CG1.L vs. 500G.L
Compare and contrast key facts about Amundi ETF DAX UCITS ETF DR (CG1.L) and Amundi S&P 500 Swap UCITS ETF USD Acc (500G.L).
CG1.L and 500G.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. CG1.L is a passively managed fund by Amundi that tracks the performance of the FSE DAX TR EUR. It was launched on Sep 16, 2008. 500G.L is a passively managed fund by Amundi that tracks the performance of the S&P 500. It was launched on Nov 4, 2021. Both CG1.L and 500G.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
CG1.L vs. 500G.L - Performance Comparison
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CG1.L vs. 500G.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CG1.L Amundi ETF DAX UCITS ETF DR | -5.19% | 28.47% | 13.17% | 17.07% | -7.61% | 7.99% | 9.33% | 16.56% | -16.89% | 16.60% |
500G.L Amundi S&P 500 Swap UCITS ETF USD Acc | -3.13% | 9.44% | 27.44% | 19.89% | -8.86% | 31.35% | 13.81% | 27.01% | 0.05% | 10.79% |
Returns By Period
In the year-to-date period, CG1.L achieves a -5.19% return, which is significantly lower than 500G.L's -3.13% return. Over the past 10 years, CG1.L has underperformed 500G.L with an annualized return of 9.41%, while 500G.L has yielded a comparatively higher 14.77% annualized return.
CG1.L
- 1D
- 2.66%
- 1M
- -5.96%
- YTD
- -5.19%
- 6M
- -3.41%
- 1Y
- 7.11%
- 3Y*
- 13.28%
- 5Y*
- 9.02%
- 10Y*
- 9.41%
500G.L
- 1D
- 1.61%
- 1M
- -3.27%
- YTD
- -3.13%
- 6M
- 0.09%
- 1Y
- 14.84%
- 3Y*
- 15.85%
- 5Y*
- 12.74%
- 10Y*
- 14.77%
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CG1.L vs. 500G.L - Expense Ratio Comparison
CG1.L has a 0.10% expense ratio, which is lower than 500G.L's 0.15% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Return for Risk
CG1.L vs. 500G.L — Risk / Return Rank
CG1.L
500G.L
CG1.L vs. 500G.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Amundi ETF DAX UCITS ETF DR (CG1.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.
| CG1.L | 500G.L | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.43 | 0.95 | -0.53 |
Sortino ratioReturn per unit of downside risk | 0.68 | 1.38 | -0.70 |
Omega ratioGain probability vs. loss probability | 1.09 | 1.20 | -0.11 |
Calmar ratioReturn relative to maximum drawdown | 0.59 | 2.06 | -1.47 |
Martin ratioReturn relative to average drawdown | 2.20 | 7.18 | -4.99 |
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
| CG1.L | 500G.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.43 | 0.95 | -0.53 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.53 | 0.89 | -0.35 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.52 | 0.95 | -0.43 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.42 | 0.99 | -0.57 |
Correlation
The correlation between CG1.L and 500G.L is 0.66, 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.
Dividends
CG1.L vs. 500G.L - Dividend Comparison
Neither CG1.L nor 500G.L has paid dividends to shareholders.
Drawdowns
CG1.L vs. 500G.L - Drawdown Comparison
The maximum CG1.L drawdown since its inception was -34.44%, 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 CG1.L and 500G.L.
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Drawdown Indicators
| CG1.L | 500G.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.44% | -25.52% | -8.92% |
Max Drawdown (1Y)Largest decline over 1 year | -12.92% | -10.72% | -2.20% |
Max Drawdown (5Y)Largest decline over 5 years | -23.46% | -21.12% | -2.34% |
Max Drawdown (10Y)Largest decline over 10 years | -34.44% | -25.52% | -8.92% |
Current DrawdownCurrent decline from peak | -8.76% | -4.76% | -4.00% |
Average DrawdownAverage peak-to-trough decline | -7.11% | -3.33% | -3.78% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.50% | 2.04% | +1.46% |
Volatility
CG1.L vs. 500G.L - Volatility Comparison
Amundi ETF DAX UCITS ETF DR (CG1.L) has a higher volatility of 6.91% compared to Amundi S&P 500 Swap UCITS ETF USD Acc (500G.L) at 3.74%. This indicates that CG1.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
| CG1.L | 500G.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.91% | 3.74% | +3.17% |
Volatility (6M)Calculated over the trailing 6-month period | 11.44% | 8.35% | +3.09% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.64% | 15.53% | +1.11% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.90% | 14.37% | +2.53% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.95% | 15.57% | +2.38% |