ANXU.L vs. ^GSPC
ANXU.L (Amundi Nasdaq-100 UCITS USD) is Nasdaq-100 fund tracking the Russell 1000 Growth TR USD, while ^GSPC (S&P 500 Index) is an index. Over the past 10 years, ANXU.L returned 21.70%/yr vs 13.65%/yr for ^GSPC. At a 0.41 correlation, their price movements are largely independent.
Performance
ANXU.L vs. ^GSPC - Performance Comparison
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Returns By Period
In the year-to-date period, ANXU.L achieves a 19.66% return, which is significantly higher than ^GSPC's 10.79% return. Over the past 10 years, ANXU.L has outperformed ^GSPC with an annualized return of 21.70%, while ^GSPC has yielded a comparatively lower 13.65% annualized return.
ANXU.L
- 1D
- -0.70%
- 1M
- 8.51%
- YTD
- 19.66%
- 6M
- 19.27%
- 1Y
- 40.52%
- 3Y*
- 28.16%
- 5Y*
- 17.78%
- 10Y*
- 21.70%
^GSPC
- 1D
- 0.41%
- 1M
- 4.48%
- YTD
- 10.79%
- 6M
- 10.60%
- 1Y
- 27.02%
- 3Y*
- 21.07%
- 5Y*
- 12.39%
- 10Y*
- 13.65%
ANXU.L vs. ^GSPC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ANXU.L Amundi Nasdaq-100 UCITS USD | 19.66% | 19.86% | 26.74% | 56.50% | -33.24% | 27.83% | 47.17% | 40.88% | -1.76% | 32.21% |
^GSPC S&P 500 Index | 10.79% | 16.39% | 23.31% | 24.23% | -19.44% | 26.89% | 16.26% | 28.88% | -6.24% | 19.42% |
Correlation
The correlation between ANXU.L and ^GSPC is 0.63, 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 | 0.63 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.56 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.56 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.49 |
Correlation (All Time) Calculated using the full available price history since May 13, 2011 | 0.41 |
Over the past year, ANXU.L and ^GSPC have become more correlated (0.63) than their long-term average of 0.41, meaning their price movements have been converging.
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Return for Risk
ANXU.L vs. ^GSPC — Risk / Return Rank
ANXU.L
^GSPC
ANXU.L vs. ^GSPC - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Amundi Nasdaq-100 UCITS USD (ANXU.L) and S&P 500 Index (^GSPC). 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.
| ANXU.L | ^GSPC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.25 | ||
| Sortino ratioReturn per unit of downside risk | +0.38 | ||
| Omega ratioGain probability vs. loss probability | 1.44 | 1.41 | +0.02 |
| Calmar ratioReturn relative to maximum drawdown | 3.66 | 2.98 | +0.68 |
| Martin ratioReturn relative to average drawdown | 13.14 | 13.78 | -0.64 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| ANXU.L | ^GSPC | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.54 | 2.28 | +0.25 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.86 | 0.74 | +0.13 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 1.17 | 0.76 | +0.41 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.19 | 0.47 | +0.72 |
Drawdowns
ANXU.L vs. ^GSPC - Drawdown Comparison
The maximum ANXU.L drawdown since its inception was -35.13%, smaller than the maximum ^GSPC drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for ANXU.L and ^GSPC.
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Drawdown Indicators
| ANXU.L | ^GSPC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.13% | -56.78% | +21.65% |
Max Drawdown (1Y)Largest decline over 1 year | -11.01% | -9.10% | -1.91% |
Max Drawdown (3Y)Largest decline over 3 years | -22.45% | -18.90% | -3.55% |
Max Drawdown (5Y)Largest decline over 5 years | -35.13% | -25.43% | -9.70% |
Max Drawdown (10Y)Largest decline over 10 years | -35.13% | -33.92% | -1.21% |
Current DrawdownCurrent decline from peak | -0.77% | -0.33% | -0.44% |
Average DrawdownAverage peak-to-trough decline | -5.77% | -10.72% | +4.95% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.08% | 1.97% | +1.11% |
Volatility
ANXU.L vs. ^GSPC - Volatility Comparison
Amundi Nasdaq-100 UCITS USD (ANXU.L) has a higher volatility of 5.03% compared to S&P 500 Index (^GSPC) at 2.88%. This indicates that ANXU.L's price experiences larger fluctuations and is considered to be riskier than ^GSPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ANXU.L | ^GSPC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.03% | 2.88% | +2.15% |
Volatility (6M)Calculated over the trailing 6-month period | 11.93% | 9.00% | +2.93% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.91% | 11.89% | +4.02% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.79% | 16.90% | +3.89% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.15% | 18.06% | +3.09% |
Frequently Asked Questions
ANXU.L and ^GSPC have a correlation of 0.63, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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