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500G.L vs. ANXU.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

500G.L vs. ANXU.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Amundi S&P 500 Swap UCITS ETF USD Acc (500G.L) and Amundi Nasdaq-100 UCITS USD (ANXU.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

500G.L is traded in GBp, while ANXU.L is traded in USD. To make them comparable, the ANXU.L values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, 500G.L achieves a 10.57% return, which is significantly lower than ANXU.L's 20.95% return. Over the past 10 years, 500G.L has underperformed ANXU.L with an annualized return of 16.24%, while ANXU.L has yielded a comparatively higher 22.69% annualized return.


500G.L

1D
-0.04%
1M
5.53%
YTD
10.57%
6M
10.49%
1Y
29.21%
3Y*
19.12%
5Y*
15.05%
10Y*
16.24%

ANXU.L

1D
0.00%
1M
10.24%
YTD
20.95%
6M
19.24%
1Y
42.83%
3Y*
25.22%
5Y*
19.21%
10Y*
22.69%
*Multi-year figures are annualized to reflect compound growth (CAGR)

500G.L vs. ANXU.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
500G.L
Amundi S&P 500 Swap UCITS ETF USD Acc
10.57%9.44%27.44%19.89%-8.86%31.35%13.81%27.01%0.05%10.79%
ANXU.L
Amundi Nasdaq-100 UCITS USD
20.15%11.32%28.95%48.68%-25.30%28.68%41.33%36.74%4.00%20.61%

Correlation

The correlation between 500G.L and ANXU.L is 0.76, 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

0.76

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

0.85

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

0.84

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

0.76

Correlation (All Time)
Calculated using the full available price history since Feb 24, 2016

0.75

The correlation between 500G.L and ANXU.L has been stable across timeframes, ranging from 0.75 to 0.85 - a consistent structural relationship.

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Return for Risk

500G.L vs. ANXU.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

500G.L
500G.L Risk / Return Rank: 8282
Overall Rank
500G.L Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
500G.L Sortino Ratio Rank: 8282
Sortino Ratio Rank
500G.L Omega Ratio Rank: 8585
Omega Ratio Rank
500G.L Calmar Ratio Rank: 8080
Calmar Ratio Rank
500G.L Martin Ratio Rank: 7979
Martin Ratio Rank

ANXU.L
ANXU.L Risk / Return Rank: 7676
Overall Rank
ANXU.L Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
ANXU.L Sortino Ratio Rank: 7979
Sortino Ratio Rank
ANXU.L Omega Ratio Rank: 7575
Omega Ratio Rank
ANXU.L Calmar Ratio Rank: 7474
Calmar Ratio Rank
ANXU.L Martin Ratio Rank: 7171
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.

500G.L vs. ANXU.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi S&P 500 Swap UCITS ETF USD Acc (500G.L) and Amundi Nasdaq-100 UCITS USD (ANXU.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.


500G.LANXU.LDifference
Sharpe ratioReturn per unit of total volatility

+0.07

Sortino ratioReturn per unit of downside risk

+0.05

Omega ratioGain probability vs. loss probability

1.51

1.47

+0.04

Calmar ratioReturn relative to maximum drawdown

4.08

3.83

+0.25

Martin ratioReturn relative to average drawdown

15.27

10.84

+4.43

500G.L vs. ANXU.L - Sharpe Ratio Comparison

The current 500G.L Sharpe Ratio is 2.76, which is comparable to the ANXU.L Sharpe Ratio of 2.68. The chart below compares the historical Sharpe Ratios of 500G.L and ANXU.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


500G.LANXU.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.76

2.68

+0.07

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.05

0.96

+0.09

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.05

1.23

-0.18

Sharpe Ratio (All Time)

Calculated using the full available price history

1.07

1.30

-0.22

Drawdowns

500G.L vs. ANXU.L - Drawdown Comparison

The maximum 500G.L drawdown since its inception was -25.52%, smaller than the maximum ANXU.L drawdown of -27.52%. Use the drawdown chart below to compare losses from any high point for 500G.L and ANXU.L.


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Drawdown Indicators


500G.LANXU.LDifference

Max Drawdown

Largest peak-to-trough decline

-25.52%

-27.52%

+2.00%

Max Drawdown (1Y)

Largest decline over 1 year

-7.12%

-11.12%

+4.00%

Max Drawdown (3Y)

Largest decline over 3 years

-21.12%

-24.28%

+3.16%

Max Drawdown (5Y)

Largest decline over 5 years

-21.12%

-27.52%

+6.40%

Max Drawdown (10Y)

Largest decline over 10 years

-25.52%

-27.52%

+2.00%

Current Drawdown

Current decline from peak

-0.22%

0.00%

-0.22%

Average Drawdown

Average peak-to-trough decline

-3.29%

-4.99%

+1.70%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.91%

3.94%

-2.03%

Volatility

500G.L vs. ANXU.L - Volatility Comparison

The current volatility for Amundi S&P 500 Swap UCITS ETF USD Acc (500G.L) is 2.65%, while Amundi Nasdaq-100 UCITS USD (ANXU.L) has a volatility of 5.02%. This indicates that 500G.L experiences smaller price fluctuations and is considered to be less risky than ANXU.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


500G.LANXU.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.65%

5.02%

-2.37%

Volatility (6M)

Calculated over the trailing 6-month period

7.13%

11.74%

-4.61%

Volatility (1Y)

Calculated over the trailing 1-year period

10.55%

15.89%

-5.34%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.31%

20.08%

-5.77%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.54%

21.15%

-5.61%

500G.L vs. ANXU.L - Expense Ratio Comparison

500G.L has a 0.15% expense ratio, which is higher than ANXU.L's 0.13% 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

500G.L vs. ANXU.L - Dividend Comparison

Neither 500G.L nor ANXU.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


500G.L and ANXU.L have a correlation of 0.76, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, ANXU.L is cheaper at 0.13% per year. The better choice depends on whether you care most about return, fees, risk, or income.

ANXU.L is cheaper with a 0.13% expense ratio, compared with 0.15% for 500G.L.

500G.L is categorized as S&P 500, while ANXU.L is Nasdaq-100. 500G.L tracks S&P 500, while ANXU.L tracks Russell 1000 Growth TR USD. Their fees differ too: 0.15% for 500G.L and 0.13% for ANXU.L.

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