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Amundi S&P 500 UCITS ETF C USD (500U.L)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISINLU1681049018
IssuerAmundi
Inception DateMar 22, 2018
CategoryLarge Cap Blend Equities
Index TrackedRussell 1000 TR USD
Asset ClassEquity

Asset Class Size

Large-Cap

Asset Class Style

Blend

Expense Ratio

500U.L has an expense ratio of 0.05% which is considered to be low.


Expense ratio chart for 500U.L: current value at 0.05% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.05%

Share Price Chart


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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 C USD

Popular comparisons: 500U.L vs. 500P.L, 500U.L vs. ALV.DE, 500U.L vs. GOOG, 500U.L vs. SPY, 500U.L vs. VOO, 500U.L vs. VSGX, 500U.L vs. MSCI, 500U.L vs. GOOGL, 500U.L vs. V, 500U.L vs. AMZN

Performance

Performance Chart

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


0.00%5.00%10.00%15.00%2024FebruaryMarchAprilMayJune
16.71%
15.59%
500U.L (Amundi S&P 500 UCITS ETF C USD)
Benchmark (^GSPC)

S&P 500

Returns By Period

Amundi S&P 500 UCITS ETF C USD had a return of 15.41% year-to-date (YTD) and 27.17% in the last 12 months. Over the past 10 years, Amundi S&P 500 UCITS ETF C USD had an annualized return of 12.67%, outperforming the S&P 500 benchmark which had an annualized return of 10.85%.


PeriodReturnBenchmark
Year-To-Date15.41%15.04%
1 month3.28%3.37%
6 months15.74%16.79%
1 year27.17%25.03%
5 years (annualized)14.96%13.26%
10 years (annualized)12.67%10.85%

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20242.12%4.13%3.52%-3.16%2.55%15.41%
20235.67%-1.32%2.61%1.72%0.61%6.72%3.33%-1.17%-4.61%-3.22%9.25%5.37%26.85%
2022-7.16%-1.43%5.02%-7.99%-2.40%-7.98%8.22%-2.67%-7.75%5.75%2.28%-3.04%-19.06%
20210.27%2.40%4.24%5.12%0.92%2.08%2.54%3.08%-3.49%5.32%-0.07%4.74%30.37%
20200.50%-9.86%-9.30%10.73%3.60%2.38%5.55%7.76%-3.11%-3.05%10.04%3.95%17.93%
20198.55%3.56%1.50%3.76%-5.29%6.08%2.90%-3.00%2.26%1.78%4.06%2.65%31.98%
20184.86%-2.56%-4.09%1.76%1.74%1.03%2.82%3.12%0.87%-6.86%1.04%-8.97%-6.07%
20170.77%4.52%0.16%0.84%1.14%0.74%2.18%-0.02%2.06%2.56%2.79%2.18%21.73%
2016-6.99%2.15%5.99%-0.33%2.13%-0.53%4.46%-0.05%0.21%-1.69%3.78%2.28%11.35%
2015-3.74%5.37%-1.17%0.96%0.41%-1.86%2.47%-5.58%-3.80%9.26%0.07%-1.10%0.37%
2014-2.87%4.51%0.37%0.55%2.46%2.34%-0.87%3.11%-0.67%1.46%3.23%0.65%14.97%
20138.04%1.02%3.04%0.94%5.35%-2.59%5.22%-3.46%3.23%4.85%2.95%1.74%34.16%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current risk-adjusted rank of 500U.L is 88, placing it in the top 12% 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 500U.L is 8888
500U.L (Amundi S&P 500 UCITS ETF C USD)
The Sharpe Ratio Rank of 500U.L is 9191Sharpe Ratio Rank
The Sortino Ratio Rank of 500U.L is 9292Sortino Ratio Rank
The Omega Ratio Rank of 500U.L is 9191Omega Ratio Rank
The Calmar Ratio Rank of 500U.L is 8686Calmar Ratio Rank
The Martin Ratio Rank of 500U.L is 8282Martin 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 C USD (500U.L) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


500U.L
Sharpe ratio
The chart of Sharpe ratio for 500U.L, currently valued at 2.46, compared to the broader market0.002.004.006.002.46
Sortino ratio
The chart of Sortino ratio for 500U.L, currently valued at 3.61, compared to the broader market0.005.0010.003.61
Omega ratio
The chart of Omega ratio for 500U.L, currently valued at 1.46, compared to the broader market0.501.001.502.002.503.003.501.46
Calmar ratio
The chart of Calmar ratio for 500U.L, currently valued at 2.42, compared to the broader market0.005.0010.0015.0020.002.42
Martin ratio
The chart of Martin ratio for 500U.L, currently valued at 9.62, compared to the broader market0.0020.0040.0060.0080.00100.009.62
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.17, compared to the broader market0.002.004.006.002.17
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.07, compared to the broader market0.005.0010.003.07
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.38, compared to the broader market0.501.001.502.002.503.003.501.38
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.73, compared to the broader market0.005.0010.0015.0020.001.73
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 8.12, compared to the broader market0.0020.0040.0060.0080.00100.008.12

Sharpe Ratio

The current Amundi S&P 500 UCITS ETF C USD Sharpe ratio is 2.46. 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 C USD 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 Ratio1.502.002.503.002024FebruaryMarchAprilMayJune
2.46
2.17
500U.L (Amundi S&P 500 UCITS ETF C USD)
Benchmark (^GSPC)

Dividends

Dividend History


Amundi S&P 500 UCITS ETF C USD doesn't pay dividends

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%2024FebruaryMarchAprilMayJune00
500U.L (Amundi S&P 500 UCITS ETF C USD)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Amundi S&P 500 UCITS ETF C USD. 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 C USD was 34.04%, occurring on Mar 23, 2020. Recovery took 95 trading sessions.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-34.04%Feb 20, 202023Mar 23, 202095Aug 11, 2020118
-24.22%Jan 4, 2022195Oct 12, 2022297Dec 14, 2023492
-19.01%Jun 6, 201120Oct 4, 20116Mar 9, 201226
-16.6%Sep 24, 201866Dec 27, 201876Apr 16, 2019142
-13.87%Jul 21, 2015144Feb 11, 201647Apr 20, 2016191

Volatility

Volatility Chart

The current Amundi S&P 500 UCITS ETF C USD volatility is 2.80%, 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.


2.00%2.50%3.00%3.50%4.00%4.50%2024FebruaryMarchAprilMayJune
2.80%
2.33%
500U.L (Amundi S&P 500 UCITS ETF C USD)
Benchmark (^GSPC)