500G.L vs. IUIT.L
500G.L (Amundi S&P 500 Swap UCITS ETF USD Acc) and IUIT.L (iShares S&P 500 Information Technology Sector UCITS ETF) are both exchange-traded funds - 500G.L is a S&P 500 fund tracking the S&P 500, while IUIT.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 27.54%/yr for IUIT.L. A 0.78 correlation means they provide meaningful diversification when combined. Both charge a 0.15% expense ratio.
Performance
500G.L vs. IUIT.L - Performance Comparison
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Different Trading Currencies
500G.L is traded in GBp, while IUIT.L is traded in USD. To make them comparable, the IUIT.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 IUIT.L's 26.17% return. Over the past 10 years, 500G.L has underperformed IUIT.L with an annualized return of 16.24%, while IUIT.L has yielded a comparatively higher 27.54% 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%
IUIT.L
- 1D
- 0.00%
- 1M
- 16.60%
- YTD
- 26.17%
- 6M
- 24.49%
- 1Y
- 56.60%
- 3Y*
- 31.96%
- 5Y*
- 26.05%
- 10Y*
- 27.54%
500G.L vs. IUIT.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% |
IUIT.L iShares S&P 500 Information Technology Sector UCITS ETF | 23.54% | 14.17% | 40.92% | 51.48% | -20.73% | 35.36% | 38.94% | 43.23% | 4.43% | 25.62% |
Correlation
The correlation between 500G.L and IUIT.L is 0.70, 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 | 0.70 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.79 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.81 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.79 |
Correlation (All Time) Calculated using the full available price history since Feb 24, 2016 | 0.78 |
The correlation between 500G.L and IUIT.L shifts across timeframes, from 0.70 (1 year) to 0.81 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
500G.L vs. IUIT.L — Risk / Return Rank
500G.L
IUIT.L
500G.L vs. IUIT.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 (IUIT.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 | IUIT.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.03 | ||
| Sortino ratioReturn per unit of downside risk | +0.04 | ||
| Omega ratioGain probability vs. loss probability | 1.51 | 1.46 | +0.06 |
| Calmar ratioReturn relative to maximum drawdown | 4.08 | 3.32 | +0.76 |
| Martin ratioReturn relative to average drawdown | 15.27 | 8.42 | +6.85 |
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 | IUIT.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.76 | 2.78 | -0.03 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.05 | 1.14 | -0.09 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 1.05 | 1.26 | -0.21 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.07 | 1.24 | -0.16 |
Drawdowns
500G.L vs. IUIT.L - Drawdown Comparison
The maximum 500G.L drawdown since its inception was -25.52%, smaller than the maximum IUIT.L drawdown of -28.01%. Use the drawdown chart below to compare losses from any high point for 500G.L and IUIT.L.
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Drawdown Indicators
| 500G.L | IUIT.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -25.52% | -28.01% | +2.49% |
Max Drawdown (1Y)Largest decline over 1 year | -7.12% | -16.96% | +9.84% |
Max Drawdown (3Y)Largest decline over 3 years | -21.12% | -28.01% | +6.89% |
Max Drawdown (5Y)Largest decline over 5 years | -21.12% | -28.01% | +6.89% |
Max Drawdown (10Y)Largest decline over 10 years | -25.52% | -28.01% | +2.49% |
Current DrawdownCurrent decline from peak | -0.22% | -0.78% | +0.56% |
Average DrawdownAverage peak-to-trough decline | -3.29% | -5.29% | +2.00% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.91% | 6.70% | -4.79% |
Volatility
500G.L vs. IUIT.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 (IUIT.L) has a volatility of 7.16%. This indicates that 500G.L experiences smaller price fluctuations and is considered to be less risky than IUIT.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 | IUIT.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.65% | 7.16% | -4.51% |
Volatility (6M)Calculated over the trailing 6-month period | 7.13% | 15.20% | -8.07% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.55% | 20.23% | -9.68% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.31% | 22.82% | -8.51% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.54% | 22.51% | -6.97% |
500G.L vs. IUIT.L - Expense Ratio Comparison
Both 500G.L and IUIT.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. IUIT.L - Dividend Comparison
Neither 500G.L nor IUIT.L has paid dividends to shareholders.
Frequently Asked Questions
500G.L and IUIT.L have a correlation of 0.70, 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 IUIT.L have the same expense ratio: 0.15% per year.
500G.L is categorized as S&P 500, while IUIT.L is Technology Equities. 500G.L tracks S&P 500, while IUIT.L tracks S&P 500 Capped 35/20 Information Technology Index. They also come from different issuers: Amundi and iShares.
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