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SPYL.L vs. 500D.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SPYL.L vs. 500D.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SPDR S&P 500 UCITS ETF USD Acc (SPYL.L) and Amundi S&P 500 Swap UCITS ETF USD Dist (500D.L). The values are adjusted to include any dividend payments, if applicable.

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SPYL.L vs. 500D.L - Yearly Performance Comparison


2026 (YTD)202520242023
SPYL.L
SPDR S&P 500 UCITS ETF USD Acc
-4.07%17.39%25.33%14.46%
500D.L
Amundi S&P 500 Swap UCITS ETF USD Dist
-4.13%17.37%25.36%15.17%

Returns By Period

The year-to-date returns for both stocks are quite close, with SPYL.L having a -4.07% return and 500D.L slightly lower at -4.13%.


SPYL.L

1D
2.47%
1M
-3.65%
YTD
-4.07%
6M
-0.94%
1Y
18.34%
3Y*
5Y*
10Y*

500D.L

1D
2.43%
1M
-3.69%
YTD
-4.13%
6M
-0.99%
1Y
18.25%
3Y*
18.69%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SPYL.L vs. 500D.L - Expense Ratio Comparison

SPYL.L has a 0.03% expense ratio, which is lower than 500D.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

SPYL.L vs. 500D.L — Risk / Return Rank

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

SPYL.L
SPYL.L Risk / Return Rank: 7575
Overall Rank
SPYL.L Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
SPYL.L Sortino Ratio Rank: 6262
Sortino Ratio Rank
SPYL.L Omega Ratio Rank: 6262
Omega Ratio Rank
SPYL.L Calmar Ratio Rank: 9494
Calmar Ratio Rank
SPYL.L Martin Ratio Rank: 9696
Martin Ratio Rank

500D.L
500D.L Risk / Return Rank: 6767
Overall Rank
500D.L Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
500D.L Sortino Ratio Rank: 6262
Sortino Ratio Rank
500D.L Omega Ratio Rank: 6363
Omega Ratio Rank
500D.L Calmar Ratio Rank: 7272
Calmar Ratio Rank
500D.L 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.

SPYL.L vs. 500D.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR S&P 500 UCITS ETF USD Acc (SPYL.L) and Amundi S&P 500 Swap UCITS ETF USD Dist (500D.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.


SPYL.L500D.LDifference

Sharpe ratio

Return per unit of total volatility

1.14

1.13

+0.01

Sortino ratio

Return per unit of downside risk

1.65

1.65

+0.01

Omega ratio

Gain probability vs. loss probability

1.24

1.24

0.00

Calmar ratio

Return relative to maximum drawdown

4.12

2.00

+2.12

Martin ratio

Return relative to average drawdown

18.27

8.65

+9.62

SPYL.L vs. 500D.L - Sharpe Ratio Comparison

The current SPYL.L Sharpe Ratio is 1.14, which is comparable to the 500D.L Sharpe Ratio of 1.13. The chart below compares the historical Sharpe Ratios of SPYL.L and 500D.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


SPYL.L500D.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.14

1.13

+0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

1.54

0.58

+0.96

Correlation

The correlation between SPYL.L and 500D.L is 0.97, 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

SPYL.L vs. 500D.L - Dividend Comparison

SPYL.L has not paid dividends to shareholders, while 500D.L's dividend yield for the trailing twelve months is around 0.94%.


TTM2025202420232022
SPYL.L
SPDR S&P 500 UCITS ETF USD Acc
0.00%0.00%0.00%0.00%0.00%
500D.L
Amundi S&P 500 Swap UCITS ETF USD Dist
0.94%0.90%1.17%0.93%1.44%

Drawdowns

SPYL.L vs. 500D.L - Drawdown Comparison

The maximum SPYL.L drawdown since its inception was -18.42%, smaller than the maximum 500D.L drawdown of -24.21%. Use the drawdown chart below to compare losses from any high point for SPYL.L and 500D.L.


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Drawdown Indicators


SPYL.L500D.LDifference

Max Drawdown

Largest peak-to-trough decline

-18.42%

-24.21%

+5.79%

Max Drawdown (1Y)

Largest decline over 1 year

-11.78%

-12.33%

+0.55%

Current Drawdown

Current decline from peak

-5.41%

-5.49%

+0.08%

Average Drawdown

Average peak-to-trough decline

-1.83%

-6.29%

+4.46%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.83%

2.05%

-0.22%

Volatility

SPYL.L vs. 500D.L - Volatility Comparison

SPDR S&P 500 UCITS ETF USD Acc (SPYL.L) and Amundi S&P 500 Swap UCITS ETF USD Dist (500D.L) have volatilities of 4.84% and 4.67%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SPYL.L500D.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.84%

4.67%

+0.17%

Volatility (6M)

Calculated over the trailing 6-month period

8.65%

8.62%

+0.03%

Volatility (1Y)

Calculated over the trailing 1-year period

15.92%

16.15%

-0.23%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.03%

16.50%

-2.47%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.03%

16.50%

-2.47%