500G.L vs. MSCI
Compare and contrast key facts about Amundi S&P 500 UCITS ETF C USD (500G.L) and MSCI Inc. (MSCI).
500G.L is a passively managed fund by Amundi that tracks the performance of the Russell 1000 TR USD. It was launched on Mar 22, 2018.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: 500G.L or MSCI.
Key characteristics
| 500G.L | MSCI | |
|---|---|---|
| YTD Return | 20.58% | 3.26% |
| 1Y Return | 33.08% | 21.52% |
| 3Y Return (Ann) | 11.72% | -3.54% |
| 5Y Return (Ann) | 15.71% | 21.01% |
| Sharpe Ratio | 2.96 | 0.83 |
| Sortino Ratio | 4.09 | 1.27 |
| Omega Ratio | 1.56 | 1.19 |
| Calmar Ratio | 5.00 | 0.71 |
| Martin Ratio | 20.35 | 2.11 |
| Ulcer Index | 1.58% | 10.92% |
| Daily Std Dev | 10.84% | 27.65% |
| Max Drawdown | -25.52% | -69.06% |
| Current Drawdown | -0.41% | -11.70% |
Correlation
The correlation between 500G.L and MSCI is 0.41, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
500G.L vs. MSCI - Performance Comparison
In the year-to-date period, 500G.L achieves a 20.58% return, which is significantly higher than MSCI's 3.26% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
500G.L vs. MSCI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Amundi S&P 500 UCITS ETF C USD (500G.L) and MSCI Inc. (MSCI). 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.
Dividends
500G.L vs. MSCI - Dividend Comparison
500G.L has not paid dividends to shareholders, while MSCI's dividend yield for the trailing twelve months is around 1.07%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
500G.L Amundi S&P 500 UCITS ETF C USD | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
MSCI MSCI Inc. | 1.07% | 0.98% | 0.98% | 0.59% | 0.65% | 0.98% | 1.30% | 1.04% | 1.27% | 1.11% | 0.38% |
Drawdowns
500G.L vs. MSCI - Drawdown Comparison
The maximum 500G.L drawdown since its inception was -25.52%, smaller than the maximum MSCI drawdown of -69.06%. Use the drawdown chart below to compare losses from any high point for 500G.L and MSCI. For additional features, visit the drawdowns tool.
Volatility
500G.L vs. MSCI - Volatility Comparison
The current volatility for Amundi S&P 500 UCITS ETF C USD (500G.L) is 1.83%, while MSCI Inc. (MSCI) has a volatility of 5.69%. This indicates that 500G.L experiences smaller price fluctuations and is considered to be less risky than MSCI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.