PortfoliosLab logoPortfoliosLab logo
GLDA.L vs. 500U.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

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

The chart below illustrates the hypothetical performance of a £10,000 investment in Amundi Physical Gold ETC (C) (GLDA.L) and Amundi S&P 500 Swap UCITS ETF USD Acc (500U.L). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Different Trading Currencies

GLDA.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, GLDA.L achieves a 3.18% return, which is significantly lower than 500U.L's 10.84% return.


GLDA.L

1D
-1.21%
1M
-2.91%
YTD
3.18%
6M
4.27%
1Y
33.20%
3Y*
27.70%
5Y*
19.92%
10Y*

500U.L

1D
-0.22%
1M
5.69%
YTD
10.84%
6M
10.80%
1Y
29.37%
3Y*
19.38%
5Y*
15.05%
10Y*
16.58%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020
GLDA.L
Amundi Physical Gold ETC (C)
3.18%53.56%28.19%7.26%12.68%-3.12%-2.69%
500U.L
Amundi S&P 500 Swap UCITS ETF USD Acc
10.84%9.90%26.63%20.51%-9.65%31.37%14.46%

Correlation

The correlation between GLDA.L and 500U.L is 0.13, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.13

Correlation (3Y)
Calculated over the trailing 3-year period

0.04

Correlation (5Y)
Calculated over the trailing 5-year period

-0.01

Correlation (All Time)
Calculated using the full available price history since May 19, 2020

0.00

The correlation between GLDA.L and 500U.L shifts across timeframes, from -0.01 (5 years) to 0.13 (1 year), reflecting how their relationship changes across market environments.

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

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

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

GLDA.L
GLDA.L Risk / Return Rank: 3737
Overall Rank
GLDA.L Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
GLDA.L Sortino Ratio Rank: 3535
Sortino Ratio Rank
GLDA.L Omega Ratio Rank: 4343
Omega Ratio Rank
GLDA.L Calmar Ratio Rank: 3737
Calmar Ratio Rank
GLDA.L Martin Ratio Rank: 3333
Martin Ratio Rank

500U.L
500U.L Risk / Return Rank: 7474
Overall Rank
500U.L Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
500U.L Sortino Ratio Rank: 7979
Sortino Ratio Rank
500U.L Omega Ratio Rank: 7474
Omega Ratio Rank
500U.L Calmar Ratio Rank: 6868
Calmar Ratio Rank
500U.L Martin Ratio Rank: 7777
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.

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

This table presents a comparison of risk-adjusted performance metrics for Amundi Physical Gold ETC (C) (GLDA.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.


GLDA.L500U.LDifference
Sharpe ratioReturn per unit of total volatility

-1.06

Sortino ratioReturn per unit of downside risk

-1.50

Omega ratioGain probability vs. loss probability

1.28

1.45

-0.17

Calmar ratioReturn relative to maximum drawdown

1.85

4.06

-2.22

Martin ratioReturn relative to average drawdown

5.02

13.65

-8.63

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

The current GLDA.L Sharpe Ratio is 1.41, which is lower than the 500U.L Sharpe Ratio of 2.47. The chart below compares the historical Sharpe Ratios of GLDA.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.


Loading charts...

Sharpe Ratios by Period


GLDA.L500U.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.41

2.47

-1.06

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.40

1.00

+0.40

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.17

Sharpe Ratio (All Time)

Calculated using the full available price history

1.06

1.33

-0.28

Drawdowns

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

The maximum GLDA.L drawdown since its inception was -21.57%, smaller than the maximum 500U.L drawdown of -26.14%. Use the drawdown chart below to compare losses from any high point for GLDA.L and 500U.L.


Loading charts...

Drawdown Indicators


GLDA.L500U.LDifference

Max Drawdown

Largest peak-to-trough decline

-21.57%

-26.14%

+4.57%

Max Drawdown (1Y)

Largest decline over 1 year

-17.90%

-7.19%

-10.71%

Max Drawdown (3Y)

Largest decline over 3 years

-17.90%

-20.95%

+3.05%

Max Drawdown (5Y)

Largest decline over 5 years

-17.90%

-20.95%

+3.05%

Max Drawdown (10Y)

Largest decline over 10 years

-26.14%

Current Drawdown

Current decline from peak

-16.61%

-0.22%

-16.39%

Average Drawdown

Average peak-to-trough decline

-5.40%

-3.62%

-1.78%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.59%

2.15%

+4.44%

Volatility

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

Amundi Physical Gold ETC (C) (GLDA.L) has a higher volatility of 5.18% compared to Amundi S&P 500 Swap UCITS ETF USD Acc (500U.L) at 3.58%. This indicates that GLDA.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.


Loading charts...

Volatility by Period


GLDA.L500U.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.18%

3.58%

+1.60%

Volatility (6M)

Calculated over the trailing 6-month period

20.40%

8.66%

+11.74%

Volatility (1Y)

Calculated over the trailing 1-year period

23.46%

11.91%

+11.55%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.66%

15.26%

+2.40%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.02%

18.56%

-0.54%

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

GLDA.L has a 0.12% expense ratio, which is lower than 500U.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

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

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


Tickers have no history of dividend payments

Frequently Asked Questions


GLDA.L and 500U.L have a correlation of 0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, GLDA.L is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.

GLDA.L is cheaper with a 0.12% expense ratio, compared with 0.15% for 500U.L.

GLDA.L is categorized as Precious Metals, while 500U.L is S&P 500. GLDA.L tracks Gold, while 500U.L tracks S&P 500 Index. Their fees differ too: 0.12% for GLDA.L and 0.15% for 500U.L.

Portfolio Optimizer

Find the right allocation for GLDA.L and 500U.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