500D.L vs. IUMS.L
500D.L (Amundi S&P 500 Swap UCITS ETF USD Dist) and IUMS.L (iShares S&P 500 Materials Sector UCITS ETF USD (Acc)) are both S&P 500 funds - 500D.L tracks the S&P 500 Index while IUMS.L tracks the S&P 500 Capped 35/20 Materials Index NTR. Both are passively managed. Over the past 3 years, 500D.L returned 22.22%/yr vs 11.05%/yr for IUMS.L. A 0.70 correlation means they provide meaningful diversification when combined. Both charge a 0.15% expense ratio.
Performance
500D.L vs. IUMS.L - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, 500D.L achieves a 10.40% return, which is significantly lower than IUMS.L's 12.52% return.
500D.L
- 1D
- -0.02%
- 1M
- 4.48%
- YTD
- 10.40%
- 6M
- 11.15%
- 1Y
- 27.93%
- 3Y*
- 22.22%
- 5Y*
- —
- 10Y*
- —
IUMS.L
- 1D
- -0.13%
- 1M
- 0.75%
- YTD
- 12.52%
- 6M
- 16.74%
- 1Y
- 18.25%
- 3Y*
- 11.05%
- 5Y*
- 4.91%
- 10Y*
- —
500D.L vs. IUMS.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
500D.L Amundi S&P 500 Swap UCITS ETF USD Dist | 10.40% | 17.37% | 25.36% | 26.84% | -18.54% | 1.87% |
IUMS.L iShares S&P 500 Materials Sector UCITS ETF USD (Acc) | 12.52% | 10.90% | -0.92% | 12.41% | -11.90% | 2.48% |
Correlation
The correlation between 500D.L and IUMS.L is 0.52, 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 | 0.52 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.60 |
Correlation (All Time) Calculated using the full available price history since Dec 8, 2021 | 0.70 |
The correlation between 500D.L and IUMS.L shifts across timeframes, from 0.52 (1 year) to 0.70 (all time), 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.
Return for Risk
500D.L vs. IUMS.L — Risk / Return Rank
500D.L
IUMS.L
500D.L vs. IUMS.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Amundi S&P 500 Swap UCITS ETF USD Dist (500D.L) and iShares S&P 500 Materials Sector UCITS ETF USD (Acc) (IUMS.L). 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.
| 500D.L | IUMS.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.32 | ||
| Sortino ratioReturn per unit of downside risk | +1.90 | ||
| Omega ratioGain probability vs. loss probability | 1.44 | 1.19 | +0.25 |
| Calmar ratioReturn relative to maximum drawdown | 3.33 | 1.58 | +1.75 |
| Martin ratioReturn relative to average drawdown | 14.61 | 4.71 | +9.91 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| 500D.L | IUMS.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.42 | 1.10 | +1.32 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.26 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.78 | 0.48 | +0.30 |
Drawdowns
500D.L vs. IUMS.L - Drawdown Comparison
The maximum 500D.L drawdown since its inception was -24.21%, smaller than the maximum IUMS.L drawdown of -35.81%. Use the drawdown chart below to compare losses from any high point for 500D.L and IUMS.L.
Loading charts...
Drawdown Indicators
| 500D.L | IUMS.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -24.21% | -35.81% | +11.60% |
Max Drawdown (1Y)Largest decline over 1 year | -8.35% | -11.51% | +3.16% |
Max Drawdown (3Y)Largest decline over 3 years | -18.97% | -22.80% | +3.83% |
Max Drawdown (5Y)Largest decline over 5 years | — | -25.24% | — |
Current DrawdownCurrent decline from peak | -0.52% | -3.42% | +2.90% |
Average DrawdownAverage peak-to-trough decline | -6.09% | -7.06% | +0.97% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.91% | 3.87% | -1.96% |
Volatility
500D.L vs. IUMS.L - Volatility Comparison
The current volatility for Amundi S&P 500 Swap UCITS ETF USD Dist (500D.L) is 3.20%, while iShares S&P 500 Materials Sector UCITS ETF USD (Acc) (IUMS.L) has a volatility of 6.12%. This indicates that 500D.L experiences smaller price fluctuations and is considered to be less risky than IUMS.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| 500D.L | IUMS.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.20% | 6.12% | -2.92% |
Volatility (6M)Calculated over the trailing 6-month period | 8.41% | 13.40% | -4.99% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.48% | 16.52% | -5.04% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.39% | 18.90% | -2.51% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.39% | 20.07% | -3.68% |
500D.L vs. IUMS.L - Expense Ratio Comparison
Both 500D.L and IUMS.L have an expense ratio of 0.15%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Dividends
500D.L vs. IUMS.L - Dividend Comparison
500D.L's dividend yield for the trailing twelve months is around 0.82%, while IUMS.L has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 |
|---|---|---|---|---|---|
500D.L Amundi S&P 500 Swap UCITS ETF USD Dist | 0.82% | 0.90% | 1.17% | 0.93% | 1.44% |
IUMS.L iShares S&P 500 Materials Sector UCITS ETF USD (Acc) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
500D.L and IUMS.L have a correlation of 0.52, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Both ETFs have the same 0.15% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.
500D.L and IUMS.L have the same expense ratio: 0.15% per year.
500D.L tracks S&P 500 Index, while IUMS.L tracks S&P 500 Capped 35/20 Materials Index NTR. They also come from different issuers: Amundi and iShares.
Find the right allocation for 500D.L and IUMS.L
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