500G.L vs. S5EE.L
500G.L (Amundi S&P 500 Swap UCITS ETF USD Acc) and S5EE.L (UBS S&P 500 ESG Elite UCITS ETF USD acc) are both S&P 500 funds - 500G.L tracks the S&P 500 while S5EE.L tracks the S&P 500 Elite ESG Index USD. Both are passively managed. Over the past 5 years, 500G.L returned 15.05%/yr vs 15.95%/yr for S5EE.L. Their correlation of 0.92 suggests significant overlap in exposure. Both charge a 0.15% expense ratio.
Performance
500G.L vs. S5EE.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 lower than S5EE.L's 20.24% 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%
S5EE.L
- 1D
- -0.09%
- 1M
- 11.63%
- YTD
- 20.24%
- 6M
- 22.26%
- 1Y
- 43.29%
- 3Y*
- 21.33%
- 5Y*
- 15.95%
- 10Y*
- —
500G.L vs. S5EE.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
500G.L Amundi S&P 500 Swap UCITS ETF USD Acc | 10.57% | 9.44% | 27.44% | 19.89% | -8.86% | 26.69% |
S5EE.L UBS S&P 500 ESG Elite UCITS ETF USD acc | 20.24% | 11.67% | 20.01% | 22.12% | -9.72% | 28.03% |
Correlation
The correlation between 500G.L and S5EE.L is 0.75, 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 | 0.75 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.88 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.91 |
Correlation (All Time) Calculated using the full available price history since Mar 15, 2021 | 0.92 |
The correlation between 500G.L and S5EE.L shifts across timeframes, from 0.75 (1 year) to 0.92 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
500G.L vs. S5EE.L — Risk / Return Rank
500G.L
S5EE.L
500G.L vs. S5EE.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 UBS S&P 500 ESG Elite UCITS ETF USD acc (S5EE.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 | S5EE.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.89 | ||
| Sortino ratioReturn per unit of downside risk | -1.32 | ||
| Omega ratioGain probability vs. loss probability | 1.51 | 1.65 | -0.14 |
| Calmar ratioReturn relative to maximum drawdown | 4.08 | 5.00 | -0.92 |
| Martin ratioReturn relative to average drawdown | 15.27 | 18.76 | -3.49 |
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 | S5EE.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.76 | 3.65 | -0.89 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.05 | 1.08 | -0.03 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 1.05 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.07 | 1.17 | -0.09 |
Drawdowns
500G.L vs. S5EE.L - Drawdown Comparison
The maximum 500G.L drawdown since its inception was -25.52%, which is greater than S5EE.L's maximum drawdown of -20.25%. Use the drawdown chart below to compare losses from any high point for 500G.L and S5EE.L.
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Drawdown Indicators
| 500G.L | S5EE.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -25.52% | -20.25% | -5.27% |
Max Drawdown (1Y)Largest decline over 1 year | -7.12% | -8.61% | +1.49% |
Max Drawdown (3Y)Largest decline over 3 years | -21.12% | -20.25% | -0.87% |
Max Drawdown (5Y)Largest decline over 5 years | -21.12% | -20.25% | -0.87% |
Max Drawdown (10Y)Largest decline over 10 years | -25.52% | — | — |
Current DrawdownCurrent decline from peak | -0.22% | -0.09% | -0.13% |
Average DrawdownAverage peak-to-trough decline | -3.29% | -3.79% | +0.50% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.91% | 2.30% | -0.39% |
Volatility
500G.L vs. S5EE.L - Volatility Comparison
The current volatility for Amundi S&P 500 Swap UCITS ETF USD Acc (500G.L) is 2.65%, while UBS S&P 500 ESG Elite UCITS ETF USD acc (S5EE.L) has a volatility of 3.63%. This indicates that 500G.L experiences smaller price fluctuations and is considered to be less risky than S5EE.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 | S5EE.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.65% | 3.63% | -0.98% |
Volatility (6M)Calculated over the trailing 6-month period | 7.13% | 8.78% | -1.65% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.55% | 11.81% | -1.26% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.31% | 14.75% | -0.44% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.54% | 14.63% | +0.91% |
500G.L vs. S5EE.L - Expense Ratio Comparison
Both 500G.L and S5EE.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. S5EE.L - Dividend Comparison
Neither 500G.L nor S5EE.L has paid dividends to shareholders.
Frequently Asked Questions
500G.L and S5EE.L have a correlation of 0.75, 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 S5EE.L have the same expense ratio: 0.15% per year.
500G.L tracks S&P 500, while S5EE.L tracks S&P 500 Elite ESG Index USD. They also come from different issuers: Amundi and UBS.
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