WGES.DE vs. AUM5.DE
WGES.DE (Amundi MSCI World SRI Climate Paris Aligned UCITS ETF Dist) and AUM5.DE (Amundi S&P 500 UCITS ETF EUR) are both exchange-traded funds - WGES.DE is a Global Equities fund tracking the MSCI World SRI Filtered PAB Index, while AUM5.DE is a S&P 500 fund tracking the S&P 500 Index. Both are passively managed. Over the past year, WGES.DE returned 22.30% vs 22.73% for AUM5.DE. Their correlation of 0.86 suggests significant overlap in exposure. WGES.DE charges 0.18%/yr vs 0.15%/yr for AUM5.DE.
Performance
WGES.DE vs. AUM5.DE - Performance Comparison
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Returns By Period
In the year-to-date period, WGES.DE achieves a 14.97% return, which is significantly higher than AUM5.DE's 12.55% return.
WGES.DE
- 1D
- 0.00%
- 1M
- -1.54%
- 6M
- 11.96%
- YTD
- 14.97%
- 1Y
- 22.30%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 12.01%
AUM5.DE
- 1D
- 0.25%
- 1M
- 0.65%
- 6M
- 12.88%
- YTD
- 12.55%
- 1Y
- 22.73%
- 3Y*
- 18.46%
- 5Y*
- 13.58%
- 10Y*
- 14.48%
- ALL TIME*
- 15.39%
WGES.DE vs. AUM5.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
WGES.DE Amundi MSCI World SRI Climate Paris Aligned UCITS ETF Dist | 14.97% | 2.20% | 12.55% |
AUM5.DE Amundi S&P 500 UCITS ETF EUR | 12.55% | 4.80% | 27.75% |
Correlation
The correlation between WGES.DE and AUM5.DE is 0.79, 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 | 0.79 |
Correlation (All Time) Calculated using the full available price history since Feb 2, 2024 | 0.86 |
The correlation between WGES.DE and AUM5.DE has been stable across timeframes, ranging from 0.79 to 0.86 - a consistent structural relationship.
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Return for Risk
WGES.DE vs. AUM5.DE — Risk / Return Rank
WGES.DE
AUM5.DE
WGES.DE vs. AUM5.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Amundi MSCI World SRI Climate Paris Aligned UCITS ETF Dist (WGES.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.
| WGES.DE | AUM5.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.30 | ||
| Sortino ratioReturn per unit of downside risk | -0.28 | ||
| Omega ratioGain probability vs. loss probability | 1.30 | 1.36 | -0.06 |
| Calmar ratioReturn relative to maximum drawdown | 2.76 | 3.15 | -0.39 |
| Martin ratioReturn relative to average drawdown | 10.09 | 11.09 | -1.00 |
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Drawdowns
WGES.DE vs. AUM5.DE - Drawdown Comparison
The maximum WGES.DE drawdown since its inception was -22.15%, smaller than the maximum AUM5.DE drawdown of -33.65%. Use the drawdown chart below to compare losses from any high point for WGES.DE and AUM5.DE.
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Drawdown Indicators
| WGES.DE | AUM5.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -22.15% | -33.65% | +11.50% |
Max Drawdown (1Y)Largest decline over 1 year | -8.04% | -7.18% | -0.86% |
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 DrawdownCurrent decline from peak | -3.40% | -0.69% | -2.71% |
Average DrawdownAverage peak-to-trough decline | -3.80% | -3.97% | +0.17% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.20% | 2.04% | +0.16% |
Volatility
WGES.DE vs. AUM5.DE - Volatility Comparison
Amundi MSCI World SRI Climate Paris Aligned UCITS ETF Dist (WGES.DE) has a higher volatility of 4.50% compared to Amundi S&P 500 UCITS ETF EUR (AUM5.DE) at 3.03%. This indicates that WGES.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
| WGES.DE | AUM5.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.50% | 3.03% | +1.47% |
Volatility (6M)Calculated over the trailing 6-month period | 10.37% | 7.85% | +2.52% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.44% | 11.57% | +1.87% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.04% | 15.19% | -0.15% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.04% | 16.09% | -1.05% |
WGES.DE vs. AUM5.DE - Expense Ratio Comparison
WGES.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
WGES.DE vs. AUM5.DE - Dividend Comparison
WGES.DE's dividend yield for the trailing twelve months is around 1.17%, while AUM5.DE has not paid dividends to shareholders.
| Position | TTM | 2025 |
|---|---|---|
AUM5.DE Amundi S&P 500 UCITS ETF EUR | 0.00% | 0.00% |
WGES.DE Amundi MSCI World SRI Climate Paris Aligned UCITS ETF Dist | 1.17% | 1.17% |
Frequently Asked Questions
WGES.DE and AUM5.DE have a correlation of 0.79, 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 WGES.DE.
WGES.DE is categorized as Global Equities, while AUM5.DE is S&P 500. WGES.DE tracks MSCI World SRI Filtered PAB Index, while AUM5.DE tracks S&P 500 Index. Their fees differ too: 0.18% for WGES.DE and 0.15% for AUM5.DE.
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