500G.L vs. IISU.L
500G.L (Amundi S&P 500 Swap UCITS ETF USD Acc) and IISU.L (iShares S&P 500 Industrials Sector UCITS ETF USD (Acc)) are both exchange-traded funds - 500G.L is a S&P 500 fund tracking the S&P 500, while IISU.L is a Industrials Equities fund tracking the S&P 500 Capped 35/20 Industrials Index. Both are passively managed. Over the past 5 years, 500G.L returned 14.33%/yr vs 14.99%/yr for IISU.L. A 0.72 correlation means they provide meaningful diversification when combined. Both charge a 0.15% expense ratio.
Performance
500G.L vs. IISU.L - Performance Comparison
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Returns By Period
In the year-to-date period, 500G.L achieves a 10.65% return, which is significantly lower than IISU.L's 20.55% 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%
IISU.L
- 1D
- 1.24%
- 1M
- 8.07%
- YTD
- 20.55%
- 6M
- 20.59%
- 1Y
- 33.37%
- 3Y*
- 21.00%
- 5Y*
- 14.99%
- 10Y*
- —
500G.L vs. IISU.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% | 15.59% |
IISU.L iShares S&P 500 Industrials Sector UCITS ETF USD (Acc) | 20.55% | 11.24% | 19.29% | 11.45% | 6.06% | 22.20% | 6.25% | 24.46% | -8.76% | -14.06% |
Correlation
The correlation between 500G.L and IISU.L is 0.62, 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 | 0.62 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.70 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.75 |
Correlation (All Time) Calculated using the full available price history since Mar 22, 2017 | 0.72 |
The correlation between 500G.L and IISU.L shifts across timeframes, from 0.62 (1 year) to 0.75 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
500G.L vs. IISU.L — Risk / Return Rank
500G.L
IISU.L
500G.L vs. IISU.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 Industrials Sector UCITS ETF USD (Acc) (IISU.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 | IISU.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.80 | ||
| Sortino ratioReturn per unit of downside risk | -2.06 | ||
| Omega ratioGain probability vs. loss probability | 1.43 | 1.41 | +0.01 |
| Calmar ratioReturn relative to maximum drawdown | 0.95 | 3.55 | -2.59 |
| Martin ratioReturn relative to average drawdown | 1.44 | 11.26 | -9.81 |
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Drawdowns
500G.L vs. IISU.L - Drawdown Comparison
The maximum 500G.L drawdown since its inception was -35.39%, roughly equal to the maximum IISU.L drawdown of -35.68%. Use the drawdown chart below to compare losses from any high point for 500G.L and IISU.L.
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Drawdown Indicators
| 500G.L | IISU.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.39% | -35.68% | +0.29% |
Max Drawdown (1Y)Largest decline over 1 year | -28.61% | -9.36% | -19.25% |
Max Drawdown (3Y)Largest decline over 3 years | -28.61% | -21.12% | -7.49% |
Max Drawdown (5Y)Largest decline over 5 years | -28.61% | -21.12% | -7.49% |
Max Drawdown (10Y)Largest decline over 10 years | -35.39% | — | — |
Current DrawdownCurrent decline from peak | -16.38% | 0.00% | -16.38% |
Average DrawdownAverage peak-to-trough decline | -6.17% | -8.90% | +2.73% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 18.92% | 2.96% | +15.96% |
Volatility
500G.L vs. IISU.L - Volatility Comparison
The current volatility for Amundi S&P 500 Swap UCITS ETF USD Acc (500G.L) is 3.59%, while iShares S&P 500 Industrials Sector UCITS ETF USD (Acc) (IISU.L) has a volatility of 4.63%. This indicates that 500G.L experiences smaller price fluctuations and is considered to be less risky than IISU.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 | IISU.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.59% | 4.63% | -1.04% |
Volatility (6M)Calculated over the trailing 6-month period | 7.79% | 10.92% | -3.13% |
Volatility (1Y)Calculated over the trailing 1-year period | 43.61% | 13.69% | +29.92% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.73% | 21.12% | +2.61% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.09% | 24.84% | -2.75% |
500G.L vs. IISU.L - Expense Ratio Comparison
Both 500G.L and IISU.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. IISU.L - Dividend Comparison
Neither 500G.L nor IISU.L has paid dividends to shareholders.
Frequently Asked Questions
500G.L and IISU.L have a correlation of 0.62, 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 IISU.L have the same expense ratio: 0.15% per year.
500G.L is categorized as S&P 500, while IISU.L is Industrials Equities. 500G.L tracks S&P 500, while IISU.L tracks S&P 500 Capped 35/20 Industrials Index. They also come from different issuers: Amundi and iShares.
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