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

Performance

500U.L vs. SPMV.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 iShares Edge S&P 500 Minimum Volatility UCITS ETF USD (Acc) (SPMV.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 9.03% return, which is significantly higher than SPMV.L's 4.24% return.


500U.L

1D
-1.21%
1M
-0.44%
6M
8.07%
YTD
9.03%
1Y
20.04%
3Y*
19.47%
5Y*
12.87%
10Y*

SPMV.L

1D
-0.19%
1M
0.14%
6M
4.46%
YTD
4.24%
1Y
10.52%
3Y*
12.84%
5Y*
8.28%
10Y*
9.98%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)20252024202320222021202020192018
500U.L
Amundi S&P 500 Swap UCITS ETF USD Acc
9.03%17.42%25.42%26.85%-18.63%29.68%17.93%31.98%-2.14%
SPMV.L
iShares Edge S&P 500 Minimum Volatility UCITS ETF USD (Acc)
4.24%11.55%18.68%9.94%-11.05%24.98%7.41%31.25%-1.72%

Correlation

The correlation between 500U.L and SPMV.L is 0.82, 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

0.82

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

0.82

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

0.86

Correlation (All Time)
Calculated using the full available price history since Apr 4, 2018

0.87

The correlation between 500U.L and SPMV.L has been stable across timeframes, ranging from 0.82 to 0.87 - a consistent structural relationship.

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Return for Risk

500U.L vs. SPMV.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: 6565
Overall Rank
500U.L Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
500U.L Sortino Ratio Rank: 6969
Sortino Ratio Rank
500U.L Omega Ratio Rank: 6262
Omega Ratio Rank
500U.L Calmar Ratio Rank: 6161
Calmar Ratio Rank
500U.L Martin Ratio Rank: 7070
Martin Ratio Rank

SPMV.L
SPMV.L Risk / Return Rank: 4747
Overall Rank
SPMV.L Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
SPMV.L Sortino Ratio Rank: 4848
Sortino Ratio Rank
SPMV.L Omega Ratio Rank: 4545
Omega Ratio Rank
SPMV.L Calmar Ratio Rank: 4343
Calmar Ratio Rank
SPMV.L Martin Ratio Rank: 5252
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. SPMV.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 iShares Edge S&P 500 Minimum Volatility UCITS ETF USD (Acc) (SPMV.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.


500U.LSPMV.LDifference
Sharpe ratioReturn per unit of total volatility

+0.41

Sortino ratioReturn per unit of downside risk

+0.63

Omega ratioGain probability vs. loss probability

1.30

1.22

+0.07

Calmar ratioReturn relative to maximum drawdown

2.39

1.68

+0.71

Martin ratioReturn relative to average drawdown

9.82

6.62

+3.20

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

The current 500U.L Sharpe Ratio is 1.65, which is higher than the SPMV.L Sharpe Ratio of 1.24. The chart below compares the historical Sharpe Ratios of 500U.L and SPMV.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

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

The maximum 500U.L drawdown since its inception was -34.04%, roughly equal to the maximum SPMV.L drawdown of -33.34%. Use the drawdown chart below to compare losses from any high point for 500U.L and SPMV.L.


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Drawdown Indicators


500U.LSPMV.LDifference

Max Drawdown

Largest peak-to-trough decline

-34.04%

-33.34%

-0.70%

Max Drawdown (1Y)

Largest decline over 1 year

-8.34%

-6.23%

-2.11%

Max Drawdown (3Y)

Largest decline over 3 years

-18.29%

-12.31%

-5.98%

Max Drawdown (5Y)

Largest decline over 5 years

-24.22%

-18.58%

-5.64%

Max Drawdown (10Y)

Largest decline over 10 years

-33.34%

Current Drawdown

Current decline from peak

-1.75%

-0.75%

-1.00%

Average Drawdown

Average peak-to-trough decline

-4.83%

-3.13%

-1.70%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.04%

1.59%

+0.45%

Volatility

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

Amundi S&P 500 Swap UCITS ETF USD Acc (500U.L) has a higher volatility of 3.17% compared to iShares Edge S&P 500 Minimum Volatility UCITS ETF USD (Acc) (SPMV.L) at 1.82%. This indicates that 500U.L's price experiences larger fluctuations and is considered to be riskier than SPMV.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.LSPMV.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.17%

1.82%

+1.35%

Volatility (6M)

Calculated over the trailing 6-month period

9.41%

6.37%

+3.04%

Volatility (1Y)

Calculated over the trailing 1-year period

12.11%

8.50%

+3.61%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.89%

12.67%

+3.22%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.12%

13.77%

+3.35%

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

500U.L has a 0.15% expense ratio, which is lower than SPMV.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

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

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


Tickers have no history of dividend payments

Frequently Asked Questions


500U.L and SPMV.L have a correlation of 0.82, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, 500U.L is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.

500U.L is cheaper with a 0.15% expense ratio, compared with 0.20% for SPMV.L.

500U.L tracks S&P 500 Index, while SPMV.L tracks S&P 500 Minimum Volatility Net in USD. They also come from different issuers: Amundi and iShares. Their fees differ too: 0.15% for 500U.L and 0.20% for SPMV.L.

Portfolio Optimizer

Find the right allocation for 500U.L and SPMV.L

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