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Amundi PEA S&P 500 UCITS ETF Acc (PSP5.PA)
Performance
Return for Risk
Dividends
Drawdowns
Volatility

ETF Info

ISIN
FR0011871128
Issuer
Amundi
Inception Date
Nov 26, 2018
Category
S&P 500
Leveraged
1x (No leverage)
Index Tracked
S&P 500 Index
Domicile
France
Distribution Policy
Accumulating
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Blend

Share Price Chart


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Performance

Performance Chart

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


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S&P 500 Index

Different Benchmark Currency

PSP5.PA is traded in EUR, while the ^GSPC benchmark is in USD. To make them comparable, the benchmark values have been converted to EUR using the latest available exchange rates.

Returns By Period

Amundi PEA S&P 500 UCITS ETF Acc (PSP5.PA) has returned -4.50% so far this year and 9.62% over the past 12 months. Looking at the last ten years, PSP5.PA has achieved an annualized return of 13.58%, outperforming the S&P 500 Index benchmark, which averaged 11.99% per year.


Amundi PEA S&P 500 UCITS ETF Acc

1D
-0.06%
1M
-3.88%
YTD
-4.50%
6M
-1.09%
1Y
9.62%
3Y*
15.28%
5Y*
11.66%
10Y*
13.58%

Benchmark (S&P 500 Index)

1D
2.02%
1M
-2.96%
YTD
-3.12%
6M
-0.95%
1Y
8.84%
3Y*
14.21%
5Y*
10.59%
10Y*
11.99%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Jun 5, 2014, PSP5.PA's average daily return is +0.06%, while the average monthly return is +1.18%. At this rate, your investment would double in approximately 4.9 years.

Historically, 63% of months were positive and 37% were negative. The best month was Jul 2022 with a return of +11.3%, while the worst month was Mar 2020 at -9.4%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 6 months.

On a daily basis, PSP5.PA closed higher 54% of trading days. The best single day was Mar 24, 2020 with a return of +8.4%, while the worst single day was Mar 12, 2020 at -8.0%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026-0.35%-0.29%-3.88%-4.50%
20253.14%-3.73%-9.05%-5.24%6.76%1.51%6.11%-1.16%2.90%4.61%-0.52%-0.47%3.67%
20244.73%4.42%3.64%-2.15%1.12%6.99%-0.41%-0.84%1.75%2.58%8.51%-0.27%33.82%
20234.07%1.03%0.29%0.06%4.06%4.22%2.17%0.63%-2.21%-2.95%5.60%3.41%21.92%
2022-5.46%-2.08%6.27%-3.04%-4.00%-5.95%11.31%-1.28%-5.30%4.75%-1.98%-6.60%-14.07%
20211.17%3.37%7.01%2.55%-1.14%5.62%2.40%3.72%-2.04%5.98%2.37%3.85%40.47%

Benchmark Metrics

Amundi PEA S&P 500 UCITS ETF Acc has an annualized alpha of 7.67%, beta of 0.55, and R² of 0.37 versus S&P 500 Index. Calculated based on daily prices since June 10, 2014.

  • This ETF participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (98.83%) than losses (87.22%) — typical of diversified or defensive assets.
  • Beta of 0.55 may look defensive, but with R² of 0.37 this ETF is largely uncorrelated with S&P 500 Index — low beta reflects independence, not downside protection. See the Volatility section for a true picture of this ETF's risk.
  • R² of 0.37 means the benchmark explains less than half of this ETF's behavior — treat beta with caution or consider switching to a more representative benchmark.

Alpha
7.67%
Beta
0.55
0.37
Upside Capture
98.83%
Downside Capture
87.22%

Expense Ratio

PSP5.PA has an expense ratio of 0.12%, which is considered low.


Return for Risk

Risk / Return Rank

PSP5.PA ranks 45 for risk / return — on par with similar ETFs. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.


PSP5.PA Risk / Return Rank: 4545
Overall Rank
PSP5.PA Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
PSP5.PA Sortino Ratio Rank: 2828
Sortino Ratio Rank
PSP5.PA Omega Ratio Rank: 3030
Omega Ratio Rank
PSP5.PA Calmar Ratio Rank: 7474
Calmar Ratio Rank
PSP5.PA Martin Ratio Rank: 6767
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Amundi PEA S&P 500 UCITS ETF Acc (PSP5.PA) and compare them to a chosen benchmark (S&P 500 Index).


PSP5.PABenchmarkDifference

Sharpe ratio

Return per unit of total volatility

0.56

0.43

+0.14

Sortino ratio

Return per unit of downside risk

0.86

0.73

+0.13

Omega ratio

Gain probability vs. loss probability

1.13

1.11

+0.01

Calmar ratio

Return relative to maximum drawdown

2.01

0.67

+1.34

Martin ratio

Return relative to average drawdown

7.00

2.80

+4.20

Explore PSP5.PA risk-adjusted metrics in detail

Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.

Dividends

Dividend History


Amundi PEA S&P 500 UCITS ETF Acc doesn't pay dividends

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the Amundi PEA S&P 500 UCITS ETF Acc. 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 PEA S&P 500 UCITS ETF Acc was 33.70%, occurring on Mar 23, 2020. Recovery took 203 trading sessions.

The current Amundi PEA S&P 500 UCITS ETF Acc drawdown is 6.77%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-33.7%Feb 20, 202023Mar 23, 2020203Jan 7, 2021226
-23.2%Feb 20, 202535Apr 9, 2025140Oct 27, 2025175
-19.09%Dec 3, 201544Feb 11, 2016103Jul 19, 2016147
-17.25%Oct 4, 201858Dec 24, 201867Apr 1, 2019125
-17.01%Dec 31, 2021118Jun 16, 202243Aug 16, 2022161

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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