500G.L vs. CNAA.L
500G.L (Amundi S&P 500 Swap UCITS ETF USD Acc) and CNAA.L (Lyxor Fortune SG UCITS MSCI China A DR) are both exchange-traded funds - 500G.L is a S&P 500 fund tracking the S&P 500, while CNAA.L is a China Equities fund tracking the MSCI China A Onshore NR CNY. Both are passively managed. Over the past 10 years, 500G.L returned 12.62%/yr vs 6.15%/yr for CNAA.L. At a 0.27 correlation, their price movements are largely independent. 500G.L charges 0.15%/yr vs 0.35%/yr for CNAA.L.
Performance
500G.L vs. CNAA.L - Performance Comparison
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Different Trading Currencies
500G.L is traded in GBp, while CNAA.L is traded in USD. To make them comparable, the CNAA.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 10.65% return, which is significantly lower than CNAA.L's 15.22% return. Over the past 10 years, 500G.L has outperformed CNAA.L with an annualized return of 12.62%, while CNAA.L has yielded a comparatively lower 6.15% annualized return.
500G.L
- 1D
- 0.00%
- 1M
- 0.96%
- YTD
- 10.65%
- 6M
- 10.84%
- 1Y
- 27.29%
- 3Y*
- 19.60%
- 5Y*
- 14.33%
- 10Y*
- 12.62%
CNAA.L
- 1D
- 2.32%
- 1M
- 4.58%
- YTD
- 15.22%
- 6M
- 15.92%
- 1Y
- 42.46%
- 3Y*
- 12.12%
- 5Y*
- 1.50%
- 10Y*
- 6.15%
500G.L vs. CNAA.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
500G.L Amundi S&P 500 Swap UCITS ETF USD Acc | 10.65% | 9.44% | 27.44% | 19.89% | -8.86% | 31.35% | 13.81% | 27.01% | -25.34% | 21.51% |
CNAA.L Lyxor Fortune SG UCITS MSCI China A DR | 15.22% | 17.14% | 12.85% | -18.48% | -17.18% | 4.19% | 38.58% | 31.66% | -26.27% | 11.58% |
Correlation
The correlation between 500G.L and CNAA.L is 0.29, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.29 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.17 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.20 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.29 |
Correlation (All Time) Calculated using the full available price history since Aug 28, 2014 | 0.27 |
The correlation between 500G.L and CNAA.L shifts across timeframes, from 0.17 (3 years) to 0.29 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
500G.L vs. CNAA.L — Risk / Return Rank
500G.L
CNAA.L
500G.L vs. CNAA.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 Lyxor Fortune SG UCITS MSCI China A DR (CNAA.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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| 500G.L | CNAA.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.94 | ||
| Sortino ratioReturn per unit of downside risk | -2.10 | ||
| Omega ratioGain probability vs. loss probability | 1.43 | 1.45 | -0.02 |
| Calmar ratioReturn relative to maximum drawdown | 0.95 | 6.29 | -5.33 |
| Martin ratioReturn relative to average drawdown | 1.44 | 16.66 | -15.21 |
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Drawdowns
500G.L vs. CNAA.L - Drawdown Comparison
The maximum 500G.L drawdown since its inception was -35.39%, smaller than the maximum CNAA.L drawdown of -50.93%. Use the drawdown chart below to compare losses from any high point for 500G.L and CNAA.L.
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Drawdown Indicators
| 500G.L | CNAA.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.39% | -50.93% | +15.54% |
Max Drawdown (1Y)Largest decline over 1 year | -28.61% | -7.02% | -21.59% |
Max Drawdown (3Y)Largest decline over 3 years | -28.61% | -26.66% | -1.95% |
Max Drawdown (5Y)Largest decline over 5 years | -28.61% | -42.50% | +13.89% |
Max Drawdown (10Y)Largest decline over 10 years | -35.39% | -45.04% | +9.65% |
Current DrawdownCurrent decline from peak | -16.38% | -6.37% | -10.01% |
Average DrawdownAverage peak-to-trough decline | -6.17% | -25.77% | +19.60% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 18.92% | 2.65% | +16.27% |
Volatility
500G.L vs. CNAA.L - Volatility Comparison
The current volatility for Amundi S&P 500 Swap UCITS ETF USD Acc (500G.L) is 3.59%, while Lyxor Fortune SG UCITS MSCI China A DR (CNAA.L) has a volatility of 6.32%. This indicates that 500G.L experiences smaller price fluctuations and is considered to be less risky than CNAA.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.L | CNAA.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.59% | 6.32% | -2.73% |
Volatility (6M)Calculated over the trailing 6-month period | 7.79% | 12.45% | -4.66% |
Volatility (1Y)Calculated over the trailing 1-year period | 43.61% | 17.24% | +26.37% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.73% | 21.65% | +2.08% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.09% | 22.39% | -0.30% |
500G.L vs. CNAA.L - Expense Ratio Comparison
500G.L has a 0.15% expense ratio, which is lower than CNAA.L's 0.35% expense ratio.
Dividends
500G.L vs. CNAA.L - Dividend Comparison
Neither 500G.L nor CNAA.L has paid dividends to shareholders.
Frequently Asked Questions
500G.L and CNAA.L have a correlation of 0.29, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, 500G.L is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.
500G.L is cheaper with a 0.15% expense ratio, compared with 0.35% for CNAA.L.
500G.L is categorized as S&P 500, while CNAA.L is China Equities. 500G.L tracks S&P 500, while CNAA.L tracks MSCI China A Onshore NR CNY. Their fees differ too: 0.15% for 500G.L and 0.35% for CNAA.L.
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