ECRP.L vs. 500G.L
ECRP.L (Amundi Index Euro Corporate SRI UCITS ETF DR (C)) and 500G.L (Amundi S&P 500 Swap UCITS ETF USD Acc) are both exchange-traded funds - ECRP.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 5 years, ECRP.L returned 0.12%/yr vs 15.05%/yr for 500G.L. At a 0.14 correlation, their price movements are largely independent. ECRP.L charges 0.14%/yr vs 0.15%/yr for 500G.L.
Performance
ECRP.L vs. 500G.L - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, ECRP.L achieves a -0.42% return, which is significantly lower than 500G.L's 10.57% return.
ECRP.L
- 1D
- 0.28%
- 1M
- 1.04%
- YTD
- -0.42%
- 6M
- -0.50%
- 1Y
- 4.66%
- 3Y*
- 4.58%
- 5Y*
- 0.12%
- 10Y*
- —
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%
ECRP.L vs. 500G.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
ECRP.L Amundi Index Euro Corporate SRI UCITS ETF DR (C) | -0.42% | 8.36% | -0.55% | 5.00% | -8.32% | -8.20% | 10.39% |
500G.L Amundi S&P 500 Swap UCITS ETF USD Acc | 10.57% | 9.44% | 27.44% | 19.89% | -8.86% | 31.35% | 7.22% |
Correlation
The correlation between ECRP.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 | 0.12 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.14 |
Correlation (All Time) Calculated using the full available price history since Feb 14, 2020 | 0.14 |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
ECRP.L vs. 500G.L — Risk / Return Rank
ECRP.L
500G.L
ECRP.L vs. 500G.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Amundi Index Euro Corporate SRI UCITS ETF DR (C) (ECRP.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.
| ECRP.L | 500G.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.78 | ||
| Sortino ratioReturn per unit of downside risk | -2.16 | ||
| Omega ratioGain probability vs. loss probability | 1.17 | 1.51 | -0.35 |
| Calmar ratioReturn relative to maximum drawdown | 1.20 | 4.08 | -2.88 |
| Martin ratioReturn relative to average drawdown | 3.05 | 15.27 | -12.22 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| ECRP.L | 500G.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.97 | 2.76 | -1.78 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.02 | 1.05 | -1.03 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 1.05 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.12 | 1.07 | -0.96 |
Drawdowns
ECRP.L vs. 500G.L - Drawdown Comparison
The maximum ECRP.L drawdown since its inception was -21.22%, smaller than the maximum 500G.L drawdown of -25.52%. Use the drawdown chart below to compare losses from any high point for ECRP.L and 500G.L.
Loading charts...
Drawdown Indicators
| ECRP.L | 500G.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -21.22% | -25.52% | +4.30% |
Max Drawdown (1Y)Largest decline over 1 year | -3.87% | -7.12% | +3.25% |
Max Drawdown (3Y)Largest decline over 3 years | -3.87% | -21.12% | +17.25% |
Max Drawdown (5Y)Largest decline over 5 years | -16.71% | -21.12% | +4.41% |
Max Drawdown (10Y)Largest decline over 10 years | — | -25.52% | — |
Current DrawdownCurrent decline from peak | -6.37% | -0.22% | -6.15% |
Average DrawdownAverage peak-to-trough decline | -11.10% | -3.29% | -7.81% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.52% | 1.91% | -0.39% |
Volatility
ECRP.L vs. 500G.L - Volatility Comparison
The current volatility for Amundi Index Euro Corporate SRI UCITS ETF DR (C) (ECRP.L) is 1.50%, while Amundi S&P 500 Swap UCITS ETF USD Acc (500G.L) has a volatility of 2.65%. This indicates that ECRP.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.
Loading charts...
Volatility by Period
| ECRP.L | 500G.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.50% | 2.65% | -1.15% |
Volatility (6M)Calculated over the trailing 6-month period | 3.64% | 7.13% | -3.49% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.77% | 10.55% | -5.78% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.35% | 14.31% | -7.96% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 6.88% | 15.54% | -8.66% |
ECRP.L vs. 500G.L - Expense Ratio Comparison
ECRP.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
ECRP.L vs. 500G.L - Dividend Comparison
Neither ECRP.L nor 500G.L has paid dividends to shareholders.
Frequently Asked Questions
ECRP.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, ECRP.L is cheaper at 0.14% per year. The better choice depends on whether you care most about return, fees, risk, or income.
ECRP.L is cheaper with a 0.14% expense ratio, compared with 0.15% for 500G.L.
ECRP.L is categorized as European Corporate Bonds, while 500G.L is S&P 500. ECRP.L tracks Bloomberg Euro Corp TR EUR, while 500G.L tracks S&P 500. Their fees differ too: 0.14% for ECRP.L and 0.15% for 500G.L.
Find the right allocation for ECRP.L and 500G.L
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer