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

Performance

500G.L vs. XDWE.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 Xtrackers S&P 500 Equal Weight UCITS ETF 1C (XDWE.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, 500G.L achieves a 10.65% return, which is significantly lower than XDWE.L's 12.77% return. Both investments have delivered pretty close results over the past 10 years, with 500G.L having a 12.62% annualized return and XDWE.L not far behind at 12.34%.


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%

XDWE.L

1D
0.08%
1M
4.41%
YTD
12.77%
6M
13.15%
1Y
24.09%
3Y*
13.57%
5Y*
9.66%
10Y*
12.34%
*Multi-year figures are annualized to reflect compound growth (CAGR)

500G.L vs. XDWE.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%
XDWE.L
Xtrackers S&P 500 Equal Weight UCITS ETF 1C
12.77%3.94%14.06%7.78%-1.34%31.37%7.89%23.88%-3.60%7.83%

Correlation

The correlation between 500G.L and XDWE.L is 0.68, 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

0.68

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

0.74

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

0.82

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

0.77

Correlation (All Time)
Calculated using the full available price history since Jun 10, 2014

0.71

The correlation between 500G.L and XDWE.L shifts across timeframes, from 0.68 (1 year) to 0.82 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

500G.L vs. XDWE.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

XDWE.L
XDWE.L Risk / Return Rank: 8585
Overall Rank
XDWE.L Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
XDWE.L Sortino Ratio Rank: 8787
Sortino Ratio Rank
XDWE.L Omega Ratio Rank: 8686
Omega Ratio Rank
XDWE.L Calmar Ratio Rank: 8686
Calmar Ratio Rank
XDWE.L Martin Ratio Rank: 8080
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. XDWE.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 Xtrackers S&P 500 Equal Weight UCITS ETF 1C (XDWE.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.LXDWE.LDifference
Sharpe ratioReturn per unit of total volatility

-1.85

Sortino ratioReturn per unit of downside risk

-2.13

Omega ratioGain probability vs. loss probability

1.43

1.46

-0.03

Calmar ratioReturn relative to maximum drawdown

0.95

4.25

-3.30

Martin ratioReturn relative to average drawdown

1.44

13.62

-12.17

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

The current 500G.L Sharpe Ratio is 0.63, which is lower than the XDWE.L Sharpe Ratio of 2.48. The chart below compares the historical Sharpe Ratios of 500G.L and XDWE.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. XDWE.L - Drawdown Comparison

The maximum 500G.L drawdown since its inception was -35.39%, smaller than the maximum XDWE.L drawdown of -98.55%. Use the drawdown chart below to compare losses from any high point for 500G.L and XDWE.L.


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Drawdown Indicators


500G.LXDWE.LDifference

Max Drawdown

Largest peak-to-trough decline

-35.39%

-98.55%

+63.16%

Max Drawdown (1Y)

Largest decline over 1 year

-28.61%

-5.64%

-22.97%

Max Drawdown (3Y)

Largest decline over 3 years

-28.61%

-19.89%

-8.72%

Max Drawdown (5Y)

Largest decline over 5 years

-28.61%

-19.89%

-8.72%

Max Drawdown (10Y)

Largest decline over 10 years

-35.39%

-31.08%

-4.31%

Current Drawdown

Current decline from peak

-16.38%

0.00%

-16.38%

Average Drawdown

Average peak-to-trough decline

-6.17%

-4.84%

-1.33%

Ulcer Index

Depth and duration of drawdowns from previous peaks

18.92%

1.77%

+17.15%

Volatility

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

Amundi S&P 500 Swap UCITS ETF USD Acc (500G.L) has a higher volatility of 3.59% compared to Xtrackers S&P 500 Equal Weight UCITS ETF 1C (XDWE.L) at 2.21%. This indicates that 500G.L's price experiences larger fluctuations and is considered to be riskier than XDWE.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.LXDWE.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.59%

2.21%

+1.38%

Volatility (6M)

Calculated over the trailing 6-month period

7.79%

6.60%

+1.19%

Volatility (1Y)

Calculated over the trailing 1-year period

43.61%

9.70%

+33.91%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.73%

19.53%

+4.20%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.09%

18.63%

+3.46%

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

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

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


Tickers have no history of dividend payments

Frequently Asked Questions


500G.L and XDWE.L have a correlation of 0.68, 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 XDWE.L.

500G.L tracks S&P 500, while XDWE.L tracks S&P 500 Equal Weight Index. They also come from different issuers: Amundi and Xtrackers. Their fees differ too: 0.15% for 500G.L and 0.20% for XDWE.L.

Portfolio Optimizer

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