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

Performance

BYBG.L vs. 500U.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 (500U.L). The values are adjusted to include any dividend payments, if applicable.

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BYBG.L vs. 500U.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%
500U.L
Amundi S&P 500 Swap UCITS ETF USD Acc
-2.43%9.90%26.63%20.51%-9.65%31.37%13.61%27.86%-0.37%11.56%
Different Trading Currencies

BYBG.L is traded in GBp, while 500U.L is traded in USD. To make them comparable, the 500U.L values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, BYBG.L achieves a 0.58% return, which is significantly higher than 500U.L's -2.43% return. Over the past 10 years, BYBG.L has underperformed 500U.L with an annualized return of 12.94%, while 500U.L has yielded a comparatively higher 15.08% 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%

500U.L

1D
0.00%
1M
-1.75%
YTD
-2.43%
6M
0.31%
1Y
15.64%
3Y*
16.00%
5Y*
12.87%
10Y*
15.08%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

Both BYBG.L and 500U.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. 500U.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

500U.L
500U.L Risk / Return Rank: 6969
Overall Rank
500U.L Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
500U.L Sortino Ratio Rank: 6060
Sortino Ratio Rank
500U.L Omega Ratio Rank: 5959
Omega Ratio Rank
500U.L Calmar Ratio Rank: 8181
Calmar Ratio Rank
500U.L Martin Ratio Rank: 8787
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. 500U.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 (500U.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.L500U.LDifference

Sharpe ratio

Return per unit of total volatility

0.91

0.99

-0.08

Sortino ratio

Return per unit of downside risk

1.32

1.44

-0.12

Omega ratio

Gain probability vs. loss probability

1.19

1.20

-0.02

Calmar ratio

Return relative to maximum drawdown

2.23

2.94

-0.71

Martin ratio

Return relative to average drawdown

6.97

9.87

-2.90

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

The current BYBG.L Sharpe Ratio is 0.91, which is comparable to the 500U.L Sharpe Ratio of 0.99. The chart below compares the historical Sharpe Ratios of BYBG.L and 500U.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.L500U.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.91

0.99

-0.08

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.67

0.85

-0.18

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.72

1.07

-0.35

Sharpe Ratio (All Time)

Calculated using the full available price history

0.65

1.26

-0.62

Correlation

The correlation between BYBG.L and 500U.L is 0.59, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

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

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


Tickers have no history of dividend payments

Drawdowns

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

The maximum BYBG.L drawdown since its inception was -35.57%, which is greater than 500U.L's maximum drawdown of -26.14%. Use the drawdown chart below to compare losses from any high point for BYBG.L and 500U.L.


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Drawdown Indicators


BYBG.L500U.LDifference

Max Drawdown

Largest peak-to-trough decline

-35.57%

-34.04%

-1.53%

Max Drawdown (1Y)

Largest decline over 1 year

-11.30%

-8.34%

-2.96%

Max Drawdown (5Y)

Largest decline over 5 years

-20.63%

-24.22%

+3.59%

Max Drawdown (10Y)

Largest decline over 10 years

-35.57%

-34.04%

-1.53%

Current Drawdown

Current decline from peak

-2.73%

-5.62%

+2.89%

Average Drawdown

Average peak-to-trough decline

-4.73%

-4.81%

+0.08%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.00%

1.89%

+0.11%

Volatility

BYBG.L vs. 500U.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 (500U.L) has a volatility of 4.72%. This indicates that BYBG.L experiences smaller price fluctuations and is considered to be less risky than 500U.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.L500U.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.28%

4.72%

-1.44%

Volatility (6M)

Calculated over the trailing 6-month period

8.30%

9.13%

-0.83%

Volatility (1Y)

Calculated over the trailing 1-year period

15.71%

15.68%

+0.03%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.20%

15.28%

-0.08%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.07%

18.73%

-0.66%