500G.L vs. IUES.L
500G.L (Amundi S&P 500 Swap UCITS ETF USD Acc) and IUES.L (iShares S&P 500 Energy Sector UCITS ETF USD (Acc)) are both exchange-traded funds - 500G.L is a S&P 500 fund tracking the S&P 500, while IUES.L is a Energy Equities fund tracking the MSCI World/Energy NR USD. Both are passively managed. Over the past 10 years, 500G.L returned 16.24%/yr vs 10.07%/yr for IUES.L. At a 0.42 correlation, their price movements are largely independent. Both charge a 0.15% expense ratio.
Performance
500G.L vs. IUES.L - Performance Comparison
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Different Trading Currencies
500G.L is traded in GBp, while IUES.L is traded in USD. To make them comparable, the IUES.L values have been converted to GBp using the latest available exchange rates.
Returns By Period
In the year-to-date period, 500G.L achieves a 10.57% return, which is significantly lower than IUES.L's 31.41% return. Over the past 10 years, 500G.L has outperformed IUES.L with an annualized return of 16.24%, while IUES.L has yielded a comparatively lower 10.07% 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%
IUES.L
- 1D
- 0.00%
- 1M
- 0.15%
- YTD
- 31.41%
- 6M
- 28.75%
- 1Y
- 48.19%
- 3Y*
- 14.03%
- 5Y*
- 21.71%
- 10Y*
- 10.07%
500G.L vs. IUES.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% |
IUES.L iShares S&P 500 Energy Sector UCITS ETF USD (Acc) | 30.98% | 1.99% | 5.69% | -5.60% | 83.32% | 53.38% | -35.31% | 4.67% | -13.27% | -9.73% |
Correlation
The correlation between 500G.L and IUES.L is -0.07, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.07 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.23 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.29 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.42 |
Correlation (All Time) Calculated using the full available price history since Feb 24, 2016 | 0.42 |
The correlation between 500G.L and IUES.L shifts across timeframes, from -0.07 (1 year) to 0.42 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
500G.L vs. IUES.L — Risk / Return Rank
500G.L
IUES.L
500G.L vs. IUES.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 Energy Sector UCITS ETF USD (Acc) (IUES.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 | IUES.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.67 | ||
| Sortino ratioReturn per unit of downside risk | +1.05 | ||
| Omega ratioGain probability vs. loss probability | 1.51 | 1.36 | +0.16 |
| Calmar ratioReturn relative to maximum drawdown | 4.08 | 2.89 | +1.19 |
| Martin ratioReturn relative to average drawdown | 15.27 | 8.95 | +6.33 |
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 | IUES.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.76 | 2.08 | +0.67 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.05 | 0.81 | +0.24 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 1.05 | 0.36 | +0.69 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.07 | 0.36 | +0.71 |
Drawdowns
500G.L vs. IUES.L - Drawdown Comparison
The maximum 500G.L drawdown since its inception was -25.52%, smaller than the maximum IUES.L drawdown of -62.40%. Use the drawdown chart below to compare losses from any high point for 500G.L and IUES.L.
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Drawdown Indicators
| 500G.L | IUES.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -25.52% | -62.40% | +36.88% |
Max Drawdown (1Y)Largest decline over 1 year | -7.12% | -16.59% | +9.47% |
Max Drawdown (3Y)Largest decline over 3 years | -21.12% | -23.92% | +2.80% |
Max Drawdown (5Y)Largest decline over 5 years | -21.12% | -23.92% | +2.80% |
Max Drawdown (10Y)Largest decline over 10 years | -25.52% | -62.40% | +36.88% |
Current DrawdownCurrent decline from peak | -0.22% | -8.77% | +8.55% |
Average DrawdownAverage peak-to-trough decline | -3.29% | -16.00% | +12.71% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.91% | 5.37% | -3.46% |
Volatility
500G.L vs. IUES.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 Energy Sector UCITS ETF USD (Acc) (IUES.L) has a volatility of 8.73%. This indicates that 500G.L experiences smaller price fluctuations and is considered to be less risky than IUES.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 | IUES.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.65% | 8.73% | -6.08% |
Volatility (6M)Calculated over the trailing 6-month period | 7.13% | 19.54% | -12.41% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.55% | 23.12% | -12.57% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.31% | 26.63% | -12.32% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.54% | 28.23% | -12.69% |
500G.L vs. IUES.L - Expense Ratio Comparison
Both 500G.L and IUES.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. IUES.L - Dividend Comparison
Neither 500G.L nor IUES.L has paid dividends to shareholders.
Frequently Asked Questions
500G.L and IUES.L have a correlation of -0.07, 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 IUES.L have the same expense ratio: 0.15% per year.
500G.L is categorized as S&P 500, while IUES.L is Energy Equities. 500G.L tracks S&P 500, while IUES.L tracks MSCI World/Energy NR USD. They also come from different issuers: Amundi and iShares.
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