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

Performance

500U.L vs. 500G.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 Acc (500G.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

500U.L is traded in USD, while 500G.L is traded in GBp. To make them comparable, the 500G.L values have been converted to USD using the latest available exchange rates.

Returns By Period

The year-to-date returns for both stocks are quite close, with 500U.L having a 10.41% return and 500G.L slightly lower at 10.30%. Both investments have delivered pretty close results over the past 10 years, with 500U.L having a 15.69% annualized return and 500G.L not far behind at 15.40%.


500U.L

1D
-0.02%
1M
3.27%
YTD
10.41%
6M
10.80%
1Y
27.61%
3Y*
22.30%
5Y*
13.83%
10Y*
15.69%

500G.L

1D
0.01%
1M
3.23%
YTD
10.30%
6M
10.64%
1Y
27.73%
3Y*
22.19%
5Y*
13.84%
10Y*
15.40%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
500U.L
Amundi S&P 500 Swap UCITS ETF USD Acc
10.41%17.98%24.83%26.85%-19.06%30.19%18.05%32.02%-5.58%21.10%
500G.L
Amundi S&P 500 Swap UCITS ETF USD Acc
10.30%17.70%25.32%26.22%-18.60%30.16%17.30%32.59%-5.96%21.33%

Correlation

The correlation between 500U.L and 500G.L is 0.81, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.81

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

0.89

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

0.90

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

0.77

Correlation (All Time)
Calculated using the full available price history since Feb 24, 2016

0.76

The correlation between 500U.L and 500G.L shifts across timeframes, from 0.76 (all time) to 0.90 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

500U.L vs. 500G.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: 7575
Overall Rank
500U.L Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
500U.L Sortino Ratio Rank: 8080
Sortino Ratio Rank
500U.L Omega Ratio Rank: 7575
Omega Ratio Rank
500U.L Calmar Ratio Rank: 6868
Calmar Ratio Rank
500U.L Martin Ratio Rank: 7777
Martin Ratio Rank

500G.L
500G.L Risk / Return Rank: 8282
Overall Rank
500G.L Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
500G.L Sortino Ratio Rank: 8282
Sortino Ratio Rank
500G.L Omega Ratio Rank: 8585
Omega Ratio Rank
500G.L Calmar Ratio Rank: 8080
Calmar Ratio Rank
500G.L Martin Ratio Rank: 7979
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. 500G.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 Acc (500G.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.L500G.LDifference
Sharpe ratioReturn per unit of total volatility

-0.11

Sortino ratioReturn per unit of downside risk

-0.07

Omega ratioGain probability vs. loss probability

1.44

1.45

-0.01

Calmar ratioReturn relative to maximum drawdown

3.34

3.14

+0.20

Martin ratioReturn relative to average drawdown

14.61

13.55

+1.06

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

The current 500U.L Sharpe Ratio is 2.41, which is comparable to the 500G.L Sharpe Ratio of 2.52. The chart below compares the historical Sharpe Ratios of 500U.L and 500G.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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Sharpe Ratios by Period


500U.L500G.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.41

2.52

-0.11

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.88

0.88

0.00

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.12

0.96

+0.16

Sharpe Ratio (All Time)

Calculated using the full available price history

1.23

1.01

+0.22

Drawdowns

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

The maximum 500U.L drawdown since its inception was -34.04%, roughly equal to the maximum 500G.L drawdown of -33.53%. Use the drawdown chart below to compare losses from any high point for 500U.L and 500G.L.


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Drawdown Indicators


500U.L500G.LDifference

Max Drawdown

Largest peak-to-trough decline

-34.04%

-33.53%

-0.51%

Max Drawdown (1Y)

Largest decline over 1 year

-8.34%

-8.87%

+0.53%

Max Drawdown (3Y)

Largest decline over 3 years

-18.29%

-19.17%

+0.88%

Max Drawdown (5Y)

Largest decline over 5 years

-24.22%

-24.88%

+0.66%

Max Drawdown (10Y)

Largest decline over 10 years

-34.04%

-33.53%

-0.51%

Current Drawdown

Current decline from peak

-0.51%

-0.53%

+0.02%

Average Drawdown

Average peak-to-trough decline

-4.73%

-4.23%

-0.50%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.91%

2.06%

-0.15%

Volatility

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

Amundi S&P 500 Swap UCITS ETF USD Acc (500U.L) has a higher volatility of 3.21% compared to Amundi S&P 500 Swap UCITS ETF USD Acc (500G.L) at 2.59%. This indicates that 500U.L's price experiences larger fluctuations and is considered to be riskier than 500G.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


500U.L500G.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.21%

2.59%

+0.62%

Volatility (6M)

Calculated over the trailing 6-month period

8.54%

7.97%

+0.57%

Volatility (1Y)

Calculated over the trailing 1-year period

11.57%

11.05%

+0.52%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.79%

15.65%

+0.14%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.26%

16.13%

+2.13%

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

Both 500U.L and 500G.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%.


Dividends

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

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


Tickers have no history of dividend payments

Frequently Asked Questions


500U.L and 500G.L have a correlation of 0.81, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.15% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

500U.L and 500G.L have the same expense ratio: 0.15% per year.

500U.L tracks S&P 500 Index, while 500G.L tracks S&P 500.

Portfolio Optimizer

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