500G.L vs. I500.L
500G.L (Amundi S&P 500 Swap UCITS ETF USD Acc) and I500.L (iShares S&P 500 Swap UCITS ETF) are both S&P 500 funds - 500G.L tracks the S&P 500 while I500.L tracks the S&P 500 Net Dividends Reinvested Index (Net USD). Both are passively managed. Over the past 5 years, 500G.L returned 15.05%/yr vs 15.15%/yr for I500.L. With a 0.97 correlation, they move nearly in lockstep. 500G.L charges 0.15%/yr vs 0.07%/yr for I500.L.
Performance
500G.L vs. I500.L - Performance Comparison
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Different Trading Currencies
500G.L is traded in GBp, while I500.L is traded in GBP. To make them comparable, the I500.L values have been converted to GBp using the latest available exchange rates.
Returns By Period
The year-to-date returns for both investments are quite close, with 500G.L having a 10.57% return and I500.L slightly higher at 10.61%.
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%
I500.L
- 1D
- 0.05%
- 1M
- 5.52%
- YTD
- 10.61%
- 6M
- 10.52%
- 1Y
- 29.34%
- 3Y*
- 19.22%
- 5Y*
- 15.15%
- 10Y*
- —
500G.L vs. I500.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
500G.L Amundi S&P 500 Swap UCITS ETF USD Acc | 10.57% | 9.44% | 27.44% | 19.89% | -8.86% | 31.35% | 5.64% |
I500.L iShares S&P 500 Swap UCITS ETF | 10.61% | 9.56% | 27.57% | 20.04% | -8.74% | 31.23% | 5.72% |
Correlation
The correlation between 500G.L and I500.L is 0.85, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.85 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.95 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.97 |
Correlation (All Time) Calculated using the full available price history since Sep 30, 2020 | 0.97 |
The correlation between 500G.L and I500.L shifts across timeframes, from 0.85 (1 year) to 0.97 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
500G.L vs. I500.L — Risk / Return Rank
500G.L
I500.L
500G.L vs. I500.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 iShares S&P 500 Swap UCITS ETF (I500.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.L | I500.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.05 | ||
| Sortino ratioReturn per unit of downside risk | -0.16 | ||
| Omega ratioGain probability vs. loss probability | 1.51 | 1.52 | -0.01 |
| Calmar ratioReturn relative to maximum drawdown | 4.08 | 4.13 | -0.04 |
| Martin ratioReturn relative to average drawdown | 15.27 | 15.23 | +0.04 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| 500G.L | I500.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.76 | 2.81 | -0.05 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.05 | 1.07 | -0.01 |
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 | 1.13 | -0.06 |
Drawdowns
500G.L vs. I500.L - Drawdown Comparison
The maximum 500G.L drawdown since its inception was -25.52%, which is greater than I500.L's maximum drawdown of -20.75%. Use the drawdown chart below to compare losses from any high point for 500G.L and I500.L.
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Drawdown Indicators
| 500G.L | I500.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -25.52% | -20.75% | -4.77% |
Max Drawdown (1Y)Largest decline over 1 year | -7.12% | -7.08% | -0.04% |
Max Drawdown (3Y)Largest decline over 3 years | -21.12% | -20.75% | -0.37% |
Max Drawdown (5Y)Largest decline over 5 years | -21.12% | -20.75% | -0.37% |
Max Drawdown (10Y)Largest decline over 10 years | -25.52% | — | — |
Current DrawdownCurrent decline from peak | -0.22% | -0.23% | +0.01% |
Average DrawdownAverage peak-to-trough decline | -3.29% | -3.35% | +0.06% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.91% | 1.92% | -0.01% |
Volatility
500G.L vs. I500.L - Volatility Comparison
Amundi S&P 500 Swap UCITS ETF USD Acc (500G.L) and iShares S&P 500 Swap UCITS ETF (I500.L) have volatilities of 2.65% and 2.59%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| 500G.L | I500.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.65% | 2.59% | +0.06% |
Volatility (6M)Calculated over the trailing 6-month period | 7.13% | 7.12% | +0.01% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.55% | 10.40% | +0.15% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.31% | 14.21% | +0.10% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.54% | 14.30% | +1.24% |
500G.L vs. I500.L - Expense Ratio Comparison
500G.L has a 0.15% expense ratio, which is higher than I500.L's 0.07% 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. I500.L - Dividend Comparison
Neither 500G.L nor I500.L has paid dividends to shareholders.
Frequently Asked Questions
500G.L and I500.L have a correlation of 0.85, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, I500.L is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.
I500.L is cheaper with a 0.07% expense ratio, compared with 0.15% for 500G.L.
500G.L tracks S&P 500, while I500.L tracks S&P 500 Net Dividends Reinvested Index (Net USD). They also come from different issuers: Amundi and iShares. Their fees differ too: 0.15% for 500G.L and 0.07% for I500.L.
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