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SP5.PA vs. IWMO.MI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SP5.PA vs. IWMO.MI - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Amundi S&P 500 UCITS ETF - Dist EUR (SP5.PA) and iShares Edge MSCI World Momentum Factor UCITS ETF (Acc) (IWMO.MI). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SP5.PA achieves a 11.61% return, which is significantly lower than IWMO.MI's 22.51% return. Both investments have delivered pretty close results over the past 10 years, with SP5.PA having a 15.18% annualized return and IWMO.MI not far ahead at 15.31%.


SP5.PA

1D
-0.13%
1M
5.23%
YTD
11.61%
6M
11.49%
1Y
25.83%
3Y*
19.03%
5Y*
14.95%
10Y*
15.18%

IWMO.MI

1D
-0.90%
1M
8.73%
YTD
22.51%
6M
23.74%
1Y
31.60%
3Y*
26.15%
5Y*
14.68%
10Y*
15.31%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SP5.PA vs. IWMO.MI - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SP5.PA
Amundi S&P 500 UCITS ETF - Dist EUR
11.61%4.06%34.08%22.28%-13.91%40.50%7.97%33.38%-0.25%7.00%
IWMO.MI
iShares Edge MSCI World Momentum Factor UCITS ETF (Acc)
22.51%8.04%39.23%7.91%-13.96%24.82%17.08%31.14%0.40%16.05%

Correlation

The correlation between SP5.PA and IWMO.MI is 0.79, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.79

Correlation (3Y)
Calculated over the trailing 3-year period

0.84

Correlation (5Y)
Calculated over the trailing 5-year period

0.82

Correlation (10Y)
Calculated over the trailing 10-year period

0.82

Correlation (All Time)
Calculated using the full available price history since Feb 18, 2015

0.80

The correlation between SP5.PA and IWMO.MI has been stable across timeframes, ranging from 0.79 to 0.84 - a consistent structural relationship.

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Return for Risk

SP5.PA vs. IWMO.MI — Risk / Return Rank

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

SP5.PA
SP5.PA Risk / Return Rank: 7070
Overall Rank
SP5.PA Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
SP5.PA Sortino Ratio Rank: 6767
Sortino Ratio Rank
SP5.PA Omega Ratio Rank: 7272
Omega Ratio Rank
SP5.PA Calmar Ratio Rank: 7373
Calmar Ratio Rank
SP5.PA Martin Ratio Rank: 7070
Martin Ratio Rank

IWMO.MI
IWMO.MI Risk / Return Rank: 6363
Overall Rank
IWMO.MI Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
IWMO.MI Sortino Ratio Rank: 6161
Sortino Ratio Rank
IWMO.MI Omega Ratio Rank: 5757
Omega Ratio Rank
IWMO.MI Calmar Ratio Rank: 7171
Calmar Ratio Rank
IWMO.MI Martin Ratio Rank: 7272
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.

SP5.PA vs. IWMO.MI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi S&P 500 UCITS ETF - Dist EUR (SP5.PA) and iShares Edge MSCI World Momentum Factor UCITS ETF (Acc) (IWMO.MI). 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.


SP5.PAIWMO.MIDifference
Sharpe ratioReturn per unit of total volatility

+0.36

Sortino ratioReturn per unit of downside risk

+0.22

Omega ratioGain probability vs. loss probability

1.42

1.34

+0.08

Calmar ratioReturn relative to maximum drawdown

3.60

3.50

+0.10

Martin ratioReturn relative to average drawdown

12.87

13.36

-0.48

SP5.PA vs. IWMO.MI - Sharpe Ratio Comparison

The current SP5.PA Sharpe Ratio is 2.23, which is comparable to the IWMO.MI Sharpe Ratio of 1.87. The chart below compares the historical Sharpe Ratios of SP5.PA and IWMO.MI, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


SP5.PAIWMO.MIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.23

1.87

+0.36

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.97

0.84

+0.13

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.93

0.90

+0.03

Sharpe Ratio (All Time)

Calculated using the full available price history

0.92

0.80

+0.12

Drawdowns

SP5.PA vs. IWMO.MI - Drawdown Comparison

The maximum SP5.PA drawdown since its inception was -33.67%, which is greater than IWMO.MI's maximum drawdown of -31.03%. Use the drawdown chart below to compare losses from any high point for SP5.PA and IWMO.MI.


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Drawdown Indicators


SP5.PAIWMO.MIDifference

Max Drawdown

Largest peak-to-trough decline

-33.67%

-31.03%

-2.64%

Max Drawdown (1Y)

Largest decline over 1 year

-7.08%

-9.04%

+1.96%

Max Drawdown (3Y)

Largest decline over 3 years

-23.28%

-23.45%

+0.17%

Max Drawdown (5Y)

Largest decline over 5 years

-23.28%

-23.45%

+0.17%

Max Drawdown (10Y)

Largest decline over 10 years

-33.67%

-31.03%

-2.64%

Current Drawdown

Current decline from peak

-0.44%

-0.90%

+0.46%

Average Drawdown

Average peak-to-trough decline

-4.12%

-5.88%

+1.76%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.99%

2.37%

-0.38%

Volatility

SP5.PA vs. IWMO.MI - Volatility Comparison

The current volatility for Amundi S&P 500 UCITS ETF - Dist EUR (SP5.PA) is 2.64%, while iShares Edge MSCI World Momentum Factor UCITS ETF (Acc) (IWMO.MI) has a volatility of 5.79%. This indicates that SP5.PA experiences smaller price fluctuations and is considered to be less risky than IWMO.MI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SP5.PAIWMO.MIDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.64%

5.79%

-3.15%

Volatility (6M)

Calculated over the trailing 6-month period

7.52%

14.18%

-6.66%

Volatility (1Y)

Calculated over the trailing 1-year period

11.42%

16.87%

-5.45%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.18%

17.29%

-2.11%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.07%

17.60%

-1.53%

SP5.PA vs. IWMO.MI - Expense Ratio Comparison

SP5.PA has a 0.05% expense ratio, which is lower than IWMO.MI's 0.25% 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%.


Dividends

SP5.PA vs. IWMO.MI - Dividend Comparison

SP5.PA's dividend yield for the trailing twelve months is around 0.89%, while IWMO.MI has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
IWMO.MI
iShares Edge MSCI World Momentum Factor UCITS ETF (Acc)
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SP5.PA
Amundi S&P 500 UCITS ETF - Dist EUR
0.89%1.00%1.20%1.05%2.12%1.09%1.55%1.64%1.93%1.76%1.89%2.03%

Frequently Asked Questions


SP5.PA and IWMO.MI have a correlation of 0.79, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, SP5.PA is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SP5.PA is cheaper with a 0.05% expense ratio, compared with 0.25% for IWMO.MI.

SP5.PA is categorized as S&P 500, while IWMO.MI is Momentum. SP5.PA tracks S&P 500 Index, while IWMO.MI tracks MSCI World Momentum Index. They also come from different issuers: Amundi and iShares. Their fees differ too: 0.05% for SP5.PA and 0.25% for IWMO.MI.

Portfolio Optimizer

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