X1GD.DE vs. AUM5.DE
X1GD.DE (Amundi Government Bond Lowest Rated Euro Investment Grade UCITS ETF EUR Dist) and AUM5.DE (Amundi S&P 500 UCITS ETF EUR) are both exchange-traded funds - X1GD.DE is a European Government Bonds fund tracking the FTSE Lowest-Rated Eurozone Government Bond Investment Grade, while AUM5.DE is a S&P 500 fund tracking the S&P 500 Index. Both are passively managed. Over the past 3 years, X1GD.DE returned 3.02%/yr vs 19.39%/yr for AUM5.DE. At a 0.09 correlation, their price movements are largely independent. X1GD.DE charges 0.14%/yr vs 0.15%/yr for AUM5.DE.
Performance
X1GD.DE vs. AUM5.DE - Performance Comparison
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Returns By Period
In the year-to-date period, X1GD.DE achieves a -0.11% return, which is significantly lower than AUM5.DE's 13.15% return.
X1GD.DE
- 1D
- -0.07%
- 1M
- -0.78%
- 6M
- -0.63%
- YTD
- -0.11%
- 1Y
- 1.00%
- 3Y*
- 3.02%
- 5Y*
- —
- 10Y*
- —
AUM5.DE
- 1D
- 0.24%
- 1M
- 1.49%
- 6M
- 11.78%
- YTD
- 13.15%
- 1Y
- 23.59%
- 3Y*
- 19.39%
- 5Y*
- 13.84%
- 10Y*
- 14.69%
X1GD.DE vs. AUM5.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
X1GD.DE Amundi Government Bond Lowest Rated Euro Investment Grade UCITS ETF EUR Dist | -0.11% | 1.19% | 2.68% | 7.59% | -18.37% | -1.99% |
AUM5.DE Amundi S&P 500 UCITS ETF EUR | 13.15% | 4.80% | 32.40% | 22.65% | -14.14% | 11.17% |
Correlation
The correlation between X1GD.DE and AUM5.DE is 0.27, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.27 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.13 |
Correlation (All Time) Calculated using the full available price history since Aug 26, 2021 | 0.09 |
The correlation between X1GD.DE and AUM5.DE shifts across timeframes, from 0.09 (all time) to 0.27 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
X1GD.DE vs. AUM5.DE — Risk / Return Rank
X1GD.DE
AUM5.DE
X1GD.DE vs. AUM5.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Amundi Government Bond Lowest Rated Euro Investment Grade UCITS ETF EUR Dist (X1GD.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.
| X1GD.DE | AUM5.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.77 | ||
| Sortino ratioReturn per unit of downside risk | -2.40 | ||
| Omega ratioGain probability vs. loss probability | 1.04 | 1.36 | -0.32 |
| Calmar ratioReturn relative to maximum drawdown | 0.27 | 3.27 | -3.00 |
| Martin ratioReturn relative to average drawdown | 0.70 | 11.52 | -10.82 |
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Drawdowns
X1GD.DE vs. AUM5.DE - Drawdown Comparison
The maximum X1GD.DE drawdown since its inception was -21.09%, smaller than the maximum AUM5.DE drawdown of -33.65%. Use the drawdown chart below to compare losses from any high point for X1GD.DE and AUM5.DE.
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Drawdown Indicators
| X1GD.DE | AUM5.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -21.09% | -33.65% | +12.56% |
Max Drawdown (1Y)Largest decline over 1 year | -3.65% | -7.18% | +3.53% |
Max Drawdown (3Y)Largest decline over 3 years | -4.19% | -23.30% | +19.11% |
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 | -10.86% | -0.15% | -10.71% |
Average DrawdownAverage peak-to-trough decline | -12.79% | -3.97% | -8.82% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.43% | 2.04% | -0.61% |
Volatility
X1GD.DE vs. AUM5.DE - Volatility Comparison
The current volatility for Amundi Government Bond Lowest Rated Euro Investment Grade UCITS ETF EUR Dist (X1GD.DE) is 1.23%, while Amundi S&P 500 UCITS ETF EUR (AUM5.DE) has a volatility of 2.75%. This indicates that X1GD.DE experiences smaller price fluctuations and is considered to be less risky 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
| X1GD.DE | AUM5.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.23% | 2.75% | -1.52% |
Volatility (6M)Calculated over the trailing 6-month period | 3.99% | 7.97% | -3.98% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.65% | 11.86% | -7.21% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.62% | 15.21% | -8.59% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 6.62% | 16.08% | -9.46% |
X1GD.DE vs. AUM5.DE - Expense Ratio Comparison
X1GD.DE has a 0.14% expense ratio, which is lower than AUM5.DE's 0.15% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
X1GD.DE vs. AUM5.DE - Dividend Comparison
X1GD.DE's dividend yield for the trailing twelve months is around 2.58%, while AUM5.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 |
|---|---|---|---|---|---|---|
AUM5.DE Amundi S&P 500 UCITS ETF EUR | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
X1GD.DE Amundi Government Bond Lowest Rated Euro Investment Grade UCITS ETF EUR Dist | 2.58% | 2.58% | 2.32% | 2.20% | 2.38% | 1.48% |
Frequently Asked Questions
X1GD.DE and AUM5.DE have a correlation of 0.27, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, X1GD.DE is cheaper at 0.14% per year. The better choice depends on whether you care most about return, fees, risk, or income.
X1GD.DE is cheaper with a 0.14% expense ratio, compared with 0.15% for AUM5.DE.
X1GD.DE is categorized as European Government Bonds, while AUM5.DE is S&P 500. X1GD.DE tracks FTSE Lowest-Rated Eurozone Government Bond Investment Grade, while AUM5.DE tracks S&P 500 Index. Their fees differ too: 0.14% for X1GD.DE and 0.15% for AUM5.DE.
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