AUEG.L vs. WFSPX
AUEG.L (Amundi MSCI Emerging Markets UCITS ETF USD) and WFSPX (iShares S&P 500 Index Fund) are both funds - AUEG.L is a Emerging Markets Equities fund tracking the MSCI EM NR USD, while WFSPX is a S&P 500 fund tracking the S&P 500 Index. Both are passively managed. Over the past 10 years, AUEG.L returned 10.92%/yr vs 16.31%/yr for WFSPX. At a 0.43 correlation, their price movements are largely independent. AUEG.L charges 0.20%/yr vs 0.03%/yr for WFSPX.
Performance
AUEG.L vs. WFSPX - Performance Comparison
Loading charts...
Different Trading Currencies
AUEG.L is traded in GBp, while WFSPX is traded in USD. To make them comparable, the WFSPX values have been converted to GBp using the latest available exchange rates.
Returns By Period
In the year-to-date period, AUEG.L achieves a 26.01% return, which is significantly higher than WFSPX's 11.75% return. Over the past 10 years, AUEG.L has underperformed WFSPX with an annualized return of 10.92%, while WFSPX has yielded a comparatively higher 16.31% annualized return.
AUEG.L
- 1D
- -1.63%
- 1M
- 3.58%
- YTD
- 26.01%
- 6M
- 26.71%
- 1Y
- 52.75%
- 3Y*
- 20.95%
- 5Y*
- 8.55%
- 10Y*
- 10.92%
WFSPX
- 1D
- 0.39%
- 1M
- 4.41%
- YTD
- 11.75%
- 6M
- 10.24%
- 1Y
- 30.61%
- 3Y*
- 19.57%
- 5Y*
- 15.20%
- 10Y*
- 16.31%
AUEG.L vs. WFSPX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
AUEG.L Amundi MSCI Emerging Markets UCITS ETF USD | 26.01% | 25.28% | 8.99% | 3.02% | -10.18% | -2.18% | 14.26% | 13.31% | -9.74% | 25.23% |
WFSPX iShares S&P 500 Index Fund | 11.75% | 9.44% | 27.12% | 19.94% | -8.41% | 29.85% | 14.95% | 26.44% | 0.82% | 10.78% |
Correlation
The correlation between AUEG.L and WFSPX is 0.45, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.45 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.37 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.34 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.42 |
Correlation (All Time) Calculated using the full available price history since Dec 9, 2015 | 0.43 |
The correlation between AUEG.L and WFSPX shifts across timeframes, from 0.34 (5 years) to 0.45 (1 year), reflecting how their relationship changes across market environments.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
AUEG.L vs. WFSPX — Risk / Return Rank
AUEG.L
WFSPX
AUEG.L vs. WFSPX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Amundi MSCI Emerging Markets UCITS ETF USD (AUEG.L) and iShares S&P 500 Index Fund (WFSPX). 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.
| AUEG.L | WFSPX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.60 | ||
| Sortino ratioReturn per unit of downside risk | +0.75 | ||
| Omega ratioGain probability vs. loss probability | 1.59 | 1.49 | +0.11 |
| Calmar ratioReturn relative to maximum drawdown | 4.89 | 3.95 | +0.94 |
| Martin ratioReturn relative to average drawdown | 17.24 | 15.21 | +2.03 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| AUEG.L | WFSPX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 3.20 | 2.59 | +0.60 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.53 | 0.96 | -0.43 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.61 | 0.90 | -0.29 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.63 | 0.68 | -0.06 |
Drawdowns
AUEG.L vs. WFSPX - Drawdown Comparison
The maximum AUEG.L drawdown since its inception was -27.50%, smaller than the maximum WFSPX drawdown of -34.88%. Use the drawdown chart below to compare losses from any high point for AUEG.L and WFSPX.
Loading charts...
Drawdown Indicators
| AUEG.L | WFSPX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -27.50% | -34.88% | +7.38% |
Max Drawdown (1Y)Largest decline over 1 year | -10.97% | -7.56% | -3.41% |
Max Drawdown (3Y)Largest decline over 3 years | -15.37% | -21.88% | +6.51% |
Max Drawdown (5Y)Largest decline over 5 years | -23.59% | -21.88% | -1.71% |
Max Drawdown (10Y)Largest decline over 10 years | -27.50% | -25.81% | -1.69% |
Current DrawdownCurrent decline from peak | -2.45% | 0.00% | -2.45% |
Average DrawdownAverage peak-to-trough decline | -9.17% | -4.78% | -4.39% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.12% | 1.96% | +1.16% |
Volatility
AUEG.L vs. WFSPX - Volatility Comparison
Amundi MSCI Emerging Markets UCITS ETF USD (AUEG.L) has a higher volatility of 7.40% compared to iShares S&P 500 Index Fund (WFSPX) at 2.59%. This indicates that AUEG.L's price experiences larger fluctuations and is considered to be riskier than WFSPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| AUEG.L | WFSPX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.40% | 2.59% | +4.81% |
Volatility (6M)Calculated over the trailing 6-month period | 14.32% | 8.19% | +6.13% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.80% | 11.51% | +5.29% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.19% | 15.84% | +0.35% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.91% | 18.11% | -0.20% |
AUEG.L vs. WFSPX - Expense Ratio Comparison
AUEG.L has a 0.20% expense ratio, which is higher than WFSPX's 0.03% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
AUEG.L vs. WFSPX - Dividend Comparison
AUEG.L has not paid dividends to shareholders, while WFSPX's dividend yield for the trailing twelve months is around 1.57%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AUEG.L Amundi MSCI Emerging Markets UCITS ETF 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% |
WFSPX iShares S&P 500 Index Fund | 1.57% | 1.72% | 1.41% | 1.50% | 2.02% | 1.82% | 1.66% | 1.99% | 2.00% | 1.62% | 2.37% | 2.49% |
Frequently Asked Questions
AUEG.L and WFSPX have a correlation of 0.45, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Find the right allocation for AUEG.L and WFSPX
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer