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SP20.AS vs. S500.PA
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SP20.AS vs. S500.PA - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares S&P 500 Top 20 UCITS ETF USD Acc (SP20.AS) and Amundi S&P 500 ESG UCITS ETF Acc EUR (S500.PA). The values are adjusted to include any dividend payments, if applicable.

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SP20.AS vs. S500.PA - Yearly Performance Comparison


2026 (YTD)20252024
SP20.AS
iShares S&P 500 Top 20 UCITS ETF USD Acc
-10.91%19.56%5.33%
S500.PA
Amundi S&P 500 ESG UCITS ETF Acc EUR
-4.81%4.58%2.00%

Returns By Period

In the year-to-date period, SP20.AS achieves a -10.91% return, which is significantly lower than S500.PA's -4.81% return.


SP20.AS

1D
1.28%
1M
-6.28%
YTD
-10.91%
6M
-6.93%
1Y
22.34%
3Y*
5Y*
10Y*

S500.PA

1D
0.16%
1M
-4.48%
YTD
-4.81%
6M
0.24%
1Y
11.43%
3Y*
15.57%
5Y*
12.55%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SP20.AS vs. S500.PA - Expense Ratio Comparison

SP20.AS has a 0.20% expense ratio, which is higher than S500.PA's 0.12% 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

SP20.AS vs. S500.PA — Risk / Return Rank

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

SP20.AS
SP20.AS Risk / Return Rank: 6868
Overall Rank
SP20.AS Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
SP20.AS Sortino Ratio Rank: 6969
Sortino Ratio Rank
SP20.AS Omega Ratio Rank: 6363
Omega Ratio Rank
SP20.AS Calmar Ratio Rank: 7272
Calmar Ratio Rank
SP20.AS Martin Ratio Rank: 7171
Martin Ratio Rank

S500.PA
S500.PA Risk / Return Rank: 5252
Overall Rank
S500.PA Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
S500.PA Sortino Ratio Rank: 3434
Sortino Ratio Rank
S500.PA Omega Ratio Rank: 3636
Omega Ratio Rank
S500.PA Calmar Ratio Rank: 7979
Calmar Ratio Rank
S500.PA Martin Ratio Rank: 7676
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.

SP20.AS vs. S500.PA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares S&P 500 Top 20 UCITS ETF USD Acc (SP20.AS) and Amundi S&P 500 ESG UCITS ETF Acc EUR (S500.PA). 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.


SP20.ASS500.PADifference

Sharpe ratio

Return per unit of total volatility

1.16

0.67

+0.49

Sortino ratio

Return per unit of downside risk

1.73

0.99

+0.74

Omega ratio

Gain probability vs. loss probability

1.23

1.15

+0.08

Calmar ratio

Return relative to maximum drawdown

1.83

2.19

-0.35

Martin ratio

Return relative to average drawdown

7.28

8.19

-0.92

SP20.AS vs. S500.PA - Sharpe Ratio Comparison

The current SP20.AS Sharpe Ratio is 1.16, which is higher than the S500.PA Sharpe Ratio of 0.67. The chart below compares the historical Sharpe Ratios of SP20.AS and S500.PA, 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


SP20.ASS500.PADifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.16

0.67

+0.49

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.81

Sharpe Ratio (All Time)

Calculated using the full available price history

0.45

0.85

-0.41

Correlation

The correlation between SP20.AS and S500.PA is 0.74, 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

SP20.AS vs. S500.PA - Dividend Comparison

Neither SP20.AS nor S500.PA has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

SP20.AS vs. S500.PA - Drawdown Comparison

The maximum SP20.AS drawdown since its inception was -23.48%, smaller than the maximum S500.PA drawdown of -33.76%. Use the drawdown chart below to compare losses from any high point for SP20.AS and S500.PA.


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Drawdown Indicators


SP20.ASS500.PADifference

Max Drawdown

Largest peak-to-trough decline

-23.48%

-33.76%

+10.28%

Max Drawdown (1Y)

Largest decline over 1 year

-13.36%

-13.72%

+0.36%

Max Drawdown (5Y)

Largest decline over 5 years

-23.37%

Current Drawdown

Current decline from peak

-12.25%

-6.90%

-5.35%

Average Drawdown

Average peak-to-trough decline

-4.06%

-4.70%

+0.64%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.37%

1.95%

+1.42%

Volatility

SP20.AS vs. S500.PA - Volatility Comparison

iShares S&P 500 Top 20 UCITS ETF USD Acc (SP20.AS) has a higher volatility of 4.64% compared to Amundi S&P 500 ESG UCITS ETF Acc EUR (S500.PA) at 3.19%. This indicates that SP20.AS's price experiences larger fluctuations and is considered to be riskier than S500.PA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SP20.ASS500.PADifference

Volatility (1M)

Calculated over the trailing 1-month period

4.64%

3.19%

+1.45%

Volatility (6M)

Calculated over the trailing 6-month period

10.81%

8.19%

+2.62%

Volatility (1Y)

Calculated over the trailing 1-year period

19.13%

16.96%

+2.17%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.37%

15.24%

+4.13%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.37%

18.29%

+1.08%