XAMB.DE vs. AUM5.DE
XAMB.DE (Amundi MSCI World SRI Climate Net Zero Ambition PAB UCITS ETF Acc) and AUM5.DE (Amundi S&P 500 UCITS ETF EUR) are both exchange-traded funds - XAMB.DE is a Global Equities fund tracking the MSCI World SRI Filtered PAB, while AUM5.DE is a S&P 500 fund tracking the S&P 500 Index. Both are passively managed. Over the past 5 years, XAMB.DE returned 10.09%/yr vs 14.88%/yr for AUM5.DE. Their correlation of 0.93 suggests significant overlap in exposure. XAMB.DE charges 0.18%/yr vs 0.15%/yr for AUM5.DE.
Performance
XAMB.DE vs. AUM5.DE - Performance Comparison
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Returns By Period
In the year-to-date period, XAMB.DE achieves a 13.11% return, which is significantly higher than AUM5.DE's 11.38% return.
XAMB.DE
- 1D
- 0.27%
- 1M
- 6.31%
- YTD
- 13.11%
- 6M
- 13.74%
- 1Y
- 20.74%
- 3Y*
- 12.56%
- 5Y*
- 10.09%
- 10Y*
- —
AUM5.DE
- 1D
- -0.16%
- 1M
- 5.20%
- YTD
- 11.38%
- 6M
- 11.41%
- 1Y
- 25.66%
- 3Y*
- 18.95%
- 5Y*
- 14.88%
- 10Y*
- 15.11%
XAMB.DE vs. AUM5.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
XAMB.DE Amundi MSCI World SRI Climate Net Zero Ambition PAB UCITS ETF Acc | 13.11% | 2.25% | 15.42% | 20.65% | -17.81% | 36.43% | 7.63% | 32.88% | -7.35% |
AUM5.DE Amundi S&P 500 UCITS ETF EUR | 11.38% | 4.80% | 32.39% | 22.64% | -14.14% | 40.96% | 7.10% | 34.94% | -9.87% |
Correlation
The correlation between XAMB.DE and AUM5.DE is 0.84, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.84 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.87 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.91 |
Correlation (All Time) Calculated using the full available price history since Nov 8, 2018 | 0.93 |
The correlation between XAMB.DE and AUM5.DE has been stable across timeframes, ranging from 0.84 to 0.93 - a consistent structural relationship.
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Return for Risk
XAMB.DE vs. AUM5.DE — Risk / Return Rank
XAMB.DE
AUM5.DE
XAMB.DE vs. AUM5.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Amundi MSCI World SRI Climate Net Zero Ambition PAB UCITS ETF Acc (XAMB.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.
| XAMB.DE | AUM5.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.63 | ||
| Sortino ratioReturn per unit of downside risk | -0.72 | ||
| Omega ratioGain probability vs. loss probability | 1.29 | 1.41 | -0.12 |
| Calmar ratioReturn relative to maximum drawdown | 2.49 | 3.57 | -1.08 |
| Martin ratioReturn relative to average drawdown | 9.16 | 12.74 | -3.58 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| XAMB.DE | AUM5.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.57 | 2.20 | -0.63 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.67 | 0.97 | -0.30 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.93 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.74 | 0.96 | -0.22 |
Drawdowns
XAMB.DE vs. AUM5.DE - Drawdown Comparison
The maximum XAMB.DE drawdown since its inception was -31.83%, smaller than the maximum AUM5.DE drawdown of -33.66%. Use the drawdown chart below to compare losses from any high point for XAMB.DE and AUM5.DE.
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Drawdown Indicators
| XAMB.DE | AUM5.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -31.83% | -33.66% | +1.83% |
Max Drawdown (1Y)Largest decline over 1 year | -8.28% | -7.15% | -1.13% |
Max Drawdown (3Y)Largest decline over 3 years | -22.09% | -23.30% | +1.21% |
Max Drawdown (5Y)Largest decline over 5 years | -22.09% | -23.30% | +1.21% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.66% | — |
Current DrawdownCurrent decline from peak | 0.00% | -0.46% | +0.46% |
Average DrawdownAverage peak-to-trough decline | -5.61% | -4.00% | -1.61% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.26% | 2.01% | +0.25% |
Volatility
XAMB.DE vs. AUM5.DE - Volatility Comparison
Amundi MSCI World SRI Climate Net Zero Ambition PAB UCITS ETF Acc (XAMB.DE) has a higher volatility of 3.89% compared to Amundi S&P 500 UCITS ETF EUR (AUM5.DE) at 2.63%. This indicates that XAMB.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
| XAMB.DE | AUM5.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.89% | 2.63% | +1.26% |
Volatility (6M)Calculated over the trailing 6-month period | 9.82% | 7.61% | +2.21% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.16% | 11.64% | +1.52% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.94% | 15.19% | -0.25% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.40% | 16.07% | +0.33% |
XAMB.DE vs. AUM5.DE - Expense Ratio Comparison
XAMB.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
XAMB.DE vs. AUM5.DE - Dividend Comparison
Neither XAMB.DE nor AUM5.DE has paid dividends to shareholders.
Frequently Asked Questions
XAMB.DE and AUM5.DE have a correlation of 0.84, 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 XAMB.DE.
XAMB.DE is categorized as Global Equities, while AUM5.DE is S&P 500. XAMB.DE tracks MSCI World SRI Filtered PAB, while AUM5.DE tracks S&P 500 Index. Their fees differ too: 0.18% for XAMB.DE and 0.15% for AUM5.DE.
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