500G.L vs. SP5L.L
500G.L (Amundi S&P 500 Swap UCITS ETF USD Acc) and SP5L.L (Lyxor S&P 500 UCITS ETF - Acc) are both S&P 500 funds from Amundi - 500G.L tracks the S&P 500 while SP5L.L tracks the S&P 500 Index. Both are passively managed. Over the past 10 years, 500G.L returned 12.62%/yr vs 13.61%/yr for SP5L.L. Their correlation of 0.88 suggests significant overlap in exposure. 500G.L charges 0.15%/yr vs 0.07%/yr for SP5L.L.
Performance
500G.L vs. SP5L.L - Performance Comparison
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Different Trading Currencies
500G.L is traded in GBp, while SP5L.L is traded in GBP. To make them comparable, the SP5L.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 10.65% return, which is significantly higher than SP5L.L's 9.53% return. Over the past 10 years, 500G.L has underperformed SP5L.L with an annualized return of 12.62%, while SP5L.L has yielded a comparatively higher 13.61% annualized return.
500G.L
- 1D
- 0.00%
- 1M
- 0.96%
- YTD
- 10.65%
- 6M
- 10.84%
- 1Y
- 27.29%
- 3Y*
- 19.60%
- 5Y*
- 14.33%
- 10Y*
- 12.62%
SP5L.L
- 1D
- -1.07%
- 1M
- -0.10%
- YTD
- 9.53%
- 6M
- 9.69%
- 1Y
- 26.05%
- 3Y*
- 19.28%
- 5Y*
- 14.16%
- 10Y*
- 13.61%
500G.L vs. SP5L.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 | 10.65% | 9.44% | 27.44% | 19.89% | -8.86% | 31.35% | 13.81% | 27.01% | -25.34% | 21.51% |
SP5L.L Lyxor S&P 500 UCITS ETF - Acc | 9.53% | 9.50% | 27.60% | 19.99% | -8.84% | 31.19% | 13.92% | 26.93% | 1.00% | -5.12% |
Correlation
The correlation between 500G.L and SP5L.L is 0.98 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.98 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.98 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.97 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.90 |
Correlation (All Time) Calculated using the full available price history since Dec 9, 2014 | 0.88 |
The correlation between 500G.L and SP5L.L has been stable across timeframes, ranging from 0.88 to 0.98 - a consistent structural relationship.
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Return for Risk
500G.L vs. SP5L.L — Risk / Return Rank
500G.L
SP5L.L
500G.L vs. SP5L.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 Lyxor S&P 500 UCITS ETF - Acc (SP5L.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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| 500G.L | SP5L.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.74 | ||
| Sortino ratioReturn per unit of downside risk | -1.89 | ||
| Omega ratioGain probability vs. loss probability | 1.43 | 1.44 | -0.01 |
| Calmar ratioReturn relative to maximum drawdown | 0.95 | 3.60 | -2.65 |
| Martin ratioReturn relative to average drawdown | 1.44 | 12.74 | -11.30 |
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Drawdowns
500G.L vs. SP5L.L - Drawdown Comparison
The maximum 500G.L drawdown since its inception was -35.39%, which is greater than SP5L.L's maximum drawdown of -25.47%. Use the drawdown chart below to compare losses from any high point for 500G.L and SP5L.L.
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Drawdown Indicators
| 500G.L | SP5L.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.39% | -25.47% | -9.92% |
Max Drawdown (1Y)Largest decline over 1 year | -28.61% | -7.20% | -21.41% |
Max Drawdown (3Y)Largest decline over 3 years | -28.61% | -21.12% | -7.49% |
Max Drawdown (5Y)Largest decline over 5 years | -28.61% | -21.12% | -7.49% |
Max Drawdown (10Y)Largest decline over 10 years | -35.39% | -25.47% | -9.92% |
Current DrawdownCurrent decline from peak | -16.38% | -1.54% | -14.84% |
Average DrawdownAverage peak-to-trough decline | -6.17% | -5.16% | -1.01% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 18.92% | 2.04% | +16.88% |
Volatility
500G.L vs. SP5L.L - Volatility Comparison
Amundi S&P 500 Swap UCITS ETF USD Acc (500G.L) and Lyxor S&P 500 UCITS ETF - Acc (SP5L.L) have volatilities of 3.59% and 3.75%, 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 | SP5L.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.59% | 3.75% | -0.16% |
Volatility (6M)Calculated over the trailing 6-month period | 7.79% | 7.80% | -0.01% |
Volatility (1Y)Calculated over the trailing 1-year period | 43.61% | 10.97% | +32.64% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.73% | 18.80% | +4.93% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.09% | 17.97% | +4.12% |
500G.L vs. SP5L.L - Expense Ratio Comparison
500G.L has a 0.15% expense ratio, which is higher than SP5L.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. SP5L.L - Dividend Comparison
Neither 500G.L nor SP5L.L has paid dividends to shareholders.
Frequently Asked Questions
With a correlation of 0.98, 500G.L and SP5L.L move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
On fees, SP5L.L is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SP5L.L is cheaper with a 0.07% expense ratio, compared with 0.15% for 500G.L.
500G.L tracks S&P 500, while SP5L.L tracks S&P 500 Index. Their fees differ too: 0.15% for 500G.L and 0.07% for SP5L.L.
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