CRPX.L vs. 500G.L
CRPX.L (Amundi EUR Corporate Bond Climate Net Zero Ambition PAB UCITS ETF Acc) and 500G.L (Amundi S&P 500 Swap UCITS ETF USD Acc) are both exchange-traded funds - CRPX.L is a European Corporate Bonds fund tracking the Bloomberg Euro Corp TR EUR, while 500G.L is a S&P 500 fund tracking the S&P 500. Both are passively managed. Over the past 10 years, CRPX.L returned 1.71%/yr vs 16.24%/yr for 500G.L. At a 0.23 correlation, their price movements are largely independent. CRPX.L charges 0.14%/yr vs 0.15%/yr for 500G.L.
Performance
CRPX.L vs. 500G.L - Performance Comparison
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Returns By Period
In the year-to-date period, CRPX.L achieves a -0.58% return, which is significantly lower than 500G.L's 10.57% return. Over the past 10 years, CRPX.L has underperformed 500G.L with an annualized return of 1.71%, while 500G.L has yielded a comparatively higher 16.24% annualized return.
CRPX.L
- 1D
- 0.24%
- 1M
- 0.40%
- YTD
- -0.58%
- 6M
- -0.43%
- 1Y
- 4.86%
- 3Y*
- 4.46%
- 5Y*
- 0.04%
- 10Y*
- 1.71%
500G.L
- 1D
- -0.04%
- 1M
- 4.53%
- YTD
- 10.57%
- 6M
- 9.87%
- 1Y
- 29.10%
- 3Y*
- 19.12%
- 5Y*
- 15.05%
- 10Y*
- 16.24%
CRPX.L vs. 500G.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CRPX.L Amundi EUR Corporate Bond Climate Net Zero Ambition PAB UCITS ETF Acc | -0.58% | 8.33% | -0.65% | 4.98% | -8.55% | -7.58% | 8.23% | 0.81% | -0.51% | 4.67% |
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 CRPX.L and 500G.L is 0.19, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.19 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.11 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.14 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.23 |
Correlation (All Time) Calculated using the full available price history since Feb 24, 2016 | 0.23 |
The correlation between CRPX.L and 500G.L shifts across timeframes, from 0.11 (3 years) to 0.23 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
CRPX.L vs. 500G.L — Risk / Return Rank
CRPX.L
500G.L
CRPX.L vs. 500G.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Amundi EUR Corporate Bond Climate Net Zero Ambition PAB UCITS ETF Acc (CRPX.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.
| CRPX.L | 500G.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.82 | ||
| Sortino ratioReturn per unit of downside risk | -2.25 | ||
| Omega ratioGain probability vs. loss probability | 1.16 | 1.51 | -0.36 |
| Calmar ratioReturn relative to maximum drawdown | 1.15 | 4.08 | -2.93 |
| Martin ratioReturn relative to average drawdown | 3.01 | 15.27 | -12.27 |
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
| CRPX.L | 500G.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.93 | 2.76 | -1.82 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.01 | 1.05 | -1.05 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.22 | 1.05 | -0.83 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.31 | 1.07 | -0.77 |
Drawdowns
CRPX.L vs. 500G.L - Drawdown Comparison
The maximum CRPX.L drawdown since its inception was -21.40%, smaller than the maximum 500G.L drawdown of -25.52%. Use the drawdown chart below to compare losses from any high point for CRPX.L and 500G.L.
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Drawdown Indicators
| CRPX.L | 500G.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -21.40% | -25.52% | +4.12% |
Max Drawdown (1Y)Largest decline over 1 year | -3.94% | -7.12% | +3.18% |
Max Drawdown (3Y)Largest decline over 3 years | -3.94% | -21.12% | +17.18% |
Max Drawdown (5Y)Largest decline over 5 years | -16.71% | -21.12% | +4.41% |
Max Drawdown (10Y)Largest decline over 10 years | -21.40% | -25.52% | +4.12% |
Current DrawdownCurrent decline from peak | -6.95% | -0.22% | -6.73% |
Average DrawdownAverage peak-to-trough decline | -8.36% | -3.29% | -5.07% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.51% | 1.91% | -0.40% |
Volatility
CRPX.L vs. 500G.L - Volatility Comparison
The current volatility for Amundi EUR Corporate Bond Climate Net Zero Ambition PAB UCITS ETF Acc (CRPX.L) is 1.48%, while Amundi S&P 500 Swap UCITS ETF USD Acc (500G.L) has a volatility of 2.65%. This indicates that CRPX.L experiences smaller price fluctuations and is considered to be less risky 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
| CRPX.L | 500G.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.48% | 2.65% | -1.17% |
Volatility (6M)Calculated over the trailing 6-month period | 3.66% | 7.13% | -3.47% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.85% | 10.55% | -5.70% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.21% | 14.31% | -8.10% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 7.94% | 15.54% | -7.60% |
CRPX.L vs. 500G.L - Expense Ratio Comparison
CRPX.L has a 0.14% 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%.
Dividends
CRPX.L vs. 500G.L - Dividend Comparison
Neither CRPX.L nor 500G.L has paid dividends to shareholders.
Frequently Asked Questions
CRPX.L and 500G.L have a correlation of 0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, CRPX.L is cheaper at 0.14% per year. The better choice depends on whether you care most about return, fees, risk, or income.
CRPX.L is cheaper with a 0.14% expense ratio, compared with 0.15% for 500G.L.
CRPX.L is categorized as European Corporate Bonds, while 500G.L is S&P 500. CRPX.L tracks Bloomberg Euro Corp TR EUR, while 500G.L tracks S&P 500. Their fees differ too: 0.14% for CRPX.L and 0.15% for 500G.L.
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