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

Performance

500U.L vs. FEDF.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 USD Fed Funds Rate UCITS ETF Acc (FEDF.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, 500U.L achieves a 10.41% return, which is significantly higher than FEDF.L's 1.53% return. Over the past 10 years, 500U.L has outperformed FEDF.L with an annualized return of 15.69%, while FEDF.L has yielded a comparatively lower 2.28% annualized return.


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%

FEDF.L

1D
0.04%
1M
0.32%
YTD
1.53%
6M
1.80%
1Y
3.93%
3Y*
4.70%
5Y*
3.53%
10Y*
2.28%
*Multi-year figures are annualized to reflect compound growth (CAGR)

500U.L vs. FEDF.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%
FEDF.L
Amundi USD Fed Funds Rate UCITS ETF Acc
1.53%4.25%5.24%5.10%1.60%-0.03%0.28%2.13%1.74%0.93%

Correlation

The correlation between 500U.L and FEDF.L is -0.01, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

-0.01

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

-0.00

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

0.04

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

0.01

Correlation (All Time)
Calculated using the full available price history since Jul 13, 2015

0.01

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Return for Risk

500U.L vs. FEDF.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

FEDF.L
FEDF.L Risk / Return Rank: 9999
Overall Rank
FEDF.L Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
FEDF.L Sortino Ratio Rank: 9999
Sortino Ratio Rank
FEDF.L Omega Ratio Rank: 9999
Omega Ratio Rank
FEDF.L Calmar Ratio Rank: 9999
Calmar Ratio Rank
FEDF.L Martin Ratio Rank: 9999
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. FEDF.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 USD Fed Funds Rate UCITS ETF Acc (FEDF.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.LFEDF.LDifference
Sharpe ratioReturn per unit of total volatility

-4.60

Sortino ratioReturn per unit of downside risk

-10.19

Omega ratioGain probability vs. loss probability

1.44

3.17

-1.73

Calmar ratioReturn relative to maximum drawdown

3.34

30.02

-26.68

Martin ratioReturn relative to average drawdown

14.61

174.15

-159.53

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

The current 500U.L Sharpe Ratio is 2.41, which is lower than the FEDF.L Sharpe Ratio of 7.01. The chart below compares the historical Sharpe Ratios of 500U.L and FEDF.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.LFEDF.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.41

7.01

-4.60

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.88

8.31

-7.43

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.12

6.59

-5.47

Sharpe Ratio (All Time)

Calculated using the full available price history

1.23

6.29

-5.07

Drawdowns

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

The maximum 500U.L drawdown since its inception was -34.04%, which is greater than FEDF.L's maximum drawdown of -0.28%. Use the drawdown chart below to compare losses from any high point for 500U.L and FEDF.L.


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Drawdown Indicators


500U.LFEDF.LDifference

Max Drawdown

Largest peak-to-trough decline

-34.04%

-0.28%

-33.76%

Max Drawdown (1Y)

Largest decline over 1 year

-8.34%

-0.13%

-8.21%

Max Drawdown (3Y)

Largest decline over 3 years

-18.29%

-0.13%

-18.16%

Max Drawdown (5Y)

Largest decline over 5 years

-24.22%

-0.13%

-24.09%

Max Drawdown (10Y)

Largest decline over 10 years

-34.04%

-0.28%

-33.76%

Current Drawdown

Current decline from peak

-0.51%

0.00%

-0.51%

Average Drawdown

Average peak-to-trough decline

-4.73%

-0.01%

-4.72%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.91%

0.02%

+1.89%

Volatility

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

Amundi S&P 500 Swap UCITS ETF USD Acc (500U.L) has a higher volatility of 3.21% compared to Amundi USD Fed Funds Rate UCITS ETF Acc (FEDF.L) at 0.10%. This indicates that 500U.L's price experiences larger fluctuations and is considered to be riskier than FEDF.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.LFEDF.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.21%

0.10%

+3.11%

Volatility (6M)

Calculated over the trailing 6-month period

8.54%

0.36%

+8.18%

Volatility (1Y)

Calculated over the trailing 1-year period

11.57%

0.56%

+11.01%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.79%

0.42%

+15.37%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.26%

0.35%

+17.91%

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

500U.L has a 0.15% expense ratio, which is higher than FEDF.L's 0.10% 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%.


Dividends

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

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


Tickers have no history of dividend payments

Frequently Asked Questions


500U.L and FEDF.L have a correlation of -0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, FEDF.L is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.

FEDF.L is cheaper with a 0.10% expense ratio, compared with 0.15% for 500U.L.

500U.L is categorized as S&P 500, while FEDF.L is Money Market. 500U.L tracks S&P 500 Index, while FEDF.L tracks Solactive Fed Funds Effective Rate Total Return Index. Their fees differ too: 0.15% for 500U.L and 0.10% for FEDF.L.

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