500G.L vs. IUIS.L
500G.L (Amundi S&P 500 Swap UCITS ETF USD Acc) and IUIS.L (iShares S&P 500 Industrials Sector UCITS ETF USD (Acc)) are both S&P 500 funds - 500G.L tracks the S&P 500 while IUIS.L tracks the S&P 500 Capped 35/20 Industrials Index. Both are passively managed. Over the past 5 years, 500G.L returned 13.65%/yr vs 13.85%/yr for IUIS.L. A 0.68 correlation means they provide meaningful diversification when combined. Both charge a 0.15% expense ratio.
Performance
500G.L vs. IUIS.L - Performance Comparison
Loading charts...
Different Trading Currencies
500G.L is traded in GBp, while IUIS.L is traded in USD. To make them comparable, the IUIS.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 10.15% return, which is significantly lower than IUIS.L's 16.25% return.
500G.L
- 1D
- 0.00%
- 1M
- 0.14%
- 6M
- 8.61%
- YTD
- 10.15%
- 1Y
- 20.88%
- 3Y*
- 18.73%
- 5Y*
- 13.65%
- 10Y*
- 11.67%
IUIS.L
- 1D
- 0.23%
- 1M
- -1.68%
- 6M
- 7.81%
- YTD
- 16.25%
- 1Y
- 20.24%
- 3Y*
- 18.15%
- 5Y*
- 13.85%
- 10Y*
- —
500G.L vs. IUIS.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 | 10.15% | 9.44% | 27.44% | 19.89% | -8.86% | 31.35% | 13.81% | 27.01% | -25.34% | 15.59% |
IUIS.L iShares S&P 500 Industrials Sector UCITS ETF USD (Acc) | 16.25% | 10.68% | 19.59% | 11.97% | 5.98% | 21.86% | 6.73% | 23.62% | -7.68% | 6.18% |
Correlation
The correlation between 500G.L and IUIS.L is 0.59, 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 | 0.59 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.68 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.72 |
Correlation (All Time) Calculated using the full available price history since Mar 22, 2017 | 0.68 |
The correlation between 500G.L and IUIS.L shifts across timeframes, from 0.59 (1 year) to 0.72 (5 years), reflecting how their relationship changes across market environments.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
500G.L vs. IUIS.L — Risk / Return Rank
500G.L
IUIS.L
500G.L vs. IUIS.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) (IUIS.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 | IUIS.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.85 | ||
| Sortino ratioReturn per unit of downside risk | -0.81 | ||
| Omega ratioGain probability vs. loss probability | 1.35 | 1.23 | +0.12 |
| Calmar ratioReturn relative to maximum drawdown | 0.73 | 2.26 | -1.53 |
| Martin ratioReturn relative to average drawdown | 1.08 | 6.75 | -5.67 |
Loading charts...
Drawdowns
500G.L vs. IUIS.L - Drawdown Comparison
The maximum 500G.L drawdown since its inception was -35.39%, roughly equal to the maximum IUIS.L drawdown of -35.05%. Use the drawdown chart below to compare losses from any high point for 500G.L and IUIS.L.
Loading charts...
Drawdown Indicators
| 500G.L | IUIS.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.39% | -35.05% | -0.34% |
Max Drawdown (1Y)Largest decline over 1 year | -28.61% | -8.92% | -19.69% |
Max Drawdown (3Y)Largest decline over 3 years | -28.61% | -20.85% | -7.76% |
Max Drawdown (5Y)Largest decline over 5 years | -28.61% | -20.85% | -7.76% |
Max Drawdown (10Y)Largest decline over 10 years | -35.39% | — | — |
Current DrawdownCurrent decline from peak | -16.77% | -3.86% | -12.91% |
Average DrawdownAverage peak-to-trough decline | -6.21% | -4.47% | -1.74% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 19.39% | 2.99% | +16.40% |
Volatility
500G.L vs. IUIS.L - Volatility Comparison
The current volatility for Amundi S&P 500 Swap UCITS ETF USD Acc (500G.L) is 3.01%, while iShares S&P 500 Industrials Sector UCITS ETF USD (Acc) (IUIS.L) has a volatility of 5.10%. This indicates that 500G.L experiences smaller price fluctuations and is considered to be less risky than IUIS.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| 500G.L | IUIS.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.01% | 5.10% | -2.09% |
Volatility (6M)Calculated over the trailing 6-month period | 7.93% | 12.72% | -4.79% |
Volatility (1Y)Calculated over the trailing 1-year period | 43.62% | 15.28% | +28.34% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.74% | 17.00% | +6.74% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.07% | 19.21% | +2.86% |
500G.L vs. IUIS.L - Expense Ratio Comparison
Both 500G.L and IUIS.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. IUIS.L - Dividend Comparison
Neither 500G.L nor IUIS.L has paid dividends to shareholders.
Frequently Asked Questions
500G.L and IUIS.L have a correlation of 0.59, 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 IUIS.L have the same expense ratio: 0.15% per year.
500G.L tracks S&P 500, while IUIS.L tracks S&P 500 Capped 35/20 Industrials Index. They also come from different issuers: Amundi and iShares.
Find the right allocation for 500G.L and IUIS.L
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer