500G.L vs. IUSA.L
500G.L (Amundi S&P 500 Swap UCITS ETF USD Acc) and IUSA.L (iShares S&P 500 UCITS Dist) are both S&P 500 funds - 500G.L tracks the S&P 500 while IUSA.L tracks the S&P 500 Index. Both are passively managed. Over the past 10 years, 500G.L returned 16.24%/yr vs 16.52%/yr for IUSA.L. With a 0.97 correlation, they move nearly in lockstep. 500G.L charges 0.15%/yr vs 0.07%/yr for IUSA.L.
Performance
500G.L vs. IUSA.L - Performance Comparison
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Returns By Period
The year-to-date returns for both investments are quite close, with 500G.L having a 10.57% return and IUSA.L slightly higher at 10.67%. Both investments have delivered pretty close results over the past 10 years, with 500G.L having a 16.24% annualized return and IUSA.L not far ahead at 16.52%.
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%
IUSA.L
- 1D
- 0.04%
- 1M
- 5.55%
- YTD
- 10.67%
- 6M
- 10.66%
- 1Y
- 29.55%
- 3Y*
- 19.42%
- 5Y*
- 15.33%
- 10Y*
- 16.52%
500G.L vs. IUSA.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% |
IUSA.L iShares S&P 500 UCITS Dist | 10.67% | 9.70% | 27.73% | 20.24% | -8.72% | 31.54% | 14.15% | 27.06% | 0.51% | 11.19% |
Correlation
The correlation between 500G.L and IUSA.L is 0.85, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.85 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.95 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.97 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.97 |
Correlation (All Time) Calculated using the full available price history since Feb 24, 2016 | 0.97 |
The correlation between 500G.L and IUSA.L shifts across timeframes, from 0.85 (1 year) to 0.97 (10 years), reflecting how their relationship changes across market environments.
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Return for Risk
500G.L vs. IUSA.L — Risk / Return Rank
500G.L
IUSA.L
500G.L vs. IUSA.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 UCITS Dist (IUSA.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 | IUSA.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.06 | ||
| Sortino ratioReturn per unit of downside risk | -0.17 | ||
| Omega ratioGain probability vs. loss probability | 1.51 | 1.53 | -0.01 |
| Calmar ratioReturn relative to maximum drawdown | 4.08 | 4.20 | -0.12 |
| Martin ratioReturn relative to average drawdown | 15.27 | 15.53 | -0.26 |
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 | IUSA.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.76 | 2.82 | -0.06 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.05 | 1.07 | -0.02 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 1.05 | 1.06 | -0.01 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.07 | 0.58 | +0.49 |
Drawdowns
500G.L vs. IUSA.L - Drawdown Comparison
The maximum 500G.L drawdown since its inception was -25.52%, smaller than the maximum IUSA.L drawdown of -38.58%. Use the drawdown chart below to compare losses from any high point for 500G.L and IUSA.L.
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Drawdown Indicators
| 500G.L | IUSA.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -25.52% | -38.58% | +13.06% |
Max Drawdown (1Y)Largest decline over 1 year | -7.12% | -7.01% | -0.11% |
Max Drawdown (3Y)Largest decline over 3 years | -21.12% | -21.08% | -0.04% |
Max Drawdown (5Y)Largest decline over 5 years | -21.12% | -21.08% | -0.04% |
Max Drawdown (10Y)Largest decline over 10 years | -25.52% | -25.42% | -0.10% |
Current DrawdownCurrent decline from peak | -0.22% | -0.22% | 0.00% |
Average DrawdownAverage peak-to-trough decline | -3.29% | -7.29% | +4.00% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.91% | 1.90% | +0.01% |
Volatility
500G.L vs. IUSA.L - Volatility Comparison
Amundi S&P 500 Swap UCITS ETF USD Acc (500G.L) and iShares S&P 500 UCITS Dist (IUSA.L) have volatilities of 2.65% and 2.62%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| 500G.L | IUSA.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.65% | 2.62% | +0.03% |
Volatility (6M)Calculated over the trailing 6-month period | 7.13% | 7.13% | 0.00% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.55% | 10.44% | +0.11% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.31% | 14.33% | -0.02% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.54% | 15.60% | -0.06% |
500G.L vs. IUSA.L - Expense Ratio Comparison
500G.L has a 0.15% expense ratio, which is higher than IUSA.L's 0.07% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
500G.L vs. IUSA.L - Dividend Comparison
500G.L has not paid dividends to shareholders, while IUSA.L's dividend yield for the trailing twelve months is around 1.15%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
500G.L Amundi S&P 500 Swap UCITS ETF USD Acc | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
IUSA.L iShares S&P 500 UCITS Dist | 1.15% | 1.24% | 1.28% | 1.55% | 1.74% | 1.39% | 1.80% | 1.96% | 2.22% | 1.95% | 1.75% | 2.29% |
Frequently Asked Questions
500G.L and IUSA.L have a correlation of 0.85, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, IUSA.L is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.
IUSA.L is cheaper with a 0.07% expense ratio, compared with 0.15% for 500G.L.
500G.L tracks S&P 500, while IUSA.L tracks S&P 500 Index. They also come from different issuers: Amundi and iShares. Their fees differ too: 0.15% for 500G.L and 0.07% for IUSA.L.
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