XDAX.L vs. AUM5.DE
XDAX.L (Xtrackers DAX UCITS ETF 1C) and AUM5.DE (Amundi S&P 500 UCITS ETF EUR) are both exchange-traded funds - XDAX.L is a Europe Equities fund tracking the FSE DAX TR EUR, while AUM5.DE is a S&P 500 fund tracking the S&P 500 Index. Both are passively managed. Over the past 5 years, XDAX.L returned 9.31%/yr vs 15.04%/yr for AUM5.DE. A 0.62 correlation means they provide meaningful diversification when combined. XDAX.L charges 0.09%/yr vs 0.15%/yr for AUM5.DE.
Performance
XDAX.L vs. AUM5.DE - Performance Comparison
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Different Trading Currencies
XDAX.L is traded in GBp, while AUM5.DE is traded in EUR. To make them comparable, the AUM5.DE values have been converted to GBp using the latest available exchange rates.
Returns By Period
In the year-to-date period, XDAX.L achieves a 0.31% return, which is significantly lower than AUM5.DE's 10.51% return.
XDAX.L
- 1D
- 0.66%
- 1M
- 2.21%
- YTD
- 0.31%
- 6M
- 2.98%
- 1Y
- 5.08%
- 3Y*
- 15.60%
- 5Y*
- 9.31%
- 10Y*
- —
AUM5.DE
- 1D
- -0.04%
- 1M
- 5.44%
- YTD
- 10.51%
- 6M
- 10.34%
- 1Y
- 29.06%
- 3Y*
- 19.12%
- 5Y*
- 15.04%
- 10Y*
- 16.23%
XDAX.L vs. AUM5.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
XDAX.L Xtrackers DAX UCITS ETF 1C | 0.31% | 28.81% | 13.14% | 17.20% | -7.58% | 7.86% | 9.38% | 16.48% | -17.14% | 3.27% |
AUM5.DE Amundi S&P 500 UCITS ETF EUR | 10.51% | 10.25% | 26.62% | 20.19% | -9.44% | 31.02% | 13.15% | 27.92% | 0.39% | 8.75% |
Correlation
The correlation between XDAX.L and AUM5.DE is 0.56, 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 | 0.56 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.48 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.55 |
Correlation (All Time) Calculated using the full available price history since Sep 22, 2017 | 0.62 |
The correlation between XDAX.L and AUM5.DE shifts across timeframes, from 0.48 (3 years) to 0.62 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
XDAX.L vs. AUM5.DE — Risk / Return Rank
XDAX.L
AUM5.DE
XDAX.L vs. AUM5.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers DAX UCITS ETF 1C (XDAX.L) 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.
| XDAX.L | AUM5.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.26 | ||
| Sortino ratioReturn per unit of downside risk | -2.95 | ||
| Omega ratioGain probability vs. loss probability | 1.07 | 1.48 | -0.41 |
| Calmar ratioReturn relative to maximum drawdown | 0.39 | 4.07 | -3.68 |
| Martin ratioReturn relative to average drawdown | 1.27 | 14.68 | -13.41 |
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
| XDAX.L | AUM5.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.33 | 2.60 | -2.26 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.55 | 1.01 | -0.46 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 1.01 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.39 | 1.00 | -0.61 |
Drawdowns
XDAX.L vs. AUM5.DE - Drawdown Comparison
The maximum XDAX.L drawdown since its inception was -37.09%, which is greater than AUM5.DE's maximum drawdown of -26.24%. Use the drawdown chart below to compare losses from any high point for XDAX.L and AUM5.DE.
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Drawdown Indicators
| XDAX.L | AUM5.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.09% | -26.24% | -10.85% |
Max Drawdown (1Y)Largest decline over 1 year | -12.83% | -7.10% | -5.73% |
Max Drawdown (3Y)Largest decline over 3 years | -13.98% | -22.05% | +8.07% |
Max Drawdown (5Y)Largest decline over 5 years | -23.44% | -22.05% | -1.39% |
Max Drawdown (10Y)Largest decline over 10 years | — | -26.24% | — |
Current DrawdownCurrent decline from peak | -3.19% | -0.26% | -2.93% |
Average DrawdownAverage peak-to-trough decline | -6.71% | -3.26% | -3.45% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.01% | 1.97% | +2.04% |
Volatility
XDAX.L vs. AUM5.DE - Volatility Comparison
Xtrackers DAX UCITS ETF 1C (XDAX.L) has a higher volatility of 4.71% compared to Amundi S&P 500 UCITS ETF EUR (AUM5.DE) at 3.01%. This indicates that XDAX.L'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
| XDAX.L | AUM5.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.71% | 3.01% | +1.70% |
Volatility (6M)Calculated over the trailing 6-month period | 12.39% | 7.46% | +4.93% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.15% | 11.15% | +4.00% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.93% | 14.74% | +2.19% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.76% | 15.95% | +2.81% |
XDAX.L vs. AUM5.DE - Expense Ratio Comparison
XDAX.L has a 0.09% 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
XDAX.L vs. AUM5.DE - Dividend Comparison
Neither XDAX.L nor AUM5.DE has paid dividends to shareholders.
Frequently Asked Questions
XDAX.L and AUM5.DE have a correlation of 0.56, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XDAX.L is cheaper at 0.09% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XDAX.L is cheaper with a 0.09% expense ratio, compared with 0.15% for AUM5.DE.
XDAX.L is categorized as Europe Equities, while AUM5.DE is S&P 500. XDAX.L tracks FSE DAX TR EUR, while AUM5.DE tracks S&P 500 Index. They also come from different issuers: Xtrackers and Amundi. Their fees differ too: 0.09% for XDAX.L and 0.15% for AUM5.DE.
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