XCO2.DE vs. AUM5.DE
XCO2.DE (Lyxor Global Green Bond 1-10 Y (DR) UCITS ETF - Acc) and AUM5.DE (Amundi S&P 500 UCITS ETF EUR) are both exchange-traded funds - XCO2.DE is a Global Corporate Bonds fund tracking the Bloomberg Gbl Agg Corp TR USD, while AUM5.DE is a S&P 500 fund tracking the S&P 500 Index. Both are passively managed. Over the past 5 years, XCO2.DE returned -0.67%/yr vs 14.88%/yr for AUM5.DE. At a 0.16 correlation, their price movements are largely independent. Both charge a 0.15% expense ratio.
Performance
XCO2.DE vs. AUM5.DE - Performance Comparison
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Returns By Period
In the year-to-date period, XCO2.DE achieves a 0.67% return, which is significantly lower than AUM5.DE's 11.38% return.
XCO2.DE
- 1D
- 0.16%
- 1M
- 0.43%
- YTD
- 0.67%
- 6M
- 0.74%
- 1Y
- 1.74%
- 3Y*
- 3.31%
- 5Y*
- -0.67%
- 10Y*
- —
AUM5.DE
- 1D
- -0.16%
- 1M
- 4.40%
- YTD
- 11.38%
- 6M
- 10.89%
- 1Y
- 25.63%
- 3Y*
- 18.95%
- 5Y*
- 14.88%
- 10Y*
- 15.11%
XCO2.DE vs. AUM5.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
XCO2.DE Lyxor Global Green Bond 1-10 Y (DR) UCITS ETF - Acc | 0.67% | 1.13% | 4.41% | 5.82% | -15.31% | -2.31% | 3.85% | -2.24% |
AUM5.DE Amundi S&P 500 UCITS ETF EUR | 11.38% | 4.80% | 32.39% | 22.64% | -14.14% | 40.96% | 7.10% | 7.36% |
Correlation
The correlation between XCO2.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 | 0.30 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.19 |
Correlation (All Time) Calculated using the full available price history since Oct 2, 2019 | 0.16 |
Over the past year, XCO2.DE and AUM5.DE have become more correlated (0.44) than their long-term average of 0.16, meaning their price movements have been converging.
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Return for Risk
XCO2.DE vs. AUM5.DE — Risk / Return Rank
XCO2.DE
AUM5.DE
XCO2.DE vs. AUM5.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Lyxor Global Green Bond 1-10 Y (DR) UCITS ETF - Acc (XCO2.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.
| XCO2.DE | AUM5.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.55 | ||
| Sortino ratioReturn per unit of downside risk | -2.04 | ||
| Omega ratioGain probability vs. loss probability | 1.11 | 1.41 | -0.30 |
| Calmar ratioReturn relative to maximum drawdown | 0.70 | 3.57 | -2.87 |
| Martin ratioReturn relative to average drawdown | 2.22 | 12.74 | -10.52 |
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
| XCO2.DE | AUM5.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.65 | 2.20 | -1.55 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.14 | 0.97 | -1.10 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.93 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.16 | 0.96 | -1.12 |
Drawdowns
XCO2.DE vs. AUM5.DE - Drawdown Comparison
The maximum XCO2.DE drawdown since its inception was -17.90%, smaller than the maximum AUM5.DE drawdown of -33.66%. Use the drawdown chart below to compare losses from any high point for XCO2.DE and AUM5.DE.
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Drawdown Indicators
| XCO2.DE | AUM5.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -17.90% | -33.66% | +15.76% |
Max Drawdown (1Y)Largest decline over 1 year | -2.36% | -7.15% | +4.79% |
Max Drawdown (3Y)Largest decline over 3 years | -2.45% | -23.30% | +20.85% |
Max Drawdown (5Y)Largest decline over 5 years | -17.26% | -23.30% | +6.04% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.66% | — |
Current DrawdownCurrent decline from peak | -7.63% | -0.46% | -7.17% |
Average DrawdownAverage peak-to-trough decline | -8.62% | -4.00% | -4.62% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.75% | 2.01% | -1.26% |
Volatility
XCO2.DE vs. AUM5.DE - Volatility Comparison
The current volatility for Lyxor Global Green Bond 1-10 Y (DR) UCITS ETF - Acc (XCO2.DE) is 0.81%, while Amundi S&P 500 UCITS ETF EUR (AUM5.DE) has a volatility of 2.63%. This indicates that XCO2.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
| XCO2.DE | AUM5.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.81% | 2.63% | -1.82% |
Volatility (6M)Calculated over the trailing 6-month period | 2.01% | 7.61% | -5.60% |
Volatility (1Y)Calculated over the trailing 1-year period | 2.55% | 11.64% | -9.09% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 4.88% | 15.19% | -10.31% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.25% | 16.07% | -10.82% |
XCO2.DE vs. AUM5.DE - Expense Ratio Comparison
Both XCO2.DE and AUM5.DE have an expense ratio of 0.15%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Dividends
XCO2.DE vs. AUM5.DE - Dividend Comparison
Neither XCO2.DE nor AUM5.DE has paid dividends to shareholders.
Frequently Asked Questions
XCO2.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.
Both ETFs have the same 0.15% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.
XCO2.DE and AUM5.DE have the same expense ratio: 0.15% per year.
XCO2.DE is categorized as Global Corporate Bonds, while AUM5.DE is S&P 500. XCO2.DE tracks Bloomberg Gbl Agg Corp TR USD, while AUM5.DE tracks S&P 500 Index.
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