FINW.L vs. 500U.L

Last updated Jun 5, 2026

FINW.L (Lyxor MSCI World Financials TR UCITS) and 500U.L (Amundi S&P 500 Swap UCITS ETF USD Acc) are both exchange-traded funds - FINW.L is a Financials Equities fund tracking the MSCI World/Financials NR USD, while 500U.L is a S&P 500 fund tracking the S&P 500 Index. Both are passively managed. Over the past 10 years, FINW.L returned 12.08%/yr vs 15.69%/yr for 500U.L. A 0.55 correlation means they provide meaningful diversification when combined. FINW.L charges 0.30%/yr vs 0.15%/yr for 500U.L.

Performance

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

The chart below illustrates the hypothetical performance of a $10,000 investment in Lyxor MSCI World Financials TR UCITS (FINW.L) and Amundi S&P 500 Swap UCITS ETF USD Acc (500U.L). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, FINW.L achieves a 0.26% return, which is significantly lower than 500U.L's 10.41% return. Over the past 10 years, FINW.L has underperformed 500U.L with an annualized return of 12.08%, while 500U.L has yielded a comparatively higher 15.69% annualized return.

FINW.L

• 1D: 1.90%
• 1M: 1.63%
• YTD: 0.26%
• 6M: 4.48%
• 1Y: 13.90%
• 3Y*: 23.94%
• 5Y*: 11.72%
• 10Y*: 12.08%

500U.L

• 1D: -0.02%
• 1M: 4.52%
• YTD: 10.41%
• 6M: 11.24%
• 1Y: 27.98%
• 3Y*: 22.30%
• 5Y*: 13.83%
• 10Y*: 15.69%

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

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

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
FINW.L Lyxor MSCI World Financials TR UCITS	0.26%	29.01%	26.29%	16.30%	-9.87%	28.61%	-2.86%	25.04%	-17.55%	23.46%
500U.L Amundi S&P 500 Swap UCITS ETF USD Acc	10.41%	17.98%	24.83%	26.85%	-19.06%	30.19%	18.05%	32.02%	-5.58%	21.10%

Correlation

The correlation between FINW.L and 500U.L is 0.71, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.71
Correlation (3Y) Calculated over the trailing 3-year period	0.72
Correlation (5Y) Calculated over the trailing 5-year period	0.77
Correlation (10Y) Calculated over the trailing 10-year period	0.64
Correlation (All Time) Calculated using the full available price history since May 17, 2011	0.55

The correlation between FINW.L and 500U.L shifts across timeframes, from 0.55 (all time) to 0.77 (5 years), reflecting how their relationship changes across market environments.

FINW.L vs. 500U.L - Sectors Allocation Comparison

Sectors	FINW.L	500U.L
Technology	40.1%	35.6%
Financial Services	14.4%	11.8%
Consumer Cyclical	11.1%	10.1%
Consumer Defensive	10.1%	4.9%
Communication Services	7.8%	11.2%
Industrials	5.2%	8.3%
Healthcare	3.9%	8.5%
Basic Materials	3.6%	1.8%
Energy	2.6%	3.5%
Utilities	0.7%	2.4%
Real Estate	0.5%	1.9%

Return for Risk

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

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

FINW.L

FINW.L Risk / Return Rank: 27
FINW.L Sharpe Ratio Rank: 27
FINW.L Sortino Ratio Rank: 28
FINW.L Omega Ratio Rank: 26
FINW.L Calmar Ratio Rank: 27
FINW.L Martin Ratio Rank: 30

500U.L

500U.L Risk / Return Rank: 75
500U.L Sharpe Ratio Rank: 75
500U.L Sortino Ratio Rank: 80
500U.L Omega Ratio Rank: 75
500U.L Calmar Ratio Rank: 68
500U.L Martin Ratio Rank: 77

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.

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

This table presents a comparison of risk-adjusted performance metrics for Lyxor MSCI World Financials TR UCITS (FINW.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.

	FINW.L	500U.L	Difference
Sharpe ratio: Return per unit of total volatility	0.97	2.41	-1.44
Sortino ratio: Return per unit of downside risk	1.50	3.53	-2.03
Omega ratio: Gain probability vs. loss probability	1.17	1.44	-0.27
Calmar ratio: Return relative to maximum drawdown	1.26	3.34	-2.08
Martin ratio: Return relative to average drawdown	4.21	14.61	-10.40
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

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

The current FINW.L Sharpe Ratio is 0.97, which is lower than the 500U.L Sharpe Ratio of 2.41. The chart below compares the historical Sharpe Ratios of FINW.L and 500U.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	FINW.L	500U.L	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.97	2.41	-1.44
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.66	0.88	-0.23
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.63	1.12	-0.49
Sharpe Ratio (All Time) Calculated using the full available price history	0.50	1.23	-0.72

Drawdowns

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

The maximum FINW.L drawdown since its inception was -43.64%, which is greater than 500U.L's maximum drawdown of -34.04%. Use the drawdown chart below to compare losses from any high point for FINW.L and 500U.L.

Drawdown Indicators

	FINW.L	500U.L	Difference
Max Drawdown Largest peak-to-trough decline	-43.64%	-34.04%	-9.60%
Max Drawdown (1Y) Largest decline over 1 year	-10.98%	-8.34%	-2.64%
Max Drawdown (3Y) Largest decline over 3 years	-15.81%	-18.29%	+2.48%
Max Drawdown (5Y) Largest decline over 5 years	-27.31%	-24.22%	-3.09%
Max Drawdown (10Y) Largest decline over 10 years	-43.64%	-34.04%	-9.60%
Current Drawdown Current decline from peak	-1.59%	-0.51%	-1.08%
Average Drawdown Average peak-to-trough decline	-7.59%	-4.73%	-2.86%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.29%	1.91%	+1.38%

Volatility

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

Lyxor MSCI World Financials TR UCITS (FINW.L) has a higher volatility of 4.16% compared to Amundi S&P 500 Swap UCITS ETF USD Acc (500U.L) at 3.21%. This indicates that FINW.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.

Volatility by Period

	FINW.L	500U.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.16%	3.21%	+0.95%
Volatility (6M) Calculated over the trailing 6-month period	11.30%	8.54%	+2.76%
Volatility (1Y) Calculated over the trailing 1-year period	14.26%	11.57%	+2.69%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.85%	15.79%	+2.06%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	19.24%	18.26%	+0.98%

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

FINW.L has a 0.30% expense ratio, which is higher than 500U.L's 0.15% expense ratio.

Dividends

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

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

Tickers have no history of dividend payments

Frequently Asked Questions

Can I hold both FINW.L and 500U.L in my portfolio?

FINW.L and 500U.L have a correlation of 0.71, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, FINW.L or 500U.L?

On fees, 500U.L is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, FINW.L or 500U.L?

500U.L is cheaper with a 0.15% expense ratio, compared with 0.30% for FINW.L.

What is the main difference between FINW.L and 500U.L?

FINW.L is categorized as Financials Equities, while 500U.L is S&P 500. FINW.L tracks MSCI World/Financials NR USD, while 500U.L tracks S&P 500 Index. Their fees differ too: 0.30% for FINW.L and 0.15% for 500U.L.