EWLD.PA vs. S500.PA

Last updated Apr 1, 2026

Compare and contrast key facts about Amundi MSCI World Swap UCITS ETF EUR Distributing (EWLD.PA) and Amundi S&P 500 ESG UCITS ETF Acc EUR (S500.PA).

EWLD.PA and S500.PA are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. EWLD.PA is a passively managed fund by Amundi that tracks the performance of the MSCI World. It was launched on Mar 15, 2024. S500.PA is a passively managed fund by Amundi that tracks the performance of the S&P 500 ESG+ Index. It was launched on Oct 17, 2023. Both EWLD.PA and S500.PA 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

EWLD.PA vs. S500.PA - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Amundi MSCI World Swap UCITS ETF EUR Distributing (EWLD.PA) and Amundi S&P 500 ESG UCITS ETF Acc EUR (S500.PA). The values are adjusted to include any dividend payments, if applicable.

EWLD.PA vs. S500.PA - Yearly Performance Comparison

	2026 (YTD)	2025	2024
EWLD.PA Amundi MSCI World Swap UCITS ETF EUR Distributing	-3.15%	6.65%	17.35%
S500.PA Amundi S&P 500 ESG UCITS ETF Acc EUR	-4.81%	4.58%	22.47%

Returns By Period

In the year-to-date period, EWLD.PA achieves a -3.15% return, which is significantly higher than S500.PA's -4.81% return.

EWLD.PA

• 1D: -0.04%
• 1M: -4.84%
• YTD: -3.15%
• 6M: 0.66%
• 1Y: 10.94%
• 3Y*: —
• 5Y*: —
• 10Y*: —

S500.PA

• 1D: 0.16%
• 1M: -4.48%
• YTD: -4.81%
• 6M: 0.24%
• 1Y: 11.43%
• 3Y*: 15.57%
• 5Y*: 12.55%
• 10Y*: —

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

EWLD.PA vs. S500.PA - Expense Ratio Comparison

EWLD.PA has a 0.38% expense ratio, which is higher than S500.PA's 0.12% expense ratio.

EWLD.PA

Amundi MSCI World Swap UCITS ETF EUR Distributing

S500.PA

Amundi S&P 500 ESG UCITS ETF Acc EUR

Return for Risk

EWLD.PA vs. S500.PA — Risk / Return Rank

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

EWLD.PA

EWLD.PA Risk / Return Rank: 52
EWLD.PA Sharpe Ratio Rank: 34
EWLD.PA Sortino Ratio Rank: 32
EWLD.PA Omega Ratio Rank: 36
EWLD.PA Calmar Ratio Rank: 80
EWLD.PA Martin Ratio Rank: 79

S500.PA

S500.PA Risk / Return Rank: 52
S500.PA Sharpe Ratio Rank: 35
S500.PA Sortino Ratio Rank: 34
S500.PA Omega Ratio Rank: 36
S500.PA Calmar Ratio Rank: 79
S500.PA Martin Ratio Rank: 76

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.

EWLD.PA vs. S500.PA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi MSCI World Swap UCITS ETF EUR Distributing (EWLD.PA) and Amundi S&P 500 ESG UCITS ETF Acc EUR (S500.PA). 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.

	EWLD.PA	S500.PA	Difference
Sharpe ratio Return per unit of total volatility	0.68	0.67	+0.01
Sortino ratio Return per unit of downside risk	1.00	0.99	+0.01
Omega ratio Gain probability vs. loss probability	1.15	1.15	+0.01
Calmar ratio Return relative to maximum drawdown	2.28	2.19	+0.09
Martin ratio Return relative to average drawdown	8.91	8.19	+0.71
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

EWLD.PA vs. S500.PA - Sharpe Ratio Comparison

The current EWLD.PA Sharpe Ratio is 0.68, which is comparable to the S500.PA Sharpe Ratio of 0.67. The chart below compares the historical Sharpe Ratios of EWLD.PA and S500.PA, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	EWLD.PA	S500.PA	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.68	0.67	+0.01
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.81	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.68	0.85	-0.18

Correlation

The correlation between EWLD.PA and S500.PA is 0.95, 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

EWLD.PA vs. S500.PA - Dividend Comparison

EWLD.PA's dividend yield for the trailing twelve months is around 1.20%, while S500.PA has not paid dividends to shareholders.

	TTM	2025	2024
EWLD.PA Amundi MSCI World Swap UCITS ETF EUR Distributing	1.20%	1.17%	0.61%
S500.PA Amundi S&P 500 ESG UCITS ETF Acc EUR	0.00%	0.00%	0.00%

Drawdowns

EWLD.PA vs. S500.PA - Drawdown Comparison

The maximum EWLD.PA drawdown since its inception was -21.70%, smaller than the maximum S500.PA drawdown of -33.76%. Use the drawdown chart below to compare losses from any high point for EWLD.PA and S500.PA.

Drawdown Indicators

	EWLD.PA	S500.PA	Difference
Max Drawdown Largest peak-to-trough decline	-21.70%	-33.76%	+12.06%
Max Drawdown (1Y) Largest decline over 1 year	-13.30%	-13.72%	+0.42%
Max Drawdown (5Y) Largest decline over 5 years	—	-23.37%	—
Current Drawdown Current decline from peak	-6.05%	-6.90%	+0.85%
Average Drawdown Average peak-to-trough decline	-3.22%	-4.70%	+1.48%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.70%	1.95%	-0.25%

Volatility

EWLD.PA vs. S500.PA - Volatility Comparison

Amundi MSCI World Swap UCITS ETF EUR Distributing (EWLD.PA) has a higher volatility of 3.85% compared to Amundi S&P 500 ESG UCITS ETF Acc EUR (S500.PA) at 3.19%. This indicates that EWLD.PA's price experiences larger fluctuations and is considered to be riskier than S500.PA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	EWLD.PA	S500.PA	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.85%	3.19%	+0.66%
Volatility (6M) Calculated over the trailing 6-month period	8.12%	8.19%	-0.07%
Volatility (1Y) Calculated over the trailing 1-year period	15.94%	16.96%	-1.02%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.41%	15.24%	-0.83%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	14.41%	18.29%	-3.88%