PortfoliosLab logo
Tools
Performance Analysis
Risk Analysis
Optimization
Factor Model
See All Tools
Portfolio Analysis
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
Amundi S&P 500 UCITS ETF USD (D) (500D.L)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISINLU2391437253
WKNA3C4QY
IssuerAmundi
Inception DateNov 4, 2021
CategoryLarge Cap Blend Equities
Index TrackedRussell 1000 TR USD
DomicileLuxembourg
Distribution PolicyDistributing
Asset ClassEquity

Asset Class Size

Large-Cap

Asset Class Style

Blend

Expense Ratio

500D.L has an expense ratio of 0.15%, which is considered low compared to other funds.


Expense ratio chart for 500D.L: current value at 0.15% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.15%

Share Price Chart


Loading data...

Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Amundi S&P 500 UCITS ETF USD (D)

Popular comparisons: 500D.L vs. VUAA.L, 500D.L vs. TNOW.L, 500D.L vs. VOO, 500D.L vs. KO, 500D.L vs. 500G.L, 500D.L vs. VWCE.DE

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Amundi S&P 500 UCITS ETF USD (D), comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


5.00%10.00%15.00%20.00%25.00%FebruaryMarchAprilMayJuneJuly
23.55%
18.54%
500D.L (Amundi S&P 500 UCITS ETF USD (D))
Benchmark (^GSPC)

S&P 500

Returns By Period

Amundi S&P 500 UCITS ETF USD (D) had a return of 17.38% year-to-date (YTD) and 24.11% in the last 12 months.


PeriodReturnBenchmark
Year-To-Date17.38%16.48%
1 month2.19%1.67%
6 months15.87%14.21%
1 year24.11%21.98%
5 years (annualized)N/A13.13%
10 years (annualized)N/A10.91%

Monthly Returns

The table below presents the monthly returns of 500D.L, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20242.12%4.15%3.48%-3.09%2.57%5.64%17.38%
20235.69%-1.32%2.60%1.70%0.64%6.70%3.30%-1.14%-4.57%-3.29%9.27%5.40%26.84%
2022-7.15%-1.42%4.90%-7.98%-2.28%-8.01%8.25%-2.68%-7.78%5.96%2.10%-3.00%-19.02%
20212.48%2.48%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current risk-adjusted rank of 500D.L is 87, placing it in the top 13% of ETFs on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.


The Risk-Adjusted Performance Rank of 500D.L is 8787
500D.L (Amundi S&P 500 UCITS ETF USD (D))
The Sharpe Ratio Rank of 500D.L is 8989Sharpe Ratio Rank
The Sortino Ratio Rank of 500D.L is 9090Sortino Ratio Rank
The Omega Ratio Rank of 500D.L is 8989Omega Ratio Rank
The Calmar Ratio Rank of 500D.L is 8585Calmar Ratio Rank
The Martin Ratio Rank of 500D.L is 8181Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Amundi S&P 500 UCITS ETF USD (D) (500D.L) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


500D.L
Sharpe ratio
The chart of Sharpe ratio for 500D.L, currently valued at 2.12, compared to the broader market0.002.004.006.002.12
Sortino ratio
The chart of Sortino ratio for 500D.L, currently valued at 3.11, compared to the broader market0.005.0010.003.11
Omega ratio
The chart of Omega ratio for 500D.L, currently valued at 1.39, compared to the broader market1.002.003.001.39
Calmar ratio
The chart of Calmar ratio for 500D.L, currently valued at 2.11, compared to the broader market0.005.0010.0015.0020.002.11
Martin ratio
The chart of Martin ratio for 500D.L, currently valued at 8.37, compared to the broader market0.0050.00100.00150.008.37
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.99, compared to the broader market0.002.004.006.001.99
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.81, compared to the broader market0.005.0010.002.81
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.35, compared to the broader market1.002.003.001.35
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.59, compared to the broader market0.005.0010.0015.0020.001.59
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 7.44, compared to the broader market0.0050.00100.00150.007.44

Sharpe Ratio

The current Amundi S&P 500 UCITS ETF USD (D) Sharpe ratio is 2.12. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of Amundi S&P 500 UCITS ETF USD (D) with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio1.502.002.503.00FebruaryMarchAprilMayJuneJuly
2.12
1.99
500D.L (Amundi S&P 500 UCITS ETF USD (D))
Benchmark (^GSPC)

Dividends

Dividend History

Amundi S&P 500 UCITS ETF USD (D) granted a 0.79% dividend yield in the last twelve months. The annual payout for that period amounted to $0.48 per share.


PeriodTTM20232022
Dividend$0.48$0.48$0.59

Dividend yield

0.79%0.93%1.44%

Monthly Dividends

The table displays the monthly dividend distributions for Amundi S&P 500 UCITS ETF USD (D). The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.48$0.48
2022$0.59$0.00$0.59

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-5.00%-4.00%-3.00%-2.00%-1.00%0.00%FebruaryMarchAprilMayJuneJuly
-1.31%
-1.97%
500D.L (Amundi S&P 500 UCITS ETF USD (D))
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Amundi S&P 500 UCITS ETF USD (D). A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Amundi S&P 500 UCITS ETF USD (D) was 24.21%, occurring on Oct 12, 2022. Recovery took 296 trading sessions.

The current Amundi S&P 500 UCITS ETF USD (D) drawdown is 1.31%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-24.21%Jan 4, 2022195Oct 12, 2022296Dec 14, 2023491
-5.27%Mar 22, 202420Apr 22, 202416May 15, 202436
-3.68%Dec 17, 20212Dec 20, 20213Dec 23, 20215
-2.5%Jul 16, 20244Jul 19, 2024
-2.13%May 21, 20248May 31, 20243Jun 5, 202411

Volatility

Volatility Chart

The current Amundi S&P 500 UCITS ETF USD (D) volatility is 2.36%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


1.50%2.00%2.50%3.00%3.50%4.00%FebruaryMarchAprilMayJuneJuly
2.36%
2.94%
500D.L (Amundi S&P 500 UCITS ETF USD (D))
Benchmark (^GSPC)