500G.L vs. SUPV

Last updated Jun 5, 2026

500G.L (Amundi S&P 500 Swap UCITS ETF USD Acc) is S&P 500 fund tracking the S&P 500, while SUPV (Grupo Supervielle S.A.) is a stock. Over the past 10 years, 500G.L returned 16.24%/yr vs -0.32%/yr for SUPV. At a 0.18 correlation, their price movements are largely independent.

Performance

500G.L vs. SUPV - 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 Grupo Supervielle S.A. (SUPV). The values are adjusted to include any dividend payments, if applicable.

Different Trading Currencies

500G.L is traded in GBp, while SUPV is traded in USD. To make them comparable, the SUPV 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 10.57% return, which is significantly higher than SUPV's -18.54% return. Over the past 10 years, 500G.L has outperformed SUPV with an annualized return of 16.24%, while SUPV has yielded a comparatively lower -0.32% annualized return.

500G.L

• 1D: -0.04%
• 1M: 5.53%
• YTD: 10.57%
• 6M: 10.49%
• 1Y: 29.21%
• 3Y*: 19.12%
• 5Y*: 15.05%
• 10Y*: 16.24%

SUPV

• 1D: 0.74%
• 1M: 18.89%
• YTD: -18.54%
• 6M: -16.90%
• 1Y: -17.31%
• 3Y*: 58.20%
• 5Y*: 35.40%
• 10Y*: -0.32%

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

500G.L vs. SUPV - 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%
SUPV Grupo Supervielle S.A.	-18.54%	-26.40%	288.08%	78.57%	25.09%	-5.70%	-43.18%	-58.65%	-68.47%	104.88%

Correlation

The correlation between 500G.L and SUPV is 0.28, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.28
Correlation (3Y) Calculated over the trailing 3-year period	0.17
Correlation (5Y) Calculated over the trailing 5-year period	0.15
Correlation (10Y) Calculated over the trailing 10-year period	0.18
Correlation (All Time) Calculated using the full available price history since May 20, 2016	0.18

The correlation between 500G.L and SUPV shifts across timeframes, from 0.15 (5 years) to 0.28 (1 year), reflecting how their relationship changes across market environments.

Return for Risk

500G.L vs. SUPV — 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: 82
500G.L Sharpe Ratio Rank: 85
500G.L Sortino Ratio Rank: 82
500G.L Omega Ratio Rank: 85
500G.L Calmar Ratio Rank: 80
500G.L Martin Ratio Rank: 79

SUPV

SUPV Risk / Return Rank: 35
SUPV Sharpe Ratio Rank: 34
SUPV Sortino Ratio Rank: 40
SUPV Omega Ratio Rank: 39
SUPV Calmar Ratio Rank: 32
SUPV Martin Ratio Rank: 30

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. SUPV - 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 Grupo Supervielle S.A. (SUPV). 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	SUPV	Difference
Sharpe ratio: Return per unit of total volatility	2.76	-0.18	+2.94
Sortino ratio: Return per unit of downside risk	3.61	0.42	+3.19
Omega ratio: Gain probability vs. loss probability	1.51	1.05	+0.47
Calmar ratio: Return relative to maximum drawdown	4.08	-0.28	+4.36
Martin ratio: Return relative to average drawdown	15.27	-0.58	+15.85
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

500G.L vs. SUPV - Sharpe Ratio Comparison

The current 500G.L Sharpe Ratio is 2.76, which is higher than the SUPV Sharpe Ratio of -0.18. The chart below compares the historical Sharpe Ratios of 500G.L and SUPV, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	500G.L	SUPV	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.76	-0.18	+2.94
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	1.05	0.51	+0.55
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	1.05	-0.00	+1.05
Sharpe Ratio (All Time) Calculated using the full available price history	1.07	0.00	+1.07

Drawdowns

500G.L vs. SUPV - Drawdown Comparison

The maximum 500G.L drawdown since its inception was -25.52%, smaller than the maximum SUPV drawdown of -95.36%. Use the drawdown chart below to compare losses from any high point for 500G.L and SUPV.

Drawdown Indicators

	500G.L	SUPV	Difference
Max Drawdown Largest peak-to-trough decline	-25.52%	-95.36%	+69.84%
Max Drawdown (1Y) Largest decline over 1 year	-7.12%	-62.39%	+55.27%
Max Drawdown (3Y) Largest decline over 3 years	-21.12%	-77.54%	+56.42%
Max Drawdown (5Y) Largest decline over 5 years	-21.12%	-77.54%	+56.42%
Max Drawdown (10Y) Largest decline over 10 years	-25.52%	-95.36%	+69.84%
Current Drawdown Current decline from peak	-0.22%	-66.96%	+66.74%
Average Drawdown Average peak-to-trough decline	-3.29%	-66.10%	+62.81%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.91%	29.72%	-27.81%

Volatility

500G.L vs. SUPV - Volatility Comparison

The current volatility for Amundi S&P 500 Swap UCITS ETF USD Acc (500G.L) is 2.65%, while Grupo Supervielle S.A. (SUPV) has a volatility of 22.91%. This indicates that 500G.L experiences smaller price fluctuations and is considered to be less risky than SUPV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	500G.L	SUPV	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.65%	22.91%	-20.26%
Volatility (6M) Calculated over the trailing 6-month period	7.13%	44.33%	-37.20%
Volatility (1Y) Calculated over the trailing 1-year period	10.55%	94.62%	-84.07%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.31%	70.25%	-55.94%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	15.54%	71.82%	-56.28%

Dividends

500G.L vs. SUPV - Dividend Comparison

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

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017
500G.L Amundi S&P 500 Swap UCITS ETF USD Acc	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
SUPV Grupo Supervielle S.A.	0.00%	1.71%	1.12%	0.00%	0.71%	1.36%	1.79%	2.03%	1.32%	0.30%

Frequently Asked Questions

Can I hold both 500G.L and SUPV in my portfolio?

500G.L and SUPV have a correlation of 0.28, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.