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LUXG.L vs. 500G.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

LUXG.L vs. 500G.L - Performance Comparison

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

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LUXG.L vs. 500G.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
LUXG.L
Amundi ETF S&P Global Luxury UCITS ETF USD
-10.47%6.94%-0.12%9.77%-14.46%23.84%31.63%24.83%-7.67%26.63%
500G.L
Amundi S&P 500 Swap UCITS ETF USD Acc
-3.13%9.44%27.44%19.89%-8.86%31.35%13.81%27.01%0.05%10.79%

Returns By Period

In the year-to-date period, LUXG.L achieves a -10.47% return, which is significantly lower than 500G.L's -3.13% return. Over the past 10 years, LUXG.L has underperformed 500G.L with an annualized return of 9.39%, while 500G.L has yielded a comparatively higher 14.77% annualized return.


LUXG.L

1D
2.34%
1M
-6.84%
YTD
-10.47%
6M
-7.07%
1Y
5.51%
3Y*
-2.90%
5Y*
0.87%
10Y*
9.39%

500G.L

1D
1.61%
1M
-3.27%
YTD
-3.13%
6M
0.09%
1Y
14.84%
3Y*
15.85%
5Y*
12.74%
10Y*
14.77%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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LUXG.L vs. 500G.L - Expense Ratio Comparison

LUXG.L has a 0.25% expense ratio, which is higher than 500G.L's 0.15% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Return for Risk

LUXG.L vs. 500G.L — Risk / Return Rank

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

LUXG.L
LUXG.L Risk / Return Rank: 1818
Overall Rank
LUXG.L Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
LUXG.L Sortino Ratio Rank: 1919
Sortino Ratio Rank
LUXG.L Omega Ratio Rank: 1818
Omega Ratio Rank
LUXG.L Calmar Ratio Rank: 1818
Calmar Ratio Rank
LUXG.L Martin Ratio Rank: 1919
Martin Ratio Rank

500G.L
500G.L Risk / Return Rank: 5858
Overall Rank
500G.L Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
500G.L Sortino Ratio Rank: 4949
Sortino Ratio Rank
500G.L Omega Ratio Rank: 5151
Omega Ratio Rank
500G.L Calmar Ratio Rank: 7474
Calmar Ratio Rank
500G.L Martin Ratio Rank: 6767
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.

LUXG.L vs. 500G.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi ETF S&P Global Luxury UCITS ETF USD (LUXG.L) and Amundi S&P 500 Swap UCITS ETF USD Acc (500G.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.


LUXG.L500G.LDifference

Sharpe ratio

Return per unit of total volatility

0.28

0.95

-0.68

Sortino ratio

Return per unit of downside risk

0.52

1.38

-0.86

Omega ratio

Gain probability vs. loss probability

1.07

1.20

-0.14

Calmar ratio

Return relative to maximum drawdown

0.32

2.06

-1.74

Martin ratio

Return relative to average drawdown

1.07

7.18

-6.11

LUXG.L vs. 500G.L - Sharpe Ratio Comparison

The current LUXG.L Sharpe Ratio is 0.28, which is lower than the 500G.L Sharpe Ratio of 0.95. The chart below compares the historical Sharpe Ratios of LUXG.L and 500G.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


LUXG.L500G.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.28

0.95

-0.68

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.04

0.89

-0.84

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.47

0.95

-0.49

Sharpe Ratio (All Time)

Calculated using the full available price history

0.49

0.99

-0.49

Correlation

The correlation between LUXG.L and 500G.L is 0.72, 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

LUXG.L vs. 500G.L - Dividend Comparison

Neither LUXG.L nor 500G.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

LUXG.L vs. 500G.L - Drawdown Comparison

The maximum LUXG.L drawdown since its inception was -36.58%, which is greater than 500G.L's maximum drawdown of -25.52%. Use the drawdown chart below to compare losses from any high point for LUXG.L and 500G.L.


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Drawdown Indicators


LUXG.L500G.LDifference

Max Drawdown

Largest peak-to-trough decline

-36.58%

-25.52%

-11.06%

Max Drawdown (1Y)

Largest decline over 1 year

-15.95%

-10.72%

-5.23%

Max Drawdown (5Y)

Largest decline over 5 years

-29.20%

-21.12%

-8.08%

Max Drawdown (10Y)

Largest decline over 10 years

-36.58%

-25.52%

-11.06%

Current Drawdown

Current decline from peak

-14.84%

-4.76%

-10.08%

Average Drawdown

Average peak-to-trough decline

-8.10%

-3.33%

-4.77%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.78%

2.04%

+2.74%

Volatility

LUXG.L vs. 500G.L - Volatility Comparison

Amundi ETF S&P Global Luxury UCITS ETF USD (LUXG.L) has a higher volatility of 6.60% compared to Amundi S&P 500 Swap UCITS ETF USD Acc (500G.L) at 3.74%. This indicates that LUXG.L's price experiences larger fluctuations and is considered to be riskier than 500G.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LUXG.L500G.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.60%

3.74%

+2.86%

Volatility (6M)

Calculated over the trailing 6-month period

13.18%

8.35%

+4.83%

Volatility (1Y)

Calculated over the trailing 1-year period

19.77%

15.53%

+4.24%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.30%

14.37%

+5.93%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.19%

15.57%

+4.62%