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ANXG.L vs. 500G.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ANXG.L vs. 500G.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Amundi Nasdaq-100 UCITS USD (ANXG.L) and Amundi S&P 500 Swap UCITS ETF USD Acc (500G.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, ANXG.L achieves a 17.71% return, which is significantly higher than 500G.L's 10.65% return. Over the past 10 years, ANXG.L has outperformed 500G.L with an annualized return of 18.82%, while 500G.L has yielded a comparatively lower 12.62% annualized return.


ANXG.L

1D
-0.89%
1M
-0.22%
YTD
17.71%
6M
17.46%
1Y
36.47%
3Y*
24.53%
5Y*
17.15%
10Y*
18.82%

500G.L

1D
0.00%
1M
0.96%
YTD
10.65%
6M
10.84%
1Y
27.29%
3Y*
19.60%
5Y*
14.33%
10Y*
12.62%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ANXG.L vs. 500G.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ANXG.L
Amundi Nasdaq-100 UCITS USD
17.71%11.70%28.70%48.00%-25.42%29.85%43.37%34.20%-22.02%32.58%
500G.L
Amundi S&P 500 Swap UCITS ETF USD Acc
10.65%9.44%27.44%19.89%-8.86%31.35%13.81%27.01%-25.34%21.51%

Correlation

The correlation between ANXG.L and 500G.L is 0.89, 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

0.89

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

0.90

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

0.89

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

0.87

Correlation (All Time)
Calculated using the full available price history since Jul 2, 2010

0.87

The correlation between ANXG.L and 500G.L has been stable across timeframes, ranging from 0.87 to 0.90 - a consistent structural relationship.

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Return for Risk

ANXG.L vs. 500G.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

ANXG.L
ANXG.L Risk / Return Rank: 7575
Overall Rank
ANXG.L Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
ANXG.L Sortino Ratio Rank: 7979
Sortino Ratio Rank
ANXG.L Omega Ratio Rank: 7979
Omega Ratio Rank
ANXG.L Calmar Ratio Rank: 7474
Calmar Ratio Rank
ANXG.L Martin Ratio Rank: 6060
Martin Ratio Rank

500G.L
500G.L Risk / Return Rank: 3333
Overall Rank
500G.L Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
500G.L Sortino Ratio Rank: 2525
Sortino Ratio Rank
500G.L Omega Ratio Rank: 8282
Omega Ratio Rank
500G.L Calmar Ratio Rank: 2222
Calmar Ratio Rank
500G.L Martin Ratio Rank: 1616
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.

ANXG.L vs. 500G.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi Nasdaq-100 UCITS USD (ANXG.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.


ANXG.L500G.LDifference
Sharpe ratioReturn per unit of total volatility

+1.68

Sortino ratioReturn per unit of downside risk

+1.77

Omega ratioGain probability vs. loss probability

1.41

1.43

-0.02

Calmar ratioReturn relative to maximum drawdown

3.29

0.95

+2.33

Martin ratioReturn relative to average drawdown

9.49

1.44

+8.05

ANXG.L vs. 500G.L - Sharpe Ratio Comparison

The current ANXG.L Sharpe Ratio is 2.30, which is higher than the 500G.L Sharpe Ratio of 0.63. The chart below compares the historical Sharpe Ratios of ANXG.L and 500G.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

ANXG.L vs. 500G.L - Drawdown Comparison

The maximum ANXG.L drawdown since its inception was -33.00%, smaller than the maximum 500G.L drawdown of -35.39%. Use the drawdown chart below to compare losses from any high point for ANXG.L and 500G.L.


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Drawdown Indicators


ANXG.L500G.LDifference

Max Drawdown

Largest peak-to-trough decline

-33.00%

-35.39%

+2.39%

Max Drawdown (1Y)

Largest decline over 1 year

-11.04%

-28.61%

+17.57%

Max Drawdown (3Y)

Largest decline over 3 years

-24.54%

-28.61%

+4.07%

Max Drawdown (5Y)

Largest decline over 5 years

-27.69%

-28.61%

+0.92%

Max Drawdown (10Y)

Largest decline over 10 years

-33.00%

-35.39%

+2.39%

Current Drawdown

Current decline from peak

-3.31%

-16.38%

+13.07%

Average Drawdown

Average peak-to-trough decline

-6.02%

-6.17%

+0.15%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.83%

18.92%

-15.09%

Volatility

ANXG.L vs. 500G.L - Volatility Comparison

Amundi Nasdaq-100 UCITS USD (ANXG.L) has a higher volatility of 6.32% compared to Amundi S&P 500 Swap UCITS ETF USD Acc (500G.L) at 3.59%. This indicates that ANXG.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


ANXG.L500G.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.32%

3.59%

+2.73%

Volatility (6M)

Calculated over the trailing 6-month period

11.70%

7.79%

+3.91%

Volatility (1Y)

Calculated over the trailing 1-year period

15.76%

43.61%

-27.85%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.29%

23.73%

-4.44%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.11%

22.09%

-0.98%

ANXG.L vs. 500G.L - Expense Ratio Comparison

ANXG.L has a 0.13% expense ratio, which is lower than 500G.L's 0.15% 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

ANXG.L vs. 500G.L - Dividend Comparison

Neither ANXG.L nor 500G.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


ANXG.L and 500G.L have a correlation of 0.89, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, ANXG.L is cheaper at 0.13% per year. The better choice depends on whether you care most about return, fees, risk, or income.

ANXG.L is cheaper with a 0.13% expense ratio, compared with 0.15% for 500G.L.

ANXG.L is categorized as Nasdaq-100, while 500G.L is S&P 500. ANXG.L tracks NASDAQ-100 Index, while 500G.L tracks S&P 500. Their fees differ too: 0.13% for ANXG.L and 0.15% for 500G.L.

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