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500D.L vs. TNOW.L
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


500D.LTNOW.L
YTD Return9.76%11.06%
1Y Return28.44%39.46%
Sharpe Ratio2.472.08
Daily Std Dev11.51%18.47%
Max Drawdown-24.21%-36.17%
Current Drawdown-0.40%-2.38%

Correlation

-0.50.00.51.00.9

The correlation between 500D.L and TNOW.L is 0.91, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Performance

500D.L vs. TNOW.L - Performance Comparison

In the year-to-date period, 500D.L achieves a 9.76% return, which is significantly lower than TNOW.L's 11.06% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%5.00%10.00%15.00%20.00%December2024FebruaryMarchAprilMay
15.54%
17.91%
500D.L
TNOW.L

Compare stocks, funds, or ETFs

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


Amundi S&P 500 UCITS ETF USD (D)

Lyxor MSCI World Information Technology TR UCITS ETF - Acc (USD)

500D.L vs. TNOW.L - Expense Ratio Comparison

500D.L has a 0.15% expense ratio, which is lower than TNOW.L's 0.30% expense ratio.


TNOW.L
Lyxor MSCI World Information Technology TR UCITS ETF - Acc (USD)
Expense ratio chart for TNOW.L: current value at 0.30% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.30%
Expense ratio chart for 500D.L: current value at 0.15% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.15%

Risk-Adjusted Performance

500D.L vs. TNOW.L - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi S&P 500 UCITS ETF USD (D) (500D.L) and Lyxor MSCI World Information Technology TR UCITS ETF - Acc (USD) (TNOW.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
Sharpe ratio
The chart of Sharpe ratio for 500D.L, currently valued at 2.47, compared to the broader market0.002.004.002.47
Sortino ratio
The chart of Sortino ratio for 500D.L, currently valued at 3.55, compared to the broader market-2.000.002.004.006.008.0010.003.55
Omega ratio
The chart of Omega ratio for 500D.L, currently valued at 1.46, compared to the broader market0.501.001.502.002.501.46
Calmar ratio
The chart of Calmar ratio for 500D.L, currently valued at 2.29, compared to the broader market0.002.004.006.008.0010.0012.0014.002.29
Martin ratio
The chart of Martin ratio for 500D.L, currently valued at 9.97, compared to the broader market0.0020.0040.0060.0080.009.97
TNOW.L
Sharpe ratio
The chart of Sharpe ratio for TNOW.L, currently valued at 2.08, compared to the broader market0.002.004.002.08
Sortino ratio
The chart of Sortino ratio for TNOW.L, currently valued at 2.90, compared to the broader market-2.000.002.004.006.008.0010.002.90
Omega ratio
The chart of Omega ratio for TNOW.L, currently valued at 1.35, compared to the broader market0.501.001.502.002.501.35
Calmar ratio
The chart of Calmar ratio for TNOW.L, currently valued at 2.34, compared to the broader market0.002.004.006.008.0010.0012.0014.002.34
Martin ratio
The chart of Martin ratio for TNOW.L, currently valued at 8.39, compared to the broader market0.0020.0040.0060.0080.008.39

500D.L vs. TNOW.L - Sharpe Ratio Comparison

The current 500D.L Sharpe Ratio is 2.47, which roughly equals the TNOW.L Sharpe Ratio of 2.08. The chart below compares the 12-month rolling Sharpe Ratio of 500D.L and TNOW.L.


Rolling 12-month Sharpe Ratio1.001.502.002.503.00December2024FebruaryMarchAprilMay
2.47
2.08
500D.L
TNOW.L

Dividends

500D.L vs. TNOW.L - Dividend Comparison

500D.L's dividend yield for the trailing twelve months is around 0.85%, while TNOW.L has not paid dividends to shareholders.


TTM20232022
500D.L
Amundi S&P 500 UCITS ETF USD (D)
0.85%0.93%1.44%
TNOW.L
Lyxor MSCI World Information Technology TR UCITS ETF - Acc (USD)
0.00%0.00%0.00%

Drawdowns

500D.L vs. TNOW.L - Drawdown Comparison

The maximum 500D.L drawdown since its inception was -24.21%, smaller than the maximum TNOW.L drawdown of -36.17%. Use the drawdown chart below to compare losses from any high point for 500D.L and TNOW.L. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%December2024FebruaryMarchAprilMay
-0.40%
-2.38%
500D.L
TNOW.L

Volatility

500D.L vs. TNOW.L - Volatility Comparison

The current volatility for Amundi S&P 500 UCITS ETF USD (D) (500D.L) is 4.28%, while Lyxor MSCI World Information Technology TR UCITS ETF - Acc (USD) (TNOW.L) has a volatility of 7.46%. This indicates that 500D.L experiences smaller price fluctuations and is considered to be less risky than TNOW.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%8.00%December2024FebruaryMarchAprilMay
4.28%
7.46%
500D.L
TNOW.L