500G.L vs. IITU.L
500G.L (Amundi S&P 500 Swap UCITS ETF USD Acc) and IITU.L (iShares S&P 500 Information Technology Sector UCITS ETF USD (Acc)) are both exchange-traded funds - 500G.L is a S&P 500 fund tracking the S&P 500, while IITU.L is a Technology Equities fund tracking the S&P 500 Capped 35/20 Information Technology Index. Both are passively managed. Over the past 10 years, 500G.L returned 16.24%/yr vs 27.26%/yr for IITU.L. Their correlation of 0.85 suggests significant overlap in exposure. Both charge a 0.15% expense ratio.
Performance
500G.L vs. IITU.L - Performance Comparison
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Returns By Period
In the year-to-date period, 500G.L achieves a 10.57% return, which is significantly lower than IITU.L's 23.25% return. Over the past 10 years, 500G.L has underperformed IITU.L with an annualized return of 16.24%, while IITU.L has yielded a comparatively higher 27.26% annualized return.
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%
IITU.L
- 1D
- -2.08%
- 1M
- 14.24%
- YTD
- 23.25%
- 6M
- 22.00%
- 1Y
- 53.38%
- 3Y*
- 30.94%
- 5Y*
- 25.50%
- 10Y*
- 27.26%
500G.L vs. IITU.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 | 10.57% | 9.44% | 27.44% | 19.89% | -8.86% | 31.35% | 13.81% | 27.01% | 0.05% | 10.79% |
IITU.L iShares S&P 500 Information Technology Sector UCITS ETF USD (Acc) | 23.25% | 14.44% | 40.85% | 50.70% | -20.63% | 35.67% | 38.34% | 44.21% | 4.28% | 25.57% |
Correlation
The correlation between 500G.L and IITU.L is 0.71, 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 | 0.71 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.80 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.83 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.85 |
Correlation (All Time) Calculated using the full available price history since Feb 24, 2016 | 0.85 |
The correlation between 500G.L and IITU.L shifts across timeframes, from 0.71 (1 year) to 0.85 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
500G.L vs. IITU.L — Risk / Return Rank
500G.L
IITU.L
500G.L vs. IITU.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 Information Technology Sector UCITS ETF USD (Acc) (IITU.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 | IITU.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.05 | ||
| Sortino ratioReturn per unit of downside risk | +0.15 | ||
| Omega ratioGain probability vs. loss probability | 1.51 | 1.44 | +0.07 |
| Calmar ratioReturn relative to maximum drawdown | 4.08 | 3.17 | +0.91 |
| Martin ratioReturn relative to average drawdown | 15.27 | 8.17 | +7.10 |
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 | IITU.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.76 | 2.71 | +0.05 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.05 | 1.16 | -0.11 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 1.05 | 1.28 | -0.23 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.07 | 1.23 | -0.15 |
Drawdowns
500G.L vs. IITU.L - Drawdown Comparison
The maximum 500G.L drawdown since its inception was -25.52%, smaller than the maximum IITU.L drawdown of -28.03%. Use the drawdown chart below to compare losses from any high point for 500G.L and IITU.L.
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Drawdown Indicators
| 500G.L | IITU.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -25.52% | -28.03% | +2.51% |
Max Drawdown (1Y)Largest decline over 1 year | -7.12% | -16.76% | +9.64% |
Max Drawdown (3Y)Largest decline over 3 years | -21.12% | -28.03% | +6.91% |
Max Drawdown (5Y)Largest decline over 5 years | -21.12% | -28.03% | +6.91% |
Max Drawdown (10Y)Largest decline over 10 years | -25.52% | -28.03% | +2.51% |
Current DrawdownCurrent decline from peak | -0.22% | -2.89% | +2.67% |
Average DrawdownAverage peak-to-trough decline | -3.29% | -5.14% | +1.85% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.91% | 6.51% | -4.60% |
Volatility
500G.L vs. IITU.L - Volatility Comparison
The current volatility for Amundi S&P 500 Swap UCITS ETF USD Acc (500G.L) is 2.65%, while iShares S&P 500 Information Technology Sector UCITS ETF USD (Acc) (IITU.L) has a volatility of 7.01%. This indicates that 500G.L experiences smaller price fluctuations and is considered to be less risky than IITU.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 | IITU.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.65% | 7.01% | -4.36% |
Volatility (6M)Calculated over the trailing 6-month period | 7.13% | 14.45% | -7.32% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.55% | 19.60% | -9.05% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.31% | 21.94% | -7.63% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.54% | 21.31% | -5.77% |
500G.L vs. IITU.L - Expense Ratio Comparison
Both 500G.L and IITU.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. IITU.L - Dividend Comparison
Neither 500G.L nor IITU.L has paid dividends to shareholders.
Frequently Asked Questions
500G.L and IITU.L have a correlation of 0.71, 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 IITU.L have the same expense ratio: 0.15% per year.
500G.L is categorized as S&P 500, while IITU.L is Technology Equities. 500G.L tracks S&P 500, while IITU.L tracks S&P 500 Capped 35/20 Information Technology Index. They also come from different issuers: Amundi and iShares.
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