WELQ.DE vs. AUM5.DE
WELQ.DE (Amundi S&P Global Utilities ESG UCITS ETF EUR Dist) and AUM5.DE (Amundi S&P 500 UCITS ETF EUR) are both exchange-traded funds - WELQ.DE is a Utilities Equities fund tracking the S&P Developed Ex-Korea LargeMidCap Sustainability Enhanced Utilities, while AUM5.DE is a S&P 500 fund tracking the S&P 500 Index. Both are passively managed. Over the past 3 years, WELQ.DE returned 11.14%/yr vs 18.95%/yr for AUM5.DE. At a 0.25 correlation, their price movements are largely independent. WELQ.DE charges 0.18%/yr vs 0.15%/yr for AUM5.DE.
Performance
WELQ.DE vs. AUM5.DE - Performance Comparison
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Returns By Period
In the year-to-date period, WELQ.DE achieves a 6.91% return, which is significantly lower than AUM5.DE's 11.38% return.
WELQ.DE
- 1D
- -0.97%
- 1M
- -4.33%
- YTD
- 6.91%
- 6M
- 6.54%
- 1Y
- 16.98%
- 3Y*
- 11.14%
- 5Y*
- —
- 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%
WELQ.DE vs. AUM5.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
WELQ.DE Amundi S&P Global Utilities ESG UCITS ETF EUR Dist | 6.91% | 18.60% | 9.91% | 1.75% | 9.13% |
AUM5.DE Amundi S&P 500 UCITS ETF EUR | 11.38% | 4.80% | 32.39% | 22.64% | -3.07% |
Correlation
The correlation between WELQ.DE and AUM5.DE is 0.22, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.22 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.19 |
Correlation (All Time) Calculated using the full available price history since Oct 12, 2022 | 0.25 |
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Return for Risk
WELQ.DE vs. AUM5.DE — Risk / Return Rank
WELQ.DE
AUM5.DE
WELQ.DE vs. AUM5.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Amundi S&P Global Utilities ESG UCITS ETF EUR Dist (WELQ.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.
| WELQ.DE | AUM5.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.88 | ||
| Sortino ratioReturn per unit of downside risk | -1.13 | ||
| Omega ratioGain probability vs. loss probability | 1.22 | 1.41 | -0.19 |
| Calmar ratioReturn relative to maximum drawdown | 2.36 | 3.57 | -1.21 |
| Martin ratioReturn relative to average drawdown | 6.63 | 12.74 | -6.11 |
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
| WELQ.DE | AUM5.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.32 | 2.20 | -0.88 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.97 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.93 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.97 | 0.96 | +0.01 |
Drawdowns
WELQ.DE vs. AUM5.DE - Drawdown Comparison
The maximum WELQ.DE drawdown since its inception was -13.98%, smaller than the maximum AUM5.DE drawdown of -33.66%. Use the drawdown chart below to compare losses from any high point for WELQ.DE and AUM5.DE.
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Drawdown Indicators
| WELQ.DE | AUM5.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -13.98% | -33.66% | +19.68% |
Max Drawdown (1Y)Largest decline over 1 year | -6.71% | -7.15% | +0.44% |
Max Drawdown (3Y)Largest decline over 3 years | -12.52% | -23.30% | +10.78% |
Max Drawdown (5Y)Largest decline over 5 years | — | -23.30% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.66% | — |
Current DrawdownCurrent decline from peak | -6.53% | -0.46% | -6.07% |
Average DrawdownAverage peak-to-trough decline | -3.14% | -4.00% | +0.86% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.39% | 2.01% | +0.38% |
Volatility
WELQ.DE vs. AUM5.DE - Volatility Comparison
Amundi S&P Global Utilities ESG UCITS ETF EUR Dist (WELQ.DE) has a higher volatility of 4.07% compared to Amundi S&P 500 UCITS ETF EUR (AUM5.DE) at 2.63%. This indicates that WELQ.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
| WELQ.DE | AUM5.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.07% | 2.63% | +1.44% |
Volatility (6M)Calculated over the trailing 6-month period | 10.01% | 7.61% | +2.40% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.01% | 11.64% | +0.37% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.00% | 15.19% | -2.19% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.00% | 16.07% | -3.07% |
WELQ.DE vs. AUM5.DE - Expense Ratio Comparison
WELQ.DE has a 0.18% 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
WELQ.DE vs. AUM5.DE - Dividend Comparison
WELQ.DE's dividend yield for the trailing twelve months is around 2.60%, while AUM5.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 |
|---|---|---|---|---|
AUM5.DE Amundi S&P 500 UCITS ETF EUR | 0.00% | 0.00% | 0.00% | 0.00% |
WELQ.DE Amundi S&P Global Utilities ESG UCITS ETF EUR Dist | 2.60% | 2.85% | 3.42% | 0.57% |
Frequently Asked Questions
WELQ.DE and AUM5.DE have a correlation of 0.22, 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 0.18% for WELQ.DE.
WELQ.DE is categorized as Utilities Equities, while AUM5.DE is S&P 500. WELQ.DE tracks S&P Developed Ex-Korea LargeMidCap Sustainability Enhanced Utilities, while AUM5.DE tracks S&P 500 Index. Their fees differ too: 0.18% for WELQ.DE and 0.15% for AUM5.DE.
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