CACX.L vs. 500G.L
CACX.L (Lyxor CAC 40 (DR) UCITS ETF - Dist) and 500G.L (Amundi S&P 500 Swap UCITS ETF USD Acc) are both exchange-traded funds - CACX.L is a Europe Equities fund tracking the Euronext Paris CAC 40 NR EUR, while 500G.L is a S&P 500 fund tracking the S&P 500. Both are passively managed. Over the past 10 years, CACX.L returned 10.55%/yr vs 16.24%/yr for 500G.L. A 0.62 correlation means they provide meaningful diversification when combined. CACX.L charges 0.25%/yr vs 0.15%/yr for 500G.L.
Performance
CACX.L vs. 500G.L - Performance Comparison
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Returns By Period
In the year-to-date period, CACX.L achieves a 2.53% return, which is significantly lower than 500G.L's 10.57% return. Over the past 10 years, CACX.L has underperformed 500G.L with an annualized return of 10.55%, while 500G.L has yielded a comparatively higher 16.24% annualized return.
CACX.L
- 1D
- 0.84%
- 1M
- 3.20%
- YTD
- 2.53%
- 6M
- 2.64%
- 1Y
- 11.49%
- 3Y*
- 7.70%
- 5Y*
- 8.00%
- 10Y*
- 10.55%
500G.L
- 1D
- -0.04%
- 1M
- 5.53%
- YTD
- 10.57%
- 6M
- 10.49%
- 1Y
- 29.21%
- 3Y*
- 19.12%
- 5Y*
- 15.05%
- 10Y*
- 16.24%
CACX.L vs. 500G.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CACX.L Lyxor CAC 40 (DR) UCITS ETF - Dist | 2.53% | 19.60% | -4.39% | 16.83% | -0.56% | 22.14% | 0.79% | 23.85% | -7.71% | 17.11% |
500G.L Amundi S&P 500 Swap UCITS ETF USD Acc | 10.57% | 9.44% | 27.44% | 19.89% | -8.86% | 31.35% | 13.81% | 27.01% | 0.05% | 10.79% |
Correlation
The correlation between CACX.L and 500G.L is 0.41, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.41 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.42 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.53 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.62 |
Correlation (All Time) Calculated using the full available price history since Feb 24, 2016 | 0.62 |
Over the past year, the correlation between CACX.L and 500G.L has dropped to 0.41 - well below their long-term average of 0.62, suggesting their price drivers have been diverging.
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Return for Risk
CACX.L vs. 500G.L — Risk / Return Rank
CACX.L
500G.L
CACX.L vs. 500G.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Lyxor CAC 40 (DR) UCITS ETF - Dist (CACX.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.
| CACX.L | 500G.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.97 | ||
| Sortino ratioReturn per unit of downside risk | -2.43 | ||
| Omega ratioGain probability vs. loss probability | 1.15 | 1.51 | -0.36 |
| Calmar ratioReturn relative to maximum drawdown | 0.97 | 4.08 | -3.11 |
| Martin ratioReturn relative to average drawdown | 2.95 | 15.27 | -12.32 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| CACX.L | 500G.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.79 | 2.76 | -1.97 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.48 | 1.05 | -0.57 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.60 | 1.05 | -0.45 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.52 | 1.07 | -0.55 |
Drawdowns
CACX.L vs. 500G.L - Drawdown Comparison
The maximum CACX.L drawdown since its inception was -32.83%, which is greater than 500G.L's maximum drawdown of -25.52%. Use the drawdown chart below to compare losses from any high point for CACX.L and 500G.L.
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Drawdown Indicators
| CACX.L | 500G.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.83% | -25.52% | -7.31% |
Max Drawdown (1Y)Largest decline over 1 year | -11.81% | -7.12% | -4.69% |
Max Drawdown (3Y)Largest decline over 3 years | -14.77% | -21.12% | +6.35% |
Max Drawdown (5Y)Largest decline over 5 years | -19.36% | -21.12% | +1.76% |
Max Drawdown (10Y)Largest decline over 10 years | -32.83% | -25.52% | -7.31% |
Current DrawdownCurrent decline from peak | -3.61% | -0.22% | -3.39% |
Average DrawdownAverage peak-to-trough decline | -5.30% | -3.29% | -2.01% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.89% | 1.91% | +1.98% |
Volatility
CACX.L vs. 500G.L - Volatility Comparison
Lyxor CAC 40 (DR) UCITS ETF - Dist (CACX.L) has a higher volatility of 4.87% compared to Amundi S&P 500 Swap UCITS ETF USD Acc (500G.L) at 2.65%. This indicates that CACX.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.
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Volatility by Period
| CACX.L | 500G.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.87% | 2.65% | +2.22% |
Volatility (6M)Calculated over the trailing 6-month period | 11.20% | 7.13% | +4.07% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.50% | 10.55% | +3.95% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.71% | 14.31% | +2.40% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.62% | 15.54% | +2.08% |
CACX.L vs. 500G.L - Expense Ratio Comparison
CACX.L has a 0.25% expense ratio, which is higher than 500G.L's 0.15% 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
CACX.L vs. 500G.L - Dividend Comparison
CACX.L's dividend yield for the trailing twelve months is around 2.83%, while 500G.L has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
500G.L Amundi S&P 500 Swap UCITS ETF USD Acc | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
CACX.L Lyxor CAC 40 (DR) UCITS ETF - Dist | 2.83% | 2.90% | 3.00% | 2.78% | 2.54% | 1.95% | 1.66% | 3.03% | 3.70% | 2.94% | 3.49% | 3.46% |
Frequently Asked Questions
CACX.L and 500G.L have a correlation of 0.41, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, 500G.L is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.
500G.L is cheaper with a 0.15% expense ratio, compared with 0.25% for CACX.L.
CACX.L is categorized as Europe Equities, while 500G.L is S&P 500. CACX.L tracks Euronext Paris CAC 40 NR EUR, while 500G.L tracks S&P 500. Their fees differ too: 0.25% for CACX.L and 0.15% for 500G.L.
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