PE500.PA vs. ANXU.L
PE500.PA (Amundi ETF PEA S&P 500 UCITS ETF EUR) and ANXU.L (Amundi Nasdaq-100 UCITS USD) are both exchange-traded funds - PE500.PA is a S&P 500 fund tracking the S&P 500 ESG+ Index, while ANXU.L is a Nasdaq-100 fund tracking the Russell 1000 Growth TR USD. Both are passively managed. Over the past 5 years, PE500.PA returned 14.38%/yr vs 18.88%/yr for ANXU.L. Their correlation of 0.80 suggests significant overlap in exposure. PE500.PA charges 0.25%/yr vs 0.13%/yr for ANXU.L.
Performance
PE500.PA vs. ANXU.L - Performance Comparison
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Different Trading Currencies
PE500.PA is traded in EUR, while ANXU.L is traded in USD. To make them comparable, the ANXU.L values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, PE500.PA achieves a 10.83% return, which is significantly lower than ANXU.L's 21.02% return.
PE500.PA
- 1D
- 0.63%
- 1M
- 4.10%
- YTD
- 10.83%
- 6M
- 10.75%
- 1Y
- 27.52%
- 3Y*
- 18.15%
- 5Y*
- 14.38%
- 10Y*
- —
ANXU.L
- 1D
- -0.84%
- 1M
- 9.23%
- YTD
- 21.02%
- 6M
- 19.59%
- 1Y
- 38.17%
- 3Y*
- 24.75%
- 5Y*
- 18.88%
- 10Y*
- 21.43%
PE500.PA vs. ANXU.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
PE500.PA Amundi ETF PEA S&P 500 UCITS ETF EUR | 10.83% | 3.89% | 32.77% | 21.94% | -14.19% | 40.52% | 7.92% | 13.82% |
ANXU.L Amundi Nasdaq-100 UCITS USD | 21.04% | 5.63% | 35.10% | 51.81% | -29.10% | 38.30% | 33.72% | 19.36% |
Correlation
The correlation between PE500.PA and ANXU.L is 0.83, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.83 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.85 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.85 |
Correlation (All Time) Calculated using the full available price history since May 21, 2019 | 0.80 |
The correlation between PE500.PA and ANXU.L has been stable across timeframes, ranging from 0.80 to 0.85 - a consistent structural relationship.
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Return for Risk
PE500.PA vs. ANXU.L — Risk / Return Rank
PE500.PA
ANXU.L
PE500.PA vs. ANXU.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Amundi ETF PEA S&P 500 UCITS ETF EUR (PE500.PA) and Amundi Nasdaq-100 UCITS USD (ANXU.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.
| PE500.PA | ANXU.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.10 | ||
| Sortino ratioReturn per unit of downside risk | +0.20 | ||
| Omega ratioGain probability vs. loss probability | 1.44 | 1.41 | +0.03 |
| Calmar ratioReturn relative to maximum drawdown | 3.66 | 3.71 | -0.05 |
| Martin ratioReturn relative to average drawdown | 14.05 | 10.91 | +3.14 |
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
| PE500.PA | ANXU.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.42 | 2.32 | +0.10 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.93 | 0.92 | +0.01 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 1.14 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.90 | 1.26 | -0.36 |
Drawdowns
PE500.PA vs. ANXU.L - Drawdown Comparison
The maximum PE500.PA drawdown since its inception was -33.60%, which is greater than ANXU.L's maximum drawdown of -31.18%. Use the drawdown chart below to compare losses from any high point for PE500.PA and ANXU.L.
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Drawdown Indicators
| PE500.PA | ANXU.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.60% | -31.18% | -2.42% |
Max Drawdown (1Y)Largest decline over 1 year | -7.47% | -10.24% | +2.77% |
Max Drawdown (3Y)Largest decline over 3 years | -23.69% | -25.90% | +2.21% |
Max Drawdown (5Y)Largest decline over 5 years | -23.69% | -31.18% | +7.49% |
Max Drawdown (10Y)Largest decline over 10 years | — | -31.18% | — |
Current DrawdownCurrent decline from peak | 0.00% | -0.84% | +0.84% |
Average DrawdownAverage peak-to-trough decline | -4.85% | -5.69% | +0.84% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.96% | 3.49% | -1.53% |
Volatility
PE500.PA vs. ANXU.L - Volatility Comparison
The current volatility for Amundi ETF PEA S&P 500 UCITS ETF EUR (PE500.PA) is 2.83%, while Amundi Nasdaq-100 UCITS USD (ANXU.L) has a volatility of 4.74%. This indicates that PE500.PA experiences smaller price fluctuations and is considered to be less risky than ANXU.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PE500.PA | ANXU.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.83% | 4.74% | -1.91% |
Volatility (6M)Calculated over the trailing 6-month period | 7.53% | 11.90% | -4.37% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.30% | 16.40% | -5.10% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.18% | 20.61% | -5.43% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.98% | 21.43% | -4.45% |
PE500.PA vs. ANXU.L - Expense Ratio Comparison
PE500.PA has a 0.25% expense ratio, which is higher than ANXU.L's 0.13% 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%.
Dividends
PE500.PA vs. ANXU.L - Dividend Comparison
Neither PE500.PA nor ANXU.L has paid dividends to shareholders.
Frequently Asked Questions
PE500.PA and ANXU.L have a correlation of 0.83, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, ANXU.L is cheaper at 0.13% per year. The better choice depends on whether you care most about return, fees, risk, or income.
ANXU.L is cheaper with a 0.13% expense ratio, compared with 0.25% for PE500.PA.
PE500.PA is categorized as S&P 500, while ANXU.L is Nasdaq-100. PE500.PA tracks S&P 500 ESG+ Index, while ANXU.L tracks Russell 1000 Growth TR USD. Their fees differ too: 0.25% for PE500.PA and 0.13% for ANXU.L.
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