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C50U.L vs. CSPX.AS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

C50U.L vs. CSPX.AS - 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 iShares Core S&P 500 UCITS ETF (CSPX.AS). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

C50U.L is traded in USD, while CSPX.AS is traded in EUR. To make them comparable, the CSPX.AS 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 CSPX.AS's 10.25% 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*

CSPX.AS

1D
0.03%
1M
4.52%
YTD
10.25%
6M
11.15%
1Y
27.84%
3Y*
22.11%
5Y*
13.71%
10Y*
15.22%
*Multi-year figures are annualized to reflect compound growth (CAGR)

C50U.L vs. CSPX.AS - 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%
CSPX.AS
iShares Core S&P 500 UCITS ETF
10.25%17.97%25.59%26.14%-19.39%26.34%

Correlation

The correlation between C50U.L and CSPX.AS is 0.66, 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

0.66

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

0.60

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

0.68

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

0.68

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

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Return for Risk

C50U.L vs. CSPX.AS — 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

CSPX.AS
CSPX.AS Risk / Return Rank: 7070
Overall Rank
CSPX.AS Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
CSPX.AS Sortino Ratio Rank: 6868
Sortino Ratio Rank
CSPX.AS Omega Ratio Rank: 7272
Omega Ratio Rank
CSPX.AS Calmar Ratio Rank: 7272
Calmar Ratio Rank
CSPX.AS Martin Ratio Rank: 7070
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. CSPX.AS - 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 iShares Core S&P 500 UCITS ETF (CSPX.AS). 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.LCSPX.ASDifference
Sharpe ratioReturn per unit of total volatility

-1.45

Sortino ratioReturn per unit of downside risk

-1.95

Omega ratioGain probability vs. loss probability

1.19

1.43

-0.24

Calmar ratioReturn relative to maximum drawdown

1.34

3.21

-1.87

Martin ratioReturn relative to average drawdown

4.57

13.65

-9.08

C50U.L vs. CSPX.AS - Sharpe Ratio Comparison

The current C50U.L Sharpe Ratio is 0.99, which is lower than the CSPX.AS Sharpe Ratio of 2.43. The chart below compares the historical Sharpe Ratios of C50U.L and CSPX.AS, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


C50U.LCSPX.ASDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.99

2.43

-1.45

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.50

0.85

-0.35

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.92

Sharpe Ratio (All Time)

Calculated using the full available price history

0.63

0.85

-0.21

Drawdowns

C50U.L vs. CSPX.AS - Drawdown Comparison

The maximum C50U.L drawdown since its inception was -34.81%, roughly equal to the maximum CSPX.AS drawdown of -34.12%. Use the drawdown chart below to compare losses from any high point for C50U.L and CSPX.AS.


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Drawdown Indicators


C50U.LCSPX.ASDifference

Max Drawdown

Largest peak-to-trough decline

-34.81%

-34.12%

-0.69%

Max Drawdown (1Y)

Largest decline over 1 year

-13.07%

-8.56%

-4.51%

Max Drawdown (3Y)

Largest decline over 3 years

-15.61%

-19.52%

+3.91%

Max Drawdown (5Y)

Largest decline over 5 years

-34.81%

-24.42%

-10.39%

Max Drawdown (10Y)

Largest decline over 10 years

-34.12%

Current Drawdown

Current decline from peak

-1.18%

-0.55%

-0.63%

Average Drawdown

Average peak-to-trough decline

-6.56%

-4.11%

-2.45%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.85%

2.03%

+1.82%

Volatility

C50U.L vs. CSPX.AS - Volatility Comparison

Amundi EURO STOXX 50 UCITS ETF DR USD (C) (C50U.L) has a higher volatility of 5.92% compared to iShares Core S&P 500 UCITS ETF (CSPX.AS) at 2.79%. This indicates that C50U.L's price experiences larger fluctuations and is considered to be riskier than CSPX.AS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


C50U.LCSPX.ASDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.92%

2.79%

+3.13%

Volatility (6M)

Calculated over the trailing 6-month period

14.69%

7.96%

+6.73%

Volatility (1Y)

Calculated over the trailing 1-year period

17.86%

11.30%

+6.56%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.94%

15.84%

+5.10%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.62%

16.30%

+4.32%

C50U.L vs. CSPX.AS - Expense Ratio Comparison

C50U.L has a 0.15% expense ratio, which is higher than CSPX.AS's 0.07% 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

C50U.L vs. CSPX.AS - Dividend Comparison

Neither C50U.L nor CSPX.AS has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


C50U.L and CSPX.AS have a correlation of 0.66, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, CSPX.AS is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.

CSPX.AS is cheaper with a 0.07% expense ratio, compared with 0.15% for C50U.L.

C50U.L is categorized as Europe Equities, while CSPX.AS is S&P 500. C50U.L tracks MSCI EMU NR EUR, while CSPX.AS tracks S&P 500 Index. They also come from different issuers: Amundi and iShares. Their fees differ too: 0.15% for C50U.L and 0.07% for CSPX.AS.

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