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S500.PA vs. IITU.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

S500.PA vs. IITU.L - Performance Comparison

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

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S500.PA vs. IITU.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
S500.PA
Amundi S&P 500 ESG UCITS ETF Acc EUR
-3.11%4.58%33.45%23.34%-13.75%42.99%6.93%32.56%-1.91%5.79%
IITU.L
iShares S&P 500 Information Technology Sector UCITS ETF USD (Acc)
-7.23%8.47%47.65%53.89%-24.72%44.50%30.83%53.38%3.00%20.18%
Different Trading Currencies

S500.PA is traded in EUR, while IITU.L is traded in GBp. To make them comparable, the IITU.L values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, S500.PA achieves a -3.11% return, which is significantly higher than IITU.L's -7.23% return.


S500.PA

1D
1.79%
1M
-3.55%
YTD
-3.11%
6M
1.50%
1Y
11.66%
3Y*
16.25%
5Y*
12.95%
10Y*

IITU.L

1D
3.56%
1M
-1.84%
YTD
-7.23%
6M
-5.40%
1Y
20.88%
3Y*
24.32%
5Y*
18.22%
10Y*
22.28%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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S500.PA vs. IITU.L - Expense Ratio Comparison

S500.PA has a 0.12% expense ratio, which is lower than IITU.L's 0.15% 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%.


Return for Risk

S500.PA vs. IITU.L — Risk / Return Rank

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

S500.PA
S500.PA Risk / Return Rank: 5555
Overall Rank
S500.PA Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
S500.PA Sortino Ratio Rank: 3232
Sortino Ratio Rank
S500.PA Omega Ratio Rank: 3434
Omega Ratio Rank
S500.PA Calmar Ratio Rank: 8989
Calmar Ratio Rank
S500.PA Martin Ratio Rank: 8888
Martin Ratio Rank

IITU.L
IITU.L Risk / Return Rank: 5555
Overall Rank
IITU.L Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
IITU.L Sortino Ratio Rank: 6161
Sortino Ratio Rank
IITU.L Omega Ratio Rank: 5555
Omega Ratio Rank
IITU.L Calmar Ratio Rank: 5757
Calmar Ratio Rank
IITU.L Martin Ratio Rank: 4242
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.

S500.PA vs. IITU.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi S&P 500 ESG UCITS ETF Acc EUR (S500.PA) and iShares S&P 500 Information Technology Sector UCITS ETF USD (Acc) (IITU.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.


S500.PAIITU.LDifference

Sharpe ratio

Return per unit of total volatility

0.68

0.85

-0.17

Sortino ratio

Return per unit of downside risk

1.01

1.28

-0.27

Omega ratio

Gain probability vs. loss probability

1.15

1.17

-0.02

Calmar ratio

Return relative to maximum drawdown

3.16

1.27

+1.89

Martin ratio

Return relative to average drawdown

11.75

3.46

+8.29

S500.PA vs. IITU.L - Sharpe Ratio Comparison

The current S500.PA Sharpe Ratio is 0.68, which is comparable to the IITU.L Sharpe Ratio of 0.85. The chart below compares the historical Sharpe Ratios of S500.PA and IITU.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


S500.PAIITU.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.68

0.85

-0.17

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.84

0.81

+0.03

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.87

0.95

-0.08

Correlation

The correlation between S500.PA and IITU.L is 0.73, 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

S500.PA vs. IITU.L - Dividend Comparison

Neither S500.PA nor IITU.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

S500.PA vs. IITU.L - Drawdown Comparison

The maximum S500.PA drawdown since its inception was -33.76%, which is greater than IITU.L's maximum drawdown of -30.70%. Use the drawdown chart below to compare losses from any high point for S500.PA and IITU.L.


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Drawdown Indicators


S500.PAIITU.LDifference

Max Drawdown

Largest peak-to-trough decline

-33.76%

-28.03%

-5.73%

Max Drawdown (1Y)

Largest decline over 1 year

-13.72%

-16.76%

+3.04%

Max Drawdown (5Y)

Largest decline over 5 years

-23.37%

-28.03%

+4.66%

Max Drawdown (10Y)

Largest decline over 10 years

-28.03%

Current Drawdown

Current decline from peak

-5.24%

-13.74%

+8.50%

Average Drawdown

Average peak-to-trough decline

-4.70%

-5.17%

+0.47%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.97%

6.26%

-4.29%

Volatility

S500.PA vs. IITU.L - Volatility Comparison

The current volatility for Amundi S&P 500 ESG UCITS ETF Acc EUR (S500.PA) is 3.78%, while iShares S&P 500 Information Technology Sector UCITS ETF USD (Acc) (IITU.L) has a volatility of 5.84%. This indicates that S500.PA experiences smaller price fluctuations and is considered to be less risky than IITU.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


S500.PAIITU.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.78%

5.84%

-2.06%

Volatility (6M)

Calculated over the trailing 6-month period

8.37%

15.26%

-6.89%

Volatility (1Y)

Calculated over the trailing 1-year period

17.04%

24.70%

-7.66%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.26%

22.49%

-7.23%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.29%

21.69%

-3.40%