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C50U.L vs. CSPX.L
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


C50U.LCSPX.L
YTD Return11.63%9.61%
1Y Return20.57%28.23%
3Y Return (Ann)7.20%9.26%
Sharpe Ratio1.272.49
Daily Std Dev16.08%11.33%
Max Drawdown-34.81%-33.90%
Current Drawdown0.00%-0.48%

Correlation

-0.50.00.51.00.8

The correlation between C50U.L and CSPX.L is 0.78, 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.

Performance

C50U.L vs. CSPX.L - Performance Comparison

In the year-to-date period, C50U.L achieves a 11.63% return, which is significantly higher than CSPX.L's 9.61% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


20.00%25.00%30.00%35.00%40.00%December2024FebruaryMarchAprilMay
40.89%
42.00%
C50U.L
CSPX.L

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Amundi EURO STOXX 50 UCITS ETF DR USD (C)

iShares Core S&P 500 UCITS ETF USD (Acc)

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

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


C50U.L
Amundi EURO STOXX 50 UCITS ETF DR USD (C)
Expense ratio chart for C50U.L: current value at 0.15% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.15%
Expense ratio chart for CSPX.L: current value at 0.07% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.07%

Risk-Adjusted Performance

C50U.L vs. CSPX.L - Risk-Adjusted Performance 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 USD (Acc) (CSPX.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.L
Sharpe ratio
The chart of Sharpe ratio for C50U.L, currently valued at 1.27, compared to the broader market0.002.004.001.27
Sortino ratio
The chart of Sortino ratio for C50U.L, currently valued at 1.88, compared to the broader market-2.000.002.004.006.008.0010.001.88
Omega ratio
The chart of Omega ratio for C50U.L, currently valued at 1.22, compared to the broader market0.501.001.502.002.501.22
Calmar ratio
The chart of Calmar ratio for C50U.L, currently valued at 1.49, compared to the broader market0.005.0010.001.49
Martin ratio
The chart of Martin ratio for C50U.L, currently valued at 3.78, compared to the broader market0.0020.0040.0060.0080.003.78
CSPX.L
Sharpe ratio
The chart of Sharpe ratio for CSPX.L, currently valued at 2.49, compared to the broader market0.002.004.002.49
Sortino ratio
The chart of Sortino ratio for CSPX.L, currently valued at 3.60, compared to the broader market-2.000.002.004.006.008.0010.003.60
Omega ratio
The chart of Omega ratio for CSPX.L, currently valued at 1.46, compared to the broader market0.501.001.502.002.501.46
Calmar ratio
The chart of Calmar ratio for CSPX.L, currently valued at 2.24, compared to the broader market0.005.0010.002.24
Martin ratio
The chart of Martin ratio for CSPX.L, currently valued at 9.84, compared to the broader market0.0020.0040.0060.0080.009.84

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

The current C50U.L Sharpe Ratio is 1.27, which is lower than the CSPX.L Sharpe Ratio of 2.49. The chart below compares the 12-month rolling Sharpe Ratio of C50U.L and CSPX.L.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00December2024FebruaryMarchAprilMay
1.27
2.49
C50U.L
CSPX.L

Dividends

C50U.L vs. CSPX.L - Dividend Comparison

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


Tickers have no history of dividend payments

Drawdowns

C50U.L vs. CSPX.L - Drawdown Comparison

The maximum C50U.L drawdown since its inception was -34.81%, roughly equal to the maximum CSPX.L drawdown of -33.90%. Use the drawdown chart below to compare losses from any high point for C50U.L and CSPX.L. For additional features, visit the drawdowns tool.


-5.00%-4.00%-3.00%-2.00%-1.00%0.00%December2024FebruaryMarchAprilMay0
-0.48%
C50U.L
CSPX.L

Volatility

C50U.L vs. CSPX.L - Volatility Comparison

Amundi EURO STOXX 50 UCITS ETF DR USD (C) (C50U.L) and iShares Core S&P 500 UCITS ETF USD (Acc) (CSPX.L) have volatilities of 4.42% and 4.33%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%December2024FebruaryMarchAprilMay
4.42%
4.33%
C50U.L
CSPX.L