ANXU.L vs. PE500.PA
ANXU.L (Amundi Nasdaq-100 UCITS USD) and PE500.PA (Amundi ETF PEA S&P 500 UCITS ETF EUR) are both exchange-traded funds - ANXU.L is a Nasdaq-100 fund tracking the Russell 1000 Growth TR USD, while PE500.PA is a S&P 500 fund tracking the S&P 500 ESG+ Index. Both are passively managed. Over the past 5 years, ANXU.L returned 16.87%/yr vs 12.99%/yr for PE500.PA. Their correlation of 0.83 suggests significant overlap in exposure. ANXU.L charges 0.13%/yr vs 0.25%/yr for PE500.PA.
Performance
ANXU.L vs. PE500.PA - Performance Comparison
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Different Trading Currencies
ANXU.L is traded in USD, while PE500.PA is traded in EUR. To make them comparable, the PE500.PA values have been converted to USD using the latest available exchange rates.
Returns By Period
In the year-to-date period, ANXU.L achieves a 16.81% return, which is significantly higher than PE500.PA's 8.56% return.
ANXU.L
- 1D
- 3.02%
- 1M
- 0.06%
- YTD
- 16.81%
- 6M
- 18.06%
- 1Y
- 36.71%
- 3Y*
- 26.40%
- 5Y*
- 16.87%
- 10Y*
- 21.68%
PE500.PA
- 1D
- 1.74%
- 1M
- 0.79%
- YTD
- 8.56%
- 6M
- 9.88%
- 1Y
- 27.32%
- 3Y*
- 20.31%
- 5Y*
- 12.99%
- 10Y*
- —
ANXU.L vs. PE500.PA - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
ANXU.L Amundi Nasdaq-100 UCITS USD | 16.81% | 19.86% | 26.74% | 56.50% | -33.24% | 27.99% | 48.47% | 11.99% |
PE500.PA Amundi ETF PEA S&P 500 UCITS ETF EUR | 8.56% | 17.84% | 24.55% | 25.81% | -19.35% | 30.95% | 17.47% | 11.59% |
Correlation
The correlation between ANXU.L and PE500.PA is 0.83, 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 | 0.83 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.83 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.85 |
Correlation (All Time) Calculated using the full available price history since Apr 25, 2019 | 0.83 |
The correlation between ANXU.L and PE500.PA has been stable across timeframes, ranging from 0.83 to 0.85 - a consistent structural relationship.
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Return for Risk
ANXU.L vs. PE500.PA — Risk / Return Rank
ANXU.L
PE500.PA
ANXU.L vs. PE500.PA - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Amundi Nasdaq-100 UCITS USD (ANXU.L) and Amundi ETF PEA S&P 500 UCITS ETF EUR (PE500.PA). 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.
| ANXU.L | PE500.PA | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.14 | ||
| Sortino ratioReturn per unit of downside risk | -0.35 | ||
| Omega ratioGain probability vs. loss probability | 1.37 | 1.41 | -0.03 |
| Calmar ratioReturn relative to maximum drawdown | 3.25 | 2.85 | +0.39 |
| Martin ratioReturn relative to average drawdown | 11.32 | 12.23 | -0.91 |
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Drawdowns
ANXU.L vs. PE500.PA - Drawdown Comparison
The maximum ANXU.L drawdown since its inception was -35.13%, roughly equal to the maximum PE500.PA drawdown of -34.26%. Use the drawdown chart below to compare losses from any high point for ANXU.L and PE500.PA.
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Drawdown Indicators
| ANXU.L | PE500.PA | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.13% | -34.26% | -0.87% |
Max Drawdown (1Y)Largest decline over 1 year | -11.01% | -9.45% | -1.56% |
Max Drawdown (3Y)Largest decline over 3 years | -22.45% | -20.52% | -1.93% |
Max Drawdown (5Y)Largest decline over 5 years | -35.13% | -24.42% | -10.71% |
Max Drawdown (10Y)Largest decline over 10 years | -35.13% | — | — |
Current DrawdownCurrent decline from peak | -3.14% | -1.07% | -2.07% |
Average DrawdownAverage peak-to-trough decline | -5.05% | -5.33% | +0.28% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.16% | 2.21% | +0.95% |
Volatility
ANXU.L vs. PE500.PA - Volatility Comparison
Amundi Nasdaq-100 UCITS USD (ANXU.L) has a higher volatility of 6.29% compared to Amundi ETF PEA S&P 500 UCITS ETF EUR (PE500.PA) at 3.40%. This indicates that ANXU.L's price experiences larger fluctuations and is considered to be riskier than PE500.PA 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 | PE500.PA | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.29% | 3.40% | +2.89% |
Volatility (6M)Calculated over the trailing 6-month period | 12.80% | 8.64% | +4.16% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.52% | 11.73% | +4.79% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.84% | 15.96% | +4.88% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.12% | 17.61% | +2.51% |
ANXU.L vs. PE500.PA - Expense Ratio Comparison
ANXU.L has a 0.13% expense ratio, which is lower than PE500.PA's 0.25% 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
ANXU.L vs. PE500.PA - Dividend Comparison
Neither ANXU.L nor PE500.PA has paid dividends to shareholders.
Frequently Asked Questions
ANXU.L and PE500.PA have a correlation of 0.83, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, ANXU.L is cheaper at 0.13% per year. The better choice depends on whether you care most about return, fees, risk, or income.
ANXU.L is cheaper with a 0.13% expense ratio, compared with 0.25% for PE500.PA.
ANXU.L is categorized as Nasdaq-100, while PE500.PA is S&P 500. ANXU.L tracks Russell 1000 Growth TR USD, while PE500.PA tracks S&P 500 ESG+ Index. Their fees differ too: 0.13% for ANXU.L and 0.25% for PE500.PA.
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