PortfoliosLab logoPortfoliosLab logo
C50U.L vs. 500G.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

C50U.L vs. 500G.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Amundi EURO STOXX 50 UCITS ETF DR USD (C) (C50U.L) and Amundi S&P 500 Swap UCITS ETF USD Acc (500G.L). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Different Trading Currencies

C50U.L is traded in USD, while 500G.L is traded in GBp. To make them comparable, the 500G.L values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, C50U.L achieves a 6.12% return, which is significantly lower than 500G.L's 10.30% return.


C50U.L

1D
0.62%
1M
3.85%
YTD
6.12%
6M
8.26%
1Y
17.64%
3Y*
18.70%
5Y*
10.48%
10Y*

500G.L

1D
0.01%
1M
4.63%
YTD
10.30%
6M
11.31%
1Y
27.98%
3Y*
22.19%
5Y*
13.84%
10Y*
15.40%
*Multi-year figures are annualized to reflect compound growth (CAGR)

C50U.L vs. 500G.L - Yearly Performance Comparison


2026 (YTD)20252024202320222021
C50U.L
Amundi EURO STOXX 50 UCITS ETF DR USD (C)
6.12%37.30%4.69%26.93%-13.63%15.13%
500G.L
Amundi S&P 500 Swap UCITS ETF USD Acc
10.30%17.70%25.32%26.22%-18.60%26.20%

Correlation

The correlation between C50U.L and 500G.L is 0.60, 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

0.60

Correlation (3Y)
Calculated over the trailing 3-year period

0.60

Correlation (5Y)
Calculated over the trailing 5-year period

0.67

Correlation (All Time)
Calculated using the full available price history since Feb 3, 2021

0.68

The correlation between C50U.L and 500G.L has been stable across timeframes, ranging from 0.60 to 0.68 - a consistent structural relationship.

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

C50U.L vs. 500G.L — Risk / Return Rank

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

C50U.L
C50U.L Risk / Return Rank: 2929
Overall Rank
C50U.L Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
C50U.L Sortino Ratio Rank: 2929
Sortino Ratio Rank
C50U.L Omega Ratio Rank: 2828
Omega Ratio Rank
C50U.L Calmar Ratio Rank: 2828
Calmar Ratio Rank
C50U.L Martin Ratio Rank: 3131
Martin Ratio Rank

500G.L
500G.L Risk / Return Rank: 8282
Overall Rank
500G.L Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
500G.L Sortino Ratio Rank: 8282
Sortino Ratio Rank
500G.L Omega Ratio Rank: 8585
Omega Ratio Rank
500G.L Calmar Ratio Rank: 8080
Calmar Ratio Rank
500G.L Martin Ratio Rank: 7979
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.

C50U.L vs. 500G.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi EURO STOXX 50 UCITS ETF DR USD (C) (C50U.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.


C50U.L500G.LDifference
Sharpe ratioReturn per unit of total volatility

-1.54

Sortino ratioReturn per unit of downside risk

-2.07

Omega ratioGain probability vs. loss probability

1.19

1.45

-0.26

Calmar ratioReturn relative to maximum drawdown

1.34

3.14

-1.80

Martin ratioReturn relative to average drawdown

4.57

13.55

-8.98

C50U.L vs. 500G.L - Sharpe Ratio Comparison

The current C50U.L Sharpe Ratio is 0.99, which is lower than the 500G.L Sharpe Ratio of 2.52. The chart below compares the historical Sharpe Ratios of C50U.L and 500G.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Sharpe Ratios by Period


C50U.L500G.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.99

2.52

-1.54

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.50

0.88

-0.38

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.96

Sharpe Ratio (All Time)

Calculated using the full available price history

0.63

1.01

-0.37

Drawdowns

C50U.L vs. 500G.L - Drawdown Comparison

The maximum C50U.L drawdown since its inception was -34.81%, roughly equal to the maximum 500G.L drawdown of -33.53%. Use the drawdown chart below to compare losses from any high point for C50U.L and 500G.L.


Loading charts...

Drawdown Indicators


C50U.L500G.LDifference

Max Drawdown

Largest peak-to-trough decline

-34.81%

-33.53%

-1.28%

Max Drawdown (1Y)

Largest decline over 1 year

-13.07%

-8.87%

-4.20%

Max Drawdown (3Y)

Largest decline over 3 years

-15.61%

-19.17%

+3.56%

Max Drawdown (5Y)

Largest decline over 5 years

-34.81%

-24.88%

-9.93%

Max Drawdown (10Y)

Largest decline over 10 years

-33.53%

Current Drawdown

Current decline from peak

-1.18%

-0.54%

-0.64%

Average Drawdown

Average peak-to-trough decline

-6.56%

-4.23%

-2.33%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.85%

2.06%

+1.79%

Volatility

C50U.L vs. 500G.L - Volatility Comparison

Amundi EURO STOXX 50 UCITS ETF DR USD (C) (C50U.L) has a higher volatility of 5.92% compared to Amundi S&P 500 Swap UCITS ETF USD Acc (500G.L) at 2.59%. This indicates that C50U.L's price experiences larger fluctuations and is considered to be riskier than 500G.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


C50U.L500G.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.92%

2.59%

+3.33%

Volatility (6M)

Calculated over the trailing 6-month period

14.69%

7.97%

+6.72%

Volatility (1Y)

Calculated over the trailing 1-year period

17.86%

11.05%

+6.81%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.94%

15.65%

+5.29%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.62%

16.13%

+4.49%

C50U.L vs. 500G.L - Expense Ratio Comparison

Both C50U.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%.


Dividends

C50U.L vs. 500G.L - Dividend Comparison

Neither C50U.L nor 500G.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


C50U.L and 500G.L have a correlation of 0.60, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.15% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

C50U.L and 500G.L have the same expense ratio: 0.15% per year.

C50U.L is categorized as Europe Equities, while 500G.L is S&P 500. C50U.L tracks MSCI EMU NR EUR, while 500G.L tracks S&P 500.

Portfolio Optimizer

Find the right allocation for C50U.L and 500G.L

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