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EBUY.L vs. 500U.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

EBUY.L vs. 500U.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Amundi MSCI Digital Economy and Metaverse ESG Screened UCITS ETF Acc (EBUY.L) and Amundi S&P 500 Swap UCITS ETF USD Acc (500U.L). The values are adjusted to include any dividend payments, if applicable.

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EBUY.L vs. 500U.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
EBUY.L
Amundi MSCI Digital Economy and Metaverse ESG Screened UCITS ETF Acc
-9.61%9.88%27.49%29.53%-31.73%4.85%51.00%
500U.L
Amundi S&P 500 Swap UCITS ETF USD Acc
-2.50%9.90%26.63%20.51%-9.65%31.37%19.99%
Different Trading Currencies

EBUY.L is traded in GBP, while 500U.L is traded in USD. To make them comparable, the 500U.L values have been converted to GBP using the latest available exchange rates.

Returns By Period

In the year-to-date period, EBUY.L achieves a -9.61% return, which is significantly lower than 500U.L's -2.50% return.


EBUY.L

1D
0.39%
1M
0.55%
YTD
-9.61%
6M
-12.63%
1Y
7.99%
3Y*
13.21%
5Y*
3.10%
10Y*

500U.L

1D
0.32%
1M
-1.82%
YTD
-2.50%
6M
0.24%
1Y
15.56%
3Y*
15.97%
5Y*
12.85%
10Y*
15.07%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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EBUY.L vs. 500U.L - Expense Ratio Comparison

EBUY.L has a 0.45% expense ratio, which is higher than 500U.L's 0.15% expense ratio.


Return for Risk

EBUY.L vs. 500U.L — Risk / Return Rank

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

EBUY.L
EBUY.L Risk / Return Rank: 2222
Overall Rank
EBUY.L Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
EBUY.L Sortino Ratio Rank: 2222
Sortino Ratio Rank
EBUY.L Omega Ratio Rank: 2121
Omega Ratio Rank
EBUY.L Calmar Ratio Rank: 2323
Calmar Ratio Rank
EBUY.L Martin Ratio Rank: 2121
Martin Ratio Rank

500U.L
500U.L Risk / Return Rank: 6969
Overall Rank
500U.L Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
500U.L Sortino Ratio Rank: 6060
Sortino Ratio Rank
500U.L Omega Ratio Rank: 5959
Omega Ratio Rank
500U.L Calmar Ratio Rank: 8181
Calmar Ratio Rank
500U.L Martin Ratio Rank: 8787
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.

EBUY.L vs. 500U.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi MSCI Digital Economy and Metaverse ESG Screened UCITS ETF Acc (EBUY.L) and Amundi S&P 500 Swap UCITS ETF USD Acc (500U.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.


EBUY.L500U.LDifference

Sharpe ratio

Return per unit of total volatility

0.40

0.99

-0.59

Sortino ratio

Return per unit of downside risk

0.68

1.43

-0.75

Omega ratio

Gain probability vs. loss probability

1.09

1.20

-0.11

Calmar ratio

Return relative to maximum drawdown

0.68

2.93

-2.25

Martin ratio

Return relative to average drawdown

1.80

9.81

-8.02

EBUY.L vs. 500U.L - Sharpe Ratio Comparison

The current EBUY.L Sharpe Ratio is 0.40, which is lower than the 500U.L Sharpe Ratio of 0.99. The chart below compares the historical Sharpe Ratios of EBUY.L and 500U.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


EBUY.L500U.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.40

0.99

-0.59

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.14

0.85

-0.71

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.07

Sharpe Ratio (All Time)

Calculated using the full available price history

0.47

1.26

-0.80

Correlation

The correlation between EBUY.L and 500U.L is 0.72, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

EBUY.L vs. 500U.L - Dividend Comparison

Neither EBUY.L nor 500U.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

EBUY.L vs. 500U.L - Drawdown Comparison

The maximum EBUY.L drawdown since its inception was -39.97%, which is greater than 500U.L's maximum drawdown of -26.14%. Use the drawdown chart below to compare losses from any high point for EBUY.L and 500U.L.


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Drawdown Indicators


EBUY.L500U.LDifference

Max Drawdown

Largest peak-to-trough decline

-39.97%

-34.04%

-5.93%

Max Drawdown (1Y)

Largest decline over 1 year

-20.87%

-8.34%

-12.53%

Max Drawdown (5Y)

Largest decline over 5 years

-39.97%

-24.22%

-15.75%

Max Drawdown (10Y)

Largest decline over 10 years

-34.04%

Current Drawdown

Current decline from peak

-16.96%

-5.62%

-11.34%

Average Drawdown

Average peak-to-trough decline

-15.57%

-4.81%

-10.76%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.87%

1.89%

+5.98%

Volatility

EBUY.L vs. 500U.L - Volatility Comparison

Amundi MSCI Digital Economy and Metaverse ESG Screened UCITS ETF Acc (EBUY.L) has a higher volatility of 5.56% compared to Amundi S&P 500 Swap UCITS ETF USD Acc (500U.L) at 4.54%. This indicates that EBUY.L's price experiences larger fluctuations and is considered to be riskier than 500U.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EBUY.L500U.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.56%

4.54%

+1.02%

Volatility (6M)

Calculated over the trailing 6-month period

13.29%

9.04%

+4.25%

Volatility (1Y)

Calculated over the trailing 1-year period

20.04%

15.63%

+4.41%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.38%

15.26%

+6.12%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.80%

18.72%

+3.08%