500G.L vs. CSWG.L
500G.L (Amundi S&P 500 Swap UCITS ETF USD Acc) and CSWG.L (Amundi MSCI Switzerland UCITS ETF CHF) are both exchange-traded funds - 500G.L is a S&P 500 fund tracking the S&P 500, while CSWG.L is a Europe Equities fund tracking the MSCI Switzerland NR CHF. Both are passively managed. Over the past 10 years, 500G.L returned 11.67%/yr vs 6.66%/yr for CSWG.L. A 0.52 correlation means they provide meaningful diversification when combined. 500G.L charges 0.15%/yr vs 0.25%/yr for CSWG.L.
Performance
500G.L vs. CSWG.L - Performance Comparison
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Returns By Period
In the year-to-date period, 500G.L achieves a 10.15% return, which is significantly higher than CSWG.L's 8.43% return. Over the past 10 years, 500G.L has outperformed CSWG.L with an annualized return of 11.67%, while CSWG.L has yielded a comparatively lower 6.66% annualized return.
500G.L
- 1D
- 0.00%
- 1M
- 0.14%
- 6M
- 8.61%
- YTD
- 10.15%
- 1Y
- 20.88%
- 3Y*
- 18.73%
- 5Y*
- 13.65%
- 10Y*
- 11.67%
CSWG.L
- 1D
- 0.86%
- 1M
- 1.38%
- 6M
- 7.15%
- YTD
- 8.43%
- 1Y
- 20.45%
- 3Y*
- 11.43%
- 5Y*
- 7.91%
- 10Y*
- 6.66%
500G.L vs. CSWG.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 | 10.15% | 9.44% | 27.44% | 19.89% | -8.86% | 31.35% | 13.81% | 27.01% | -25.34% | 21.51% |
CSWG.L Amundi MSCI Switzerland UCITS ETF CHF | 8.43% | 23.37% | -0.59% | 8.57% | -7.50% | 19.77% | 7.79% | 26.88% | -26.62% | 17.10% |
Correlation
The correlation between 500G.L and CSWG.L is 0.28, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.28 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.33 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.44 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.52 |
Correlation (All Time) Calculated using the full available price history since Jul 2, 2010 | 0.52 |
Over the past year, the correlation between 500G.L and CSWG.L has dropped to 0.28 - well below their long-term average of 0.52, suggesting their price drivers have been diverging.
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Return for Risk
500G.L vs. CSWG.L — Risk / Return Rank
500G.L
CSWG.L
500G.L vs. CSWG.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 MSCI Switzerland UCITS ETF CHF (CSWG.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 | CSWG.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.07 | ||
| Sortino ratioReturn per unit of downside risk | -1.08 | ||
| Omega ratioGain probability vs. loss probability | 1.35 | 1.29 | +0.06 |
| Calmar ratioReturn relative to maximum drawdown | 0.73 | 1.63 | -0.90 |
| Martin ratioReturn relative to average drawdown | 1.08 | 5.16 | -4.09 |
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Drawdowns
500G.L vs. CSWG.L - Drawdown Comparison
The maximum 500G.L drawdown since its inception was -35.39%, which is greater than CSWG.L's maximum drawdown of -33.48%. Use the drawdown chart below to compare losses from any high point for 500G.L and CSWG.L.
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Drawdown Indicators
| 500G.L | CSWG.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.39% | -33.48% | -1.91% |
Max Drawdown (1Y)Largest decline over 1 year | -28.61% | -12.52% | -16.09% |
Max Drawdown (3Y)Largest decline over 3 years | -28.61% | -12.52% | -16.09% |
Max Drawdown (5Y)Largest decline over 5 years | -28.61% | -16.26% | -12.35% |
Max Drawdown (10Y)Largest decline over 10 years | -35.39% | -33.48% | -1.91% |
Current DrawdownCurrent decline from peak | -16.77% | -1.93% | -14.84% |
Average DrawdownAverage peak-to-trough decline | -6.21% | -6.68% | +0.47% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 19.39% | 3.95% | +15.44% |
Volatility
500G.L vs. CSWG.L - Volatility Comparison
The current volatility for Amundi S&P 500 Swap UCITS ETF USD Acc (500G.L) is 3.01%, while Amundi MSCI Switzerland UCITS ETF CHF (CSWG.L) has a volatility of 3.64%. This indicates that 500G.L experiences smaller price fluctuations and is considered to be less risky than CSWG.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 | CSWG.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.01% | 3.64% | -0.63% |
Volatility (6M)Calculated over the trailing 6-month period | 7.93% | 10.83% | -2.90% |
Volatility (1Y)Calculated over the trailing 1-year period | 43.62% | 13.12% | +30.50% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.74% | 13.07% | +10.67% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.07% | 15.81% | +6.26% |
500G.L vs. CSWG.L - Expense Ratio Comparison
500G.L has a 0.15% expense ratio, which is lower than CSWG.L's 0.25% expense ratio. Despite the difference, 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. CSWG.L - Dividend Comparison
Neither 500G.L nor CSWG.L has paid dividends to shareholders.
Frequently Asked Questions
500G.L and CSWG.L have a correlation of 0.28, 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 0.25% for CSWG.L.
500G.L is categorized as S&P 500, while CSWG.L is Europe Equities. 500G.L tracks S&P 500, while CSWG.L tracks MSCI Switzerland NR CHF. Their fees differ too: 0.15% for 500G.L and 0.25% for CSWG.L.
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