi S&P 500 UCITS ETF EUR (AUM5.DE) have volatilities of 3.61% and 3.66%, 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


WEBC.DEAUM5.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.61%

3.66%

-0.05%

Volatility (6M)

Calculated over the trailing 6-month period

8.22%

7.97%

+0.25%

Volatility (1Y)

Calculated over the trailing 1-year period

12.23%

11.89%

+0.34%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.69%

15.22%

-0.53%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.69%

16.08%

-1.39%

WEBC.DE vs. AUM5.DE - Expense Ratio Comparison

Both WEBC.DE and AUM5.DE have an expense ratio of 0.15%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Dividends

WEBC.DE vs. AUM5.DE - Dividend Comparison

WEBC.DE's dividend yield for the trailing twelve months is around 0.78%, while AUM5.DE has not paid dividends to shareholders.


PositionTTM20252024
AUM5.DE
Amundi S&P 500 UCITS ETF EUR
0.00%0.00%0.00%
WEBC.DE
Amundi MSCI North America ESG Broad Transition UCITS ETF (Dist)
0.78%0.99%0.75%

Frequently Asked Questions


With a correlation of 0.99, WEBC.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.

Both ETFs have the same 0.15% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

WEBC.DE and AUM5.DE have the same expense ratio: 0.15% per year.

WEBC.DE is categorized as Large Cap Blend Equities, while AUM5.DE is S&P 500. WEBC.DE tracks MSCI North America ESG Broad CTB Select Index, while AUM5.DE tracks S&P 500 Index.

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