ALV.DE vs. 500U.L
Compare and contrast key facts about Allianz SE (ALV.DE) and Amundi S&P 500 UCITS ETF C USD (500U.L).
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: ALV.DE or 500U.L.
Key characteristics
| ALV.DE | 500U.L | |
|---|---|---|
| YTD Return | 11.80% | 6.19% |
| 1Y Return | 27.47% | 24.50% |
| 3Y Return (Ann) | 12.99% | 8.18% |
| 5Y Return (Ann) | 10.25% | 13.37% |
| 10Y Return (Ann) | 13.58% | 12.34% |
| Sharpe Ratio | 1.64 | 2.17 |
| Daily Std Dev | 15.83% | 11.26% |
| Max Drawdown | -89.53% | -34.04% |
| Current Drawdown | -2.63% | -3.65% |
Correlation
The correlation between ALV.DE and 500U.L 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
ALV.DE vs. 500U.L - Performance Comparison
In the year-to-date period, ALV.DE achieves a 11.80% return, which is significantly higher than 500U.L's 6.19% return. Over the past 10 years, ALV.DE has outperformed 500U.L with an annualized return of 13.58%, while 500U.L has yielded a comparatively lower 12.34% 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
ALV.DE vs. 500U.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Allianz SE (ALV.DE) and Amundi S&P 500 UCITS ETF C USD (500U.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.
Dividends
ALV.DE vs. 500U.L - Dividend Comparison
ALV.DE's dividend yield for the trailing twelve months is around 4.21%, while 500U.L has not paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ALV.DE Allianz SE | 4.21% | 4.71% | 5.38% | 4.62% | 4.78% | 4.12% | 4.57% | 3.97% | 4.65% | 4.19% | 3.86% | 3.45% |
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% |
Drawdowns
ALV.DE vs. 500U.L - Drawdown Comparison
The maximum ALV.DE drawdown since its inception was -89.53%, which is greater than 500U.L's maximum drawdown of -34.04%. Use the drawdown chart below to compare losses from any high point for ALV.DE and 500U.L. For additional features, visit the drawdowns tool.
Volatility
ALV.DE vs. 500U.L - Volatility Comparison
Allianz SE (ALV.DE) has a higher volatility of 5.25% compared to Amundi S&P 500 UCITS ETF C USD (500U.L) at 3.29%. This indicates that ALV.DE's price experiences larger fluctuations and is considered to be riskier than 500U.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.