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

Performance

500G.L vs. SPMV.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 iShares Edge S&P 500 Minimum Volatility UCITS ETF USD (Acc) (SPMV.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 SPMV.L is traded in USD. To make them comparable, the SPMV.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 10.15% return, which is significantly higher than SPMV.L's 4.39% return. Over the past 10 years, 500G.L has outperformed SPMV.L with an annualized return of 11.67%, while SPMV.L has yielded a comparatively lower 9.68% annualized return.


500G.L

1D
0.00%
1M
0.14%
6M
8.61%
YTD
10.15%
1Y
20.88%
3Y*
18.73%
5Y*
13.65%
10Y*
11.67%

SPMV.L

1D
-0.03%
1M
-1.09%
6M
3.85%
YTD
4.39%
1Y
10.21%
3Y*
11.66%
5Y*
8.78%
10Y*
9.68%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
500G.L
Amundi S&P 500 Swap UCITS ETF USD Acc
10.15%9.44%27.44%19.89%-8.86%31.35%13.81%27.01%-25.34%21.51%
SPMV.L
iShares Edge S&P 500 Minimum Volatility UCITS ETF USD (Acc)
4.39%3.60%20.76%4.44%-0.48%26.16%4.26%26.25%0.26%6.01%

Correlation

The correlation between 500G.L and SPMV.L is 0.65, 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

0.65

Correlation (3Y)
Calculated over the trailing 3-year period

0.74

Correlation (5Y)
Calculated over the trailing 5-year period

0.77

Correlation (10Y)
Calculated over the trailing 10-year period

0.71

Correlation (All Time)
Calculated using the full available price history since Nov 30, 2012

0.60

The correlation between 500G.L and SPMV.L shifts across timeframes, from 0.60 (all time) to 0.77 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

500G.L vs. SPMV.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: 3131
Overall Rank
500G.L Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
500G.L Sortino Ratio Rank: 2424
Sortino Ratio Rank
500G.L Omega Ratio Rank: 7575
Omega Ratio Rank
500G.L Calmar Ratio Rank: 2121
Calmar Ratio Rank
500G.L Martin Ratio Rank: 1616
Martin Ratio Rank

SPMV.L
SPMV.L Risk / Return Rank: 4747
Overall Rank
SPMV.L Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
SPMV.L Sortino Ratio Rank: 4848
Sortino Ratio Rank
SPMV.L Omega Ratio Rank: 4545
Omega Ratio Rank
SPMV.L Calmar Ratio Rank: 4343
Calmar Ratio Rank
SPMV.L Martin Ratio Rank: 5252
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. SPMV.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) (SPMV.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.LSPMV.LDifference
Sharpe ratioReturn per unit of total volatility

-0.59

Sortino ratioReturn per unit of downside risk

-0.42

Omega ratioGain probability vs. loss probability

1.35

1.19

+0.15

Calmar ratioReturn relative to maximum drawdown

0.73

1.97

-1.24

Martin ratioReturn relative to average drawdown

1.08

5.80

-4.73

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

The current 500G.L Sharpe Ratio is 0.48, which is lower than the SPMV.L Sharpe Ratio of 1.06. The chart below compares the historical Sharpe Ratios of 500G.L and SPMV.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. SPMV.L - Drawdown Comparison

The maximum 500G.L drawdown since its inception was -35.39%, which is greater than SPMV.L's maximum drawdown of -25.15%. Use the drawdown chart below to compare losses from any high point for 500G.L and SPMV.L.


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Drawdown Indicators


500G.LSPMV.LDifference

Max Drawdown

Largest peak-to-trough decline

-35.39%

-25.15%

-10.24%

Max Drawdown (1Y)

Largest decline over 1 year

-28.61%

-5.16%

-23.45%

Max Drawdown (3Y)

Largest decline over 3 years

-28.61%

-14.55%

-14.06%

Max Drawdown (5Y)

Largest decline over 5 years

-28.61%

-14.55%

-14.06%

Max Drawdown (10Y)

Largest decline over 10 years

-35.39%

-25.15%

-10.24%

Current Drawdown

Current decline from peak

-16.77%

-1.54%

-15.23%

Average Drawdown

Average peak-to-trough decline

-6.21%

-3.39%

-2.82%

Ulcer Index

Depth and duration of drawdowns from previous peaks

19.39%

1.76%

+17.63%

Volatility

500G.L vs. SPMV.L - Volatility Comparison

Amundi S&P 500 Swap UCITS ETF USD Acc (500G.L) has a higher volatility of 3.01% compared to iShares Edge S&P 500 Minimum Volatility UCITS ETF USD (Acc) (SPMV.L) at 2.69%. This indicates that 500G.L's price experiences larger fluctuations and is considered to be riskier than SPMV.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.LSPMV.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.01%

2.69%

+0.32%

Volatility (6M)

Calculated over the trailing 6-month period

7.93%

7.28%

+0.65%

Volatility (1Y)

Calculated over the trailing 1-year period

43.62%

9.59%

+34.03%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.74%

12.68%

+11.06%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.07%

14.17%

+7.90%

500G.L vs. SPMV.L - Expense Ratio Comparison

500G.L has a 0.15% expense ratio, which is lower than SPMV.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. SPMV.L - Dividend Comparison

Neither 500G.L nor SPMV.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


500G.L and SPMV.L have a correlation of 0.65, 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 SPMV.L.

500G.L tracks S&P 500, while SPMV.L tracks S&P 500 Minimum Volatility Net in USD. They also come from different issuers: Amundi and iShares. Their fees differ too: 0.15% for 500G.L and 0.20% for SPMV.L.

Portfolio Optimizer

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