500D.L vs. S5SD.L
500D.L (Amundi S&P 500 Swap UCITS ETF USD Dist) and S5SD.L (UBS ETF (IE) S&P 500 ESG UCITS ETF USD A-dis) are both S&P 500 funds tracking the S&P 500 Index, from Amundi and UBS respectively. Both are passively managed. Over the past year, 500D.L returned 27.93% vs 28.81% for S5SD.L. Their correlation of 0.88 suggests significant overlap in exposure. 500D.L charges 0.15%/yr vs 0.12%/yr for S5SD.L.
Performance
500D.L vs. S5SD.L - Performance Comparison
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Different Trading Currencies
500D.L is traded in USD, while S5SD.L is traded in GBp. To make them comparable, the S5SD.L values have been converted to USD using the latest available exchange rates.
Returns By Period
In the year-to-date period, 500D.L achieves a 10.40% return, which is significantly higher than S5SD.L's 8.70% return.
500D.L
- 1D
- -0.02%
- 1M
- 4.48%
- YTD
- 10.40%
- 6M
- 11.15%
- 1Y
- 27.93%
- 3Y*
- 22.22%
- 5Y*
- —
- 10Y*
- —
S5SD.L
- 1D
- -0.80%
- 1M
- 4.09%
- YTD
- 8.70%
- 6M
- 10.26%
- 1Y
- 28.81%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
500D.L vs. S5SD.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
500D.L Amundi S&P 500 Swap UCITS ETF USD Dist | 10.40% | 26.40% |
S5SD.L UBS ETF (IE) S&P 500 ESG UCITS ETF USD A-dis | 8.70% | 28.19% |
Correlation
The correlation between 500D.L and S5SD.L is 0.88, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.88 |
Correlation (All Time) Calculated using the full available price history since Apr 29, 2025 | 0.88 |
The correlation between 500D.L and S5SD.L has been stable across timeframes, ranging from 0.88 to 0.88 - a consistent structural relationship.
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Return for Risk
500D.L vs. S5SD.L — Risk / Return Rank
500D.L
S5SD.L
500D.L vs. S5SD.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 UBS ETF (IE) S&P 500 ESG UCITS ETF USD A-dis (S5SD.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 | S5SD.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.22 | ||
| Sortino ratioReturn per unit of downside risk | -0.33 | ||
| Omega ratioGain probability vs. loss probability | 1.44 | 1.47 | -0.03 |
| Calmar ratioReturn relative to maximum drawdown | 3.33 | 3.07 | +0.26 |
| Martin ratioReturn relative to average drawdown | 14.61 | 13.34 | +1.27 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| 500D.L | S5SD.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.42 | 2.65 | -0.22 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.78 | 3.04 | -2.27 |
Drawdowns
500D.L vs. S5SD.L - Drawdown Comparison
The maximum 500D.L drawdown since its inception was -24.21%, which is greater than S5SD.L's maximum drawdown of -9.53%. Use the drawdown chart below to compare losses from any high point for 500D.L and S5SD.L.
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Drawdown Indicators
| 500D.L | S5SD.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -24.21% | -9.53% | -14.68% |
Max Drawdown (1Y)Largest decline over 1 year | -8.35% | -9.53% | +1.18% |
Max Drawdown (3Y)Largest decline over 3 years | -18.97% | — | — |
Current DrawdownCurrent decline from peak | -0.52% | -0.80% | +0.28% |
Average DrawdownAverage peak-to-trough decline | -6.09% | -1.16% | -4.93% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.91% | 2.20% | -0.29% |
Volatility
500D.L vs. S5SD.L - Volatility Comparison
Amundi S&P 500 Swap UCITS ETF USD Dist (500D.L) has a higher volatility of 3.20% compared to UBS ETF (IE) S&P 500 ESG UCITS ETF USD A-dis (S5SD.L) at 2.88%. This indicates that 500D.L's price experiences larger fluctuations and is considered to be riskier than S5SD.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| 500D.L | S5SD.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.20% | 2.88% | +0.32% |
Volatility (6M)Calculated over the trailing 6-month period | 8.41% | 8.01% | +0.40% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.48% | 11.10% | +0.38% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.39% | 11.60% | +4.79% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.39% | 11.60% | +4.79% |
500D.L vs. S5SD.L - Expense Ratio Comparison
500D.L has a 0.15% expense ratio, which is higher than S5SD.L's 0.12% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
500D.L vs. S5SD.L - Dividend Comparison
500D.L's dividend yield for the trailing twelve months is around 0.82%, while S5SD.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% |
S5SD.L UBS ETF (IE) S&P 500 ESG UCITS ETF USD A-dis | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
500D.L and S5SD.L have a correlation of 0.88, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, S5SD.L is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.
S5SD.L is cheaper with a 0.12% expense ratio, compared with 0.15% for 500D.L.
Both ETFs track S&P 500 Index. They also come from different issuers: Amundi and UBS. Their fees differ too: 0.15% for 500D.L and 0.12% for S5SD.L.
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