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RS2G.L vs. 500G.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

RS2G.L vs. 500G.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Amundi Russell 2000 UCITS ETF USD (RS2G.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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RS2G.L vs. 500G.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
RS2G.L
Amundi Russell 2000 UCITS ETF USD
2.79%4.55%11.87%12.47%-11.37%15.31%15.83%21.59%-7.91%4.60%
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, RS2G.L achieves a 2.79% return, which is significantly higher than 500G.L's -3.13% return. Over the past 10 years, RS2G.L has underperformed 500G.L with an annualized return of 10.35%, while 500G.L has yielded a comparatively higher 14.77% annualized return.


RS2G.L

1D
2.54%
1M
-3.08%
YTD
2.79%
6M
5.72%
1Y
22.80%
3Y*
10.47%
5Y*
4.28%
10Y*
10.35%

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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RS2G.L vs. 500G.L - Expense Ratio Comparison

RS2G.L has a 0.35% expense ratio, which is higher than 500G.L's 0.15% expense ratio.


Return for Risk

RS2G.L vs. 500G.L — Risk / Return Rank

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

RS2G.L
RS2G.L Risk / Return Rank: 6464
Overall Rank
RS2G.L Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
RS2G.L Sortino Ratio Rank: 6060
Sortino Ratio Rank
RS2G.L Omega Ratio Rank: 5353
Omega Ratio Rank
RS2G.L Calmar Ratio Rank: 8282
Calmar Ratio Rank
RS2G.L Martin Ratio Rank: 6666
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.

RS2G.L vs. 500G.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi Russell 2000 UCITS ETF USD (RS2G.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.


RS2G.L500G.LDifference

Sharpe ratio

Return per unit of total volatility

1.14

0.95

+0.18

Sortino ratio

Return per unit of downside risk

1.61

1.38

+0.23

Omega ratio

Gain probability vs. loss probability

1.21

1.20

+0.01

Calmar ratio

Return relative to maximum drawdown

2.61

2.06

+0.55

Martin ratio

Return relative to average drawdown

7.40

7.18

+0.21

RS2G.L vs. 500G.L - Sharpe Ratio Comparison

The current RS2G.L Sharpe Ratio is 1.14, which is comparable to the 500G.L Sharpe Ratio of 0.95. The chart below compares the historical Sharpe Ratios of RS2G.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


RS2G.L500G.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.14

0.95

+0.18

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.21

0.89

-0.68

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.50

0.95

-0.45

Sharpe Ratio (All Time)

Calculated using the full available price history

0.54

0.99

-0.45

Correlation

The correlation between RS2G.L and 500G.L is 0.76, 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

RS2G.L vs. 500G.L - Dividend Comparison

Neither RS2G.L nor 500G.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

RS2G.L vs. 500G.L - Drawdown Comparison

The maximum RS2G.L drawdown since its inception was -35.05%, 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 RS2G.L and 500G.L.


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Drawdown Indicators


RS2G.L500G.LDifference

Max Drawdown

Largest peak-to-trough decline

-35.05%

-25.52%

-9.53%

Max Drawdown (1Y)

Largest decline over 1 year

-12.70%

-10.72%

-1.98%

Max Drawdown (5Y)

Largest decline over 5 years

-30.04%

-21.12%

-8.92%

Max Drawdown (10Y)

Largest decline over 10 years

-35.05%

-25.52%

-9.53%

Current Drawdown

Current decline from peak

-5.83%

-4.76%

-1.07%

Average Drawdown

Average peak-to-trough decline

-8.67%

-3.33%

-5.34%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.07%

2.04%

+1.03%

Volatility

RS2G.L vs. 500G.L - Volatility Comparison

Amundi Russell 2000 UCITS ETF USD (RS2G.L) has a higher volatility of 6.01% compared to Amundi S&P 500 Swap UCITS ETF USD Acc (500G.L) at 3.74%. This indicates that RS2G.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


RS2G.L500G.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.01%

3.74%

+2.27%

Volatility (6M)

Calculated over the trailing 6-month period

12.74%

8.35%

+4.39%

Volatility (1Y)

Calculated over the trailing 1-year period

19.95%

15.53%

+4.42%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.19%

14.37%

+5.82%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.91%

15.57%

+5.34%