WEXU.DE vs. AUM5.DE
WEXU.DE (Amundi MSCI World Ex USA UCITS ETF (Acc)) and AUM5.DE (Amundi S&P 500 UCITS ETF EUR) are both exchange-traded funds - WEXU.DE is a Global Equities fund tracking the MSCI World ex USA Index, while AUM5.DE is a S&P 500 fund tracking the S&P 500 Index. Both are passively managed. Over the past year, WEXU.DE returned 22.91% vs 20.76% for AUM5.DE. A 0.54 correlation means they provide meaningful diversification when combined. Both charge a 0.15% expense ratio.
Performance
WEXU.DE vs. AUM5.DE - Performance Comparison
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Different Trading Currencies
WEXU.DE is traded in USD, while AUM5.DE is traded in EUR. To make them comparable, the AUM5.DE values have been converted to USD using the latest available exchange rates.
Returns By Period
In the year-to-date period, WEXU.DE achieves a 10.81% return, which is significantly higher than AUM5.DE's 9.27% return.
WEXU.DE
- 1D
- 0.58%
- 1M
- 1.99%
- 6M
- 10.54%
- YTD
- 10.81%
- 1Y
- 22.91%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
AUM5.DE
- 1D
- 0.24%
- 1M
- -0.79%
- 6M
- 10.32%
- YTD
- 9.27%
- 1Y
- 20.76%
- 3Y*
- 20.43%
- 5Y*
- 12.98%
- 10Y*
- 15.40%
WEXU.DE vs. AUM5.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
WEXU.DE Amundi MSCI World Ex USA UCITS ETF (Acc) | 10.81% | 32.45% | -3.68% |
AUM5.DE Amundi S&P 500 UCITS ETF EUR | 9.27% | 18.31% | 9.12% |
Correlation
The correlation between WEXU.DE and AUM5.DE is 0.58, 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 | 0.58 |
Correlation (All Time) Calculated using the full available price history since Sep 9, 2024 | 0.54 |
The correlation between WEXU.DE and AUM5.DE has been stable across timeframes, ranging from 0.54 to 0.58 - a consistent structural relationship.
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Return for Risk
WEXU.DE vs. AUM5.DE — Risk / Return Rank
WEXU.DE
AUM5.DE
WEXU.DE vs. AUM5.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Amundi MSCI World Ex USA UCITS ETF (Acc) (WEXU.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.
| WEXU.DE | AUM5.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.09 | ||
| Sortino ratioReturn per unit of downside risk | 0.00 | ||
| Omega ratioGain probability vs. loss probability | 1.30 | 1.30 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | 2.20 | 2.41 | -0.21 |
| Martin ratioReturn relative to average drawdown | 8.00 | 9.72 | -1.72 |
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Drawdowns
WEXU.DE vs. AUM5.DE - Drawdown Comparison
The maximum WEXU.DE drawdown since its inception was -13.56%, smaller than the maximum AUM5.DE drawdown of -34.13%. Use the drawdown chart below to compare losses from any high point for WEXU.DE and AUM5.DE.
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Drawdown Indicators
| WEXU.DE | AUM5.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -13.56% | -34.13% | +20.57% |
Max Drawdown (1Y)Largest decline over 1 year | -10.47% | -8.58% | -1.89% |
Max Drawdown (3Y)Largest decline over 3 years | — | -19.45% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -24.23% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -34.13% | — |
Current DrawdownCurrent decline from peak | -0.22% | -1.36% | +1.14% |
Average DrawdownAverage peak-to-trough decline | -2.52% | -3.72% | +1.20% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.87% | 2.13% | +0.74% |
Volatility
WEXU.DE vs. AUM5.DE - Volatility Comparison
Amundi MSCI World Ex USA UCITS ETF (Acc) (WEXU.DE) has a higher volatility of 4.21% compared to Amundi S&P 500 UCITS ETF EUR (AUM5.DE) at 3.89%. This indicates that WEXU.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
| WEXU.DE | AUM5.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.21% | 3.89% | +0.32% |
Volatility (6M)Calculated over the trailing 6-month period | 12.12% | 8.59% | +3.53% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.98% | 11.94% | +2.04% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.07% | 15.95% | -0.88% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.07% | 16.30% | -1.23% |
WEXU.DE vs. AUM5.DE - Expense Ratio Comparison
Both WEXU.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
WEXU.DE vs. AUM5.DE - Dividend Comparison
Neither WEXU.DE nor AUM5.DE has paid dividends to shareholders.
Frequently Asked Questions
WEXU.DE and AUM5.DE have a correlation of 0.58, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Both ETFs have the same 0.15% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.
WEXU.DE and AUM5.DE have the same expense ratio: 0.15% per year.
WEXU.DE is categorized as Global Equities, while AUM5.DE is S&P 500. WEXU.DE tracks MSCI World ex USA Index, while AUM5.DE tracks S&P 500 Index.
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