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

Performance

500G.L vs. IISU.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 iShares S&P 500 Industrials Sector UCITS ETF USD (Acc) (IISU.L). The values are adjusted to include any dividend payments, if applicable.

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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*
*Multi-year figures are annualized to reflect compound growth (CAGR)

500G.L vs. IISU.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

500G.L
500G.L Risk / Return Rank: 3333
Overall Rank
500G.L Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
500G.L Sortino Ratio Rank: 2525
Sortino Ratio Rank
500G.L Omega Ratio Rank: 8282
Omega Ratio Rank
500G.L Calmar Ratio Rank: 2222
Calmar Ratio Rank
500G.L Martin Ratio Rank: 1616
Martin Ratio Rank

IISU.L
IISU.L Risk / Return Rank: 8080
Overall Rank
IISU.L Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
IISU.L Sortino Ratio Rank: 8686
Sortino Ratio Rank
IISU.L Omega Ratio Rank: 8080
Omega Ratio Rank
IISU.L Calmar Ratio Rank: 7878
Calmar Ratio Rank
IISU.L Martin Ratio Rank: 7070
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. 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.LIISU.LDifference
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

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

The current 500G.L Sharpe Ratio is 0.63, which is lower than the IISU.L Sharpe Ratio of 2.43. The chart below compares the historical Sharpe Ratios of 500G.L and IISU.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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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.LIISU.LDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-16.38%

0.00%

-16.38%

Average Drawdown

Average peak-to-trough decline

-6.17%

-8.90%

+2.73%

Ulcer Index

Depth 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.LIISU.LDifference

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.


Tickers have no history of dividend payments

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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