500U.L vs. VOO
Compare and contrast key facts about Amundi S&P 500 UCITS ETF C USD (500U.L) and Vanguard S&P 500 ETF (VOO).
500U.L and VOO are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. 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. VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010. Both 500U.L and VOO are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: 500U.L or VOO.
Key characteristics
| 500U.L | VOO | |
|---|---|---|
| YTD Return | 21.52% | 21.81% |
| 1Y Return | 17.61% | 18.08% |
| 3Y Return (Ann) | 9.06% | 9.22% |
| 5Y Return (Ann) | 13.39% | 13.75% |
| 10Y Return (Ann) | 11.62% | 11.91% |
| Sharpe Ratio | 1.26 | 1.40 |
| Daily Std Dev | 13.99% | 13.60% |
| Max Drawdown | -34.04% | -33.99% |
Correlation
The correlation between 500U.L and VOO is 0.50, 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.
500U.L vs. VOO - Performance Comparison
The year-to-date returns for both investments are quite close, with 500U.L having a 21.52% return and VOO slightly higher at 21.81%. Both investments have delivered pretty close results over the past 10 years, with 500U.L having a 11.62% annualized return and VOO not far ahead at 11.91%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
Compare stocks, funds, or ETFs
500U.L vs. VOO - Dividend Comparison
500U.L has not paid dividends to shareholders, while VOO's dividend yield for the trailing twelve months is around 1.47%.
| TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
VOO Vanguard S&P 500 ETF | 1.47% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% | 2.18% |
500U.L vs. VOO - Expense Ratio Comparison
500U.L vs. VOO - 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 Vanguard S&P 500 ETF (VOO). 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.
| Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Ulcer Index | |
|---|---|---|---|---|---|
500U.L Amundi S&P 500 UCITS ETF C USD | 1.26 | ||||
VOO Vanguard S&P 500 ETF | 1.40 |
500U.L vs. VOO - Drawdown Comparison
The maximum 500U.L drawdown for the period was -11.37%, roughly equal to the maximum VOO drawdown of -11.62%. The drawdown chart below compares losses from any high point along the way for 500U.L and VOO
500U.L vs. VOO - Volatility Comparison
Amundi S&P 500 UCITS ETF C USD (500U.L) and Vanguard S&P 500 ETF (VOO) have volatilities of 2.55% and 2.43%, 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.