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

Performance

500G.L vs. BYBU.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 S&P 500 Buyback ETF-C USD (BYBU.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 BYBU.L is traded in USD. To make them comparable, the BYBU.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 higher than BYBU.L's 8.62% 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%

BYBU.L

1D
0.96%
1M
5.72%
YTD
8.62%
6M
9.17%
1Y
23.84%
3Y*
15.72%
5Y*
11.35%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

500G.L vs. BYBU.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%5.99%
BYBU.L
Amundi S&P 500 Buyback ETF-C USD
8.62%9.02%16.67%10.84%-3.19%37.48%2.26%25.34%-0.50%4.46%

Correlation

The correlation between 500G.L and BYBU.L is 0.49, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.49

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

0.44

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

0.45

Correlation (All Time)
Calculated using the full available price history since Jul 28, 2017

0.35

The correlation between 500G.L and BYBU.L shifts across timeframes, from 0.35 (all time) to 0.49 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

500G.L vs. BYBU.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

BYBU.L
BYBU.L Risk / Return Rank: 6565
Overall Rank
BYBU.L Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
BYBU.L Sortino Ratio Rank: 6262
Sortino Ratio Rank
BYBU.L Omega Ratio Rank: 5454
Omega Ratio Rank
BYBU.L Calmar Ratio Rank: 8383
Calmar Ratio Rank
BYBU.L Martin Ratio Rank: 6767
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. BYBU.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 S&P 500 Buyback ETF-C USD (BYBU.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.LBYBU.LDifference
Sharpe ratioReturn per unit of total volatility

+0.79

Sortino ratioReturn per unit of downside risk

+0.88

Omega ratioGain probability vs. loss probability

1.51

1.34

+0.17

Calmar ratioReturn relative to maximum drawdown

4.08

4.69

-0.61

Martin ratioReturn relative to average drawdown

15.27

13.40

+1.88

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

The current 500G.L Sharpe Ratio is 2.76, which is higher than the BYBU.L Sharpe Ratio of 1.97. The chart below compares the historical Sharpe Ratios of 500G.L and BYBU.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.LBYBU.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.76

1.97

+0.79

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.05

0.98

+0.07

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.05

Sharpe Ratio (All Time)

Calculated using the full available price history

1.07

1.22

-0.15

Drawdowns

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

The maximum 500G.L drawdown since its inception was -25.52%, which is greater than BYBU.L's maximum drawdown of -23.51%. Use the drawdown chart below to compare losses from any high point for 500G.L and BYBU.L.


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Drawdown Indicators


500G.LBYBU.LDifference

Max Drawdown

Largest peak-to-trough decline

-25.52%

-23.51%

-2.01%

Max Drawdown (1Y)

Largest decline over 1 year

-7.12%

-5.06%

-2.06%

Max Drawdown (3Y)

Largest decline over 3 years

-21.12%

-20.81%

-0.31%

Max Drawdown (5Y)

Largest decline over 5 years

-21.12%

-20.81%

-0.31%

Max Drawdown (10Y)

Largest decline over 10 years

-25.52%

Current Drawdown

Current decline from peak

-0.22%

0.00%

-0.22%

Average Drawdown

Average peak-to-trough decline

-3.29%

-4.19%

+0.90%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.91%

1.78%

+0.13%

Volatility

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

The current volatility for Amundi S&P 500 Swap UCITS ETF USD Acc (500G.L) is 2.65%, while Amundi S&P 500 Buyback ETF-C USD (BYBU.L) has a volatility of 3.26%. This indicates that 500G.L experiences smaller price fluctuations and is considered to be less risky than BYBU.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.LBYBU.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.65%

3.26%

-0.61%

Volatility (6M)

Calculated over the trailing 6-month period

7.13%

8.60%

-1.47%

Volatility (1Y)

Calculated over the trailing 1-year period

10.55%

12.07%

-1.52%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.31%

20.07%

-5.76%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.54%

25.20%

-9.66%

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

Both 500G.L and BYBU.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

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

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


Tickers have no history of dividend payments

Frequently Asked Questions


500G.L and BYBU.L have a correlation of 0.49, 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.

500G.L and BYBU.L have the same expense ratio: 0.15% per year.

500G.L tracks S&P 500, while BYBU.L tracks S&P 500 Buyback NTR.

Portfolio Optimizer

Find the right allocation for 500G.L and BYBU.L

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

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