LEAD.DE vs. ^GSPC
LEAD.DE (Amundi MSCI Europe ESG Leaders UCITS ETF Acc) is Europe Equities fund tracking the MSCI Europe ESG Leaders, while ^GSPC (S&P 500 Index) is an index. Over the past 5 years, LEAD.DE returned 8.61%/yr vs 13.43%/yr for ^GSPC. At a 0.40 correlation, their price movements are largely independent.
Performance
LEAD.DE vs. ^GSPC - Performance Comparison
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Different Trading Currencies
LEAD.DE is traded in EUR, while ^GSPC is traded in USD. To make them comparable, the ^GSPC values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, LEAD.DE achieves a 9.44% return, which is significantly lower than ^GSPC's 12.06% return.
LEAD.DE
- 1D
- 0.54%
- 1M
- 4.78%
- YTD
- 9.44%
- 6M
- 11.63%
- 1Y
- 16.87%
- 3Y*
- 11.72%
- 5Y*
- 8.61%
- 10Y*
- —
^GSPC
- 1D
- 0.27%
- 1M
- 5.17%
- YTD
- 12.06%
- 6M
- 10.90%
- 1Y
- 24.89%
- 3Y*
- 17.85%
- 5Y*
- 13.43%
- 10Y*
- 13.40%
LEAD.DE vs. ^GSPC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
LEAD.DE Amundi MSCI Europe ESG Leaders UCITS ETF Acc | 9.44% | 13.89% | 6.93% | 16.25% | -11.84% | 24.71% | 1.30% |
^GSPC S&P 500 Index | 12.06% | 2.58% | 31.45% | 20.51% | -14.45% | 36.38% | 1.30% |
Correlation
The correlation between LEAD.DE and ^GSPC is 0.46, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.46 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.37 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.40 |
Correlation (All Time) Calculated using the full available price history since Dec 18, 2020 | 0.40 |
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Return for Risk
LEAD.DE vs. ^GSPC — Risk / Return Rank
LEAD.DE
^GSPC
LEAD.DE vs. ^GSPC - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Amundi MSCI Europe ESG Leaders UCITS ETF Acc (LEAD.DE) and S&P 500 Index (^GSPC). 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.
| LEAD.DE | ^GSPC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.82 | ||
| Sortino ratioReturn per unit of downside risk | -0.83 | ||
| Omega ratioGain probability vs. loss probability | 1.23 | 1.37 | -0.15 |
| Calmar ratioReturn relative to maximum drawdown | 1.61 | 3.30 | -1.69 |
| Martin ratioReturn relative to average drawdown | 6.00 | 12.34 | -6.34 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| LEAD.DE | ^GSPC | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.22 | 2.04 | -0.82 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.58 | 0.80 | -0.22 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.72 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.72 | 0.51 | +0.21 |
Drawdowns
LEAD.DE vs. ^GSPC - Drawdown Comparison
The maximum LEAD.DE drawdown since its inception was -21.53%, smaller than the maximum ^GSPC drawdown of -51.62%. Use the drawdown chart below to compare losses from any high point for LEAD.DE and ^GSPC.
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Drawdown Indicators
| LEAD.DE | ^GSPC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -21.53% | -51.62% | +30.09% |
Max Drawdown (1Y)Largest decline over 1 year | -10.43% | -7.57% | -2.86% |
Max Drawdown (3Y)Largest decline over 3 years | -16.59% | -23.99% | +7.40% |
Max Drawdown (5Y)Largest decline over 5 years | -21.53% | -23.99% | +2.46% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.42% | — |
Current DrawdownCurrent decline from peak | -1.11% | -0.20% | -0.91% |
Average DrawdownAverage peak-to-trough decline | -4.13% | -9.08% | +4.95% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.81% | 2.02% | +0.79% |
Volatility
LEAD.DE vs. ^GSPC - Volatility Comparison
Amundi MSCI Europe ESG Leaders UCITS ETF Acc (LEAD.DE) has a higher volatility of 4.67% compared to S&P 500 Index (^GSPC) at 2.24%. This indicates that LEAD.DE's price experiences larger fluctuations and is considered to be riskier than ^GSPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| LEAD.DE | ^GSPC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.67% | 2.24% | +2.43% |
Volatility (6M)Calculated over the trailing 6-month period | 11.36% | 8.62% | +2.74% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.78% | 12.29% | +1.49% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.65% | 16.79% | -2.14% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.47% | 18.59% | -4.12% |
Frequently Asked Questions
LEAD.DE and ^GSPC have a correlation of 0.46, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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