PortfoliosLab logoPortfoliosLab logo

Documentation

Upgrade your plan
^GSPC vs. V50A.DE
Performance
Return for Risk
Drawdowns
Volatility

^GSPC vs. V50A.DE

Last updated Jun 9, 2026

^GSPC (S&P 500 Index) is an index, while V50A.DE (Amundi EURO STOXX 50 UCITS ETF EUR (C)) is Europe Equities fund tracking the EURO STOXX® 50. Over the past 10 years, ^GSPC returned 13.45%/yr vs 11.01%/yr for V50A.DE. A 0.56 correlation means they provide meaningful diversification when combined.

Performance

^GSPC vs. V50A.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in S&P 500 Index (^GSPC) and Amundi EURO STOXX 50 UCITS ETF EUR (C) (V50A.DE). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Different Trading Currencies

^GSPC is traded in USD, while V50A.DE is traded in EUR. To make them comparable, the V50A.DE values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, ^GSPC achieves a 8.18% return, which is significantly higher than V50A.DE's 4.67% return. Over the past 10 years, ^GSPC has outperformed V50A.DE with an annualized return of 13.45%, while V50A.DE has yielded a comparatively lower 11.01% annualized return.

^GSPC

1D
0.30%
1M
0.09%
YTD
8.18%
6M
8.17%
1Y
23.42%
3Y*
19.88%
5Y*
11.91%
10Y*
13.45%

V50A.DE

1D
0.00%
1M
0.84%
YTD
4.67%
6M
6.87%
1Y
16.09%
3Y*
18.16%
5Y*
10.18%
10Y*
11.01%
*Multi-year figures are annualized to reflect compound growth (CAGR)

^GSPC vs. V50A.DE - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
^GSPC
S&P 500 Index		8.18%16.39%23.31%24.23%-19.44%26.89%16.26%28.88%-6.24%19.42%
V50A.DE
Amundi EURO STOXX 50 UCITS ETF EUR (C)		4.67%37.92%4.81%26.38%-13.96%13.77%6.58%27.34%-16.25%25.35%

Correlation

The correlation between ^GSPC and V50A.DE is 0.60, 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

0.60

Correlation (3Y)
Calculated over the trailing 3-year period

0.47

Correlation (5Y)
Calculated over the trailing 5-year period

0.53

Correlation (10Y)
Calculated over the trailing 10-year period

0.52

Correlation (All Time)
Calculated using the full available price history since Sep 16, 2008

0.56

The correlation between ^GSPC and V50A.DE shifts across timeframes, from 0.47 (3 years) to 0.60 (1 year), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

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

S&P 500 Index

Amundi EURO STOXX 50 UCITS ETF EUR (C)

Often compared with ^GSPC:
^GSPC vs. ^IBEX^GSPC vs. AVGO^GSPC vs. SCHD^GSPC vs. GC=F^GSPC vs. TSMU^GSPC vs. QQQ^GSPC vs. ACWI
Often compared with V50A.DE:
V50A.DE vs. QDV5.DEV50A.DE vs. CACX.LV50A.DE vs. SXRT.DEV50A.DE vs. ^STOXXV50A.DE vs. SC0C.DEV50A.DE vs. LIRU.DEV50A.DE vs. VUAA.DE

Return for Risk

^GSPC vs. V50A.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
^GSPC
^GSPC Risk / Return Rank: 6868
Overall Rank
^GSPC Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
^GSPC Sortino Ratio Rank: 6565
Sortino Ratio Rank
^GSPC Omega Ratio Rank: 7171
Omega Ratio Rank
^GSPC Calmar Ratio Rank: 6565
Calmar Ratio Rank
^GSPC Martin Ratio Rank: 7979
Martin Ratio Rank
V50A.DE
V50A.DE Risk / Return Rank: 3232
Overall Rank
V50A.DE Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
V50A.DE Sortino Ratio Rank: 3232
Sortino Ratio Rank
V50A.DE Omega Ratio Rank: 3030
Omega Ratio Rank
V50A.DE Calmar Ratio Rank: 3232
Calmar Ratio Rank
V50A.DE Martin Ratio Rank: 3636
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.

^GSPC vs. V50A.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for S&P 500 Index (^GSPC) and Amundi EURO STOXX 50 UCITS ETF EUR (C) (V50A.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.

^GSPCV50A.DEDifference
Sharpe ratioReturn per unit of total volatility
1.94
0.90

+1.04

Sortino ratioReturn per unit of downside risk
2.63
1.42

+1.21

Omega ratioGain probability vs. loss probability

1.35

1.17

+0.19

Calmar ratioReturn relative to maximum drawdown

2.59

1.22

+1.36

Martin ratioReturn relative to average drawdown

11.84

4.09

+7.75

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

^GSPC vs. V50A.DE - Sharpe Ratio Comparison

The current ^GSPC Sharpe Ratio is 1.94, which is higher than the V50A.DE Sharpe Ratio of 0.90. The chart below compares the historical Sharpe Ratios of ^GSPC and V50A.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Loading charts...

Sharpe Ratios by Period

^GSPCV50A.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.94

0.90

+1.04

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.71

0.49

+0.22

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.75

0.53

+0.21

Sharpe Ratio (All Time)

Calculated using the full available price history

0.47

0.24

+0.23

Drawdowns

^GSPC vs. V50A.DE - Drawdown Comparison

The maximum ^GSPC drawdown since its inception was -56.78%, which is greater than V50A.DE's maximum drawdown of -51.12%. Use the drawdown chart below to compare losses from any high point for ^GSPC and V50A.DE.

Loading charts...

Drawdown Indicators

^GSPCV50A.DEDifference

Max Drawdown

Largest peak-to-trough decline

-56.78%

-51.12%

-5.66%

Max Drawdown (1Y)

Largest decline over 1 year

-9.10%

-13.03%

+3.93%

Max Drawdown (3Y)

Largest decline over 3 years

-18.90%

-15.58%

-3.32%

Max Drawdown (5Y)

Largest decline over 5 years

-25.43%

-35.00%

+9.57%

Max Drawdown (10Y)

Largest decline over 10 years

-33.92%

-38.98%

+5.06%

Current Drawdown

Current decline from peak

-2.68%

-2.45%

-0.23%

Average Drawdown

Average peak-to-trough decline

-10.72%

-12.00%

+1.28%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.98%

3.90%

-1.92%

Volatility

^GSPC vs. V50A.DE - Volatility Comparison

The current volatility for S&P 500 Index (^GSPC) is 3.80%, while Amundi EURO STOXX 50 UCITS ETF EUR (C) (V50A.DE) has a volatility of 5.51%. This indicates that ^GSPC experiences smaller price fluctuations and is considered to be less risky than V50A.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Loading charts...

Volatility by Period

^GSPCV50A.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.80%

5.51%

-1.71%

Volatility (6M)

Calculated over the trailing 6-month period

9.41%

14.74%

-5.33%

Volatility (1Y)

Calculated over the trailing 1-year period

12.17%

17.76%

-5.59%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.94%

20.76%

-3.82%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.09%

20.49%

-2.40%

Frequently Asked Questions

^GSPC and V50A.DE have a correlation of 0.60, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Portfolio Optimizer

Find the right allocation for ^GSPC and V50A.DE

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer