AEJL.L vs. 500G.L
AEJL.L (Lyxor UCITS MSCI AC Asia-Pacific Ex Japan C-E) and 500G.L (Amundi S&P 500 Swap UCITS ETF USD Acc) are both exchange-traded funds - AEJL.L is a Asia Pacific Equities fund tracking the MSCI AC Asia Pac Ex JPN NR USD, while 500G.L is a S&P 500 fund tracking the S&P 500. Both are passively managed. Over the past 10 years, AEJL.L returned 68.73%/yr vs 11.67%/yr for 500G.L. At a 0.38 correlation, their price movements are largely independent. AEJL.L charges 0.60%/yr vs 0.15%/yr for 500G.L.
Performance
AEJL.L vs. 500G.L - Performance Comparison
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Returns By Period
In the year-to-date period, AEJL.L achieves a 15.41% return, which is significantly higher than 500G.L's 10.15% return. Over the past 10 years, AEJL.L has outperformed 500G.L with an annualized return of 68.73%, while 500G.L has yielded a comparatively lower 11.67% annualized return.
AEJL.L
- 1D
- -2.72%
- 1M
- -9.91%
- 6M
- 9.63%
- YTD
- 15.41%
- 1Y
- 27.43%
- 3Y*
- 16.92%
- 5Y*
- 6.34%
- 10Y*
- 68.73%
500G.L
- 1D
- 0.00%
- 1M
- 0.14%
- 6M
- 8.61%
- YTD
- 10.15%
- 1Y
- 20.88%
- 3Y*
- 18.73%
- 5Y*
- 13.65%
- 10Y*
- 11.67%
AEJL.L vs. 500G.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
AEJL.L Lyxor UCITS MSCI AC Asia-Pacific Ex Japan C-E | 15.41% | 20.45% | 11.91% | 0.03% | -8.06% | -2.60% | 18.01% | 10,128.27% | -10.40% | 19.27% |
500G.L Amundi S&P 500 Swap UCITS ETF USD Acc | 10.15% | 9.44% | 27.44% | 19.89% | -8.86% | 31.35% | 13.81% | 27.01% | -25.34% | 21.51% |
Correlation
The correlation between AEJL.L and 500G.L is 0.57, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.57 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.53 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.54 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.54 |
Correlation (All Time) Calculated using the full available price history since Jul 2, 2010 | 0.38 |
The correlation between AEJL.L and 500G.L shifts across timeframes, from 0.38 (all time) to 0.57 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
AEJL.L vs. 500G.L — Risk / Return Rank
AEJL.L
500G.L
AEJL.L vs. 500G.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Lyxor UCITS MSCI AC Asia-Pacific Ex Japan C-E (AEJL.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.
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.
| AEJL.L | 500G.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.94 | ||
| Sortino ratioReturn per unit of downside risk | +0.83 | ||
| Omega ratioGain probability vs. loss probability | 1.27 | 1.35 | -0.08 |
| Calmar ratioReturn relative to maximum drawdown | 2.16 | 0.73 | +1.43 |
| Martin ratioReturn relative to average drawdown | 7.29 | 1.08 | +6.21 |
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Drawdowns
AEJL.L vs. 500G.L - Drawdown Comparison
The maximum AEJL.L drawdown since its inception was -55.23%, which is greater than 500G.L's maximum drawdown of -35.39%. Use the drawdown chart below to compare losses from any high point for AEJL.L and 500G.L.
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Drawdown Indicators
| AEJL.L | 500G.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.23% | -35.39% | -19.84% |
Max Drawdown (1Y)Largest decline over 1 year | -12.63% | -28.61% | +15.98% |
Max Drawdown (3Y)Largest decline over 3 years | -17.13% | -28.61% | +11.48% |
Max Drawdown (5Y)Largest decline over 5 years | -22.10% | -28.61% | +6.51% |
Max Drawdown (10Y)Largest decline over 10 years | -28.13% | -35.39% | +7.26% |
Current DrawdownCurrent decline from peak | -12.63% | -16.77% | +4.14% |
Average DrawdownAverage peak-to-trough decline | -12.33% | -6.21% | -6.12% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.75% | 19.39% | -15.64% |
Volatility
AEJL.L vs. 500G.L - Volatility Comparison
Lyxor UCITS MSCI AC Asia-Pacific Ex Japan C-E (AEJL.L) has a higher volatility of 8.93% compared to Amundi S&P 500 Swap UCITS ETF USD Acc (500G.L) at 3.01%. This indicates that AEJL.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
| AEJL.L | 500G.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.93% | 3.01% | +5.92% |
Volatility (6M)Calculated over the trailing 6-month period | 17.23% | 7.93% | +9.30% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.33% | 43.62% | -24.29% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.59% | 23.74% | -5.15% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 2,741.82% | 22.07% | +2,719.75% |
AEJL.L vs. 500G.L - Expense Ratio Comparison
AEJL.L has a 0.60% expense ratio, which is higher than 500G.L's 0.15% expense ratio.
Dividends
AEJL.L vs. 500G.L - Dividend Comparison
Neither AEJL.L nor 500G.L has paid dividends to shareholders.
Frequently Asked Questions
AEJL.L and 500G.L have a correlation of 0.57, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, 500G.L is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.
500G.L is cheaper with a 0.15% expense ratio, compared with 0.60% for AEJL.L.
AEJL.L is categorized as Asia Pacific Equities, while 500G.L is S&P 500. AEJL.L tracks MSCI AC Asia Pac Ex JPN NR USD, while 500G.L tracks S&P 500. Their fees differ too: 0.60% for AEJL.L and 0.15% for 500G.L.
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