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

Performance

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

The chart below illustrates the hypothetical performance of a £10,000 investment in Amundi S&P 500 Buyback ETF-C USD (BYBG.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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BYBG.L vs. 500G.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BYBG.L
Amundi S&P 500 Buyback ETF-C USD
0.58%9.41%15.83%9.58%-1.29%35.95%1.99%26.54%-3.60%10.09%
500G.L
Amundi S&P 500 Swap UCITS ETF USD Acc
-2.73%9.44%27.44%19.89%-8.86%31.35%13.81%27.01%0.05%10.79%

Returns By Period

In the year-to-date period, BYBG.L achieves a 0.58% return, which is significantly higher than 500G.L's -2.73% return. Over the past 10 years, BYBG.L has underperformed 500G.L with an annualized return of 12.94%, while 500G.L has yielded a comparatively higher 14.86% annualized return.


BYBG.L

1D
0.09%
1M
-2.11%
YTD
0.58%
6M
3.38%
1Y
14.40%
3Y*
12.20%
5Y*
10.24%
10Y*
12.94%

500G.L

1D
0.41%
1M
-2.27%
YTD
-2.73%
6M
-0.18%
1Y
15.15%
3Y*
15.83%
5Y*
12.84%
10Y*
14.86%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

Both BYBG.L and 500G.L have an expense ratio of 0.15%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Return for Risk

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

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

BYBG.L
BYBG.L Risk / Return Rank: 5656
Overall Rank
BYBG.L Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
BYBG.L Sortino Ratio Rank: 4646
Sortino Ratio Rank
BYBG.L Omega Ratio Rank: 4646
Omega Ratio Rank
BYBG.L Calmar Ratio Rank: 7676
Calmar Ratio Rank
BYBG.L Martin Ratio Rank: 6363
Martin Ratio Rank

500G.L
500G.L Risk / Return Rank: 6363
Overall Rank
500G.L Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
500G.L Sortino Ratio Rank: 4949
Sortino Ratio Rank
500G.L Omega Ratio Rank: 5151
Omega Ratio Rank
500G.L Calmar Ratio Rank: 8585
Calmar Ratio Rank
500G.L Martin Ratio Rank: 8383
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.

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

This table presents a comparison of risk-adjusted performance metrics for Amundi S&P 500 Buyback ETF-C USD (BYBG.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.


BYBG.L500G.LDifference

Sharpe ratio

Return per unit of total volatility

0.91

0.98

-0.06

Sortino ratio

Return per unit of downside risk

1.32

1.40

-0.08

Omega ratio

Gain probability vs. loss probability

1.19

1.21

-0.02

Calmar ratio

Return relative to maximum drawdown

2.23

2.95

-0.72

Martin ratio

Return relative to average drawdown

6.97

10.75

-3.78

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

The current BYBG.L Sharpe Ratio is 0.91, which is comparable to the 500G.L Sharpe Ratio of 0.98. The chart below compares the historical Sharpe Ratios of BYBG.L and 500G.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


BYBG.L500G.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.91

0.98

-0.06

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.67

0.89

-0.22

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.72

0.96

-0.24

Sharpe Ratio (All Time)

Calculated using the full available price history

0.65

0.99

-0.35

Correlation

The correlation between BYBG.L and 500G.L is 0.83, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

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

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


Tickers have no history of dividend payments

Drawdowns

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

The maximum BYBG.L drawdown since its inception was -35.57%, which is greater than 500G.L's maximum drawdown of -25.52%. Use the drawdown chart below to compare losses from any high point for BYBG.L and 500G.L.


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Drawdown Indicators


BYBG.L500G.LDifference

Max Drawdown

Largest peak-to-trough decline

-35.57%

-25.52%

-10.05%

Max Drawdown (1Y)

Largest decline over 1 year

-11.30%

-7.12%

-4.18%

Max Drawdown (5Y)

Largest decline over 5 years

-20.63%

-21.12%

+0.49%

Max Drawdown (10Y)

Largest decline over 10 years

-35.57%

-25.52%

-10.05%

Current Drawdown

Current decline from peak

-2.73%

-4.37%

+1.64%

Average Drawdown

Average peak-to-trough decline

-4.73%

-3.34%

-1.39%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.00%

1.95%

+0.05%

Volatility

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

The current volatility for Amundi S&P 500 Buyback ETF-C USD (BYBG.L) is 3.28%, while Amundi S&P 500 Swap UCITS ETF USD Acc (500G.L) has a volatility of 3.61%. This indicates that BYBG.L experiences smaller price fluctuations and is considered to be less risky 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


BYBG.L500G.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.28%

3.61%

-0.33%

Volatility (6M)

Calculated over the trailing 6-month period

8.30%

8.36%

-0.06%

Volatility (1Y)

Calculated over the trailing 1-year period

15.71%

15.47%

+0.24%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.20%

14.37%

+0.83%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.07%

15.57%

+2.50%