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CACX.L vs. 500G.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

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

The chart below illustrates the hypothetical performance of a £10,000 investment in Lyxor CAC 40 (DR) UCITS ETF - Dist (CACX.L) and Amundi S&P 500 Swap UCITS ETF USD Acc (500G.L). The values are adjusted to include any dividend payments, if applicable.

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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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
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

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

CACX.L
CACX.L Risk / Return Rank: 2323
Overall Rank
CACX.L Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
CACX.L Sortino Ratio Rank: 2323
Sortino Ratio Rank
CACX.L Omega Ratio Rank: 2424
Omega Ratio Rank
CACX.L Calmar Ratio Rank: 2222
Calmar Ratio Rank
CACX.L Martin Ratio Rank: 2323
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.

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.L500G.LDifference
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

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

The current CACX.L Sharpe Ratio is 0.79, which is lower than the 500G.L Sharpe Ratio of 2.76. The chart below compares the historical Sharpe Ratios of CACX.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.


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Sharpe Ratios by Period


CACX.L500G.LDifference

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.L500G.LDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-3.61%

-0.22%

-3.39%

Average Drawdown

Average peak-to-trough decline

-5.30%

-3.29%

-2.01%

Ulcer Index

Depth 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.L500G.LDifference

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.


PositionTTM20252024202320222021202020192018201720162015
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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