IUSA.MI vs. S500.PA

Last updated Apr 3, 2026

Compare and contrast key facts about iShares Core S&P 500 UCITS ETF USD Dist (IUSA.MI) and Amundi S&P 500 ESG UCITS ETF Acc EUR (S500.PA).

IUSA.MI 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. IUSA.MI is a passively managed fund by iShares that tracks the performance of the S&P 500 Index. It was launched on Mar 15, 2002. 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 IUSA.MI 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

IUSA.MI vs. S500.PA - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares Core S&P 500 UCITS ETF USD Dist (IUSA.MI) and Amundi S&P 500 ESG UCITS ETF Acc EUR (S500.PA). The values are adjusted to include any dividend payments, if applicable.

IUSA.MI vs. S500.PA - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
IUSA.MI iShares Core S&P 500 UCITS ETF USD Dist	-2.83%	4.45%	33.78%	22.41%	-14.63%	41.22%	7.78%	34.61%	-0.92%	5.24%
S500.PA Amundi S&P 500 ESG UCITS ETF Acc EUR	-2.93%	4.58%	33.45%	23.34%	-13.75%	42.99%	6.93%	32.56%	-1.91%	5.79%

Returns By Period

The year-to-date returns for both stocks are quite close, with IUSA.MI having a -2.83% return and S500.PA slightly lower at -2.93%.

IUSA.MI

• 1D: 0.23%
• 1M: -2.53%
• YTD: -2.83%
• 6M: -0.02%
• 1Y: 10.49%
• 3Y*: 16.14%
• 5Y*: 12.28%
• 10Y*: 13.84%

S500.PA

• 1D: 0.19%
• 1M: -3.11%
• YTD: -2.93%
• 6M: 1.22%
• 1Y: 11.87%
• 3Y*: 16.16%
• 5Y*: 12.99%
• 10Y*: —

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

IUSA.MI vs. S500.PA - Expense Ratio Comparison

IUSA.MI has a 0.07% expense ratio, which is lower than S500.PA's 0.12% 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%.

S500.PA

Amundi S&P 500 ESG UCITS ETF Acc EUR

IUSA.MI

iShares Core S&P 500 UCITS ETF USD Dist

Return for Risk

IUSA.MI vs. S500.PA — Risk / Return Rank

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

IUSA.MI

IUSA.MI Risk / Return Rank: 34
IUSA.MI Sharpe Ratio Rank: 30
IUSA.MI Sortino Ratio Rank: 29
IUSA.MI Omega Ratio Rank: 31
IUSA.MI Calmar Ratio Rank: 39
IUSA.MI Martin Ratio Rank: 39

S500.PA

S500.PA Risk / Return Rank: 56
S500.PA Sharpe Ratio Rank: 34
S500.PA Sortino Ratio Rank: 32
S500.PA Omega Ratio Rank: 34
S500.PA Calmar Ratio Rank: 91
S500.PA Martin Ratio Rank: 90

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.

IUSA.MI vs. S500.PA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Core S&P 500 UCITS ETF USD Dist (IUSA.MI) 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.

	IUSA.MI	S500.PA	Difference
Sharpe ratio Return per unit of total volatility	0.62	0.69	-0.07
Sortino ratio Return per unit of downside risk	0.93	1.02	-0.09
Omega ratio Gain probability vs. loss probability	1.14	1.15	-0.01
Calmar ratio Return relative to maximum drawdown	1.24	3.75	-2.51
Martin ratio Return relative to average drawdown	4.48	13.74	-9.26
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

IUSA.MI vs. S500.PA - Sharpe Ratio Comparison

The current IUSA.MI Sharpe Ratio is 0.62, which is comparable to the S500.PA Sharpe Ratio of 0.69. The chart below compares the historical Sharpe Ratios of IUSA.MI 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

	IUSA.MI	S500.PA	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.62	0.69	-0.07
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.80	0.84	-0.04
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.85	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.61	0.87	-0.26

Correlation

The correlation between IUSA.MI and S500.PA is 0.84, 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

IUSA.MI vs. S500.PA - Dividend Comparison

IUSA.MI's dividend yield for the trailing twelve months is around 1.14%, while S500.PA has not paid dividends to shareholders.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
IUSA.MI iShares Core S&P 500 UCITS ETF USD Dist	1.14%	1.08%	1.07%	1.36%	1.55%	1.16%	1.62%	1.67%	2.01%	1.74%	1.51%	1.68%
S500.PA Amundi S&P 500 ESG UCITS ETF Acc EUR	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Drawdowns

IUSA.MI vs. S500.PA - Drawdown Comparison

The maximum IUSA.MI drawdown since its inception was -51.36%, which is greater than S500.PA's maximum drawdown of -33.76%. Use the drawdown chart below to compare losses from any high point for IUSA.MI and S500.PA.

Drawdown Indicators

	IUSA.MI	S500.PA	Difference
Max Drawdown Largest peak-to-trough decline	-51.36%	-33.76%	-17.60%
Max Drawdown (1Y) Largest decline over 1 year	-8.46%	-8.76%	+0.30%
Max Drawdown (5Y) Largest decline over 5 years	-23.25%	-23.37%	+0.12%
Max Drawdown (10Y) Largest decline over 10 years	-33.61%	—	—
Current Drawdown Current decline from peak	-5.02%	-5.06%	+0.04%
Average Drawdown Average peak-to-trough decline	-7.57%	-4.70%	-2.87%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.34%	2.00%	+0.34%

Volatility

IUSA.MI vs. S500.PA - Volatility Comparison

iShares Core S&P 500 UCITS ETF USD Dist (IUSA.MI) and Amundi S&P 500 ESG UCITS ETF Acc EUR (S500.PA) have volatilities of 3.53% and 3.68%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	IUSA.MI	S500.PA	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.53%	3.68%	-0.15%
Volatility (6M) Calculated over the trailing 6-month period	8.46%	8.36%	+0.10%
Volatility (1Y) Calculated over the trailing 1-year period	17.00%	16.97%	+0.03%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.14%	15.25%	-0.11%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.11%	18.29%	-2.18%