WTIZ.DE vs. AUM5.DE
WTIZ.DE (WisdomTree Japan Equity UCITS ETF JPY Acc) and AUM5.DE (Amundi S&P 500 UCITS ETF EUR) are both exchange-traded funds - WTIZ.DE is a Japan Equities fund tracking the WisdomTree Japan Equity, while AUM5.DE is a S&P 500 fund tracking the S&P 500 Index. Both are passively managed. Over the past 10 years, WTIZ.DE returned 11.49%/yr vs 15.29%/yr for AUM5.DE. A 0.59 correlation means they provide meaningful diversification when combined. WTIZ.DE charges 0.40%/yr vs 0.15%/yr for AUM5.DE.
Performance
WTIZ.DE vs. AUM5.DE - Performance Comparison
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Returns By Period
In the year-to-date period, WTIZ.DE achieves a 19.47% return, which is significantly higher than AUM5.DE's 10.86% return. Over the past 10 years, WTIZ.DE has underperformed AUM5.DE with an annualized return of 11.49%, while AUM5.DE has yielded a comparatively higher 15.29% annualized return.
WTIZ.DE
- 1D
- 0.18%
- 1M
- 2.40%
- YTD
- 19.47%
- 6M
- 19.73%
- 1Y
- 40.08%
- 3Y*
- 20.41%
- 5Y*
- 14.48%
- 10Y*
- 11.49%
AUM5.DE
- 1D
- -0.93%
- 1M
- 0.26%
- YTD
- 10.86%
- 6M
- 11.03%
- 1Y
- 24.90%
- 3Y*
- 19.00%
- 5Y*
- 14.02%
- 10Y*
- 15.29%
WTIZ.DE vs. AUM5.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
WTIZ.DE WisdomTree Japan Equity UCITS ETF JPY Acc | 19.47% | 15.18% | 17.99% | 21.50% | -4.75% | 14.56% | -1.18% | 20.19% | -14.99% | 10.63% |
AUM5.DE Amundi S&P 500 UCITS ETF EUR | 10.86% | 4.80% | 32.40% | 22.65% | -14.14% | 40.97% | 7.09% | 34.94% | -1.01% | 6.83% |
Correlation
The correlation between WTIZ.DE and AUM5.DE is 0.44, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.44 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.48 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.50 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.59 |
Correlation (All Time) Calculated using the full available price history since Nov 2, 2015 | 0.59 |
The correlation between WTIZ.DE and AUM5.DE shifts across timeframes, from 0.44 (1 year) to 0.59 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
WTIZ.DE vs. AUM5.DE — Risk / Return Rank
WTIZ.DE
AUM5.DE
WTIZ.DE vs. AUM5.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree Japan Equity UCITS ETF JPY Acc (WTIZ.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.
| WTIZ.DE | AUM5.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.01 | ||
| Sortino ratioReturn per unit of downside risk | +0.04 | ||
| Omega ratioGain probability vs. loss probability | 1.38 | 1.39 | -0.01 |
| Calmar ratioReturn relative to maximum drawdown | 3.79 | 3.45 | +0.34 |
| Martin ratioReturn relative to average drawdown | 12.27 | 12.16 | +0.11 |
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Drawdowns
WTIZ.DE vs. AUM5.DE - Drawdown Comparison
The maximum WTIZ.DE drawdown since its inception was -30.64%, smaller than the maximum AUM5.DE drawdown of -33.65%. Use the drawdown chart below to compare losses from any high point for WTIZ.DE and AUM5.DE.
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Drawdown Indicators
| WTIZ.DE | AUM5.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -30.64% | -33.65% | +3.01% |
Max Drawdown (1Y)Largest decline over 1 year | -10.52% | -7.18% | -3.34% |
Max Drawdown (3Y)Largest decline over 3 years | -17.17% | -23.30% | +6.13% |
Max Drawdown (5Y)Largest decline over 5 years | -17.17% | -23.30% | +6.13% |
Max Drawdown (10Y)Largest decline over 10 years | -30.64% | -33.65% | +3.01% |
Current DrawdownCurrent decline from peak | -2.66% | -0.93% | -1.73% |
Average DrawdownAverage peak-to-trough decline | -7.07% | -3.99% | -3.08% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.26% | 2.04% | +1.22% |
Volatility
WTIZ.DE vs. AUM5.DE - Volatility Comparison
WisdomTree Japan Equity UCITS ETF JPY Acc (WTIZ.DE) has a higher volatility of 5.31% compared to Amundi S&P 500 UCITS ETF EUR (AUM5.DE) at 3.38%. This indicates that WTIZ.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
| WTIZ.DE | AUM5.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.31% | 3.38% | +1.93% |
Volatility (6M)Calculated over the trailing 6-month period | 15.57% | 7.95% | +7.62% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.07% | 11.82% | +7.25% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.04% | 15.22% | +1.82% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.09% | 16.10% | +1.99% |
WTIZ.DE vs. AUM5.DE - Expense Ratio Comparison
WTIZ.DE has a 0.40% expense ratio, which is higher than AUM5.DE's 0.15% expense ratio.
Dividends
WTIZ.DE vs. AUM5.DE - Dividend Comparison
Neither WTIZ.DE nor AUM5.DE has paid dividends to shareholders.
Frequently Asked Questions
WTIZ.DE and AUM5.DE have a correlation of 0.44, 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 0.40% for WTIZ.DE.
WTIZ.DE is categorized as Japan Equities, while AUM5.DE is S&P 500. WTIZ.DE tracks WisdomTree Japan Equity, while AUM5.DE tracks S&P 500 Index. They also come from different issuers: WisdomTree and Amundi. Their fees differ too: 0.40% for WTIZ.DE and 0.15% for AUM5.DE.
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