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500G.L vs. SP5L.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

500G.L vs. SP5L.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Amundi S&P 500 Swap UCITS ETF USD Acc (500G.L) and Lyxor S&P 500 UCITS ETF - Acc (SP5L.L). The values are adjusted to include any dividend payments, if applicable.

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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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

500G.L vs. SP5L.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

500G.L
500G.L Risk / Return Rank: 3333
Overall Rank
500G.L Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
500G.L Sortino Ratio Rank: 2525
Sortino Ratio Rank
500G.L Omega Ratio Rank: 8282
Omega Ratio Rank
500G.L Calmar Ratio Rank: 2222
Calmar Ratio Rank
500G.L Martin Ratio Rank: 1616
Martin Ratio Rank

SP5L.L
SP5L.L Risk / Return Rank: 8181
Overall Rank
SP5L.L Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
SP5L.L Sortino Ratio Rank: 8282
Sortino Ratio Rank
SP5L.L Omega Ratio Rank: 8484
Omega Ratio Rank
SP5L.L Calmar Ratio Rank: 7979
Calmar Ratio Rank
SP5L.L Martin Ratio Rank: 7777
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

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.LSP5L.LDifference
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

500G.L vs. SP5L.L - Sharpe Ratio Comparison

The current 500G.L Sharpe Ratio is 0.63, which is lower than the SP5L.L Sharpe Ratio of 2.36. The chart below compares the historical Sharpe Ratios of 500G.L and SP5L.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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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.LSP5L.LDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-16.38%

-1.54%

-14.84%

Average Drawdown

Average peak-to-trough decline

-6.17%

-5.16%

-1.01%

Ulcer Index

Depth 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.LSP5L.LDifference

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.


Tickers have no history of dividend payments

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.

Portfolio Optimizer

Find the right allocation for 500G.L and SP5L.L

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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