500G.L vs. MVUS.L
500G.L (Amundi S&P 500 Swap UCITS ETF USD Acc) and MVUS.L (iShares Edge S&P 500 Minimum Volatility UCITS ETF USD (Acc)) are both S&P 500 funds - 500G.L tracks the S&P 500 while MVUS.L tracks the S&P 500 Index. Both are passively managed. Over the past 10 years, 500G.L returned 16.24%/yr vs 11.39%/yr for MVUS.L. Their correlation of 0.87 suggests significant overlap in exposure. 500G.L charges 0.15%/yr vs 0.20%/yr for MVUS.L.
Performance
500G.L vs. MVUS.L - Performance Comparison
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Returns By Period
In the year-to-date period, 500G.L achieves a 10.57% return, which is significantly higher than MVUS.L's 4.45% return. Over the past 10 years, 500G.L has outperformed MVUS.L with an annualized return of 16.24%, while MVUS.L has yielded a comparatively lower 11.39% annualized return.
500G.L
- 1D
- -0.04%
- 1M
- 4.53%
- YTD
- 10.57%
- 6M
- 9.87%
- 1Y
- 29.10%
- 3Y*
- 19.12%
- 5Y*
- 15.05%
- 10Y*
- 16.24%
MVUS.L
- 1D
- 0.22%
- 1M
- 4.85%
- YTD
- 4.45%
- 6M
- 4.46%
- 1Y
- 12.87%
- 3Y*
- 10.84%
- 5Y*
- 10.08%
- 10Y*
- 11.39%
500G.L vs. MVUS.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% |
MVUS.L iShares Edge S&P 500 Minimum Volatility UCITS ETF USD (Acc) | 4.45% | 3.88% | 20.71% | 3.83% | -0.36% | 26.59% | 3.87% | 26.86% | -0.36% | 6.22% |
Correlation
The correlation between 500G.L and MVUS.L is 0.60, 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 | 0.60 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.76 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.80 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.86 |
Correlation (All Time) Calculated using the full available price history since Feb 24, 2016 | 0.87 |
Over the past year, the correlation between 500G.L and MVUS.L has dropped to 0.60 - well below their long-term average of 0.87, suggesting their price drivers have been diverging.
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Return for Risk
500G.L vs. MVUS.L — Risk / Return Rank
500G.L
MVUS.L
500G.L vs. MVUS.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 Edge S&P 500 Minimum Volatility UCITS ETF USD (Acc) (MVUS.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 | MVUS.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.21 | ||
| Sortino ratioReturn per unit of downside risk | +1.42 | ||
| Omega ratioGain probability vs. loss probability | 1.51 | 1.28 | +0.24 |
| Calmar ratioReturn relative to maximum drawdown | 4.08 | 2.32 | +1.77 |
| Martin ratioReturn relative to average drawdown | 15.27 | 7.24 | +8.03 |
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 | MVUS.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.76 | 1.55 | +1.21 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.05 | 0.86 | +0.19 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 1.05 | 0.83 | +0.22 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.07 | 0.95 | +0.12 |
Drawdowns
500G.L vs. MVUS.L - Drawdown Comparison
The maximum 500G.L drawdown since its inception was -25.52%, roughly equal to the maximum MVUS.L drawdown of -24.85%. Use the drawdown chart below to compare losses from any high point for 500G.L and MVUS.L.
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Drawdown Indicators
| 500G.L | MVUS.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -25.52% | -24.85% | -0.67% |
Max Drawdown (1Y)Largest decline over 1 year | -7.12% | -5.39% | -1.73% |
Max Drawdown (3Y)Largest decline over 3 years | -21.12% | -14.19% | -6.93% |
Max Drawdown (5Y)Largest decline over 5 years | -21.12% | -14.19% | -6.93% |
Max Drawdown (10Y)Largest decline over 10 years | -25.52% | -24.85% | -0.67% |
Current DrawdownCurrent decline from peak | -0.22% | 0.00% | -0.22% |
Average DrawdownAverage peak-to-trough decline | -3.29% | -3.44% | +0.15% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.91% | 1.73% | +0.18% |
Volatility
500G.L vs. MVUS.L - Volatility Comparison
Amundi S&P 500 Swap UCITS ETF USD Acc (500G.L) has a higher volatility of 2.65% compared to iShares Edge S&P 500 Minimum Volatility UCITS ETF USD (Acc) (MVUS.L) at 2.24%. This indicates that 500G.L's price experiences larger fluctuations and is considered to be riskier than MVUS.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 | MVUS.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.65% | 2.24% | +0.41% |
Volatility (6M)Calculated over the trailing 6-month period | 7.13% | 5.65% | +1.48% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.55% | 8.05% | +2.50% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.31% | 11.72% | +2.59% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.54% | 13.78% | +1.76% |
500G.L vs. MVUS.L - Expense Ratio Comparison
500G.L has a 0.15% expense ratio, which is lower than MVUS.L's 0.20% expense ratio. Despite the difference, 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. MVUS.L - Dividend Comparison
Neither 500G.L nor MVUS.L has paid dividends to shareholders.
Frequently Asked Questions
500G.L and MVUS.L have a correlation of 0.60, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, 500G.L is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.
500G.L is cheaper with a 0.15% expense ratio, compared with 0.20% for MVUS.L.
500G.L tracks S&P 500, while MVUS.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 0.20% for MVUS.L.
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