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500G.L vs. VOO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


500G.LVOO
YTD Return20.58%23.64%
1Y Return33.08%42.02%
3Y Return (Ann)11.72%9.92%
5Y Return (Ann)15.71%15.81%
Sharpe Ratio2.963.62
Sortino Ratio4.094.77
Omega Ratio1.561.68
Calmar Ratio5.004.14
Martin Ratio20.3523.93
Ulcer Index1.58%1.83%
Daily Std Dev10.84%12.09%
Max Drawdown-25.52%-33.99%
Current Drawdown-0.41%-0.48%

Correlation

-0.50.00.51.00.6

The correlation between 500G.L and VOO is 0.60, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Performance

500G.L vs. VOO - Performance Comparison

In the year-to-date period, 500G.L achieves a 20.58% return, which is significantly lower than VOO's 23.64% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%5.00%10.00%15.00%MayJuneJulyAugustSeptemberOctober
15.83%
16.67%
500G.L
VOO

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Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


500G.L vs. VOO - Expense Ratio Comparison

500G.L has a 0.05% expense ratio, which is higher than VOO's 0.03% 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%.


500G.L
Amundi S&P 500 UCITS ETF C USD
Expense ratio chart for 500G.L: current value at 0.05% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.05%
Expense ratio chart for VOO: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%

Risk-Adjusted Performance

500G.L vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi S&P 500 UCITS ETF C USD (500G.L) and Vanguard S&P 500 ETF (VOO). 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
Sharpe ratio
The chart of Sharpe ratio for 500G.L, currently valued at 3.25, compared to the broader market-2.000.002.004.006.003.25
Sortino ratio
The chart of Sortino ratio for 500G.L, currently valued at 4.49, compared to the broader market0.005.0010.004.49
Omega ratio
The chart of Omega ratio for 500G.L, currently valued at 1.63, compared to the broader market1.001.502.002.503.001.63
Calmar ratio
The chart of Calmar ratio for 500G.L, currently valued at 4.62, compared to the broader market0.005.0010.0015.004.62
Martin ratio
The chart of Martin ratio for 500G.L, currently valued at 20.18, compared to the broader market0.0020.0040.0060.0080.00100.00120.0020.18
VOO
Sharpe ratio
The chart of Sharpe ratio for VOO, currently valued at 3.00, compared to the broader market-2.000.002.004.006.003.00
Sortino ratio
The chart of Sortino ratio for VOO, currently valued at 4.00, compared to the broader market0.005.0010.004.00
Omega ratio
The chart of Omega ratio for VOO, currently valued at 1.57, compared to the broader market1.001.502.002.503.001.57
Calmar ratio
The chart of Calmar ratio for VOO, currently valued at 4.20, compared to the broader market0.005.0010.0015.004.20
Martin ratio
The chart of Martin ratio for VOO, currently valued at 19.43, compared to the broader market0.0020.0040.0060.0080.00100.00120.0019.43

500G.L vs. VOO - Sharpe Ratio Comparison

The current 500G.L Sharpe Ratio is 2.96, which is comparable to the VOO Sharpe Ratio of 3.62. The chart below compares the historical Sharpe Ratios of 500G.L and VOO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.502.002.503.003.50MayJuneJulyAugustSeptemberOctober
3.25
3.00
500G.L
VOO

Dividends

500G.L vs. VOO - Dividend Comparison

500G.L has not paid dividends to shareholders, while VOO's dividend yield for the trailing twelve months is around 1.27%.


TTM20232022202120202019201820172016201520142013
500G.L
Amundi S&P 500 UCITS ETF C USD
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VOO
Vanguard S&P 500 ETF
1.27%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%

Drawdowns

500G.L vs. VOO - Drawdown Comparison

The maximum 500G.L drawdown since its inception was -25.52%, smaller than the maximum VOO drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for 500G.L and VOO. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%MayJuneJulyAugustSeptemberOctober
-0.40%
-0.48%
500G.L
VOO

Volatility

500G.L vs. VOO - Volatility Comparison

The current volatility for Amundi S&P 500 UCITS ETF C USD (500G.L) is 1.83%, while Vanguard S&P 500 ETF (VOO) has a volatility of 2.68%. This indicates that 500G.L experiences smaller price fluctuations and is considered to be less risky than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


1.00%2.00%3.00%4.00%5.00%6.00%MayJuneJulyAugustSeptemberOctober
1.83%
2.68%
500G.L
VOO