X014.DE vs. AUM5.DE
X014.DE (Amundi MSCI Pacific ESG Climate Net Zero Ambition CTB UCITS ETF Dist) and AUM5.DE (Amundi S&P 500 UCITS ETF EUR) are both exchange-traded funds - X014.DE is a Asia Pacific Equities fund tracking the MSCI Pacific ESG Broad CTB Select, while AUM5.DE is a S&P 500 fund tracking the S&P 500 Index. Both are passively managed. Over the past 10 years, X014.DE returned 8.45%/yr vs 15.29%/yr for AUM5.DE. A 0.70 correlation means they provide meaningful diversification when combined. X014.DE charges 0.45%/yr vs 0.15%/yr for AUM5.DE.
Performance
X014.DE vs. AUM5.DE - Performance Comparison
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Returns By Period
In the year-to-date period, X014.DE achieves a 17.09% return, which is significantly higher than AUM5.DE's 10.86% return. Over the past 10 years, X014.DE has underperformed AUM5.DE with an annualized return of 8.45%, while AUM5.DE has yielded a comparatively higher 15.29% annualized return.
X014.DE
- 1D
- 0.62%
- 1M
- 4.13%
- YTD
- 17.09%
- 6M
- 17.23%
- 1Y
- 30.14%
- 3Y*
- 14.07%
- 5Y*
- 7.97%
- 10Y*
- 8.45%
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%
X014.DE vs. AUM5.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
X014.DE Amundi MSCI Pacific ESG Climate Net Zero Ambition CTB UCITS ETF Dist | 17.09% | 9.40% | 11.53% | 8.83% | -8.81% | 10.80% | 2.05% | 21.84% | -8.83% | 9.35% |
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 X014.DE and AUM5.DE is 0.57, 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 | 0.57 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.57 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.61 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.69 |
Correlation (All Time) Calculated using the full available price history since Sep 21, 2010 | 0.70 |
The correlation between X014.DE and AUM5.DE shifts across timeframes, from 0.57 (3 years) to 0.70 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
X014.DE vs. AUM5.DE — Risk / Return Rank
X014.DE
AUM5.DE
X014.DE vs. AUM5.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Amundi MSCI Pacific ESG Climate Net Zero Ambition CTB UCITS ETF Dist (X014.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.
| X014.DE | AUM5.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.44 | ||
| Sortino ratioReturn per unit of downside risk | -0.51 | ||
| Omega ratioGain probability vs. loss probability | 1.30 | 1.39 | -0.09 |
| Calmar ratioReturn relative to maximum drawdown | 2.87 | 3.45 | -0.59 |
| Martin ratioReturn relative to average drawdown | 9.61 | 12.16 | -2.55 |
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Drawdowns
X014.DE vs. AUM5.DE - Drawdown Comparison
The maximum X014.DE drawdown since its inception was -40.49%, which is greater than AUM5.DE's maximum drawdown of -33.65%. Use the drawdown chart below to compare losses from any high point for X014.DE and AUM5.DE.
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Drawdown Indicators
| X014.DE | AUM5.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -40.49% | -33.65% | -6.84% |
Max Drawdown (1Y)Largest decline over 1 year | -10.47% | -7.18% | -3.29% |
Max Drawdown (3Y)Largest decline over 3 years | -17.94% | -23.30% | +5.36% |
Max Drawdown (5Y)Largest decline over 5 years | -17.94% | -23.30% | +5.36% |
Max Drawdown (10Y)Largest decline over 10 years | -29.05% | -33.65% | +4.60% |
Current DrawdownCurrent decline from peak | -1.93% | -0.93% | -1.00% |
Average DrawdownAverage peak-to-trough decline | -12.28% | -3.99% | -8.29% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.13% | 2.04% | +1.09% |
Volatility
X014.DE vs. AUM5.DE - Volatility Comparison
Amundi MSCI Pacific ESG Climate Net Zero Ambition CTB UCITS ETF Dist (X014.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 X014.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
| X014.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 | 13.46% | 7.95% | +5.51% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.09% | 11.82% | +6.27% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.56% | 15.22% | +0.34% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.66% | 16.10% | -0.44% |
X014.DE vs. AUM5.DE - Expense Ratio Comparison
X014.DE has a 0.45% expense ratio, which is higher than AUM5.DE's 0.15% expense ratio.
Dividends
X014.DE vs. AUM5.DE - Dividend Comparison
X014.DE's dividend yield for the trailing twelve months is around 1.57%, while AUM5.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
AUM5.DE Amundi S&P 500 UCITS ETF EUR | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
X014.DE Amundi MSCI Pacific ESG Climate Net Zero Ambition CTB UCITS ETF Dist | 1.57% | 1.84% | 2.13% | 1.85% | 2.23% | 1.47% | 1.79% | 2.06% | 2.15% |
Frequently Asked Questions
X014.DE and AUM5.DE have a correlation of 0.57, 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 0.45% for X014.DE.
X014.DE is categorized as Asia Pacific Equities, while AUM5.DE is S&P 500. X014.DE tracks MSCI Pacific ESG Broad CTB Select, while AUM5.DE tracks S&P 500 Index. Their fees differ too: 0.45% for X014.DE and 0.15% for AUM5.DE.
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