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C50U.L vs. SPYL.DE
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


C50U.LSPYL.DE
YTD Return8.47%23.71%
Daily Std Dev15.66%11.53%
Max Drawdown-34.81%-8.25%
Current Drawdown-6.29%-1.84%

Correlation

-0.50.00.51.00.6

The correlation between C50U.L and SPYL.DE is 0.62, 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.

Performance

C50U.L vs. SPYL.DE - Performance Comparison

In the year-to-date period, C50U.L achieves a 8.47% return, which is significantly lower than SPYL.DE's 23.71% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


5.00%10.00%15.00%20.00%25.00%30.00%JuneJulyAugustSeptemberOctoberNovember
11.36%
25.92%
C50U.L
SPYL.DE

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


C50U.L vs. SPYL.DE - Expense Ratio Comparison

C50U.L has a 0.15% expense ratio, which is higher than SPYL.DE's 0.03% 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 SPYL.DE: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%

Risk-Adjusted Performance

C50U.L vs. SPYL.DE - 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 SPDR S&P 500 UCITS ETF USD Unhedged Acc (SPYL.DE). 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 1.40, compared to the broader market-2.000.002.004.001.40
Sortino ratio
The chart of Sortino ratio for C50U.L, currently valued at 2.03, compared to the broader market0.005.0010.002.03
Omega ratio
The chart of Omega ratio for C50U.L, currently valued at 1.24, compared to the broader market1.001.502.002.503.003.501.24
Calmar ratio
The chart of Calmar ratio for C50U.L, currently valued at 2.13, compared to the broader market0.005.0010.0015.0020.002.13
Martin ratio
The chart of Martin ratio for C50U.L, currently valued at 7.01, compared to the broader market0.0020.0040.0060.0080.00100.00120.007.01
SPYL.DE
Sharpe ratio
No data

C50U.L vs. SPYL.DE - Sharpe Ratio Comparison


Chart placeholderNot enough data

Dividends

C50U.L vs. SPYL.DE - Dividend Comparison

Neither C50U.L nor SPYL.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

C50U.L vs. SPYL.DE - Drawdown Comparison

The maximum C50U.L drawdown since its inception was -34.81%, which is greater than SPYL.DE's maximum drawdown of -8.25%. Use the drawdown chart below to compare losses from any high point for C50U.L and SPYL.DE. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-6.29%
-1.90%
C50U.L
SPYL.DE

Volatility

C50U.L vs. SPYL.DE - Volatility Comparison

Amundi EURO STOXX 50 UCITS ETF DR USD (C) (C50U.L) has a higher volatility of 3.79% compared to SPDR S&P 500 UCITS ETF USD Unhedged Acc (SPYL.DE) at 2.33%. This indicates that C50U.L's price experiences larger fluctuations and is considered to be riskier than SPYL.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


1.00%2.00%3.00%4.00%5.00%6.00%JuneJulyAugustSeptemberOctoberNovember
3.79%
2.33%
C50U.L
SPYL.DE