500U.L vs. ALV.DE
Compare and contrast key facts about Amundi S&P 500 UCITS ETF C USD (500U.L) and Allianz SE (ALV.DE).
500U.L is a passively managed fund by Amundi that tracks the performance of the Russell 1000 TR USD. It was launched on Mar 22, 2018.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: 500U.L or ALV.DE.
Key characteristics
| 500U.L | ALV.DE | |
|---|---|---|
| YTD Return | 11.69% | 15.91% |
| 1Y Return | 30.69% | 34.25% |
| 3Y Return (Ann) | 10.18% | 12.48% |
| 5Y Return (Ann) | 14.83% | 11.01% |
| 10Y Return (Ann) | 12.78% | 13.50% |
| Sharpe Ratio | 2.55 | 2.07 |
| Daily Std Dev | 11.40% | 15.61% |
| Max Drawdown | -34.04% | -89.53% |
| Current Drawdown | 0.00% | 0.00% |
Correlation
The correlation between 500U.L and ALV.DE is 0.48, 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
500U.L vs. ALV.DE - Performance Comparison
In the year-to-date period, 500U.L achieves a 11.69% return, which is significantly lower than ALV.DE's 15.91% return. Over the past 10 years, 500U.L has underperformed ALV.DE with an annualized return of 12.78%, while ALV.DE has yielded a comparatively higher 13.50% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
500U.L vs. ALV.DE - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Amundi S&P 500 UCITS ETF C USD (500U.L) and Allianz SE (ALV.DE). 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.
Dividends
500U.L vs. ALV.DE - Dividend Comparison
500U.L has not paid dividends to shareholders, while ALV.DE's dividend yield for the trailing twelve months is around 5.18%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
500U.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% |
ALV.DE Allianz SE | 5.18% | 4.71% | 5.38% | 4.62% | 4.78% | 4.12% | 4.57% | 3.97% | 4.65% | 4.19% | 3.86% | 3.45% |
Drawdowns
500U.L vs. ALV.DE - Drawdown Comparison
The maximum 500U.L drawdown since its inception was -34.04%, smaller than the maximum ALV.DE drawdown of -89.53%. Use the drawdown chart below to compare losses from any high point for 500U.L and ALV.DE. For additional features, visit the drawdowns tool.
Volatility
500U.L vs. ALV.DE - Volatility Comparison
The current volatility for Amundi S&P 500 UCITS ETF C USD (500U.L) is 4.01%, while Allianz SE (ALV.DE) has a volatility of 4.27%. This indicates that 500U.L experiences smaller price fluctuations and is considered to be less risky than ALV.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.