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500U.L vs. 500D.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

500U.L vs. 500D.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 (500U.L) and Amundi S&P 500 Swap UCITS ETF USD Dist (500D.L). The values are adjusted to include any dividend payments, if applicable.

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500U.L vs. 500D.L - Yearly Performance Comparison


2026 (YTD)20252024202320222021
500U.L
Amundi S&P 500 Swap UCITS ETF USD Acc
-4.01%17.98%24.83%26.85%-19.06%2.48%
500D.L
Amundi S&P 500 Swap UCITS ETF USD Dist
-4.13%17.37%25.36%26.84%-18.54%1.87%

Returns By Period

The year-to-date returns for both stocks are quite close, with 500U.L having a -4.01% return and 500D.L slightly lower at -4.13%.


500U.L

1D
2.59%
1M
-3.52%
YTD
-4.01%
6M
-0.84%
1Y
18.45%
3Y*
18.78%
5Y*
11.91%
10Y*
14.15%

500D.L

1D
2.43%
1M
-3.69%
YTD
-4.13%
6M
-0.99%
1Y
18.25%
3Y*
18.69%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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500U.L vs. 500D.L - Expense Ratio Comparison

Both 500U.L and 500D.L have an expense ratio of 0.15%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Return for Risk

500U.L vs. 500D.L — Risk / Return Rank

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

500U.L
500U.L Risk / Return Rank: 6969
Overall Rank
500U.L Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
500U.L Sortino Ratio Rank: 6565
Sortino Ratio Rank
500U.L Omega Ratio Rank: 6363
Omega Ratio Rank
500U.L Calmar Ratio Rank: 7676
Calmar Ratio Rank
500U.L Martin Ratio Rank: 7777
Martin Ratio Rank

500D.L
500D.L Risk / Return Rank: 6767
Overall Rank
500D.L Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
500D.L Sortino Ratio Rank: 6262
Sortino Ratio Rank
500D.L Omega Ratio Rank: 6363
Omega Ratio Rank
500D.L Calmar Ratio Rank: 7272
Calmar Ratio Rank
500D.L Martin Ratio Rank: 7676
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.

500U.L vs. 500D.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 (500U.L) and Amundi S&P 500 Swap UCITS ETF USD Dist (500D.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.


500U.L500D.LDifference

Sharpe ratio

Return per unit of total volatility

1.17

1.13

+0.04

Sortino ratio

Return per unit of downside risk

1.70

1.65

+0.06

Omega ratio

Gain probability vs. loss probability

1.24

1.24

0.00

Calmar ratio

Return relative to maximum drawdown

2.15

2.00

+0.15

Martin ratio

Return relative to average drawdown

8.78

8.65

+0.13

500U.L vs. 500D.L - Sharpe Ratio Comparison

The current 500U.L Sharpe Ratio is 1.17, which is comparable to the 500D.L Sharpe Ratio of 1.13. The chart below compares the historical Sharpe Ratios of 500U.L and 500D.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


500U.L500D.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.17

1.13

+0.04

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.77

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.02

Sharpe Ratio (All Time)

Calculated using the full available price history

1.15

0.58

+0.57

Correlation

The correlation between 500U.L and 500D.L is 0.99, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

500U.L vs. 500D.L - Dividend Comparison

500U.L has not paid dividends to shareholders, while 500D.L's dividend yield for the trailing twelve months is around 0.94%.


TTM2025202420232022
500U.L
Amundi S&P 500 Swap UCITS ETF USD Acc
0.00%0.00%0.00%0.00%0.00%
500D.L
Amundi S&P 500 Swap UCITS ETF USD Dist
0.94%0.90%1.17%0.93%1.44%

Drawdowns

500U.L vs. 500D.L - Drawdown Comparison

The maximum 500U.L drawdown since its inception was -34.04%, which is greater than 500D.L's maximum drawdown of -24.21%. Use the drawdown chart below to compare losses from any high point for 500U.L and 500D.L.


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Drawdown Indicators


500U.L500D.LDifference

Max Drawdown

Largest peak-to-trough decline

-34.04%

-24.21%

-9.83%

Max Drawdown (1Y)

Largest decline over 1 year

-11.59%

-12.33%

+0.74%

Max Drawdown (5Y)

Largest decline over 5 years

-24.22%

Max Drawdown (10Y)

Largest decline over 10 years

-34.04%

Current Drawdown

Current decline from peak

-5.34%

-5.49%

+0.15%

Average Drawdown

Average peak-to-trough decline

-4.81%

-6.29%

+1.48%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.04%

2.05%

-0.01%

Volatility

500U.L vs. 500D.L - Volatility Comparison

Amundi S&P 500 Swap UCITS ETF USD Acc (500U.L) and Amundi S&P 500 Swap UCITS ETF USD Dist (500D.L) have volatilities of 4.83% and 4.67%, 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


500U.L500D.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.83%

4.67%

+0.16%

Volatility (6M)

Calculated over the trailing 6-month period

8.67%

8.62%

+0.05%

Volatility (1Y)

Calculated over the trailing 1-year period

15.80%

16.15%

-0.35%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.78%

16.50%

-0.72%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.34%

16.50%

+1.84%